Figure 1
NSO and web-extracted data on vacancies in the Dutch economy, 2007–2014.
NSO, National Statistics Office
Figure 2
Web and NSO quarterly vacancies, time series decomposition: TC components.
NSO, National Statistics Office; TC, trend–cycle
Table 1
Web and NSO quarterly vacancies, time series decomposition: TC components
| Time | Web trend | NSO trend | % Difference (decimal form) |
|---|---|---|---|
| 2006Q4 | 199344 | 245027 | 0.19 |
| 2007Q1 | 193759 | 248898 | 0.22 |
| 2007Q2 | 191909 | 251124 | 0.24 |
| 2007Q3 | 191448 | 250038 | 0.23 |
| 2007Q4 | 194738 | 247137 | 0.21 |
| 2008Q1 | 189334 | 244879 | 0.23 |
| 2008Q2 | 166867 | 238482 | 0.30 |
| 2008Q3 | 137499 | 222269 | 0.38 |
| 2008Q4 | 126055 | 199127 | 0.37 |
| 2009Q1 | 126930 | 177155 | 0.28 |
| 2009Q2 | 125408 | 165567 | 0.24 |
| 2009Q3 | 117155 | 162485 | 0.28 |
| 2009Q4 | 108189 | 161601 | 0.33 |
| 2010Q1 | 103809 | 161966 | 0.36 |
| 2010Q2 | 105235 | 164912 | 0.36 |
| 2010Q3 | 109167 | 169850 | 0.36 |
| 2010Q4 | 115662 | 174378 | 0.34 |
| 2011Q1 | 125033 | 176205 | 0.29 |
| 2011Q2 | 133092 | 175901 | 0.24 |
| 2011Q3 | 133149 | 172350 | 0.23 |
| 2011Q4 | 124728 | 165096 | 0.24 |
| 2012Q1 | 116527 | 157101 | 0.26 |
| 2012Q2 | 114696 | 151530 | 0.24 |
| 2012Q3 | 113612 | 147465 | 0.23 |
| 2012Q4 | 111037 | 142652 | 0.22 |
| 2013Q1 | 111303 | 138776 | 0.20 |
| 2013Q2 | 114218 | 138519 | 0.18 |
| 2013Q3 | 117096 | 141902 | 0.17 |
| 2013Q4 | 119665 | 146736 | 0.18 |
| 2014Q1 | 128575 | 151675 | 0.15 |
| 2014Q2 | 138235 | 157164 | 0.12 |
| 2014Q3 | 149538 | 162732 | 0.08 |
[i] NSO, National Statistics Office; TC, trend–cycle.
Figure 3
Web and NSO quarterly vacancies, time series decomposition: seasonal. NSO, National Statistics Office
Table 2
Unit root test statistics
| Unit root test statistics | |||||
|---|---|---|---|---|---|
| ADF test | ADF test (modified) | PP test | ZA test (and critical values) | ||
| Web | -4.6675*** (4) | -1.0229 (3) | -17.177* (2) | -6.1109 ***(6) | 0.01= -5.34 0.05= -4.8 |
| 0.1= -4.58 | |||||
| NSO | -2.884 (4) | -1.6402 (3) | -8.0429 (2) | -5.2097**(8) | 0.01= -5.34 0.05= -4.8 |
| 0.1= -4.58 | |||||
[i] Notes: *, **, and ***Rejection of the null hypothesis at the 10%, 5%, and 1%, respectively. Lags are given in parenthesis. ADF test (modified) estimates the optimal number of lags to use. Truncation lags parameter is given in parenthesis. Potential break position is given in parenthesis. ADF, augmented Dickey–Fuller; NSO, National Statistics Office; PP, Phillips and Perron; ZA, Zivot and Andrews.
Figure 4
NSO and web-extracted, differentiated data on vacancies in the Dutch economy, 2007–2014. NSO, National Statistics Office
Figure 5
Autocorrelation of the original and differentiated series, top and bottom rows, respectively, lags expressed in years
Figure 6
Cross-correlation between NSO and web-extracted data on vacancies in the Dutch economy. Raw data (top) and differentiated data (bottom). NSO, National Statistics Office
Figure 7
Cross-spectral density, original series (top), and differentiated series (bottom)
Figure 8
Squared coherency, original series (top), and differentiated series (bottom)