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opgave 6 bis oef 2.1 werkloosheid belgie. umran celik

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

Title produced by software: (Partial) Autocorrelation Function

Date of computation: Thu, 14 May 2009 07:55:41 -0600

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/May/14/t1242309403awuydr1g6jtfqd8.htm/, Retrieved Thu, 14 May 2009 15:56:44 +0200

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/2009/May/14/t1242309403awuydr1g6jtfqd8.htm/},
    year = {2009},
}
@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 = {2009},
    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 «

580 579 572 560 551 537 541 588 607 599 578 563 566 561 554 540 526 512 505 554 584 569 540 522 526 527 516 503 489 479 475 524 552 532 511 492 492 493 481 462 457 442 439 488 521 501 485 464 460 467 460 448 443 436 431 484 510 513 503 471 471 476 475 470 461 455 456 517 525 523 519 509 512 519 517 510 509 501 507 569 580 578 565 547 555 562 561 555 544 537 543 594 611 613 611 594 595 591 589 584 573 567 569 621 629 628 612 595 597 593 590 580 574 573 573 620 626 620 588 566 557 561 549 532 526 511 499 555 565 542 527 510 514 517 508 493 490 469 478 528 534 518 506 502 516

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	0.916635	11.0377	0
2	0.78395	9.44	0
3	0.689655	8.3045	0
4	0.653139	7.8648	0
5	0.661248	7.9625	0
6	0.660495	7.9534	0
7	0.626494	7.544	0
8	0.577932	6.9592	0
9	0.56743	6.8328	0
10	0.608334	7.3253	0
11	0.686854	8.2708	0
12	0.719236	8.6608	0
13	0.613503	7.3876	0
14	0.466634	5.619	0
15	0.353469	4.2563	1.9e-05
16	0.29562	3.5597	0.000251
17	0.282262	3.3989	0.000437
18	0.2614	3.1477	0.000999
19	0.214029	2.5773	0.005478
20	0.155294	1.87	0.031751
21	0.131805	1.5871	0.05733
22	0.1568	1.8881	0.030504
23	0.214713	2.5855	0.005355
24	0.23026	2.7727	0.003145
25	0.127508	1.5354	0.063432
26	-0.00936	-0.1127	0.455208
27	-0.113779	-1.3701	0.086389
28	-0.16588	-1.9975	0.023823
29	-0.175775	-2.1166	0.018
30	-0.190626	-2.2954	0.011571
31	-0.227163	-2.7354	0.003504
32	-0.274021	-3.2996	0.000609
33	-0.28865	-3.4758	0.000336
34	-0.259502	-3.1248	0.001075
35	-0.200607	-2.4156	0.008476
36	-0.177733	-2.1402	0.017006
37	-0.258847	-3.1169	0.001102
38	-0.369829	-4.4533	8e-06
39	-0.452345	-5.447	0
40	-0.483744	-5.825	0
41	-0.476653	-5.7397	0
42	-0.471215	-5.6742	0
43	-0.486343	-5.8563	0
44	-0.511867	-6.1637	0
45	-0.507328	-6.109	0
46	-0.462259	-5.5663	0
47	-0.391894	-4.719	3e-06
48	-0.353531	-4.2571	1.9e-05

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.916635	11.0377	0
2	-0.352166	-4.2406	2e-05
3	0.291509	3.5102	0.000298
4	0.153616	1.8498	0.033191
5	0.181278	2.1829	0.015327
6	-0.090977	-1.0955	0.137555
7	-0.011687	-0.1407	0.444137
8	0.035396	0.4262	0.335287
9	0.272223	3.278	0.000654
10	0.153777	1.8517	0.03305
11	0.286938	3.4552	0.000361
12	-0.270425	-3.2563	0.000703
13	-0.711798	-8.5712	0
14	0.124758	1.5023	0.0676
15	-0.137507	-1.6558	0.049962
16	-0.109784	-1.322	0.094129
17	-0.079362	-0.9556	0.17042
18	-0.115186	-1.387	0.083782
19	0.098386	1.1847	0.119033
20	0.009981	0.1202	0.452252
21	0.019817	0.2386	0.405863
22	0.044474	0.5355	0.29655
23	-0.054067	-0.6511	0.25802
24	0.053908	0.6491	0.258636
25	-0.100554	-1.2108	0.113965
26	0.004927	0.0593	0.476388
27	0.01648	0.1984	0.421487
28	-0.092528	-1.1142	0.133523
29	-0.000775	-0.0093	0.496284
30	-0.007328	-0.0882	0.464905
31	-0.024014	-0.2892	0.386431
32	-0.011115	-0.1338	0.446858
33	-0.034789	-0.4189	0.337951
34	-0.024801	-0.2986	0.382819
35	0.022199	0.2673	0.394804
36	0.028404	0.342	0.366413
37	-0.077436	-0.9325	0.176325
38	-0.00455	-0.0548	0.478189
39	-0.047351	-0.5702	0.284717
40	0.059279	0.7138	0.238243
41	-0.080773	-0.9726	0.166176
42	0.037508	0.4517	0.326098
43	-0.081821	-0.9853	0.163069
44	0.006206	0.0747	0.470266
45	0.028043	0.3377	0.368043
46	0.006412	0.0772	0.469283
47	-0.055146	-0.6641	0.253856
48	0.036126	0.435	0.332101

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/14/t1242309403awuydr1g6jtfqd8/1uuxo1242309340.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/14/t1242309403awuydr1g6jtfqd8/1uuxo1242309340.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/14/t1242309403awuydr1g6jtfqd8/2rrg71242309340.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/14/t1242309403awuydr1g6jtfqd8/2rrg71242309340.ps (open in new window)

Parameters (Session):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

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 (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='lags',ylab='ACF')

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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