Home » date » 2008 » Dec » 21 »

Werkloosheid - Jongeren < 25 jaar - ACF

*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, 21 Dec 2008 04:12:46 -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/21/t1229858050p8tom4nlypxnr4w.htm/, Retrieved Sun, 21 Dec 2008 12:14:12 +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/21/t1229858050p8tom4nlypxnr4w.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:

Dataseries X:

» Textbox « » Textfile « » CSV «

21.1 21 20.4 19.5 18.6 18.8 23.7 24.8 25 23.6 22.3 21.8 20.8 19.7 18.3 17.4 17 18.1 23.9 25.6 25.3 23.6 21.9 21.4 20.6 20.5 20.2 20.6 19.7 19.3 22.8 23.5 23.8 22.6 22 21.7 20.7 20.2 19.1 19.5 18.7 18.6 22.2 23.2 23.5 21.3 20 18.7 18.9 18.3 18.4 19.9 19.2 18.5 20.9 20.5 19.4 18.1 17 17

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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.744467	5.7666	0
2	0.337672	2.6156	0.005625
3	-0.027069	-0.2097	0.417315
4	-0.251447	-1.9477	0.028067
5	-0.318764	-2.4691	0.008204
6	-0.302264	-2.3413	0.011277
7	-0.236405	-1.8312	0.036019
8	-0.123942	-0.9601	0.170441
9	0.063487	0.4918	0.31234
10	0.270129	2.0924	0.02032
11	0.47917	3.7116	0.000226
12	0.580116	4.4936	1.6e-05
13	0.353854	2.7409	0.00403
14	0.055396	0.4291	0.334694
15	-0.177271	-1.3731	0.08741
16	-0.256346	-1.9856	0.025824
17	-0.236383	-1.831	0.036032
18	-0.188156	-1.4575	0.075103
19	-0.147648	-1.1437	0.12865
20	-0.103046	-0.7982	0.213954
21	-0.015334	-0.1188	0.452924
22	0.075396	0.584	0.280699
23	0.205136	1.589	0.058661
24	0.28657	2.2198	0.015113
25	0.161597	1.2517	0.107764
26	-0.035263	-0.2731	0.39284
27	-0.205555	-1.5922	0.058295
28	-0.264003	-2.045	0.022626
29	-0.241159	-1.868	0.033323
30	-0.174861	-1.3545	0.090333
31	-0.123869	-0.9595	0.170582
32	-0.064073	-0.4963	0.310746
33	0.014351	0.1112	0.45593
34	0.063461	0.4916	0.312409
35	0.11423	0.8848	0.189892
36	0.122822	0.9514	0.172615
37	0.001728	0.0134	0.494682
38	-0.145138	-1.1242	0.132696
39	-0.229289	-1.7761	0.040397
40	-0.195882	-1.5173	0.067222
41	-0.087873	-0.6807	0.249353
42	0.028076	0.2175	0.414287
43	0.054622	0.4231	0.336867
44	0.04462	0.3456	0.365417
45	0.018827	0.1458	0.44227
46	-0.019766	-0.1531	0.439413
47	-0.041584	-0.3221	0.374246
48	-0.053455	-0.4141	0.340154

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.744467	5.7666	0
2	-0.485808	-3.7631	0.000192
3	-0.114259	-0.885	0.189832
4	-0.049323	-0.3821	0.351887
5	-0.025084	-0.1943	0.423299
6	-0.120114	-0.9304	0.177947
7	-0.030228	-0.2341	0.407836
8	0.053005	0.4106	0.341423
9	0.203337	1.575	0.060253
10	0.127919	0.9909	0.162868
11	0.306348	2.373	0.010434
12	0.122788	0.9511	0.172682
13	-0.50029	-3.8752	0.000133
14	0.279258	2.1631	0.017263
15	0.054714	0.4238	0.33661
16	0.044316	0.3433	0.366296
17	-0.143708	-1.1132	0.13504
18	-0.005688	-0.0441	0.482502
19	-0.056884	-0.4406	0.330534
20	-0.091849	-0.7115	0.239778
21	-0.060103	-0.4656	0.321608
22	0.004446	0.0344	0.486321
23	0.056695	0.4392	0.331064
24	-0.034869	-0.2701	0.394007
25	-0.042029	-0.3256	0.372948
26	-0.08932	-0.6919	0.245843
27	-0.052621	-0.4076	0.342508
28	-0.097093	-0.7521	0.227471
29	0.054099	0.419	0.338339
30	0.049441	0.383	0.351549
31	-0.051398	-0.3981	0.345974
32	0.041993	0.3253	0.37305
33	-0.012225	-0.0947	0.462438
34	-0.038963	-0.3018	0.38192
35	-0.138826	-1.0753	0.143264
36	-0.005439	-0.0421	0.483268
37	-0.040563	-0.3142	0.377229
38	0.067958	0.5264	0.300275
39	0.045799	0.3548	0.362006
40	0.070309	0.5446	0.294021
41	0.031078	0.2407	0.405294
42	-0.038404	-0.2975	0.383566
43	-0.106477	-0.8248	0.206386
44	0.022367	0.1733	0.431518
45	-0.038627	-0.2992	0.382909
46	0.010236	0.0793	0.468534
47	-0.061796	-0.4787	0.316957
48	0.00087	0.0067	0.497324

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t1229858050p8tom4nlypxnr4w/1rxze1229857964.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t1229858050p8tom4nlypxnr4w/1rxze1229857964.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t1229858050p8tom4nlypxnr4w/27pb01229857964.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t1229858050p8tom4nlypxnr4w/27pb01229857964.ps (open in new window)

Parameters (Session):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 48 ; 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')

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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