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Paper: autocorrelation werkloosheid 31/01/2002 - 31/12/2007 met d = 1 en D = 0

*Unverified author*
R Software Module: rwasp_autocorrelation.wasp (opens new window with default values)
Title produced by software: (Partial) Autocorrelation Function
Date of computation: Fri, 05 Dec 2008 03:26:40 -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/05/t1228473060dyoxzpub6bfxus2.htm/, Retrieved Fri, 05 Dec 2008 10:31:03 +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/05/t1228473060dyoxzpub6bfxus2.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 «
95,20 95,00 94,00 92,20 91,00 91,20 103,40 105,00 104,60 103,80 101,80 102,40 103,80 103,40 102,00 101,80 100,20 101,40 113,80 116,00 115,60 113,00 109,40 111,00 112,40 112,20 111,00 108,80 107,40 108,60 118,80 122,20 122,60 122,20 118,80 119,00 118,20 117,80 116,80 114,60 113,40 113,80 124,20 125,80 125,60 122,40 119,00 119,40 118,60 118,00 116,00 114,80 114,60 114,60 124,00 125,20 124,00 117,60 113,20 111,40 112,20 109,80 106,40 105,20 102,20 99,80 111,00 113,00 108,40 105,40 102,00 102,80
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2465962.07790.02067
2-0.152979-1.2890.100787
3-0.297383-2.50580.007256
4-0.281184-2.36930.010272
50.0490780.41350.340229
60.1616691.36220.088713
70.057010.48040.31622
8-0.228838-1.92820.028913
9-0.245737-2.07060.021016
10-0.104413-0.87980.190968
110.2218141.8690.032871
120.7524246.340
130.210931.77730.039899
14-0.12395-1.04440.149917
15-0.291231-2.4540.008292
16-0.261725-2.20530.015335
170.0296430.24980.40174
180.1004220.84620.20015
190.0473840.39930.345449
20-0.181655-1.53070.06515
21-0.186763-1.57370.060002
22-0.067904-0.57220.284507
230.1567461.32080.09541
240.5732444.83024e-06
250.1577711.32940.093986
26-0.135741-1.14380.12828
27-0.250111-2.10750.019304
28-0.214625-1.80850.037384
290.0127020.1070.457533
300.0597470.50340.308108
310.0251550.2120.416372
32-0.149559-1.26020.10586
33-0.130412-1.09890.137768
34-0.052103-0.4390.330987
350.1040460.87670.191802
360.4395523.70370.000208
370.0990610.83470.203344
38-0.130386-1.09860.137817
39-0.233635-1.96860.026449
40-0.164639-1.38730.084849
410.0054860.04620.481631
420.0722880.60910.272197
430.0331410.27930.390432
44-0.113846-0.95930.170336
45-0.096802-0.81570.208708
46-0.05194-0.43770.331484
470.0437750.36890.356666
480.3107442.61840.005396
490.0666080.56120.288198
50-0.115275-0.97130.167343
51-0.154889-1.30510.098033
52-0.117212-0.98760.163339
53-0.010141-0.08550.466071
540.0604370.50930.306077
550.0068590.05780.477037
56-0.053008-0.44670.328243
57-0.033769-0.28450.388413
58-0.036165-0.30470.380729
590.0059490.05010.480081
600.1611931.35820.089344


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2465962.07790.02067
2-0.227631-1.91810.029563
3-0.218904-1.84450.03464
4-0.208386-1.75590.04171
50.0928920.78270.218198
6-0.002128-0.01790.492873
7-0.081536-0.6870.247149
8-0.284461-2.39690.009584
9-0.11512-0.970.167666
10-0.109864-0.92570.178861
110.127991.07850.142239
120.6600365.56160
13-0.057855-0.48750.313704
140.1218241.02650.154069
150.0159370.13430.446776
160.0798640.67290.251582
17-0.032625-0.27490.392094
18-0.104144-0.87750.191578
19-0.017892-0.15080.440296
20-0.034924-0.29430.384703
210.0036050.03040.487926
22-0.044464-0.37470.354516
23-0.097156-0.81870.207862
240.0332050.27980.390225
25-0.081472-0.68650.247318
26-0.089263-0.75210.227225
270.0175120.14760.441553
280.0140650.11850.452996
29-0.022333-0.18820.425636
30-0.025831-0.21770.414161
31-0.023581-0.19870.421533
32-0.002913-0.02450.490244
33-0.002643-0.02230.491148
34-0.06239-0.52570.300364
35-0.036098-0.30420.380944
360.0091420.0770.469407
37-0.058865-0.4960.310712
38-0.027854-0.23470.407558
39-0.092917-0.78290.218136
400.0392680.33090.370856
41-0.074005-0.62360.267451
420.0856320.72150.236471
43-0.003974-0.03350.486692
440.0428270.36090.359635
455.9e-055e-040.499803
46-0.013107-0.11040.456185
47-0.069543-0.5860.279874
48-0.063141-0.5320.29818
49-0.032601-0.27470.392172
50-0.051209-0.43150.333709
510.0939660.79180.215566
52-0.04546-0.38310.351413
53-0.024576-0.20710.41827
54-0.034243-0.28850.386889
55-0.082757-0.69730.24394
560.0666680.56180.288026
57-0.002735-0.0230.49084
580.0370170.31190.378011
590.007140.06020.476098
60-0.107302-0.90410.18449
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t1228473060dyoxzpub6bfxus2/14mq61228472798.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t1228473060dyoxzpub6bfxus2/14mq61228472798.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t1228473060dyoxzpub6bfxus2/224j41228472798.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t1228473060dyoxzpub6bfxus2/224j41228472798.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')
 




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