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taak 8 werklozen vlaams gewest d=1

*The author of this computation has been verified*

R Software Module: rwasp_autocorrelation.wasp (opens new window with default values)

Title produced by software: (Partial) Autocorrelation Function

Date of computation: Wed, 03 Dec 2008 09:37:45 -0700

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2008/Dec/03/t1228322332j1k240yllgok6ow.htm/, Retrieved Wed, 03 Dec 2008 16:38:54 +0000

BibTeX entries for LaTeX users:

@Manual{KEY,
    author = {{YOUR NAME}},
    publisher = {Office for Research Development and Education},
    title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2008/Dec/03/t1228322332j1k240yllgok6ow.htm/},
    year = {2008},
}
@Manual{R,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2008},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

Feedback Forum:

2008-11-27 13:41:43 [a2386b643d711541400692649981f2dc] [reply] 
test

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords:

Dataseries X:

» Textbox « » Textfile « » CSV «

189917 184128 175335 179566 181140 177876 175041 169292 166070 166972 206348 215706 202108 195411 193111 195198 198770 194163 190420 189733 186029 191531 232571 243477 227247 217859 208679 213188 216234 213587 209465 204045 200237 203666 241476 260307 243324 244460 233575 237217 235243 230354 227184 221678 217142 219452 256446 265845 248624 241114 229245 231805 219277 219313 212610 214771 211142 211457 240048 240636 230580

Output produced by software:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.20774	1.6091	0.056417
2	-0.289975	-2.2461	0.014195
3	-0.252559	-1.9563	0.027544
4	-0.161321	-1.2496	0.108151
5	0.024375	0.1888	0.425442
6	0.03668	0.2841	0.388647
7	0.05838	0.4522	0.326373
8	-0.185596	-1.4376	0.077868
9	-0.238892	-1.8505	0.034587
10	-0.255327	-1.9778	0.026277
11	0.220482	1.7078	0.046418
12	0.778233	6.0282	0
13	0.161076	1.2477	0.108497
14	-0.253194	-1.9612	0.027249
15	-0.223245	-1.7292	0.044453
16	-0.125451	-0.9717	0.167541
17	-0.011971	-0.0927	0.463214
18	0.050097	0.388	0.349678
19	0.05487	0.425	0.336172
20	-0.151849	-1.1762	0.122078
21	-0.184405	-1.4284	0.079182
22	-0.197956	-1.5334	0.065221
23	0.165598	1.2827	0.102262
24	0.559906	4.337	2.8e-05
25	0.122328	0.9476	0.173579
26	-0.182345	-1.4124	0.081494
27	-0.115082	-0.8914	0.188132
28	-0.092937	-0.7199	0.237194
29	-0.007482	-0.058	0.476988
30	0.006916	0.0536	0.478727
31	0.037408	0.2898	0.386499
32	-0.094734	-0.7338	0.232961
33	-0.132377	-1.0254	0.154648
34	-0.114439	-0.8864	0.189459
35	0.099489	0.7706	0.221972
36	0.340841	2.6401	0.005273
37	0.053753	0.4164	0.339314
38	-0.126559	-0.9803	0.165432
39	-0.063813	-0.4943	0.311452
40	-0.041998	-0.3253	0.373038
41	-0.008649	-0.067	0.473405
42	-0.002325	-0.018	0.492845
43	0.034748	0.2692	0.394366
44	-0.055346	-0.4287	0.334836
45	-0.046084	-0.357	0.361184
46	-0.039541	-0.3063	0.380225
47	0.056078	0.4344	0.332785
48	0.145226	1.1249	0.132552
49	-0.002186	-0.0169	0.493274
50	-0.041358	-0.3204	0.374905
51	-0.009779	-0.0757	0.469937
52	0.002153	0.0167	0.493374
53	-0.002295	-0.0178	0.492938
54	0.009411	0.0729	0.471066
55	0.017479	0.1354	0.446379
56	-0.027524	-0.2132	0.415947
57	-0.022043	-0.1707	0.432499
58	0.010347	0.0801	0.468193
59	0.007025	0.0544	0.478392
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.20774	1.6091	0.056417
2	-0.348156	-2.6968	0.004537
3	-0.117761	-0.9122	0.182664
4	-0.20245	-1.5682	0.06105
5	-0.018456	-0.143	0.4434
6	-0.129347	-1.0019	0.160204
7	0.017393	0.1347	0.44664
8	-0.331323	-2.5664	0.006395
9	-0.196528	-1.5223	0.066593
10	-0.548198	-4.2463	3.8e-05
11	0.100401	0.7777	0.219901
12	0.529169	4.0989	6.3e-05
13	-0.077791	-0.6026	0.274533
14	0.014753	0.1143	0.454701
15	0.030521	0.2364	0.406957
16	-0.045542	-0.3528	0.362751
17	-0.050553	-0.3916	0.348376
18	-0.04536	-0.3514	0.363275
19	-0.084964	-0.6581	0.256485
20	0.039135	0.3031	0.381415
21	0.045754	0.3544	0.362138
22	0.000758	0.0059	0.497668
23	-0.143137	-1.1087	0.135984
24	-0.121784	-0.9433	0.174646
25	-0.087659	-0.679	0.249874
26	0.001638	0.0127	0.49496
27	0.117232	0.9081	0.183736
28	-0.040099	-0.3106	0.37859
29	0.125191	0.9697	0.168039
30	-0.155376	-1.2035	0.116748
31	0.030876	0.2392	0.405897
32	-0.048311	-0.3742	0.354782
33	-0.000397	-0.0031	0.498779
34	0.065455	0.507	0.307001
35	0.030313	0.2348	0.407579
36	-0.160113	-1.2402	0.109859
37	-0.021001	-0.1627	0.435661
38	-0.192638	-1.4922	0.070447
39	-0.147769	-1.1446	0.128457
40	-0.062038	-0.4805	0.316293
41	-0.079461	-0.6155	0.270275
42	0.054954	0.4257	0.335934
43	-0.007004	-0.0542	0.478459
44	-0.052518	-0.4068	0.342801
45	0.001614	0.0125	0.495033
46	-0.034491	-0.2672	0.395129
47	-0.019374	-0.1501	0.440605
48	-0.116086	-0.8992	0.186071
49	0.037652	0.2917	0.385779
50	0.075635	0.5859	0.280082
51	0.036612	0.2836	0.388849
52	-0.010899	-0.0844	0.4665
53	-0.034652	-0.2684	0.39465
54	0.006693	0.0518	0.479411
55	0.015727	0.1218	0.451723
56	-0.025673	-0.1989	0.421523
57	-0.027019	-0.2093	0.417466
58	0.008108	0.0628	0.475067
59	-0.031686	-0.2454	0.403476
60	NA	NA	NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t1228322332j1k240yllgok6ow/1hmbk1228322263.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t1228322332j1k240yllgok6ow/1hmbk1228322263.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t1228322332j1k240yllgok6ow/2stkv1228322263.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t1228322332j1k240yllgok6ow/2stkv1228322263.ps (open in new window)

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

R code (references can be found in the software module):

if (par1 == 'Default') {

par1 = 10*log10(length(x))

} else {

par1 <- as.numeric(par1)

}

par2 <- as.numeric(par2)

par3 <- as.numeric(par3)

par4 <- as.numeric(par4)

par5 <- as.numeric(par5)

if (par2 == 0) {

x <- log(x)

} else {

x <- (x ^ par2 - 1) / par2

}

if (par3 > 0) x <- diff(x,lag=1,difference=par3)

if (par4 > 0) x <- diff(x,lag=par5,difference=par4)

bitmap(file='pic1.png')

racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')

dev.off()

bitmap(file='pic2.png')

rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')

dev.off()

(myacf <- c(racf$acf))

(mypacf <- c(rpacf$acf))

lengthx <- length(x)

sqrtn <- sqrt(lengthx)

load(file='createtable')

a<-table.start()

a<-table.row.start(a)

a<-table.element(a,'Autocorrelation Function',4,TRUE)

a<-table.row.end(a)

a<-table.row.start(a)

a<-table.element(a,'Time lag k',header=TRUE)

a<-table.element(a,hyperlink('http://www.xycoon.com/basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)

a<-table.element(a,'T-STAT',header=TRUE)

a<-table.element(a,'P-value',header=TRUE)

a<-table.row.end(a)

for (i in 2:(par1+1)) {

a<-table.row.start(a)

a<-table.element(a,i-1,header=TRUE)

a<-table.element(a,round(myacf[i],6))

mytstat <- myacf[i]*sqrtn

a<-table.element(a,round(mytstat,4))

a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))

a<-table.row.end(a)

}

a<-table.end(a)

table.save(a,file='mytable.tab')

a<-table.start()

a<-table.row.start(a)

a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)

a<-table.row.end(a)

a<-table.row.start(a)

a<-table.element(a,'Time lag k',header=TRUE)

a<-table.element(a,hyperlink('http://www.xycoon.com/basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)

a<-table.element(a,'T-STAT',header=TRUE)

a<-table.element(a,'P-value',header=TRUE)

a<-table.row.end(a)

for (i in 1:par1) {

a<-table.row.start(a)

a<-table.element(a,i,header=TRUE)

a<-table.element(a,round(mypacf[i],6))

mytstat <- mypacf[i]*sqrtn

a<-table.element(a,round(mytstat,4))

a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))

a<-table.row.end(a)

}

a<-table.end(a)

table.save(a,file='mytable1.tab')

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa

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