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Eigen tijdreeks ACF totaal werkzoekenden mannen 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 07:55:00 -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/t12285753452woggw05d0odvcg.htm/, Retrieved Sat, 06 Dec 2008 14:55:47 +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/t12285753452woggw05d0odvcg.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 «
6,2 6,1 5,9 5,6 5,5 5,5 5,6 5,7 5,6 5,4 5,3 5,3 5,4 5,5 5,6 5,7 5,8 5,8 5,7 5,9 6,1 6,4 6,4 6,3 6,2 6,2 6,3 6,5 6,6 6,6 6,7 6,6 6,7 7 7,2 7,3 7,5 7,6 7,7 7,8 7,8 7,7 7,6 7,6 7,7 7,8 7,8 7,8 7,7 7,6 7,4 7,1 7,1 7,3 7,6 7,8 7,7 7,6 7,5 7,5 7,5 7,6 7,6 7,7 7,8 7,7 7,6 7,6 7,6 7,7 7,8 7,8 7,9 7,9 7,8 7,8 7,7 7,5 7,1 6,9 7,1 7,1 7,1 7 6,9 6,8 6,7 6,8 6,8 6,7 6,8 6,7 6,6 6,4 6,4 6,4 6,5 6,5 6,4 6,3 6,2 6,3
 
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
10.9803059.90060
20.9443579.53750
30.9049769.13980
40.868278.76910
50.8366548.44980
60.8044028.12410
70.767067.74690
80.723297.30490
90.6724286.79120
100.6177486.23890
110.562595.68190
120.5105495.15631e-06
130.4626434.67255e-06
140.4187424.22912.6e-05
150.373983.7770.000134
160.3263553.2960.000675
170.2790762.81850.002898
180.2323682.34680.010434
190.1869331.88790.030939
200.1433681.44790.075349
210.0987190.9970.160559
220.0548270.55370.290489
230.010430.10530.458157
24-0.028624-0.28910.38655
25-0.059444-0.60040.274799
26-0.086896-0.87760.191109
27-0.11607-1.17220.121915
28-0.148714-1.50190.068101
29-0.182286-1.8410.034264
30-0.212198-2.14310.017242
31-0.234794-2.37130.009802
32-0.253029-2.55550.00604
33-0.269197-2.71880.003851
34-0.285654-2.8850.002388
35-0.302243-3.05250.001447
36-0.31826-3.21430.000876
37-0.330498-3.33790.00059
38-0.339685-3.43070.000435
39-0.346964-3.50420.000341
40-0.352015-3.55520.000287
41-0.357226-3.60780.00024
42-0.365487-3.69120.00018
43-0.3775-3.81260.000118
44-0.389513-3.93397.6e-05
45-0.395135-3.99076.2e-05
46-0.392617-3.96526.8e-05
47-0.386347-3.90198.6e-05
48-0.384877-3.88719e-05
49-0.391257-3.95157.2e-05
50-0.401577-4.05574.9e-05
51-0.411765-4.15863.3e-05
52-0.418295-4.22462.6e-05
53-0.419389-4.23562.5e-05
54-0.416066-4.20212.8e-05
55-0.409347-4.13423.7e-05
56-0.400373-4.04365.1e-05
57-0.391174-3.95077.2e-05
58-0.381367-3.85160.000103
59-0.369679-3.73360.000156
60-0.354651-3.58180.000262


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9803059.90060
2-0.426661-4.30911.9e-05
30.0780640.78840.216143
40.0617860.6240.267008
50.0572880.57860.282074
6-0.144303-1.45740.07404
7-0.110183-1.11280.134206
8-0.090259-0.91160.182072
9-0.128466-1.29740.098704
10-0.052083-0.5260.300011
11-0.035719-0.36070.359519
120.036090.36450.358122
130.0087830.08870.464747
140.0454770.45930.3235
15-0.095063-0.96010.169641
16-0.028909-0.2920.385453
170.0649520.6560.256655
18-0.056458-0.57020.284897
19-0.051196-0.51710.303119
20-0.034471-0.34810.364225
21-0.10596-1.07010.143541
220.0093320.09420.462548
23-0.089639-0.90530.183718
240.1717331.73440.042932
250.0738060.74540.22887
26-0.080509-0.81310.209028
27-0.116043-1.1720.121967
28-0.040359-0.40760.34221
290.0340310.34370.36589
300.0330720.3340.369529
310.0517550.52270.301157
32-0.117985-1.19160.118094
33-0.011441-0.11560.454118
34-0.062075-0.62690.266053
350.0478850.48360.314849
36-0.004693-0.04740.481146
370.1017741.02790.153222
38-0.052227-0.52750.299508
39-0.118537-1.19720.117009
400.0003980.0040.498399
41-0.021168-0.21380.415568
42-0.095384-0.96330.168831
43-0.081234-0.82040.206944
440.0205830.20790.417868
450.1066621.07720.141958
460.0390360.39420.347111
47-0.054189-0.54730.292691
48-0.153536-1.55060.062042
49-0.051918-0.52430.300588
500.0273530.27620.391458
51-0.088887-0.89770.185726
52-0.043536-0.43970.330544
530.0261520.26410.39611
540.0936820.94610.173157
550.0119410.12060.452125
560.0727190.73440.232186
57-0.001189-0.0120.495223
580.070050.70750.240443
59-0.005336-0.05390.478564
600.0050740.05120.479614
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t12285753452woggw05d0odvcg/1yagf1228575299.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t12285753452woggw05d0odvcg/1yagf1228575299.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t12285753452woggw05d0odvcg/2i2h21228575299.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t12285753452woggw05d0odvcg/2i2h21228575299.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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