Eigen tijdreeks totaal werkzoekenden PACF

*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 08:41:54 -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/t1228578151fk5772d78jxdr3g.htm/, Retrieved Sat, 06 Dec 2008 15:42:33 +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/t1228578151fk5772d78jxdr3g.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 Input view raw input (R code) Raw Output view raw output of R engine Computing time 1 seconds R Server 'Gwilym Jenkins' @ 72.249.127.135 Autocorrelation Function Time lag k ACF(k) T-STAT P-value 1 0.429777 4.3192 1.8e-05 2 0.116824 1.1741 0.121565 3 -0.152504 -1.5326 0.064245 4 -0.070447 -0.708 0.240293 5 0.08264 0.8305 0.204101 6 0.246943 2.4817 0.007362 7 0.288043 2.8948 0.002325 8 0.237646 2.3883 0.009392 9 0.254229 2.555 0.006056 10 0.081693 0.821 0.20679 11 0.034151 0.3432 0.366075 12 -0.136031 -1.3671 0.087315 13 -0.026801 -0.2693 0.394107 14 0.136825 1.3751 0.086075 15 0.217022 2.181 0.01575 16 0.142082 1.4279 0.078201 17 0.074929 0.753 0.226592 18 0.029842 0.2999 0.382433 19 -0.020438 -0.2054 0.418836 20 -0.040782 -0.4099 0.34139 21 -0.130738 -1.3139 0.095928 22 -0.094926 -0.954 0.171183 23 0.000691 0.0069 0.497235 24 0.086449 0.8688 0.193508 25 0.037911 0.381 0.352003 26 0.081673 0.8208 0.206845 27 -0.079332 -0.7973 0.21358 28 -0.120295 -1.2089 0.114752 29 -0.158581 -1.5937 0.057062 30 -0.207048 -2.0808 0.019991 31 -0.036416 -0.366 0.357575 32 0.083885 0.843 0.200602 33 0.247799 2.4903 0.007196 34 0.124049 1.2467 0.1077 35 -0.111259 -1.1181 0.13308 36 -0.327584 -3.2922 0.000685 Partial Autocorrelation Function Time lag k PACF(k) T-STAT P-value 1 0.429777 4.3192 1.8e-05 2 -0.083264 -0.8368 0.202341 3 -0.211338 -2.1239 0.018059 4 0.112389 1.1295 0.130681 5 0.131186 1.3184 0.095176 6 0.14667 1.474 0.071793 7 0.131914 1.3257 0.093962 8 0.104423 1.0494 0.14824 9 0.235803 2.3698 0.009849 10 -0.05647 -0.5675 0.285811 11 0.024928 0.2505 0.401346 12 -0.179058 -1.7995 0.037462 13 0.019362 0.1946 0.423054 14 0.10322 1.0374 0.151025 15 -0.061241 -0.6155 0.269815 16 -0.063679 -0.64 0.261821 17 0.061153 0.6146 0.270106 18 0.047264 0.475 0.317907 19 -0.024482 -0.246 0.403073 20 -0.095048 -0.9552 0.170873 21 -0.120309 -1.2091 0.114726 22 -0.064206 -0.6453 0.260111 23 0.001405 0.0141 0.494382 24 -0.048594 -0.4884 0.313176 25 -0.088613 -0.8906 0.187644 26 0.211968 2.1302 0.01779 27 -0.077009 -0.7739 0.220391 28 -0.051972 -0.5223 0.301297 29 -0.035199 -0.3537 0.362132 30 -0.156116 -1.5689 0.059894 31 0.166507 1.6734 0.048674 32 0.02558 0.2571 0.398822 33 0.164849 1.6567 0.05034 34 0.029596 0.2974 0.38337 35 -0.166305 -1.6713 0.048875 36 -0.007328 -0.0736 0.470718

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228578151fk5772d78jxdr3g/1y61n1228578112.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228578151fk5772d78jxdr3g/1y61n1228578112.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228578151fk5772d78jxdr3g/2kkyd1228578112.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228578151fk5772d78jxdr3g/2kkyd1228578112.ps (open in new window)

Parameters (Session):

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

Parameters (R input):

par1 = 36 ; par2 = 2.0 ; 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')

Copyright

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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