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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 Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1903791.47470.072765
20.1909921.47940.07213
30.3469252.68730.004654
40.2127951.64830.052259
50.1440061.11550.134549
60.147311.14110.129189
70.0512930.39730.346274
80.2101451.62780.054406
9-0.00231-0.01790.49289
10-0.137838-1.06770.144969
110.2496141.93350.028948
120.0296990.230.409418
13-0.065332-0.50610.307335
140.0924240.71590.23841
150.0776440.60140.274911
160.0450790.34920.364087
170.0378810.29340.385106
18-0.010613-0.08220.467379
190.0526820.40810.342337
20-0.052485-0.40650.342893
21-0.212609-1.64690.052407
22-0.109339-0.84690.200199
23-0.043907-0.34010.367484
24-0.221284-1.71410.04584
25-0.189192-1.46550.074006
26-0.142624-1.10480.136837
27-0.193519-1.4990.06956
28-0.152767-1.18330.120673
29-0.096454-0.74710.228951
30-0.109249-0.84620.200392
31-0.013457-0.10420.458663
32-0.134701-1.04340.150478
33-0.052617-0.40760.342521
340.0187480.14520.442513
350.015650.12120.45196
36-0.069653-0.53950.295758
37-0.039869-0.30880.379262
38-0.055225-0.42780.335174
39-0.089976-0.6970.244261
40-0.069616-0.53920.295857
41-0.135116-1.04660.149739
42-0.079543-0.61610.270067
43-0.049514-0.38350.35134
44-0.036291-0.28110.389796
45-0.049769-0.38550.350613
46-0.024675-0.19110.424535
47-0.006523-0.05050.479934
48-0.013725-0.10630.457844
490.0182140.14110.444139
50-0.023594-0.18280.427801
510.0280370.21720.414406
520.0084460.06540.474028
530.005510.04270.483049
54-0.006304-0.04880.480608
550.0104280.08080.467944
560.0029450.02280.490938
57-0.003508-0.02720.489207
580.0061890.04790.480962
590.0001630.00130.499499
60NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1903791.47470.072765
20.1605671.24380.109214
30.3044322.35810.010822
40.1114910.86360.195622
50.0191590.14840.44126
6-0.010418-0.08070.467977
7-0.09057-0.70160.242834
80.1524941.18120.12109
9-0.105605-0.8180.208294
10-0.209762-1.62480.054722
110.2494961.93260.029006
120.0082450.06390.474644
13-0.031246-0.2420.404792
140.021320.16510.434692
150.0526770.4080.34235
160.0277260.21480.41534
17-0.027604-0.21380.415706
18-0.001508-0.01170.495359
19-0.096779-0.74960.228199
20-0.114286-0.88530.189776
21-0.126868-0.98270.164847
22-0.172091-1.3330.093784
230.0479580.37150.355794
24-0.048709-0.37730.353642
25-0.054637-0.42320.336825
26-0.033507-0.25950.398053
27-0.07106-0.55040.292034
280.0331610.25690.399082
290.0838610.64960.259221
30-0.009699-0.07510.47018
310.0361450.280.39023
32-0.06388-0.49480.31127
330.077420.59970.275485
34-0.028669-0.22210.412507
350.1154530.89430.187368
36-0.012353-0.09570.462046
37-0.097934-0.75860.225532
380.0146770.11370.454932
39-0.071878-0.55680.289881
400.0027960.02170.491397
41-0.092934-0.71990.237201
42-0.085289-0.66060.255685
430.0733470.56810.286029
440.070260.54420.294151
450.0274180.21240.416265
46-0.134499-1.04180.150836
47-0.024564-0.19030.424869
48-0.030596-0.2370.406732
49-0.029461-0.22820.410133
50-0.029751-0.23050.409263
51-0.057383-0.44450.329145
52-0.018795-0.14560.442367
530.0593210.45950.323769
54-0.027912-0.21620.414782
550.0497270.38520.350731
560.0671180.51990.302526
570.0545850.42280.336971
58-0.01375-0.10650.457768
59-0.027159-0.21040.417045
60NANANA
 
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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