Home » date » 2008 » Dec » 10 »

ACF werkloosheid laatste 20 jaar bij D=0 en d=0

*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: Wed, 10 Dec 2008 13:57:47 -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/10/t1228942712u24s35gcc41l4ed.htm/, Retrieved Wed, 10 Dec 2008 20:58:35 +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/10/t1228942712u24s35gcc41l4ed.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 «
451 450 444 429 421 400 389 384 432 446 431 423 416 416 413 399 386 374 365 365 418 428 424 421 417 423 423 419 406 398 390 391 444 460 455 456 452 459 461 451 443 439 430 436 488 506 502 501 501 515 521 520 512 509 505 511 570 592 594 586 586 592 594 586 572 563 555 554 601 622 617 606 595 599 600 592 575 567 555 555 608 631 629 624 610 616 621 604 584 574 555 545 599 620 608 590 579 580 579 572 560 551 537 541 588 607 599 578 563 566 561 554 540 526 512 505 554 584 569 540 522 526 527 516 503 489 479 475 524 552 532 511 492 492 493 481 462 457 442 439 488 521 501 485 464 460 467 460 448 443 436 431 484 510 513 503 471 471 476 475 470 461 455 456 517 525 523 519 509 512 519 517 510 509 501 507 569 580 578 565 547 555 562 561 555 544 537 543 594 611 613 611 594 595 591 589 584 573 567 569 621 629 628 612 595 597 593 590 580 574 573 573 620 626 620 588 566 557 561 549 532 526 511 499 555 565 542 527 510 514 517 508 493 490 469 478 528 534 518 506 502
 
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
10.95658214.85010
20.88706913.7710
30.83477612.95920
40.80730212.53270
50.79934312.40910
60.78683812.2150
70.76171811.8250
80.73419911.39780
90.72935311.32260
100.74965911.63780
110.786112.20360
120.79602812.35770
130.73192211.36250
140.64423410.00120
150.5727698.89180
160.5270438.18190
170.5011667.78020
180.4721127.32920
190.4326916.71720
200.3917226.08120
210.3734115.79690
220.3792775.8880
230.4010356.22570
240.3980446.17930
250.3273035.08110
260.2346813.64320.000165
270.1588972.46670.007166
280.1100851.7090.044372
290.0815211.26550.103448
300.0510820.7930.214277
310.0119290.18520.426618
32-0.028331-0.43980.330232
33-0.046801-0.72650.234104
34-0.041804-0.6490.258488
35-0.021171-0.32870.371346
36-0.022118-0.34340.365811
37-0.086544-1.34350.090183
38-0.171411-2.6610.004157
39-0.239149-3.71260.000127
40-0.279102-4.33281.1e-05
41-0.298101-4.62783e-06
42-0.317157-4.92361e-06
43-0.344725-5.35160
44-0.373099-5.79210
45-0.379886-5.89740
46-0.364271-5.6550
47-0.333435-5.17630
48-0.322594-5.0081e-06
49-0.370873-5.75750
50-0.437555-6.79270
51-0.487153-7.56270
52-0.509756-7.91350
53-0.511802-7.94530
54-0.512297-7.9530
55-0.521107-8.08980
56-0.530791-8.24010
57-0.520097-8.07410
58-0.488206-7.5790
59-0.44124-6.84990
60-0.413808-6.4240


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.95658214.85010
2-0.329365-5.11310
30.2878814.46916e-06
40.117171.8190.035079
50.1535582.38390.008953
6-0.108381-1.68250.046881
70.013330.20690.418119
80.0484970.75290.226129
90.2889324.48546e-06
100.1231481.91180.028546
110.2498153.87826.8e-05
12-0.337617-5.24120
13-0.756728-11.74760
14-0.013464-0.2090.417306
15-0.101094-1.56940.058934
160.0304290.47240.318541
170.1028151.59610.055886
180.0934231.45030.074135
190.0980451.52210.064651
20-0.077799-1.20780.114161
21-0.091637-1.42260.078075
22-0.126792-1.96830.025087
23-0.001062-0.01650.493427
240.0205040.31830.375263
25-0.169597-2.63290.004507
260.0295540.45880.323398
270.0391180.60730.272119
280.011760.18260.427644
290.0279480.43390.332385
30-0.006711-0.10420.458557
310.0174010.27010.393641
32-0.070127-1.08870.138696
33-0.085622-1.32920.092518
34-0.050886-0.790.215165
35-0.003849-0.05970.476203
360.1223891.90.029314
37-0.098521-1.52950.063731
380.0462290.71770.236831
39-0.005418-0.08410.466522
40-0.028477-0.44210.329414
410.0016950.02630.489515
420.0074380.11550.454082
43-0.029397-0.45640.32427
440.0242990.37720.353171
45-0.007204-0.11180.45552
46-0.008708-0.13520.44629
47-0.010313-0.16010.436468
480.0292670.45430.324997
49-0.013011-0.2020.420049
500.0528330.82020.20646
510.0070110.10880.456709
52-0.050426-0.78280.217252
53-0.01981-0.30750.379351
540.0379820.58960.277993
55-0.024466-0.37980.352206
560.0392290.6090.271552
57-0.001777-0.02760.489006
580.0474860.73720.230865
590.0258870.40190.344065
60-0.022052-0.34230.366196
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228942712u24s35gcc41l4ed/1g9ib1228942666.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228942712u24s35gcc41l4ed/1g9ib1228942666.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228942712u24s35gcc41l4ed/26g461228942666.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228942712u24s35gcc41l4ed/26g461228942666.ps (open in new window)


 
Parameters (Session):
par1 = 60 ; par2 = 1.1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;
 
Parameters (R input):
par1 = 60 ; par2 = 1.1 ; 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')
 




Copyright

Creative Commons License

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa


Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.


Privacy Policy

We may request personal information to be submitted to our servers in order to be able to:

  • personalize online software applications according to your needs
  • enforce strict security rules with respect to the data that you upload (e.g. statistical data)
  • manage user sessions of online applications
  • alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.

FreeStatistics.org is powered by