Home » date » 2009 » May » 14 »

Agneta Peers - Autocorrelatie Reeks differentiëren werklozen jonger dan 25j

*Unverified author*
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 12:01:28 -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/t1242324153djiyn02sndcob3q.htm/, Retrieved Thu, 14 May 2009 20:02:35 +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/t1242324153djiyn02sndcob3q.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 «
122.860 117.702 113.537 108.366 111.078 150.739 159.129 157.928 147.768 137.507 136.919 136.151 133.001 125.554 119.647 114.158 116.193 152.803 161.761 160.942 149.470 139.208 134.588 130.322 126.611 122.401 117.352 112.135 112.879 148.729 157.230 157.221 146.681 136.524 132.111 125.326 122.716 116.615 113.719 110.737 112.093 143.565 149.946 149.147 134.339 122.683 115.614 116.566 111.272 104.609 101.802 94.542 93.051 124.129 130.374 123.946 114.971 105.531 104.919 104.782 101.281 94.545 93.248 84.031 87.486 115.867 120.327 117.008 108.811 104.519 106.758 109.337
 
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
10.3204522.70020.004329
2-0.126524-1.06610.144994
3-0.331426-2.79260.003357
4-0.300202-2.52960.006821
5-0.053519-0.4510.326697
60.0228940.19290.423791
7-0.054468-0.4590.323835
8-0.25678-2.16370.016928
9-0.268094-2.2590.013478
10-0.09916-0.83550.203109
110.2868332.41690.009113
120.8154116.87080
130.2593552.18540.016082
14-0.102529-0.86390.195268
15-0.286765-2.41630.009126
16-0.253435-2.13550.018086
17-0.053078-0.44720.328031
180.0018090.01520.493942
19-0.049803-0.41960.338005
20-0.198909-1.6760.049064
21-0.205277-1.72970.044015
22-0.062593-0.52740.299775
230.222721.87670.032336
240.6394645.38820
250.1962611.65370.0513
26-0.09029-0.76080.224648
27-0.241667-2.03630.022725
28-0.193142-1.62740.054037
29-0.033566-0.28280.389064
300.002250.0190.492463
31-0.027925-0.23530.407326
32-0.146989-1.23850.109796
33-0.132593-1.11720.133827
34-0.051527-0.43420.332739
350.1658341.39730.083331
360.4685283.94799.2e-05
370.1329921.12060.133114
38-0.095711-0.80650.21133
39-0.194781-1.64130.052584
40-0.14137-1.19120.11877
41-0.00975-0.08220.467377
420.0440450.37110.355822
43-0.010987-0.09260.463251
44-0.104556-0.8810.190645
45-0.09763-0.82260.206731
46-0.056331-0.47470.318246
470.1020810.86020.1963
480.3063312.58120.005956


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3204522.70020.004329
2-0.255445-2.15240.017382
3-0.236858-1.99580.024896
4-0.165821-1.39720.083348
50.0074820.0630.474953
6-0.129126-1.0880.14013
7-0.197449-1.66370.050287
8-0.361501-3.04610.001627
9-0.324928-2.73790.003905
10-0.37476-3.15780.001167
11-0.137896-1.16190.124576
120.6284675.29561e-06
13-0.278776-2.3490.010805
140.0937180.78970.216171
150.0963640.8120.20976
160.0752180.63380.264124
17-0.072509-0.6110.271584
180.0001420.00120.499523
190.0544510.45880.323886
200.0334090.28150.389571
21-0.017104-0.14410.442908
220.0613770.51720.303322
23-0.105951-0.89280.187501
24-0.01408-0.11860.452946
25-0.058341-0.49160.312262
26-0.06589-0.55520.290251
27-0.06956-0.58610.279826
280.0054090.04560.481888
29-0.026176-0.22060.413033
30-0.011769-0.09920.460643
310.0220140.18550.426686
320.0187060.15760.437602
330.0816690.68820.246799
34-0.063042-0.53120.298469
350.0715380.60280.274285
36-0.092094-0.7760.220165
370.0263220.22180.412555
38-0.102637-0.86480.195021
390.0265420.22360.411836
40-0.090623-0.76360.223816
410.004080.03440.486336
420.0681290.57410.28387
43-0.069876-0.58880.278938
440.0029010.02440.490282
45-0.029471-0.24830.402298
46-0.014835-0.1250.450438
47-0.09186-0.7740.220743
48-0.129235-1.0890.139928
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/14/t1242324153djiyn02sndcob3q/1j1zh1242324087.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/14/t1242324153djiyn02sndcob3q/1j1zh1242324087.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/14/t1242324153djiyn02sndcob3q/22axs1242324087.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/14/t1242324153djiyn02sndcob3q/22axs1242324087.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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