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Het 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 22:21:59 +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/t12905508299l8ajzfdy7pknqi.htm/, Retrieved Tue, 23 Nov 2010 23:20:29 +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/t12905508299l8ajzfdy7pknqi.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	1 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.250053	1.9207	0.029803
2	-0.271365	-2.0844	0.020731
3	-0.327025	-2.5119	0.007382
4	-0.190205	-1.461	0.074662
5	0.125328	0.9627	0.169823
6	0.23906	1.8363	0.03568
7	0.073428	0.564	0.287443
8	-0.180423	-1.3859	0.085504
9	-0.275063	-2.1128	0.019429
10	-0.227636	-1.7485	0.042789
11	0.238577	1.8325	0.035959
12	0.730377	5.6101	0
13	0.137799	1.0585	0.147081
14	-0.259916	-1.9965	0.025253
15	-0.297869	-2.288	0.01287
16	-0.186762	-1.4345	0.078348
17	0.090906	0.6983	0.243878
18	0.170727	1.3114	0.097405
19	0.033846	0.26	0.397893
20	-0.182711	-1.4034	0.082865
21	-0.257709	-1.9795	0.026216
22	-0.181825	-1.3966	0.08388
23	0.180818	1.3889	0.085044
24	0.508228	3.9038	0.000123
25	0.048433	0.372	0.355604
26	-0.233022	-1.7899	0.039303
27	-0.22658	-1.7404	0.043502
28	-0.116983	-0.8986	0.18627
29	0.089291	0.6859	0.247744
30	0.094429	0.7253	0.235561
31	0.017698	0.1359	0.446167
32	-0.140957	-1.0827	0.14167
33	-0.169517	-1.3021	0.098974
34	-0.087598	-0.6729	0.251834
35	0.152407	1.1707	0.123221
36	0.299889	2.3035	0.012396
37	0.033845	0.26	0.397896
38	-0.142951	-1.098	0.138327
39	-0.138254	-1.0619	0.146294
40	-0.056763	-0.436	0.332211
41	0.071571	0.5497	0.292285
42	0.057137	0.4389	0.331177
43	0.032274	0.2479	0.402536
44	-0.045756	-0.3515	0.363249
45	-0.065918	-0.5063	0.307258
46	-0.034641	-0.2661	0.395551
47	0.067035	0.5149	0.30427
48	0.156071	1.1988	0.117698

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.250053	1.9207	0.029803
2	-0.356162	-2.7357	0.004104
3	-0.178293	-1.3695	0.088017
4	-0.171264	-1.3155	0.096715
5	0.085705	0.6583	0.25645
6	0.04714	0.3621	0.359288
7	-0.019403	-0.149	0.441017
8	-0.134052	-1.0297	0.153683
9	-0.144628	-1.1109	0.135558
10	-0.233809	-1.7959	0.038814
11	0.224543	1.7247	0.044905
12	0.600923	4.6158	1.1e-05
13	-0.19683	-1.5119	0.067951
14	0.077906	0.5984	0.275928
15	0.029749	0.2285	0.410023
16	-0.088121	-0.6769	0.250566
17	-0.127824	-0.9818	0.165096
18	-0.082412	-0.633	0.264584
19	-0.02339	-0.1797	0.429016
20	-0.129278	-0.993	0.162383
21	-0.072332	-0.5556	0.290295
22	-0.004842	-0.0372	0.485229
23	-0.147745	-1.1348	0.130514
24	-0.071808	-0.5516	0.291664
25	-0.080328	-0.617	0.269802
26	-0.043512	-0.3342	0.3697
27	0.000615	0.0047	0.498124
28	0.04368	0.3355	0.369215
29	1.4e-05	1e-04	0.499956
30	-0.100678	-0.7733	0.22121
31	0.049057	0.3768	0.353833
32	-0.003243	-0.0249	0.490104
33	0.02967	0.2279	0.410256
34	0.044632	0.3428	0.366474
35	0.004255	0.0327	0.487017
36	-0.159516	-1.2253	0.112673
37	0.116092	0.8917	0.188083
38	-0.007542	-0.0579	0.477
39	-0.064544	-0.4958	0.310949
40	-0.03976	-0.3054	0.380567
41	0.01203	0.0924	0.463344
42	-0.037897	-0.2911	0.386001
43	-0.028985	-0.2226	0.412293
44	0.133376	1.0245	0.154895
45	0.02423	0.1861	0.426498
46	-0.094528	-0.7261	0.23533
47	-0.028405	-0.2182	0.414019
48	0.037772	0.2901	0.386365

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Nov/23/t12905508299l8ajzfdy7pknqi/1ew9e1290550916.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Nov/23/t12905508299l8ajzfdy7pknqi/1ew9e1290550916.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Nov/23/t12905508299l8ajzfdy7pknqi/2ew9e1290550916.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Nov/23/t12905508299l8ajzfdy7pknqi/2ew9e1290550916.ps (open in new window)

Parameters (Session):

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

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 1 ; 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

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