Home » date » 2008 » Dec » 14 »

Werkloosheid bij 50+ (d=0; 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: Sun, 14 Dec 2008 13:34:04 -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/14/t12292870293jj6p0xzi2xuxjv.htm/, Retrieved Sun, 14 Dec 2008 21:37:11 +0100
 
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/14/t12292870293jj6p0xzi2xuxjv.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},
}
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
gdm
 
Dataseries X:
» Textbox « » Textfile « » CSV «
88900 87280 85519 83647 81616 80100 94027 102327 104296 101593 94816 93535 93618 92330 90751 88576 86102 85494 103432 108870 109713 106960 103195 102348 102158 100431 97649 95611 93035 93579 111777 116065 116609 112934 107660 107965 107772 106201 102288 99217 96511 96456 113021 117836 118492 113922 109317 107496 105524 103824 101833 99436 96915 96072 111941 116008 117557 113445 108762 106661 102824 101912 99005 97894 96256 95606 108948 111223 113142 106078 100992 97413
 
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
10.8166726.92970
20.5404134.58569e-06
30.2879922.44370.008495
40.1282651.08840.140031
50.064910.55080.291744
60.026780.22720.410442
70.0285930.24260.404494
80.064430.54670.293134
90.1839911.56120.061429
100.3618933.07080.001506
110.5437944.61428e-06
120.6391715.42350
130.4716144.00187.5e-05
140.2459652.08710.020211
150.0440930.37410.3547
16-0.083036-0.70460.241672
17-0.140537-1.19250.118491
18-0.174103-1.47730.071977
19-0.16983-1.44110.076952
20-0.143101-1.21430.11431
21-0.051395-0.43610.332034
220.0835370.70880.240357
230.224181.90220.030571
240.2973412.5230.006922
250.1703111.44510.076378
26-0.001292-0.0110.495641
27-0.156902-1.33140.093636
28-0.248188-2.10590.019348
29-0.281544-2.3890.009759
30-0.292242-2.47980.007744
31-0.273258-2.31870.011628
32-0.2429-2.06110.021454
33-0.165274-1.40240.082547
34-0.057005-0.48370.315033
350.0551060.46760.320744
360.1201721.01970.155644
370.0328710.27890.390554
38-0.091206-0.77390.22076
39-0.207668-1.76210.041146
40-0.274629-2.33030.011298
41-0.295823-2.51010.007158
42-0.291542-2.47380.007863
43-0.25912-2.19870.015556
44-0.219171-1.85970.033504
45-0.149573-1.26920.104235
46-0.065953-0.55960.288734
470.0168920.14330.443214
480.0617510.5240.300952
49-0.002191-0.01860.49261
50-0.088387-0.750.227854
51-0.16891-1.43320.078058
52-0.209158-1.77480.040082
53-0.217437-1.8450.034574
54-0.206681-1.75370.041865
55-0.174416-1.480.071622
56-0.138098-1.17180.12257
57-0.083374-0.70750.240784
58-0.026952-0.22870.409878
590.0225790.19160.424303
600.0448170.38030.352427


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8166726.92970
2-0.379946-3.22390.000951
3-0.037694-0.31980.375005
40.0737550.62580.266701
50.0577520.490.312798
6-0.103025-0.87420.19246
70.1085250.92090.180097
80.0822150.69760.243831
90.2860332.42710.008862
100.2229091.89140.031294
110.2436312.06730.021152
120.0609170.51690.303407
13-0.578833-4.91163e-06
140.1766691.49910.069112
15-0.052261-0.44340.329386
16-0.114163-0.96870.167967
17-0.079538-0.67490.25095
180.0516260.43810.331326
19-0.061709-0.52360.301076
20-0.127928-1.08550.14066
21-0.011829-0.10040.460165
220.0334580.28390.388651
23-0.003255-0.02760.489021
240.001780.01510.493996
25-0.059407-0.50410.30787
26-0.003068-0.0260.489651
27-0.038357-0.32550.372884
280.0045180.03830.484764
290.0097210.08250.467243
30-0.002665-0.02260.49101
31-0.017795-0.1510.4402
32-0.011287-0.09580.461982
33-0.02631-0.22320.411988
34-0.018046-0.15310.439363
35-0.023159-0.19650.422381
360.0497840.42240.336986
37-0.031667-0.26870.394464
38-0.02454-0.20820.41782
39-0.016502-0.140.444514
40-0.025833-0.21920.413557
41-0.031501-0.26730.395003
420.0188970.16030.43653
430.0127710.10840.457002
440.0043020.03650.48549
45-0.03943-0.33460.36946
46-0.024222-0.20550.418867
47-0.024202-0.20540.418936
48-0.048172-0.40880.341966
490.0287450.24390.403996
500.0225870.19170.424274
51-0.008354-0.07090.471841
520.0023110.01960.492206
53-0.015154-0.12860.449021
54-0.027112-0.23010.409351
55-0.019633-0.16660.434078
560.0087940.07460.470361
57-0.007023-0.05960.476321
58-0.040057-0.33990.367463
59-0.043711-0.37090.355901
60-0.00575-0.04880.480612
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/14/t12292870293jj6p0xzi2xuxjv/1orh11229286842.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/14/t12292870293jj6p0xzi2xuxjv/1orh11229286842.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/14/t12292870293jj6p0xzi2xuxjv/2ho2n1229286842.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/14/t12292870293jj6p0xzi2xuxjv/2ho2n1229286842.ps (open in new window)


 
Parameters (Session):
par1 = 60 ; par2 = -2.0 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;
 
Parameters (R input):
par1 = 60 ; par2 = -2.0 ; 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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