Opgave 9

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

Title produced by software: Classical Decomposition

Date of computation: Sun, 17 Aug 2008 10:55:27 -0600

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2008/Aug/17/t1218992287hrw7h5xw0smx8rj.htm/, Retrieved Sun, 17 Aug 2008 16:58:07 +0000

IsPrivate?

No (this computation is public)

User-defined keywords:

Alain Piscaer 2mar04

Dataseries X:

» Textbox « » Textfile « » CSV «

2005/12 2005/11 2005/10 2005/09 2005/08 2005/07 2005/06 2005/05 2005/04 2005/03 2005/02 2005/01 2004/12 2004/11 2004/10 2004/09 2004/08 2004/07 2004/06 2004/05 2004/04 2004/03 2004/02 2004/01 2003/12 2003/11 2003/10 2003/09 2003/08 2003/07 2003/06 2003/05 2003/04 2003/03 2003/02 2003/01 2002/12 2002/11 2002/10 2002/09 2002/08 2002/07 2002/06 2002/05 2002/04 2002/03 2002/02 2002/01 2001/12 2001/11 2001/10 2001/09 2001/08 2001/07 2001/06 2001/05 2001/04 2001/03 2001/02 2001/01 2000/12 2000/11 2000/10 2000/09 2000/08 2000/07 2000/06 2000/05 2000/04 2000/03 2000/02 2000/01 1999/12 1999/11 1999/10 1999/09 1999/08 1999/07 1999/06 1999/05 1999/04 1999/03 1999/02 1999/01 1998/12 1998/11 1998/10 1998/09 1998/08 1998/07 1998/06 1998/05 1998/04 1998/03 1998/02 1998/01

Text written by user:

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 3 seconds R Server 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 Classical Decomposition by Moving Averages t Observations Fit Trend Seasonal Random 1 167.083333333333 NA NA -350.938494443442 NA 2 182.272727272727 NA NA -335.760337877786 NA 3 200.5 NA NA -317.546133332331 NA 4 222.777777777778 NA NA -295.282938887887 NA 5 250.625 NA NA -267.449605554554 NA 6 286.428571428571 NA NA -231.646034125982 NA 7 334.166666666667 334.545178596481 518.491311928812 -183.946133332331 -0.378511929814067 8 401 401.261845263147 518.484051827802 -117.222206564654 -0.261845263147393 9 501.25 501.336845263147 518.476097282347 -17.1392520191999 -0.0868452631473247 10 668.333333333333 668.128511929814 518.467300986051 149.661210943763 0.204821403519190 11 1002.5 1001.71184526315 518.457463023088 483.254382240059 0.788154736852562 12 2005 2002.46184526315 518.446302308802 1484.01554295434 2.53815473685279 13 167 167.494911039963 518.433405483405 -350.938494443442 -0.494911039963085 14 182.181818181818 182.657789827842 518.418127705628 -335.760337877786 -0.475971646023595 15 200.4 200.853244373296 518.399377705628 -317.546133332331 -0.453244373296229 16 222.666666666667 223.092133262185 518.375072150072 -295.282938887887 -0.425466595518515 17 250.5 250.890744373296 518.34034992785 -267.449605554554 -0.390744373296457 18 286.285714285714 286.631815801868 518.27784992785 -231.646034125982 -0.346101516153453 19 334 334.28657770663 518.232711038961 -183.946133332331 -0.286577706629714 20 400.8 401.003244373296 518.225450937951 -117.222206564654 -0.203244373296457 21 501 501.078244373296 518.217496392496 -17.1392520191999 -0.078244373296343 22 668 667.869911039963 518.2087000962 149.661210943763 0.130088960036915 23 1002 1001.45324437330 518.198862133237 483.254382240059 0.546755626703543 24 2004 2002.20324437330 518.187701418951 1484.01554295434 1.79675562670366 25 166.916666666667 167.236310150112 518.174804593555 -350.938494443442 -0.319643483445475 26 182.090909090909 182.399188937991 518.159526815777 -335.760337877786 -0.308279847081963 27 200.3 200.594643483446 518.140776815777 -317.546133332331 -0.294643483445611 28 222.555555555556 222.833532372334 518.116471260221 -295.282938887887 -0.277976816778846 29 250.375 250.632143483446 518.081749037999 -267.449605554554 -0.257143483445589 30 286.142857142857 286.373214912017 518.019249037999 -231.646034125982 -0.230357769159809 31 333.833333333333 334.027976816779 517.97411014911 -183.946133332331 -0.194643483445475 32 400.6 400.744643483446 517.9668500481 -117.222206564654 -0.144643483445520 33 500.75 500.819643483445 517.958895502645 -17.1392520191999 -0.0696434834454749 34 667.666666666667 667.611310150112 517.950099206349 149.661210943763 0.0553565165544114 35 1001.5 1001.19464348345 517.940261243386 483.254382240059 0.305356516554411 36 2003 2001.94464348345 517.929100529101 1484.01554295434 1.05535651655453 37 166.833333333333 166.977709260261 517.916203703704 -350.938494443442 -0.144375926927978 38 182 182.14058804814 517.900925925926 -335.760337877786 -0.140588048140103 39 200.2 200.336042593595 517.882175925926 -317.546133332331 -0.136042593594652 40 222.444444444444 222.574931482483 517.85787037037 -295.282938887887 -0.130487038038950 41 250.25 250.373542593595 517.823148148148 -267.449605554554 -0.123542593594607 42 286 286.114614022166 517.760648148148 -231.646034125982 -0.114614022166052 43 333.666666666667 333.769375926928 517.715509259259 -183.946133332331 -0.102709260261349 44 400.4 400.486042593595 517.708249158249 -117.222206564654 -0.0860425935945841 45 500.5 500.561042593595 517.700294612795 -17.1392520191999 -0.0610425935946068 46 667.333333333333 667.352709260261 517.691498316498 149.661210943763 -0.0193759269279781 47 1001 1000.93604259359 517.681660353535 483.254382240059 0.0639574064052795 48 2002 2001.68604259359 517.67049963925 1484.01554295434 0.313957406405507 49 166.75 166.719108370410 517.657602813853 -350.938494443442 0.0308916295896324 50 181.909090909091 181.881987158289 517.642325036075 -335.760337877786 0.0271037508017571 51 200.1 200.077441703744 517.623575036075 -317.546133332331 0.0225582962563067 52 222.333333333333 222.316330592633 517.599269480519 -295.282938887887 0.0170027407007183 53 250.125 250.114941703744 517.564547258297 -267.449605554554 0.0100582962562612 54 285.857142857143 285.856013132315 517.502047258297 -231.646034125982 0.00112972482759233 55 333.5 333.510775037077 517.456908369408 -183.946133332331 -0.0107750370771100 56 400.2 400.227441703744 517.449648268398 -117.222206564654 -0.0274417037437615 57 500.25 500.302441703744 517.441693722944 -17.1392520191999 -0.0524417037437388 58 667 667.09410837041 517.432897426647 149.661210943763 -0.0941083704104813 59 1000.5 1000.67744170374 517.423059463684 483.254382240059 -0.177441703743852 60 2001 2001.42744170374 517.411898749399 1484.01554295434 -0.427441703743625 61 166.666666666667 166.460507480560 517.399001924002 -350.938494443442 0.206159186107129 62 181.818181818182 181.623386268438 517.383724146224 -335.760337877786 0.194795549743390 63 200 199.818840813893 517.364974146224 -317.546133332331 0.181159186107152 64 222.222222222222 222.057729702782 517.340668590669 -295.282938887887 0.164492519440500 65 250 249.856340813893 517.305946368446 -267.449605554554 0.143659186107129 66 285.714285714286 285.597412242464 517.243446368446 -231.646034125982 0.116873471821464 67 333.333333333333 333.252174147226 517.198307479557 -183.946133332331 0.0811591861071292 68 400 399.968840813893 517.191047378547 -117.222206564654 0.0311591861070610 69 500 500.043840813893 517.183092833093 -17.1392520191999 -0.0438408138928708 70 666.666666666667 666.83550748056 517.174296536796 149.661210943763 -0.168840813892871 71 1000 1000.41884081389 517.164458573833 483.254382240059 -0.418840813892871 72 2000 2001.16884081389 517.153297859548 1484.01554295434 -1.16884081389276 73 166.583333333333 166.201906590709 517.140401034151 -350.938494443442 0.38142674262474 74 181.727272727273 181.364785378587 517.125123256373 -335.760337877786 0.362487348685363 75 199.9 199.560239924042 517.106373256373 -317.546133332331 0.339760075958111 76 222.111111111111 221.799128812931 517.082067700818 -295.282938887887 0.311982298180283 77 249.875 249.597739924042 517.047345478595 -267.449605554554 0.277260075958111 78 285.571428571429 285.338811352613 516.984845478596 -231.646034125982 0.232617218815108 79 333.166666666667 332.993573257375 516.939706589706 -183.946133332331 0.173093409291369 80 399.8 399.710239924042 516.932446488696 -117.222206564654 0.0897600759579973 81 499.75 499.785239924042 516.924491943242 -17.1392520191999 -0.0352399240420027 82 666.333333333333 666.576906590709 516.915695646946 149.661210943763 -0.243573257375374 83 999.5 1000.16023992404 516.905857683983 483.254382240059 -0.660239924042003 84 1999 2000.91023992404 516.894696969697 1484.01554295434 -1.91023992404189 85 166.5 165.943305700858 516.8818001443 -350.938494443442 0.556694299142237 86 181.636363636364 181.106184488737 516.866522366522 -335.760337877786 0.530179147627109 87 199.8 199.301639034191 516.847772366522 -317.546133332331 0.498360965808956 88 222 221.54052792308 516.823466810967 -295.282938887887 0.459472076919951 89 249.75 249.339139034191 516.788744588745 -267.449605554554 0.410860965808979 90 285.428571428571 285.080210462762 516.726244588745 -231.646034125982 0.348360965808979 91 333 NA NA -183.946133332331 NA 92 399.6 NA NA -117.222206564654 NA 93 499.5 NA NA -17.1392520191999 NA 94 666 NA NA 149.661210943763 NA 95 999 NA NA 483.254382240059 NA 96 1998 NA NA 1484.01554295434 NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Aug/17/t1218992287hrw7h5xw0smx8rj/10ghf1218992121.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Aug/17/t1218992287hrw7h5xw0smx8rj/10ghf1218992121.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Aug/17/t1218992287hrw7h5xw0smx8rj/2s83u1218992121.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Aug/17/t1218992287hrw7h5xw0smx8rj/2s83u1218992121.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Aug/17/t1218992287hrw7h5xw0smx8rj/393rz1218992121.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Aug/17/t1218992287hrw7h5xw0smx8rj/393rz1218992121.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Aug/17/t1218992287hrw7h5xw0smx8rj/4eedd1218992121.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Aug/17/t1218992287hrw7h5xw0smx8rj/4eedd1218992121.ps (open in new window)

Parameters (Session):

par1 = additive ; par2 = 12 ;

Parameters (R input):

par1 = additive ; par2 = 12 ;

R code (references can be found in the software module):

par2 <- as.numeric(par2) x <- ts(x,freq=par2) m <- decompose(x,type=par1) m$figure bitmap(file='test1.png') plot(m) dev.off() mylagmax <- length(x)/2 bitmap(file='test2.png') op <- par(mfrow = c(2,2)) acf(as.numeric(x),lag.max = mylagmax,main='Observed') acf(as.numeric(m$trend),na.action=na.pass,lag.max = mylagmax,main='Trend') acf(as.numeric(m$seasonal),na.action=na.pass,lag.max = mylagmax,main='Seasonal') acf(as.numeric(m$random),na.action=na.pass,lag.max = mylagmax,main='Random') par(op) dev.off() bitmap(file='test3.png') op <- par(mfrow = c(2,2)) spectrum(as.numeric(x),main='Observed') spectrum(as.numeric(m$trend[!is.na(m$trend)]),main='Trend') spectrum(as.numeric(m$seasonal[!is.na(m$seasonal)]),main='Seasonal') spectrum(as.numeric(m$random[!is.na(m$random)]),main='Random') par(op) dev.off() bitmap(file='test4.png') op <- par(mfrow = c(2,2)) cpgram(as.numeric(x),main='Observed') cpgram(as.numeric(m$trend[!is.na(m$trend)]),main='Trend') cpgram(as.numeric(m$seasonal[!is.na(m$seasonal)]),main='Seasonal') cpgram(as.numeric(m$random[!is.na(m$random)]),main='Random') par(op) dev.off() load(file='createtable') a<-table.start() a<-table.row.start(a) a<-table.element(a,'Classical Decomposition by Moving Averages',6,TRUE) a<-table.row.end(a) a<-table.row.start(a) a<-table.element(a,'t',header=TRUE) a<-table.element(a,'Observations',header=TRUE) a<-table.element(a,'Fit',header=TRUE) a<-table.element(a,'Trend',header=TRUE) a<-table.element(a,'Seasonal',header=TRUE) a<-table.element(a,'Random',header=TRUE) a<-table.row.end(a) for (i in 1:length(m$trend)) { a<-table.row.start(a) a<-table.element(a,i,header=TRUE) a<-table.element(a,x[i]) if (par1 == 'additive') a<-table.element(a,m$trend[i]+m$seasonal[i]) else a<-table.element(a,m$trend[i]*m$seasonal[i]) a<-table.element(a,m$trend[i]) a<-table.element(a,m$seasonal[i]) a<-table.element(a,m$random[i]) a<-table.row.end(a) } a<-table.end(a) table.save(a,file='mytable.tab')

Copyright

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa

Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.

Privacy Policy

We may request personal information to be submitted to our servers in order to be able to:

• personalize online software applications according to your needs
• enforce strict security rules with respect to the data that you upload (e.g. statistical data)
• manage user sessions of online applications
• alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.

FreeStatistics.org is powered by