ACF Unemployment in Belgium

*The author of this computation has been verified*

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

Title produced by software: (Partial) Autocorrelation Function

Date of computation: Sun, 19 Dec 2010 14:53:42 +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/Dec/19/t12927703122lqy8kyrj60fugv.htm/, Retrieved Sun, 19 Dec 2010 15:51:53 +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/Dec/19/t12927703122lqy8kyrj60fugv.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:

Micha

Dataseries X:

» Textbox « » Textfile « » CSV «

493 481 462 457 442 439 488 521 501 485 464 460 467 460 448 443 436 431 484 510 513 503 471 471 476 475 470 461 455 456 517 525 523 519 509 512 519 517 510 509 501 507 569 580 578 565 547 555 562 561 555 544 537 543 594 611 613 611 594 595 591 589 584 573 567 569 621 629 628 612 595 597 593 590 580 574 573 573 620 626 620 588 566 557 561 549 532 526 511 499 555 565 542 527 510 514 517 508 493 490 469 478 528 534 518 506 502 516 528 533 536 537 524 536 587 597 581 564 558 575 580 575 563 552 537 545 601 604 586 564 549

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 0.922162 10.5546 0 2 0.800062 9.1571 0 3 0.709757 8.1235 0 4 0.668156 7.6474 0 5 0.666147 7.6244 0 6 0.655834 7.5064 0 7 0.617828 7.0714 0 8 0.571032 6.5358 0 9 0.556313 6.3673 0 10 0.581978 6.661 0 11 0.63772 7.299 0 12 0.653837 7.4835 0 13 0.54993 6.2942 0 14 0.415098 4.751 3e-06 15 0.308516 3.5311 0.000286 16 0.246786 2.8246 0.002738 17 0.223243 2.5551 0.005879 18 0.192595 2.2044 0.014623 19 0.142547 1.6315 0.052591 20 0.089419 1.0235 0.15399 21 0.073499 0.8412 0.200874 22 0.09769 1.1181 0.132782 23 0.145118 1.6609 0.049558 24 0.153549 1.7575 0.040588 25 0.059381 0.6796 0.248965 26 -0.053482 -0.6121 0.270758 27 -0.134181 -1.5358 0.063503 28 -0.174537 -1.9977 0.023912 29 -0.181503 -2.0774 0.019859 30 -0.194628 -2.2276 0.013806 31 -0.220921 -2.5286 0.00632 32 -0.24969 -2.8578 0.002482 33 -0.243137 -2.7828 0.003093 34 -0.200859 -2.2989 0.011546 35 -0.138911 -1.5899 0.057132 36 -0.114148 -1.3065 0.09684 37 -0.181328 -2.0754 0.019953 38 -0.26551 -3.0389 0.001434 39 -0.322462 -3.6907 0.000163 40 -0.340252 -3.8944 7.8e-05 41 -0.330122 -3.7784 0.000119 42 -0.325101 -3.7209 0.000147 43 -0.332202 -3.8022 0.000109 44 -0.341207 -3.9053 7.5e-05 45 -0.317932 -3.6389 0.000196 46 -0.265213 -3.0355 0.001449 47 -0.200535 -2.2952 0.011655 48 -0.166118 -1.9013 0.029729 49 -0.210091 -2.4046 0.008794 50 -0.269988 -3.0901 0.001222 51 -0.307196 -3.516 0.000301 52 -0.311647 -3.567 0.000253 53 -0.294145 -3.3666 5e-04 54 -0.27922 -3.1958 0.000874 55 -0.273794 -3.1337 0.001065 56 -0.267344 -3.0599 0.001343 57 -0.232777 -2.6643 0.004343 58 -0.176619 -2.0215 0.022633 59 -0.11125 -1.2733 0.10258 60 -0.07628 -0.8731 0.192113 Partial Autocorrelation Function Time lag k PACF(k) T-STAT P-value 1 0.922162 10.5546 0 2 -0.336328 -3.8495 9.2e-05 3 0.25608 2.931 0.001994 4 0.143543 1.6429 0.051398 5 0.166523 1.9059 0.029425 6 -0.106846 -1.2229 0.11178 7 -0.017419 -0.1994 0.42114 8 0.045722 0.5233 0.300821 9 0.219582 2.5132 0.006588 10 0.115953 1.3271 0.093386 11 0.219283 2.5098 0.006649 12 -0.25806 -2.9536 0.001862 13 -0.666153 -7.6245 0 14 0.165045 1.889 0.03055 15 -0.138389 -1.5839 0.057811 16 -0.114885 -1.3149 0.095417 17 -0.05004 -0.5727 0.283902 18 -0.03303 -0.378 0.353003 19 0.059863 0.6852 0.247227 20 -0.002828 -0.0324 0.487113 21 0.18928 2.1664 0.016045 22 0.03779 0.4325 0.333034 23 -0.0314 -0.3594 0.359943 24 0.030854 0.3531 0.362275 25 -0.145799 -1.6687 0.048778 26 0.1113 1.2739 0.102479 27 0.01074 0.1229 0.451179 28 -0.111287 -1.2737 0.102506 29 0.013134 0.1503 0.44037 30 0.010903 0.1248 0.450441 31 0.062697 0.7176 0.237142 32 -0.091062 -1.0423 0.149606 33 0.025622 0.2933 0.384893 34 0.011845 0.1356 0.446185 35 0.002449 0.028 0.48884 36 0.019183 0.2196 0.413279 37 -0.084049 -0.962 0.168914 38 -0.063658 -0.7286 0.233775 39 -0.042323 -0.4844 0.314453 40 0.045399 0.5196 0.302106 41 -0.09074 -1.0386 0.15046 42 0.038431 0.4399 0.330379 43 -0.047078 -0.5388 0.295459 44 0.016719 0.1914 0.424272 45 0.000752 0.0086 0.496575 46 -0.003384 -0.0387 0.484581 47 -0.025539 -0.2923 0.385255 48 0.109605 1.2545 0.105949 49 -0.015909 -0.1821 0.427897 50 -0.020991 -0.2403 0.405254 51 0.025506 0.2919 0.385401 52 -0.005221 -0.0598 0.476221 53 -0.048734 -0.5578 0.288973 54 0.029019 0.3321 0.370157 55 0.00139 0.0159 0.493667 56 0.047983 0.5492 0.291907 57 -0.089803 -1.0278 0.152959 58 0.022571 0.2583 0.398276 59 0.053444 0.6117 0.2709 60 -0.105129 -1.2033 0.115523

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Dec/19/t12927703122lqy8kyrj60fugv/1rwhg1292770419.png (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/19/t12927703122lqy8kyrj60fugv/1rwhg1292770419.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/19/t12927703122lqy8kyrj60fugv/2k6hj1292770419.png (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/19/t12927703122lqy8kyrj60fugv/2k6hj1292770419.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/19/t12927703122lqy8kyrj60fugv/3k6hj1292770419.png (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/19/t12927703122lqy8kyrj60fugv/3k6hj1292770419.ps (open in new window)

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; 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 (par8 != '') par8 <- as.numeric(par8) ox <- x if (par8 == '') { if (par2 == 0) { x <- log(x) } else { x <- (x ^ par2 - 1) / par2 } } else { x <- log(x,base=par8) } if (par3 > 0) x <- diff(x,lag=1,difference=par3) if (par4 > 0) x <- diff(x,lag=par5,difference=par4) bitmap(file='picts.png') op <- par(mfrow=c(2,1)) plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value') if (par8=='') { mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='') mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='') } else { mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='') mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='') } plot(x,type='l', main=mytitle,xlab='time',ylab='value') par(op) dev.off() bitmap(file='pic1.png') racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub) dev.off() bitmap(file='pic2.png') rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub) 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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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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