gaelle Wauters-Classical Decomposition- werkloosheid

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

Title produced by software: Classical Decomposition

Date of computation: Mon, 19 May 2008 07:39:05 -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/May/19/t1211204408ogz3re97zm9919u.htm/, Retrieved Mon, 19 May 2008 15:40:13 +0200

User-defined keywords:

Dataseries X:

» Textbox « » Textfile « » CSV «

9.8 9.7 9.5 9.3 9.1 9 9.5 10 10.2 10.1 10 9.9 10 9.9 9.7 9.5 9.2 9 9.3 9.8 9.8 9.6 9.4 9.3 9.2 9.2 9 8.8 8.7 8.7 9.1 9.7 9.8 9.6 9.4 9.4 9.5 9.4 9.3 9.2 9 8.9 9.2 9.8 9.9 9.6 9.2 9.1 9.1 9.1 8.9 8.7 8.5 8.4 8.4 8.7 8.5 8.1 7.8 7.7 7.4 7.2 7 6.6 6.4 6.4 6.8 7.3 7 7 6.7 6.7 6.3 6.2 6 6.3 6.2 6.1 6.2 6.6 6.6 7.8 7.4 7.4 7.5 7.4 7.4 7 6.9 6.9 7.6 7.7 7.6 8.2 8 8.1 8.3 8.2 8.1 7.7 7.6 7.7 8.2 8.4 8.4 8.6 8.4 8.5 8.7 8.7 8.6 7.4 7.3 7.4 9 9.2 9.2 8.5 8.3 8.3 8.6 8.6 8.5 8.1 8.1 8 8.6 8.7 8.7 8.6 8.4 8.4 8.7 8.7 8.5 8.3 8.3 8.3 8.1 8.2 8.1 8.1 7.9 7.7 8.1 8 7.7 7.8 7.6 7.4 7.3 7.4 7.1 7.3 7.1 7.1

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 2 seconds R Server 'Gwilym Jenkins' @ 72.249.127.135 Classical Decomposition by Moving Averages t Observations Fit Trend Seasonal Random 1 9.8 NA NA 0.144791666666666 NA 2 9.7 NA NA 0.093276515151515 NA 3 9.5 NA NA -0.0374053030303033 NA 4 9.3 NA NA -0.330965909090909 NA 5 9.1 NA NA -0.442708333333333 NA 6 9 NA NA -0.462784090909091 NA 7 9.5 9.66335227272727 9.68333333333333 -0.0199810606060603 -0.163352272727273 8 10 10.0216856060606 9.7 0.321685606060606 -0.0216856060606059 9 10.2 10.0076704545455 9.71666666666667 0.291003787878788 0.192329545454545 10 10.1 10.0474431818182 9.73333333333333 0.314109848484848 0.0525568181818201 11 10 9.81789772727273 9.74583333333333 0.0720643939393943 0.182102272727274 12 9.9 9.80691287878788 9.75 0.0569128787878788 0.0930871212121236 13 10 9.88645833333333 9.74166666666667 0.144791666666666 0.113541666666666 14 9.9 9.81827651515151 9.725 0.093276515151515 0.0817234848484869 15 9.7 9.6625946969697 9.7 -0.0374053030303033 0.037405303030301 16 9.5 9.33153409090909 9.6625 -0.330965909090909 0.168465909090909 17 9.2 9.17395833333333 9.61666666666667 -0.442708333333333 0.0260416666666679 18 9 9.10388257575758 9.56666666666667 -0.462784090909091 -0.103882575757575 19 9.3 9.48835227272727 9.50833333333333 -0.0199810606060603 -0.18835227272727 20 9.8 9.76751893939394 9.44583333333333 0.321685606060606 0.0324810606060613 21 9.8 9.67850378787879 9.3875 0.291003787878788 0.121496212121214 22 9.6 9.64327651515152 9.32916666666667 0.314109848484848 -0.0432765151515166 23 9.4 9.35123106060606 9.27916666666667 0.0720643939393943 0.0487689393939412 24 9.3 9.30274621212121 9.24583333333333 0.0569128787878788 -0.0027462121212114 25 9.2 9.36979166666667 9.225 0.144791666666666 -0.169791666666667 26 9.2 9.30577651515152 9.2125 0.093276515151515 -0.105776515151517 27 9 9.17092803030303 9.20833333333333 -0.0374053030303033 -0.170928030303031 28 8.8 8.87736742424242 9.20833333333333 -0.330965909090909 -0.0773674242424232 29 8.7 8.765625 9.20833333333333 -0.442708333333333 -0.0656250000000007 30 8.7 8.7497159090909 9.2125 -0.462784090909091 -0.0497159090909083 31 9.1 9.2091856060606 9.22916666666666 -0.0199810606060603 -0.109185606060604 32 9.7 9.5716856060606 9.25 0.321685606060606 0.128314393939393 33 9.8 9.56183712121212 9.27083333333333 0.291003787878788 0.238162878787881 34 9.6 9.61410984848485 9.3 0.314109848484848 -0.0141098484848481 35 9.4 9.40123106060606 9.32916666666667 0.0720643939393943 -0.00123106060605949 36 9.4 9.40691287878788 9.35 0.0569128787878788 -0.00691287878787783 37 9.5 9.50729166666667 9.3625 0.144791666666666 -0.00729166666666714 38 9.4 9.46410984848485 9.37083333333333 0.093276515151515 -0.0641098484848488 39 9.3 9.34176136363637 9.37916666666667 -0.0374053030303033 -0.0417613636363647 40 9.2 9.05236742424243 9.38333333333333 -0.330965909090909 0.147632575757573 41 9 8.93229166666667 9.375 -0.442708333333333 0.067708333333334 42 8.9 8.89138257575758 9.35416666666667 -0.462784090909091 0.00861742424242351 43 9.2 9.30501893939394 9.325 -0.0199810606060603 -0.105018939393940 44 9.8 9.61751893939394 9.29583333333333 0.321685606060606 0.18248106060606 45 9.9 9.55767045454545 9.26666666666667 0.291003787878788 0.342329545454547 46 9.6 9.54327651515151 9.22916666666667 0.314109848484848 0.0567234848484848 47 9.2 9.2595643939394 9.1875 0.0720643939393943 -0.0595643939393948 48 9.1 9.20274621212121 9.14583333333333 0.0569128787878788 -0.102746212121211 49 9.1 9.23645833333333 9.09166666666667 0.144791666666666 -0.136458333333334 50 9.1 9.10577651515151 9.0125 0.093276515151515 -0.00577651515151345 51 8.9 8.87092803030303 8.90833333333333 -0.0374053030303033 0.0290719696969717 52 8.7 8.45653409090909 8.7875 -0.330965909090909 0.243465909090908 53 8.5 8.22395833333333 8.66666666666666 -0.442708333333333 0.27604166666667 54 8.4 8.0872159090909 8.55 -0.462784090909091 0.312784090909094 55 8.4 8.40085227272727 8.42083333333333 -0.0199810606060603 -0.000852272727271952 56 8.7 8.59251893939394 8.27083333333333 0.321685606060606 0.107481060606061 57 8.5 8.40350378787879 8.1125 0.291003787878788 0.0964962121212132 58 8.1 8.25994318181818 7.94583333333333 0.314109848484848 -0.159943181818180 59 7.8 7.84289772727273 7.77083333333333 0.0720643939393943 -0.0428977272727273 60 7.7 7.65691287878788 7.6 0.0569128787878788 0.0430871212121229 61 7.4 7.59479166666667 7.45 0.144791666666666 -0.194791666666665 62 7.2 7.41827651515151 7.325 0.093276515151515 -0.218276515151513 63 7 7.16676136363636 7.20416666666667 -0.0374053030303033 -0.166761363636362 64 6.6 6.76486742424242 7.09583333333333 -0.330965909090909 -0.164867424242423 65 6.4 6.56145833333333 7.00416666666667 -0.442708333333333 -0.161458333333333 66 6.4 6.45388257575757 6.91666666666666 -0.462784090909091 -0.0538825757575729 67 6.8 6.8091856060606 6.82916666666667 -0.0199810606060603 -0.0091856060606057 68 7.3 7.06335227272727 6.74166666666667 0.321685606060606 0.236647727272729 69 7 6.94933712121212 6.65833333333333 0.291003787878788 0.0506628787878798 70 7 6.91827651515151 6.60416666666667 0.314109848484848 0.081723484848486 71 6.7 6.65539772727273 6.58333333333333 0.0720643939393943 0.0446022727272739 72 6.7 6.61941287878788 6.5625 0.0569128787878788 0.0805871212121225 73 6.3 6.66979166666667 6.525 0.144791666666666 -0.369791666666666 74 6.2 6.56410984848485 6.47083333333333 0.093276515151515 -0.364109848484847 75 6 6.3875946969697 6.425 -0.0374053030303033 -0.387594696969696 76 6.3 6.11070075757576 6.44166666666667 -0.330965909090909 0.189299242424242 77 6.2 6.06145833333333 6.50416666666667 -0.442708333333333 0.138541666666667 78 6.1 6.09971590909091 6.5625 -0.462784090909091 0.000284090909090651 79 6.2 6.6216856060606 6.64166666666667 -0.0199810606060603 -0.421685606060605 80 6.6 7.06335227272727 6.74166666666667 0.321685606060606 -0.463352272727271 81 6.6 7.14100378787879 6.85 0.291003787878788 -0.541003787878788 82 7.8 7.25160984848485 6.9375 0.314109848484848 0.548390151515152 83 7.4 7.06789772727273 6.99583333333333 0.0720643939393943 0.332102272727274 84 7.4 7.11524621212121 7.05833333333333 0.0569128787878788 0.284753787878789 85 7.5 7.29479166666667 7.15 0.144791666666666 0.205208333333333 86 7.4 7.34744318181818 7.25416666666667 0.093276515151515 0.0525568181818183 87 7.4 7.30426136363636 7.34166666666667 -0.0374053030303033 0.0957386363636372 88 7 7.06903409090909 7.4 -0.330965909090909 -0.0690340909090921 89 6.9 6.99895833333334 7.44166666666667 -0.442708333333333 -0.0989583333333348 90 6.9 7.03304924242424 7.49583333333333 -0.462784090909091 -0.133049242424242 91 7.6 7.53835227272727 7.55833333333333 -0.0199810606060603 0.0616477272727263 92 7.7 7.9466856060606 7.625 0.321685606060606 -0.246685606060604 93 7.6 7.97850378787879 7.6875 0.291003787878788 -0.378503787878787 94 8.2 8.05994318181818 7.74583333333333 0.314109848484848 0.140056818181817 95 8 7.87623106060606 7.80416666666667 0.0720643939393943 0.123768939393940 96 8.1 7.92357954545455 7.86666666666667 0.0569128787878788 0.176420454545454 97 8.3 8.06979166666667 7.925 0.144791666666666 0.230208333333334 98 8.2 8.07244318181818 7.97916666666667 0.093276515151515 0.127556818181818 99 8.1 8.00426136363636 8.04166666666667 -0.0374053030303033 0.0957386363636363 100 7.7 7.76070075757576 8.09166666666667 -0.330965909090909 -0.0607007575757557 101 7.6 7.68229166666667 8.125 -0.442708333333333 -0.0822916666666647 102 7.7 7.69554924242424 8.15833333333333 -0.462784090909091 0.00445075757575708 103 8.2 8.1716856060606 8.19166666666667 -0.0199810606060603 0.0283143939393931 104 8.4 8.55085227272727 8.22916666666667 0.321685606060606 -0.150852272727272 105 8.4 8.56183712121212 8.27083333333333 0.291003787878788 -0.161837121212120 106 8.6 8.59327651515152 8.27916666666667 0.314109848484848 0.00672348484848406 107 8.4 8.32623106060606 8.25416666666667 0.0720643939393943 0.0737689393939398 108 8.5 8.28607954545454 8.22916666666667 0.0569128787878788 0.213920454545455 109 8.7 8.39479166666667 8.25 0.144791666666666 0.305208333333333 110 8.7 8.40994318181818 8.31666666666667 0.093276515151515 0.290056818181817 111 8.6 8.34592803030303 8.38333333333333 -0.0374053030303033 0.254071969696971 112 7.4 8.08153409090909 8.4125 -0.330965909090909 -0.681534090909088 113 7.3 7.96145833333333 8.40416666666667 -0.442708333333333 -0.661458333333334 114 7.4 7.92888257575757 8.39166666666667 -0.462784090909091 -0.528882575757574 115 9 8.3591856060606 8.37916666666667 -0.0199810606060603 0.640814393939394 116 9.2 8.69251893939394 8.37083333333333 0.321685606060606 0.507481060606059 117 9.2 8.65350378787879 8.3625 0.291003787878788 0.546496212121212 118 8.5 8.70160984848485 8.3875 0.314109848484848 -0.201609848484846 119 8.3 8.5220643939394 8.45 0.0720643939393943 -0.222064393939393 120 8.3 8.56524621212121 8.50833333333333 0.0569128787878788 -0.265246212121211 121 8.6 8.66145833333333 8.51666666666667 0.144791666666666 -0.0614583333333325 122 8.6 8.57244318181818 8.47916666666666 0.093276515151515 0.0275568181818198 123 8.5 8.4000946969697 8.4375 -0.0374053030303033 0.0999053030303045 124 8.1 8.08986742424242 8.42083333333333 -0.330965909090909 0.0101325757575754 125 8.1 7.98645833333333 8.42916666666667 -0.442708333333333 0.113541666666668 126 8 7.9747159090909 8.4375 -0.462784090909091 0.0252840909090928 127 8.6 8.42585227272727 8.44583333333333 -0.0199810606060603 0.174147727272729 128 8.7 8.77585227272727 8.45416666666667 0.321685606060606 -0.075852272727273 129 8.7 8.74933712121212 8.45833333333333 0.291003787878788 -0.0493371212121207 130 8.6 8.78077651515152 8.46666666666667 0.314109848484848 -0.180776515151516 131 8.4 8.55539772727273 8.48333333333333 0.0720643939393943 -0.155397727272726 132 8.4 8.56107954545454 8.50416666666667 0.0569128787878788 -0.161079545454545 133 8.7 8.640625 8.49583333333333 0.144791666666666 0.0593750000000011 134 8.7 8.54744318181818 8.45416666666667 0.093276515151515 0.152556818181816 135 8.5 8.37092803030303 8.40833333333333 -0.0374053030303033 0.129071969696970 136 8.3 8.03153409090909 8.3625 -0.330965909090909 0.268465909090912 137 8.3 7.878125 8.32083333333333 -0.442708333333333 0.421875000000004 138 8.3 7.80804924242424 8.27083333333333 -0.462784090909091 0.49195075757576 139 8.1 8.1966856060606 8.21666666666667 -0.0199810606060603 -0.0966856060606052 140 8.2 8.4841856060606 8.1625 0.321685606060606 -0.284185606060604 141 8.1 8.39100378787879 8.1 0.291003787878788 -0.291003787878786 142 8.1 8.35994318181818 8.04583333333333 0.314109848484848 -0.259943181818181 143 7.9 8.06789772727273 7.99583333333333 0.0720643939393943 -0.167897727272726 144 7.7 7.98607954545454 7.92916666666667 0.0569128787878788 -0.286079545454545 145 8.1 8.003125 7.85833333333333 0.144791666666666 0.0968749999999998 146 8 7.88494318181818 7.79166666666667 0.093276515151515 0.115056818181819 147 7.7 7.67926136363636 7.71666666666667 -0.0374053030303033 0.0207386363636370 148 7.8 7.31070075757576 7.64166666666667 -0.330965909090909 0.489299242424242 149 7.6 7.13229166666667 7.575 -0.442708333333333 0.467708333333333 150 7.4 7.05388257575758 7.51666666666667 -0.462784090909091 0.346117424242424 151 7.3 NA NA -0.0199810606060603 NA 152 7.4 NA NA 0.321685606060606 NA 153 7.1 NA NA 0.291003787878788 NA 154 7.3 NA NA 0.314109848484848 NA 155 7.1 NA NA 0.0720643939393943 NA 156 7.1 NA NA 0.0569128787878788 NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t1211204408ogz3re97zm9919u/1ecz71211204342.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t1211204408ogz3re97zm9919u/1ecz71211204342.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t1211204408ogz3re97zm9919u/2ntk91211204342.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t1211204408ogz3re97zm9919u/2ntk91211204342.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t1211204408ogz3re97zm9919u/3sgug1211204342.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t1211204408ogz3re97zm9919u/3sgug1211204342.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t1211204408ogz3re97zm9919u/48tsj1211204342.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t1211204408ogz3re97zm9919u/48tsj1211204342.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

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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.

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