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opgave 6 bis oef 2.2 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 07:58:58 -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/t1242309575jtnr4kx801tt4ix.htm/, Retrieved Thu, 14 May 2009 15:59:37 +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/t1242309575jtnr4kx801tt4ix.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 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
10.3055993.66720.000172
2-0.234266-2.81120.002812
3-0.348944-4.18732.4e-05
4-0.267478-3.20970.000819
50.0659890.79190.214868
60.1889542.26740.012426
70.0462430.55490.289905
8-0.250134-3.00160.001583
9-0.31583-3.790.00011
10-0.213672-2.56410.005685
110.3054273.66510.000173
120.86349710.3620
130.2610553.13270.001049
14-0.20045-2.40540.008712
15-0.330434-3.96525.8e-05
16-0.259598-3.11520.001109
170.0565820.6790.24912
180.1548181.85780.032618
190.0316510.37980.352321
20-0.243594-2.92310.002013
21-0.28984-3.47810.000334
22-0.175878-2.11050.01827
230.2859933.43190.000391
240.7384638.86160
250.2165012.5980.005176
26-0.186679-2.24020.013306
27-0.306193-3.67430.000168
28-0.249855-2.99830.0016
290.0390880.46910.319871
300.125561.50670.067037
310.0220150.26420.39601
32-0.226692-2.72030.003663
33-0.255212-3.06250.00131
34-0.164685-1.97620.02502
350.2446462.93570.001937
360.6551927.86230
370.1868082.24170.013255
38-0.161913-1.9430.026986
39-0.298072-3.57690.000237
40-0.235775-2.82930.002666
410.0223850.26860.394303
420.1162851.39540.082519
430.0220520.26460.395841
44-0.2157-2.58840.005315
45-0.232981-2.79580.002942
46-0.142538-1.71050.044668
470.2210022.6520.004449
480.5665836.7990


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3055993.66720.000172
2-0.361409-4.33691.4e-05
3-0.178932-2.14720.016727
4-0.206318-2.47580.007226
50.0922991.10760.134943
6-0.044666-0.5360.296394
7-0.088651-1.06380.144598
8-0.298018-3.57620.000238
9-0.184704-2.21640.014115
10-0.32476-3.89717.4e-05
110.2687723.22530.000779
120.7437758.92530
13-0.133928-1.60710.055107
140.1958582.35030.010058
150.0850981.02120.154442
160.0393450.47210.318769
17-0.066135-0.79360.214362
18-0.066909-0.80290.211675
190.0113260.13590.446038
20-0.131075-1.57290.058968
21-0.014393-0.17270.43156
220.0183940.22070.412807
23-0.102183-1.22620.111063
24-0.013433-0.16120.436082
25-0.050631-0.60760.272213
26-0.069009-0.82810.20449
27-0.004979-0.05970.476219
28-0.073904-0.88680.18832
29-0.03029-0.36350.358388
30-0.045685-0.54820.292194
310.0004410.00530.497892
320.0007650.00920.496342
330.0013870.01660.493372
34-0.096709-1.16050.123881
35-0.060603-0.72720.234129
360.07280.87360.191894
37-0.063289-0.75950.224408
380.0216850.26020.397533
39-0.083143-0.99770.160045
400.0705960.84720.199158
41-0.09016-1.08190.140549
420.0623980.74880.227607
43-0.014882-0.17860.429259
44-0.063159-0.75790.224871
45-0.029937-0.35920.35997
460.0506860.60820.271997
47-0.04202-0.50420.307432
48-0.089703-1.07640.141765
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/14/t1242309575jtnr4kx801tt4ix/16vcx1242309537.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/14/t1242309575jtnr4kx801tt4ix/16vcx1242309537.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/14/t1242309575jtnr4kx801tt4ix/26p8y1242309537.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/14/t1242309575jtnr4kx801tt4ix/26p8y1242309537.ps (open in new window)


 
Parameters (Session):
par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;
 
Parameters (R input):
par1 = 48 ; par2 = 1 ; par3 = 1 ; 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')
 




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