Home » date » 2010 » Nov » 23 »

De aantal werklozen in België

*Unverified author*

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

Title produced by software: (Partial) Autocorrelation Function

Date of computation: Tue, 23 Nov 2010 22:14:44 +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/Nov/23/t1290550622yfa9xw54y5ynqba.htm/, Retrieved Tue, 23 Nov 2010 23:17:02 +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/Nov/23/t1290550622yfa9xw54y5ynqba.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:

KDGP2W12

Dataseries X:

» Textbox « » Textfile « » CSV «

591000 589000 584000 573000 567000 569000 621000 629000 628000 612000 595000 597000 593000 590000 580000 574000 573000 573000 620000 626000 620000 588000 566000 557000 561000 549000 532000 526000 511000 499000 555000 565000 542000 527000 510000 514000 517000 508000 493000 490000 469000 478000 528000 534000 518000 506000 502000 516000 528000 533000 536000 537000 524000 536000 587000 597000 581000 564000 558000 575000

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	2 seconds
R Server	'RServer@AstonUniversity' @ vre.aston.ac.uk

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.885107	6.856	0
2	0.721088	5.5855	0
3	0.615362	4.7666	6e-06
4	0.579825	4.4913	1.6e-05
5	0.583802	4.5221	1.5e-05
6	0.562447	4.3567	2.6e-05
7	0.481257	3.7278	0.000215
8	0.383642	2.9717	0.002128
9	0.321897	2.4934	0.007714
10	0.324504	2.5136	0.007326
11	0.38218	2.9604	0.002198
12	0.389177	3.0145	0.001884
13	0.244447	1.8935	0.031559
14	0.074066	0.5737	0.284153
15	-0.038385	-0.2973	0.383621
16	-0.087858	-0.6805	0.249388
17	-0.100579	-0.7791	0.219498
18	-0.131567	-1.0191	0.15612
19	-0.206395	-1.5987	0.057567
20	-0.289253	-2.2405	0.014385
21	-0.335657	-2.6	0.00586
22	-0.316418	-2.451	0.008589
23	-0.253653	-1.9648	0.027037
24	-0.228008	-1.7661	0.04123
25	-0.311492	-2.4128	0.009451
26	-0.400214	-3.1	0.001473
27	-0.436605	-3.3819	0.000636
28	-0.425598	-3.2967	0.000823
29	-0.388725	-3.011	0.001903
30	-0.36431	-2.8219	0.003232
31	-0.369354	-2.861	0.002902
32	-0.384411	-2.9776	0.002093
33	-0.364162	-2.8208	0.003242
34	-0.303585	-2.3516	0.010998
35	-0.221499	-1.7157	0.045686
36	-0.175614	-1.3603	0.089412
37	-0.193735	-1.5007	0.069344
38	-0.217446	-1.6843	0.048657
39	-0.209458	-1.6225	0.054974
40	-0.177079	-1.3716	0.087641
41	-0.125747	-0.974	0.166976
42	-0.091359	-0.7077	0.240947
43	-0.077843	-0.603	0.2744
44	-0.073311	-0.5679	0.286122
45	-0.053274	-0.4127	0.340664
46	-0.015862	-0.1229	0.451311
47	0.028577	0.2214	0.412784
48	0.053209	0.4122	0.340848

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.885107	6.856	0
2	-0.287772	-2.2291	0.014783
3	0.242454	1.878	0.032619
4	0.148025	1.1466	0.128051
5	0.121831	0.9437	0.174554
6	-0.086528	-0.6702	0.252637
7	-0.151717	-1.1752	0.12228
8	-0.010227	-0.0792	0.468561
9	0.039539	0.3063	0.380232
10	0.140157	1.0857	0.140988
11	0.192396	1.4903	0.070693
12	-0.202533	-1.5688	0.060975
13	-0.565703	-4.3819	2.4e-05
14	0.04348	0.3368	0.368723
15	-0.051885	-0.4019	0.344592
16	-0.111195	-0.8613	0.196248
17	-0.038207	-0.296	0.384144
18	0.028154	0.2181	0.414053
19	-0.001049	-0.0081	0.496771
20	-0.036435	-0.2822	0.38937
21	0.013946	0.108	0.457167
22	0.042168	0.3266	0.372541
23	-0.052701	-0.4082	0.342283
24	0.077649	0.6015	0.274897
25	-0.081733	-0.6331	0.264538
26	0.084453	0.6542	0.257752
27	-0.017635	-0.1366	0.445901
28	-0.040918	-0.3169	0.376192
29	-0.014362	-0.1113	0.455894
30	0.043882	0.3399	0.367556
31	0.046816	0.3626	0.359076
32	-0.049362	-0.3824	0.351773
33	0.078773	0.6102	0.272027
34	-0.107957	-0.8362	0.203171
35	-0.054703	-0.4237	0.336641
36	-0.011855	-0.0918	0.463572
37	0.127263	0.9858	0.164101
38	-0.125417	-0.9715	0.167607
39	-0.036902	-0.2858	0.387992
40	0.000195	0.0015	0.499398
41	0.051225	0.3968	0.346466
42	-0.132168	-1.0238	0.155026
43	0.074324	0.5757	0.283482
44	-0.014238	-0.1103	0.456275
45	-0.097166	-0.7526	0.227303
46	-0.066084	-0.5119	0.305305
47	0.052453	0.4063	0.342984
48	0.021738	0.1684	0.433425

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Nov/23/t1290550622yfa9xw54y5ynqba/12i821290550480.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Nov/23/t1290550622yfa9xw54y5ynqba/12i821290550480.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Nov/23/t1290550622yfa9xw54y5ynqba/22i821290550480.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Nov/23/t1290550622yfa9xw54y5ynqba/22i821290550480.ps (open in new window)

Parameters (Session):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

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

Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.

We may request personal information to be submitted to our servers in order to be able to:

personalize online software applications according to your needs
enforce strict security rules with respect to the data that you upload (e.g. statistical data)
manage user sessions of online applications
alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.

FreeStatistics.org is powered by