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Eigen tijdreeks ACF totaal werkzoekenden zonder aanpassingen

*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: Sat, 06 Dec 2008 07:52:29 -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/06/t1228575200b9s0g9zis3ttwf0.htm/, Retrieved Sat, 06 Dec 2008 14:53:22 +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/06/t1228575200b9s0g9zis3ttwf0.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

Post a new message
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
7,4 7,2 7,1 6,9 6,8 6,8 6,8 6,9 6,7 6,6 6,5 6,4 6,3 6,3 6,3 6,5 6,6 6,5 6,4 6,5 6,7 7,1 7,1 7,2 7,2 7,3 7,3 7,3 7,3 7,4 7,6 7,6 7,6 7,7 7,8 7,9 8,1 8,1 8,1 8,2 8,2 8,2 8,2 8,2 8,2 8,3 8,3 8,4 8,4 8,4 8,3 8 8 8,2 8,6 8,7 8,7 8,5 8,4 8,4 8,4 8,5 8,5 8,5 8,5 8,5 8,4 8,4 8,4 8,5 8,6 8,6 8,6 8,6 8,5 8,4 8,4 8,3 8,2 8,1 8,2 8,1 8 7,9 7,8 7,7 7,7 7,9 7,8 7,6 7,4 7,3 7,1 7,1 7 7 7 6,9 6,8 6,7 6,6 6,6
 
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'George Udny Yule' @ 72.249.76.132


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9762949.86010
20.9406059.49960
30.9028989.11880
40.8692938.77940
50.8380738.46410
60.8060558.14080
70.7676137.75250
80.7228687.30060
90.6730496.79750
100.6163226.22450
110.5608145.66390
120.5064085.11451e-06
130.4590934.63665e-06
140.4166044.20752.8e-05
150.3725823.76290.00014
160.3204853.23670.000816
170.2657552.6840.004245
180.2113912.13490.01758
190.1584961.60070.056264
200.1089581.10040.136869
210.063630.64260.260954
220.0253180.25570.399349
23-0.012378-0.1250.450379
24-0.047635-0.48110.315741
25-0.082773-0.8360.202563
26-0.116022-1.17180.12201
27-0.150739-1.52240.065503
28-0.1813-1.8310.035007
29-0.206788-2.08850.019623
30-0.227936-2.3020.011683
31-0.242974-2.45390.007913
32-0.256728-2.59280.005458
33-0.274271-2.770.003331
34-0.299154-3.02130.001591
35-0.326671-3.29920.000668
36-0.350949-3.54440.000298
37-0.364228-3.67850.000188
38-0.372919-3.76630.000139
39-0.380509-3.8430.000106
40-0.389815-3.93697.6e-05
41-0.402608-4.06614.7e-05
42-0.418456-4.22622.6e-05
43-0.432836-4.37141.5e-05
44-0.44428-4.4871e-05
45-0.448815-4.53288e-06
46-0.443818-4.48231e-05
47-0.436436-4.40781.3e-05
48-0.431256-4.35551.6e-05
49-0.43646-4.4081.3e-05
50-0.446856-4.5139e-06
51-0.456638-4.61186e-06
52-0.458712-4.63285e-06
53-0.454794-4.59326e-06
54-0.445501-4.49939e-06
55-0.432614-4.36921.5e-05
56-0.419726-4.2392.5e-05
57-0.405003-4.09034.3e-05
58-0.392472-3.96386.9e-05
59-0.377307-3.81060.000119
60-0.359205-3.62780.000224


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9762949.86010
2-0.267746-2.70410.004013
30.002690.02720.489191
40.0800450.80840.210365
5-0.012894-0.13020.448323
6-0.055298-0.55850.28887
7-0.144085-1.45520.074344
8-0.093815-0.94750.172815
9-0.089308-0.9020.184599
10-0.175137-1.76880.039958
110.0363380.3670.35719
12-0.050091-0.50590.307011
130.1132671.14390.127663
140.0372680.37640.353706
15-0.082026-0.82840.204684
16-0.138446-1.39820.082537
170.0054660.05520.478041
18-0.023246-0.23480.407427
19-0.069454-0.70140.242311
20-0.038379-0.38760.349558
210.0309780.31290.377511
220.0903080.91210.181942
23-0.069923-0.70620.240841
240.0630480.63680.262857
250.0104850.10590.457936
260.001840.01860.492606
27-0.117529-1.1870.118996
28-0.000668-0.00670.497315
290.0046010.04650.481513
30-0.003254-0.03290.486924
310.0746270.75370.226384
32-0.036896-0.37260.355099
33-0.132469-1.33790.091957
34-0.126979-1.28240.1013
35-0.06758-0.68250.248228
360.0152420.15390.438981
370.0973490.98320.163922
38-0.034017-0.34360.365945
39-0.044438-0.44880.327264
40-0.046108-0.46570.321222
41-0.037483-0.37860.3529
42-0.033626-0.33960.367426
430.0128150.12940.448637
44-0.032092-0.32410.373258
450.0705290.71230.238951
460.0516560.52170.301505
47-0.035659-0.36010.359745
48-0.038725-0.39110.348269
49-0.145754-1.4720.072044
50-0.043522-0.43960.330596
51-0.049237-0.49730.310034
520.0304560.30760.379511
530.0093140.09410.462621
540.0335030.33840.367894
550.0644820.65120.258178
560.0260350.26290.396564
570.0725170.73240.232805
58-0.036626-0.36990.356109
590.038230.38610.350113
60-0.011046-0.11160.455695
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228575200b9s0g9zis3ttwf0/1byod1228575147.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228575200b9s0g9zis3ttwf0/1byod1228575147.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228575200b9s0g9zis3ttwf0/2kolf1228575147.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228575200b9s0g9zis3ttwf0/2kolf1228575147.ps (open in new window)


 
Parameters (Session):
par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;
 
Parameters (R input):
par1 = 60 ; par2 = 1 ; par3 = 0 ; 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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