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ACF unemployment above 50

*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: Fri, 05 Dec 2008 05:02:38 -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/t122847884073e2820i6c687e2.htm/, Retrieved Fri, 05 Dec 2008 12:07:20 +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/t122847884073e2820i6c687e2.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 «

44028 45564 44277 44976 45406 47379 49200 50221 51573 53091 53337 54978 57885 67099 67169 69796 70600 71982 73957 75273 76322 77078 77954 79238 82179 83834 83744 84861 86478 88290 90287 91230 92380 92506 94172 94728 96581 97344 98346 98214 98366 98768 99832 99976 99961 100164 99964 99304 104008 104644 103950 104263 104241 105141 106018 105866 105944 106379 105082 104915 107026

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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.062242	0.4312	0.334117
2	0.137452	0.9523	0.172858
3	-0.020702	-0.1434	0.443276
4	0.023726	0.1644	0.435061
5	0.012678	0.0878	0.465186
6	0.031861	0.2207	0.413116
7	-0.072456	-0.502	0.308984
8	0.002464	0.0171	0.493226
9	-0.054766	-0.3794	0.353022
10	-0.025479	-0.1765	0.430313
11	-0.03601	-0.2495	0.402026
12	-0.429569	-2.9761	0.002281
13	-0.063837	-0.4423	0.330138
14	0.049347	0.3419	0.366963
15	0.101789	0.7052	0.242042
16	0.09635	0.6675	0.253814
17	0.036462	0.2526	0.40082
18	0.005615	0.0389	0.484565
19	0.114929	0.7963	0.214902
20	-0.006207	-0.043	0.482939
21	0.089266	0.6185	0.269601
22	-0.025592	-0.1773	0.430007
23	-0.143477	-0.994	0.162595
24	-0.044616	-0.3091	0.379289
25	0.113863	0.7889	0.217036
26	-0.116601	-0.8078	0.211585
27	-0.085381	-0.5915	0.278469
28	-0.128251	-0.8886	0.189338
29	-0.032293	-0.2237	0.411958
30	-0.037721	-0.2613	0.397474
31	-0.088671	-0.6143	0.270949
32	-0.04802	-0.3327	0.370408
33	0.014716	0.102	0.459608
34	-0.054676	-0.3788	0.353252
35	0.245522	1.701	0.047704
36	-0.012816	-0.0888	0.46481

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.062242	0.4312	0.334117
2	0.134098	0.9291	0.178754
3	-0.037269	-0.2582	0.398676
4	0.00876	0.0607	0.475929
5	0.019159	0.1327	0.447478
6	0.025417	0.1761	0.430481
7	-0.080989	-0.5611	0.288666
8	0.004595	0.0318	0.487368
9	-0.034003	-0.2356	0.40738
10	-0.027583	-0.1911	0.424628
11	-0.020585	-0.1426	0.443594
12	-0.434181	-3.0081	0.002089
13	-0.007286	-0.0505	0.479974
14	0.201168	1.3937	0.084909
15	0.09705	0.6724	0.252283
16	0.069188	0.4793	0.316935
17	0.016541	0.1146	0.45462
18	0.003703	0.0257	0.489818
19	0.068068	0.4716	0.319679
20	-0.03628	-0.2514	0.401306
21	0.027287	0.189	0.425426
22	-0.02797	-0.1938	0.423582
23	-0.217325	-1.5057	0.069352
24	-0.295106	-2.0446	0.023202
25	0.188502	1.306	0.098892
26	0.071806	0.4975	0.310558
27	-0.049799	-0.345	0.365793
28	-0.013838	-0.0959	0.462009
29	0.005004	0.0347	0.486243
30	-0.029848	-0.2068	0.418524
31	-0.058363	-0.4043	0.343876
32	-0.055481	-0.3844	0.351195
33	0.124195	0.8604	0.196909
34	-0.106079	-0.7349	0.232977
35	-0.000289	-0.002	0.499206
36	-0.188665	-1.3071	0.098702

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t122847884073e2820i6c687e2/1oni91228478552.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t122847884073e2820i6c687e2/1oni91228478552.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t122847884073e2820i6c687e2/2ftks1228478552.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t122847884073e2820i6c687e2/2ftks1228478552.ps (open in new window)

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; 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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