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Sanne Seghers - 2MAR03 - klassieke decompositie

R Software Module: rwasp_decompose.wasp (opens new window with default values)
Title produced by software: Classical Decomposition
Date of computation: Mon, 18 Aug 2008 09:21:58 -0600
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2008/Aug/18/t1219073023mc3pzffqvaqpzou.htm/, Retrieved Mon, 18 Aug 2008 15:23:47 +0000
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
Afzetprijsindexen van de verwerking en conservering van groenten en fruit
 
Dataseries X:
» Textbox « » Textfile « » CSV «
115,6 118,5 118,1 117,7 117,9 118,5 117 115,6 113,7 112,1 113,5 113,5 112,2 112,7 111,9 111,5 110,8 111,2 110,9 114,1 121,3 121,5 122,5 122,4 122,5 122,8 122,9 123,6 123,4 122,9 121 119 119 114,3 113,4 113,7 113,5 114,4 114,6 111,6 111,8 110,8 112,6 115,3 115,4 115,3 115,5 115 116,3 117 116,9 117,2 117,1 116,7 117,4 126,7 128,6 129,2 131,1 131,1 131,5 133,2 133,7 135,7 134,9 135,7 131,2 127,4 127,5 124,1 124,1 124,1 124,5 123,7 125,9 126 125,5 125,3
 
Text written by user:
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'George Udny Yule' @ 72.249.76.132


Classical Decomposition by Moving Averages
tObservationsFitTrendSeasonalRandom
1115.6NANA0.160503472222215NA
2118.5NANA0.640711805555566NA
3118.1NANA0.219878472222229NA
4117.7NANA-0.713454861111112NA
5117.9NANA-1.27491319444444NA
6118.5NANA-2.01657986111111NA
7117113.507378472222115.833333333333-2.325954861111113.49262152777777
8115.6116.009461805556115.450.559461805555559-0.409461805555566
9113.7117.368836805556114.952.41883680555555-3.66883680555554
10112.1115.373003472222114.4333333333330.939670138888884-3.27300347222221
11113.5114.865711805556113.8791666666670.986545138888884-1.36571180555555
12113.5113.684461805556113.2791666666670.405295138888883-0.184461805555557
13112.2112.881336805556112.7208333333330.160503472222215-0.681336805555546
14112.7113.044878472222112.4041666666670.640711805555566-0.344878472222206
15111.9112.878211805556112.6583333333330.219878472222229-0.978211805555546
16111.5112.653211805556113.366666666667-0.713454861111112-1.15321180555553
17110.8112.858420138889114.133333333333-1.27491319444444-2.05842013888889
18111.2112.862586805556114.879166666667-2.01657986111111-1.66258680555555
19110.9113.353211805556115.679166666667-2.32595486111111-2.45321180555557
20114.1117.088628472222116.5291666666670.559461805555559-2.98862847222223
21121.3119.827170138889117.4083333333332.418836805555551.47282986111111
22121.5119.310503472222118.3708333333330.9396701388888842.18949652777779
23122.5120.386545138889119.40.9865451388888842.11345486111111
24122.4120.817795138889120.41250.4052951388888831.58220486111112
25122.5121.481336805556121.3208333333330.1605034722222151.01866319444446
26122.8122.586545138889121.9458333333330.6407118055555660.213454861111117
27122.9122.274045138889122.0541666666670.2198784722222290.625954861111111
28123.6120.944878472222121.658333333333-0.7134548611111122.65512152777778
29123.4119.704253472222120.979166666667-1.274913194444443.69574652777779
30122.9118.220920138889120.2375-2.016579861111114.67907986111113
31121117.174045138889119.5-2.325954861111113.82595486111113
32119119.334461805556118.7750.559461805555559-0.33446180555552
33119120.498003472222118.0791666666672.41883680555555-1.49800347222221
34114.3118.173003472222117.2333333333330.939670138888884-3.87300347222221
35113.4117.236545138889116.250.986545138888884-3.83654513888887
36113.7115.667795138889115.26250.405295138888883-1.96779513888889
37113.5114.568836805556114.4083333333330.160503472222215-1.06883680555556
38114.4114.544878472222113.9041666666670.640711805555566-0.144878472222203
39114.6113.819878472222113.60.2198784722222290.78012152777778
40111.6112.778211805556113.491666666667-0.713454861111112-1.17821180555555
41111.8112.345920138889113.620833333333-1.27491319444444-0.545920138888874
42110.8111.745920138889113.7625-2.01657986111111-0.94592013888888
43112.6111.607378472222113.933333333333-2.325954861111110.992621527777771
44115.3114.717795138889114.1583333333330.5594618055555590.582204861111109
45115.4116.781336805556114.36252.41883680555555-1.38133680555552
46115.3115.631336805556114.6916666666670.939670138888884-0.331336805555566
47115.5116.132378472222115.1458333333330.986545138888884-0.632378472222214
48115116.017795138889115.61250.405295138888883-1.01779513888889
49116.3116.218836805556116.0583333333330.1605034722222150.081163194444457
50117117.374045138889116.7333333333330.640711805555566-0.374045138888903
51116.9117.978211805556117.7583333333330.219878472222229-1.07821180555555
52117.2118.174045138889118.8875-0.713454861111112-0.974045138888869
53117.1118.841753472222120.116666666667-1.27491319444444-1.74175347222223
54116.7119.420920138889121.4375-2.01657986111111-2.72092013888887
55117.4120.415711805556122.741666666667-2.32595486111111-3.01571180555554
56126.7124.609461805556124.050.5594618055555592.09053819444446
57128.6127.843836805556125.4252.418836805555550.756163194444454
58129.2127.835503472222126.8958333333330.9396701388888841.36449652777779
59131.1129.394878472222128.4083333333330.9865451388888841.70512152777778
60131.1130.346961805556129.9416666666670.4052951388888830.753038194444457
61131.5131.468836805556131.3083333333330.1605034722222150.0311631944444457
62133.2132.553211805556131.91250.6407118055555660.646788194444468
63133.7132.115711805556131.8958333333330.2198784722222291.58428819444447
64135.7130.924045138889131.6375-0.7134548611111124.7759548611111
65134.9129.858420138889131.133333333333-1.274913194444445.04157986111116
66135.7128.533420138889130.55-2.016579861111117.1665798611111
67131.2127.640711805556129.966666666667-2.325954861111113.55928819444443
68127.4129.838628472222129.2791666666670.559461805555559-2.43862847222222
69127.5130.977170138889128.5583333333332.41883680555555-3.47717013888888
70124.1128.768836805556127.8291666666670.939670138888884-4.66883680555557
71124.1128.019878472222127.0333333333330.986545138888884-3.91987847222225
72124.1126.613628472222126.2083333333330.405295138888883-2.51362847222224
73124.5NANANANA
74123.7NANANANA
75125.9NANANANA
76126NANANANA
77125.5NANANANA
78125.3NANANANA
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Aug/18/t1219073023mc3pzffqvaqpzou/1qqni1219072916.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Aug/18/t1219073023mc3pzffqvaqpzou/1qqni1219072916.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Aug/18/t1219073023mc3pzffqvaqpzou/2hk6k1219072916.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Aug/18/t1219073023mc3pzffqvaqpzou/2hk6k1219072916.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Aug/18/t1219073023mc3pzffqvaqpzou/38wgi1219072916.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Aug/18/t1219073023mc3pzffqvaqpzou/38wgi1219072916.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Aug/18/t1219073023mc3pzffqvaqpzou/4rbrq1219072916.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Aug/18/t1219073023mc3pzffqvaqpzou/4rbrq1219072916.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')
 





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