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(Partial) Autocorrelation Function jonge werkzoekenden

*Unverified author*

R Software Module: rwasp_autocorrelation.wasp (opens new window with default values)

Title produced by software: (Partial) Autocorrelation Function

Date of computation: Wed, 03 Jun 2009 01:42:52 -0600

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Jun/03/t12440150901sw9gavpqaawgaz.htm/, Retrieved Wed, 03 Jun 2009 09:44:52 +0200

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/2009/Jun/03/t12440150901sw9gavpqaawgaz.htm/},
    year = {2009},
}
@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 = {2009},
    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:

(Partial) Autocorrelation Function datareeks aantal jonge werkzoekenden onder de 25 jaar in Vlaanderen

Dataseries X:

» Textbox « » Textfile « » CSV «

51772 48439 45716 43851 41622 45180 72550 77681 71177 63390 57386 56765 55772 53605 50338 47314 44596 47029 72490 78086 71058 63276 56918 55170 52980 50466 48553 46307 43796 45642 70765 75685 69220 62898 56011 54148 46626 46018 42408 42483 40113 41381 62348 63611 58389 46175 40555 37909 37866 34418 31736 29533 27604 30575 51345 52455 43367 37077 33016 33117 32279 30369 28983 27864 24591 29528 46549 47932 41584 37295 34666 36773 39591 39833

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	0.828672	7.1285	0
2	0.552091	4.7493	5e-06
3	0.346013	2.9765	0.001969
4	0.245057	2.1081	0.019206
5	0.219438	1.8877	0.031495
6	0.213434	1.836	0.035185
7	0.212114	1.8247	0.036043
8	0.216848	1.8654	0.033045
9	0.271877	2.3388	0.011025
10	0.406222	3.4945	0.000403
11	0.601591	5.1751	1e-06
12	0.700406	6.0251	0
13	0.528415	4.5456	1e-05
14	0.274575	2.362	0.010405
15	0.086935	0.7478	0.228461
16	-0.011252	-0.0968	0.461575
17	-0.041967	-0.361	0.359558
18	-0.05137	-0.4419	0.329924
19	-0.05134	-0.4416	0.330018
20	-0.044013	-0.3786	0.35303
21	-0.003573	-0.0307	0.48778
22	0.096711	0.8319	0.204061
23	0.237247	2.0409	0.022415
24	0.298018	2.5636	0.006194
25	0.148327	1.276	0.10298
26	-0.053261	-0.4582	0.324086
27	-0.195983	-1.6859	0.048013
28	-0.262792	-2.2606	0.013362
29	-0.277948	-2.391	0.009673
30	-0.272863	-2.3473	0.010795
31	-0.261368	-2.2484	0.013765
32	-0.24421	-2.1008	0.019534
33	-0.206961	-1.7803	0.039562
34	-0.131398	-1.1303	0.130994
35	-0.027539	-0.2369	0.406694
36	0.010847	0.0933	0.462954
37	-0.099353	-0.8547	0.197746
38	-0.240836	-2.0718	0.020887
39	-0.323043	-2.7789	0.003455
40	-0.339907	-2.924	0.002292
41	-0.316249	-2.7205	0.00406
42	-0.287137	-2.47	0.007907
43	-0.272208	-2.3416	0.010947
44	-0.257313	-2.2135	0.014973
45	-0.234694	-2.0189	0.023559
46	-0.177955	-1.5308	0.065038
47	-0.099701	-0.8577	0.196924
48	-0.064565	-0.5554	0.290146

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.828672	7.1285	0
2	-0.429634	-3.6959	0.000209
3	0.187802	1.6155	0.055225
4	0.047158	0.4057	0.343078
5	0.067917	0.5842	0.280417
6	-0.005419	-0.0466	0.481474
7	0.075621	0.6505	0.258686
8	0.049257	0.4237	0.336497
9	0.236899	2.0379	0.022568
10	0.293005	2.5205	0.006936
11	0.384761	3.3098	0.000722
12	-0.082424	-0.709	0.240264
13	-0.626985	-5.3935	0
14	0.182127	1.5667	0.060724
15	-0.076344	-0.6567	0.256695
16	-0.18994	-1.6339	0.053261
17	-0.08425	-0.7247	0.235448
18	-0.062473	-0.5374	0.296296
19	-0.027808	-0.2392	0.405799
20	-0.011097	-0.0955	0.462103
21	-0.06057	-0.521	0.301947
22	-0.019801	-0.1703	0.432607
23	-0.10776	-0.927	0.178474
24	0.076079	0.6545	0.257422
25	-0.039827	-0.3426	0.366434
26	0.057861	0.4977	0.310073
27	-0.049613	-0.4268	0.335385
28	0.049838	0.4287	0.334686
29	-0.047793	-0.4111	0.341081
30	0.04701	0.4044	0.343544
31	-0.079129	-0.6807	0.249095
32	0.011822	0.1017	0.459635
33	-0.063385	-0.5453	0.293607
34	-0.05591	-0.481	0.315983
35	-0.023751	-0.2043	0.419333
36	-0.028168	-0.2423	0.404603
37	0.058404	0.5024	0.308434
38	-0.051429	-0.4424	0.329741
39	0.082322	0.7082	0.240534
40	0.061118	0.5258	0.300314
41	0.053046	0.4563	0.324748
42	-0.040017	-0.3442	0.36582
43	-0.069461	-0.5975	0.27599
44	0.031402	0.2701	0.393906
45	-0.071533	-0.6154	0.270105
46	0.031394	0.2701	0.393934
47	-0.061905	-0.5325	0.297978
48	0.041877	0.3602	0.359847

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/03/t12440150901sw9gavpqaawgaz/1shom1244014970.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/03/t12440150901sw9gavpqaawgaz/1shom1244014970.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/03/t12440150901sw9gavpqaawgaz/2lora1244014970.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/03/t12440150901sw9gavpqaawgaz/2lora1244014970.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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