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Additief Decompositie Lederen Laarzen - Christine Van Bergen

R Software Module: rwasp_decompose.wasp (opens new window with default values)
Title produced by software: Classical Decomposition
Date of computation: Thu, 22 May 2008 11:22:28 -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/22/t12114770555b0cqe90xadlvrt.htm/, Retrieved Thu, 22 May 2008 19:24:15 +0200
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
101,22 101,25 101,25 101,26 101,26 101,26 101,29 101,31 101,31 101,31 101,32 101,34 101,34 101,34 101,34 101,34 101,34 101,34 101,34 101,39 102,16 102,19 102,31 102,32 102,32 102,32 102,36 102,36 102,37 102,37 102,37 102,37 103,45 103,8 103,81 103,81 103,81 103,84 103,9 103,91 103,92 103,92 103,93 104 104,51 105 105,01 105,01 105,01 105,01 105,13 105,14 105,15 105,22 105,23 105,23 105,57 106,05 106,09 106,09 106,19 106,2 106,2 106,22 106,22 106,23 106,23 106,61 106,95 107,74 107,8 107,8
 
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 time3 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Classical Decomposition by Moving Averages
tObservationsFitTrendSeasonalRandom
1101.22NANA0.113194444444445NA
2101.25NANA0.0388194444444411NA
3101.25NANA0.00861111111109973NA
4101.26NANA-0.0801388888889013NA
5101.26NANA-0.171701388888893NA
6101.26NANA-0.253368055555560NA
7101.29100.938298611111101.286666666667-0.3483680555555480.351701388888898
8101.31100.875902777778101.295416666667-0.4195138888888870.434097222222235
9101.31101.457152777778101.3029166666670.15423611111112-0.147152777777762
10101.31101.700277777778101.310.390277777777785-0.390277777777754
11101.32101.650277777778101.3166666666670.333611111111117-0.330277777777766
12101.34101.557673611111101.3233333333330.234340277777781-0.217673611111081
13101.34101.441944444444101.328750.113194444444445-0.101944444444428
14101.34101.372986111111101.3341666666670.0388194444444411-0.0329861111110858
15101.34101.381527777778101.3729166666670.00861111111109973-0.0415277777777305
16101.34101.364861111111101.445-0.0801388888889013-0.0248611111110932
17101.34101.351215277778101.522916666667-0.171701388888893-0.011215277777751
18101.34101.351631944444101.605-0.253368055555560-0.0116319444444315
19101.34101.338298611111101.686666666667-0.3483680555555480.00170138888891813
20101.39101.348819444444101.768333333333-0.4195138888888870.0411805555555702
21102.16102.005902777778101.8516666666670.154236111111120.154097222222248
22102.19102.326944444444101.9366666666670.390277777777785-0.136944444444424
23102.31102.355694444444102.0220833333330.333611111111117-0.0456944444444218
24102.32102.342256944444102.1079166666670.234340277777781-0.0222569444444360
25102.32102.306944444444102.193750.1131944444444450.0130555555555532
26102.32102.316319444444102.27750.03881944444444110.00368055555554747
27102.36102.380694444444102.3720833333330.00861111111109973-0.0206944444444446
28102.36102.412777777778102.492916666667-0.0801388888889013-0.0527777777777771
29102.37102.450798611111102.6225-0.171701388888893-0.0807986111111205
30102.37102.493715277778102.747083333333-0.253368055555560-0.123715277777791
31102.37102.522881944444102.87125-0.348368055555548-0.152881944444445
32102.37102.577152777778102.996666666667-0.419513888888887-0.207152777777779
33103.45103.278402777778103.1241666666670.154236111111120.171597222222218
34103.8103.643194444444103.2529166666670.3902777777777850.156805555555550
35103.81103.715694444444103.3820833333330.3336111111111170.0943055555555503
36103.81103.745590277778103.511250.2343402777777810.0644097222222229
37103.81103.754027777778103.6408333333330.1131944444444450.0559722222222234
38103.84103.812569444444103.773750.03881944444444110.0274305555555401
39103.9103.894444444444103.8858333333330.008611111111099730.00555555555555998
40103.91103.899861111111103.98-0.08013888888890130.0101388888888749
41103.92103.908298611111104.08-0.1717013888888930.0117013888888948
42103.92103.926631944444104.18-0.253368055555560-0.00663194444443604
43103.93103.931631944444104.28-0.348368055555548-0.00163194444442638
44104103.959236111111104.37875-0.4195138888888870.0407638888889039
45104.51104.632986111111104.478750.15423611111112-0.122986111111089
46105104.971527777778104.581250.3902777777777850.0284722222222342
47105.01105.017361111111104.683750.333611111111117-0.00736111111109494
48105.01105.023506944444104.7891666666670.234340277777781-0.0135069444444156
49105.01105.010694444444104.89750.113194444444445-0.000694444444434339
50105.01105.041736111111105.0029166666670.0388194444444411-0.031736111111087
51105.13105.106944444444105.0983333333330.008611111111099730.0230555555555583
52105.14105.106111111111105.18625-0.08013888888890130.0338888888888960
53105.15105.103298611111105.275-0.1717013888888930.0467013888888914
54105.22105.111631944444105.365-0.2533680555555600.108368055555559
55105.23105.110798611111105.459166666667-0.3483680555555480.119201388888897
56105.23105.138402777778105.557916666667-0.4195138888888870.0915972222222194
57105.57105.806319444444105.6520833333330.15423611111112-0.236319444444447
58106.05106.131944444444105.7416666666670.390277777777785-0.0819444444444315
59106.09106.164861111111105.831250.333611111111117-0.0748611111110904
60106.09106.152256944444105.9179166666670.234340277777781-0.0622569444444281
61106.19106.114861111111106.0016666666670.1131944444444450.0751388888888727
62106.2106.139652777778106.1008333333330.03881944444444110.0603472222222337
63106.2106.224444444444106.2158333333330.00861111111109973-0.0244444444444269
64106.22106.263611111111106.34375-0.0801388888889013-0.0436111111110904
65106.22106.313715277778106.485416666667-0.171701388888893-0.0937152777777612
66106.23106.374548611111106.627916666667-0.253368055555560-0.144548611111091
67106.23NANA-0.348368055555548NA
68106.61NANA-0.419513888888887NA
69106.95NANA0.15423611111112NA
70107.74NANA0.390277777777785NA
71107.8NANA0.333611111111117NA
72107.8NANA0.234340277777781NA
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/22/t12114770555b0cqe90xadlvrt/1ixj81211476943.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/22/t12114770555b0cqe90xadlvrt/1ixj81211476943.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/22/t12114770555b0cqe90xadlvrt/2z7lo1211476943.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/22/t12114770555b0cqe90xadlvrt/2z7lo1211476943.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/22/t12114770555b0cqe90xadlvrt/3aukq1211476943.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/22/t12114770555b0cqe90xadlvrt/3aukq1211476943.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/22/t12114770555b0cqe90xadlvrt/4qp9d1211476943.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/22/t12114770555b0cqe90xadlvrt/4qp9d1211476943.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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Creative Commons License

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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