Home » date » 2008 » Dec » 21 »

Werkloosheid - Jongeren < 25 jaar - ACF 2

*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 04:17:43 -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/t1229858308syd7cq2r898gkyb.htm/, Retrieved Sun, 21 Dec 2008 12:18:30 +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/t1229858308syd7cq2r898gkyb.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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.81462	5.6439	0
2	0.445943	3.0896	0.001665
3	0.044811	0.3105	0.378778
4	-0.194963	-1.3507	0.091556
5	-0.195951	-1.3576	0.090471
6	-0.014776	-0.1024	0.459445
7	0.221508	1.5347	0.065717
8	0.357862	2.4793	0.008363
9	0.348492	2.4144	0.009811
10	0.168732	1.169	0.124086
11	-0.046458	-0.3219	0.374474
12	-0.205021	-1.4204	0.080974
13	-0.221362	-1.5336	0.065842
14	-0.096575	-0.6691	0.253321
15	0.070606	0.4892	0.313474
16	0.177195	1.2276	0.112784
17	0.135569	0.9392	0.176153
18	-0.023638	-0.1638	0.435301
19	-0.204731	-1.4184	0.081265
20	-0.320377	-2.2196	0.015601
21	-0.313969	-2.1752	0.017284
22	-0.193129	-1.338	0.093595
23	-0.012507	-0.0867	0.465655
24	0.122373	0.8478	0.200372
25	0.155083	1.0744	0.143998
26	0.046086	0.3193	0.375445
27	-0.135155	-0.9364	0.176882
28	-0.301674	-2.0901	0.020967
29	-0.374887	-2.5973	0.006219
30	-0.327848	-2.2714	0.013823
31	-0.200731	-1.3907	0.085364
32	-0.065826	-0.4561	0.325203
33	0.002552	0.0177	0.492984
34	-0.005974	-0.0414	0.483577
35	-0.06668	-0.462	0.323094
36	-0.125764	-0.8713	0.193959
37	-0.16197	-1.1222	0.133689
38	-0.129871	-0.8998	0.186366
39	-0.055134	-0.382	0.352082
40	0.031281	0.2167	0.414672
41	0.09523	0.6598	0.256276
42	0.11327	0.7848	0.218226
43	0.088355	0.6121	0.271667
44	0.046684	0.3234	0.373886
45	0.016915	0.1172	0.4536
46	-0.003964	-0.0275	0.489101
47	-0.004232	-0.0293	0.488365
48	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.81462	5.6439	0
2	-0.647047	-4.4829	2.3e-05
3	-0.135112	-0.9361	0.176958
4	0.346907	2.4034	0.010077
5	0.254935	1.7662	0.041857
6	-0.003018	-0.0209	0.491702
7	-0.009738	-0.0675	0.473245
8	-0.098957	-0.6856	0.248134
9	0.105525	0.7311	0.234136
10	-0.231267	-1.6023	0.057829
11	0.130891	0.9068	0.184511
12	0.003391	0.0235	0.490676
13	0.04214	0.292	0.38579
14	0.0456	0.3159	0.376713
15	-0.11574	-0.8019	0.213289
16	-0.122078	-0.8458	0.200936
17	-0.107026	-0.7415	0.231001
18	-0.034666	-0.2402	0.405609
19	0.187558	1.2994	0.1
20	-0.20542	-1.4232	0.080574
21	-0.045558	-0.3156	0.376825
22	0.090313	0.6257	0.267235
23	0.1047	0.7254	0.23587
24	-0.092508	-0.6409	0.262314
25	-0.068887	-0.4773	0.317671
26	-0.160695	-1.1133	0.135556
27	0.110416	0.765	0.224012
28	-0.137296	-0.9512	0.173131
29	-0.024415	-0.1692	0.433194
30	-0.149858	-1.0382	0.152178
31	0.020316	0.1408	0.444326
32	-0.020852	-0.1445	0.442869
33	0.019507	0.1351	0.44653
34	-0.07324	-0.5074	0.307092
35	0.138742	0.9612	0.170626
36	-0.079755	-0.5526	0.291565
37	-0.042102	-0.2917	0.38589
38	0.069448	0.4811	0.316299
39	-0.021928	-0.1519	0.439943
40	-0.010013	-0.0694	0.472491
41	0.145194	1.0059	0.159745
42	0.030827	0.2136	0.415891
43	0.012494	0.0866	0.46569
44	-0.104365	-0.7231	0.236575
45	0.056179	0.3892	0.349416
46	-0.095881	-0.6643	0.254845
47	-0.098871	-0.685	0.248321
48	NA	NA	NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t1229858308syd7cq2r898gkyb/1ip341229858261.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t1229858308syd7cq2r898gkyb/1ip341229858261.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t1229858308syd7cq2r898gkyb/2s3xn1229858261.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t1229858308syd7cq2r898gkyb/2s3xn1229858261.ps (open in new window)

Parameters (Session):

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

Parameters (R input):

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