| 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: |
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')
| |
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