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Paper - Werkloosheid 25-50 jaar (leeftijd) Zonder Autocorrelation

*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: Thu, 09 Dec 2010 21:17:02 +0000

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/09/t1291929287xpa7qzi8z3qhzrw.htm/, Retrieved Thu, 09 Dec 2010 22:14:49 +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/2010/Dec/09/t1291929287xpa7qzi8z3qhzrw.htm/},
    year = {2010},
}
@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 = {2010},
    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 «

376.974 377.632 378.205 370.861 369.167 371.551 382.842 381.903 384.502 392.058 384.359 388.884 386.586 387.495 385.705 378.67 377.367 376.911 389.827 387.82 387.267 380.575 372.402 376.74 377.795 376.126 370.804 367.98 367.866 366.121 379.421 378.519 372.423 355.072 344.693 342.892 344.178 337.606 327.103 323.953 316.532 306.307 327.225 329.573 313.761 307.836 300.074 304.198 306.122 300.414 292.133 290.616 280.244 285.179 305.486 305.957 293.886 289.441 288.776 299.149 306.532 309.914 313.468 314.901 309.16 316.15 336.544 339.196 326.738 320.838 318.62 331.533 335.378

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	0.190379	1.4747	0.072765
2	0.190992	1.4794	0.07213
3	0.346925	2.6873	0.004654
4	0.212795	1.6483	0.052259
5	0.144006	1.1155	0.134549
6	0.14731	1.1411	0.129189
7	0.051293	0.3973	0.346274
8	0.210145	1.6278	0.054406
9	-0.00231	-0.0179	0.49289
10	-0.137838	-1.0677	0.144969
11	0.249614	1.9335	0.028948
12	0.029699	0.23	0.409418
13	-0.065332	-0.5061	0.307335
14	0.092424	0.7159	0.23841
15	0.077644	0.6014	0.274911
16	0.045079	0.3492	0.364087
17	0.037881	0.2934	0.385106
18	-0.010613	-0.0822	0.467379
19	0.052682	0.4081	0.342337
20	-0.052485	-0.4065	0.342893
21	-0.212609	-1.6469	0.052407
22	-0.109339	-0.8469	0.200199
23	-0.043907	-0.3401	0.367484
24	-0.221284	-1.7141	0.04584
25	-0.189192	-1.4655	0.074006
26	-0.142624	-1.1048	0.136837
27	-0.193519	-1.499	0.06956
28	-0.152767	-1.1833	0.120673
29	-0.096454	-0.7471	0.228951
30	-0.109249	-0.8462	0.200392
31	-0.013457	-0.1042	0.458663
32	-0.134701	-1.0434	0.150478
33	-0.052617	-0.4076	0.342521
34	0.018748	0.1452	0.442513
35	0.01565	0.1212	0.45196
36	-0.069653	-0.5395	0.295758
37	-0.039869	-0.3088	0.379262
38	-0.055225	-0.4278	0.335174
39	-0.089976	-0.697	0.244261
40	-0.069616	-0.5392	0.295857
41	-0.135116	-1.0466	0.149739
42	-0.079543	-0.6161	0.270067
43	-0.049514	-0.3835	0.35134
44	-0.036291	-0.2811	0.389796
45	-0.049769	-0.3855	0.350613
46	-0.024675	-0.1911	0.424535
47	-0.006523	-0.0505	0.479934
48	-0.013725	-0.1063	0.457844
49	0.018214	0.1411	0.444139
50	-0.023594	-0.1828	0.427801
51	0.028037	0.2172	0.414406
52	0.008446	0.0654	0.474028
53	0.00551	0.0427	0.483049
54	-0.006304	-0.0488	0.480608
55	0.010428	0.0808	0.467944
56	0.002945	0.0228	0.490938
57	-0.003508	-0.0272	0.489207
58	0.006189	0.0479	0.480962
59	0.000163	0.0013	0.499499
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.190379	1.4747	0.072765
2	0.160567	1.2438	0.109214
3	0.304432	2.3581	0.010822
4	0.111491	0.8636	0.195622
5	0.019159	0.1484	0.44126
6	-0.010418	-0.0807	0.467977
7	-0.09057	-0.7016	0.242834
8	0.152494	1.1812	0.12109
9	-0.105605	-0.818	0.208294
10	-0.209762	-1.6248	0.054722
11	0.249496	1.9326	0.029006
12	0.008245	0.0639	0.474644
13	-0.031246	-0.242	0.404792
14	0.02132	0.1651	0.434692
15	0.052677	0.408	0.34235
16	0.027726	0.2148	0.41534
17	-0.027604	-0.2138	0.415706
18	-0.001508	-0.0117	0.495359
19	-0.096779	-0.7496	0.228199
20	-0.114286	-0.8853	0.189776
21	-0.126868	-0.9827	0.164847
22	-0.172091	-1.333	0.093784
23	0.047958	0.3715	0.355794
24	-0.048709	-0.3773	0.353642
25	-0.054637	-0.4232	0.336825
26	-0.033507	-0.2595	0.398053
27	-0.07106	-0.5504	0.292034
28	0.033161	0.2569	0.399082
29	0.083861	0.6496	0.259221
30	-0.009699	-0.0751	0.47018
31	0.036145	0.28	0.39023
32	-0.06388	-0.4948	0.31127
33	0.07742	0.5997	0.275485
34	-0.028669	-0.2221	0.412507
35	0.115453	0.8943	0.187368
36	-0.012353	-0.0957	0.462046
37	-0.097934	-0.7586	0.225532
38	0.014677	0.1137	0.454932
39	-0.071878	-0.5568	0.289881
40	0.002796	0.0217	0.491397
41	-0.092934	-0.7199	0.237201
42	-0.085289	-0.6606	0.255685
43	0.073347	0.5681	0.286029
44	0.07026	0.5442	0.294151
45	0.027418	0.2124	0.416265
46	-0.134499	-1.0418	0.150836
47	-0.024564	-0.1903	0.424869
48	-0.030596	-0.237	0.406732
49	-0.029461	-0.2282	0.410133
50	-0.029751	-0.2305	0.409263
51	-0.057383	-0.4445	0.329145
52	-0.018795	-0.1456	0.442367
53	0.059321	0.4595	0.323769
54	-0.027912	-0.2162	0.414782
55	0.049727	0.3852	0.350731
56	0.067118	0.5199	0.302526
57	0.054585	0.4228	0.336971
58	-0.01375	-0.1065	0.457768
59	-0.027159	-0.2104	0.417045
60	NA	NA	NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Dec/09/t1291929287xpa7qzi8z3qhzrw/1ogxt1291929419.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/09/t1291929287xpa7qzi8z3qhzrw/1ogxt1291929419.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/09/t1291929287xpa7qzi8z3qhzrw/2ypew1291929419.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/09/t1291929287xpa7qzi8z3qhzrw/2ypew1291929419.ps (open in new window)

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

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 (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'

par7 <- as.numeric(par7)

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='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))

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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