opgave 9 -2

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

Title produced by software: Classical Decomposition

Date of computation: Mon, 26 May 2008 23:50:22 -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/27/t1211867461gj2yogr61mh22s4.htm/, Retrieved Tue, 27 May 2008 07:51:05 +0200

User-defined keywords:

additieve???

Dataseries X:

» Textbox « » Textfile « » CSV «

0,5800 0,5800 0,5900 0,6000 0,6000 0,6100 0,6200 0,6100 0,6200 0,6200 0,6200 0,6300 0,6300 0,6300 0,6300 0,6300 0,6300 0,6300 0,6300 0,6400 0,6300 0,6300 0,6300 0,6300 0,6300 0,6400 0,6500 0,6500 0,6500 0,6500 0,6500 0,6600 0,6500 0,6600 0,6600 0,6600 0,6600 0,6800 0,6900 0,7000 0,7100 0,7100 0,7000 0,7000 0,7000 0,7000 0,7100 0,7000 0,7000 0,7000 0,6900 0,7000 0,6900 0,6900 0,6900 0,7000 0,7000 0,7100 0,7100 0,7100 0,7200 0,7300 0,7400 0,7400 0,7400 0,7400 0,7500 0,7500 0,7600 0,7600 0,7600 0,7600 0,7600 0,7700 0,7700 0,7800 0,7800 0,7800 0,7800 0,7800 0,7800 0,7800 0,8000 0,8000 0,8000 0,8100 0,8100 0,8100 0,8000 0,8100 0,8100 0,8100 0,8000 0,8200 0,8300 0,8300

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 6 seconds R Server 'Gwilym Jenkins' @ 72.249.127.135 Classical Decomposition by Moving Averages t Observations Fit Trend Seasonal Random 1 0.58 NA NA -0.0042939814814815 NA 2 0.58 NA NA 0.00174768518518517 NA 3 0.59 NA NA 0.00278935185185181 NA 4 0.6 NA NA 0.0055671296296296 NA 5 0.6 NA NA 0.00320601851851854 NA 6 0.61 NA NA 0.00077546296296296 NA 7 0.62 0.607164351851852 0.60875 -0.00158564814814813 0.0128356481481481 8 0.61 0.613900462962963 0.612916666666667 0.000983796296296288 -0.00390046296296309 9 0.62 0.613483796296296 0.616666666666667 -0.00318287037037036 0.00651620370370365 10 0.62 0.617233796296296 0.619583333333333 -0.00234953703703703 0.00276620370370362 11 0.62 0.622303240740741 0.622083333333333 0.000219907407407446 -0.00230324074074073 12 0.63 0.620289351851852 0.624166666666667 -0.00387731481481479 0.00971064814814826 13 0.63 0.621122685185185 0.625416666666667 -0.0042939814814815 0.0088773148148149 14 0.63 0.628831018518518 0.627083333333333 0.00174768518518517 0.00116898148148159 15 0.63 0.631539351851852 0.62875 0.00278935185185181 -0.00153935185185172 16 0.63 0.635150462962963 0.629583333333333 0.0055671296296296 -0.00515046296296284 17 0.63 0.633622685185185 0.630416666666667 0.00320601851851854 -0.00362268518518516 18 0.63 0.631608796296296 0.630833333333333 0.00077546296296296 -0.00160879629629618 19 0.63 0.629247685185185 0.630833333333333 -0.00158564814814813 0.000752314814814858 20 0.64 0.632233796296296 0.63125 0.000983796296296288 0.00776620370370373 21 0.63 0.62931712962963 0.6325 -0.00318287037037036 0.000682870370370403 22 0.63 0.63181712962963 0.634166666666667 -0.00234953703703703 -0.00181712962962965 23 0.63 0.636053240740741 0.635833333333333 0.000219907407407446 -0.00605324074074065 24 0.63 0.633622685185185 0.6375 -0.00387731481481479 -0.00362268518518516 25 0.63 0.634872685185185 0.639166666666667 -0.0042939814814815 -0.00487268518518513 26 0.64 0.642581018518518 0.640833333333333 0.00174768518518517 -0.00258101851851844 27 0.65 0.645289351851852 0.6425 0.00278935185185181 0.00471064814814826 28 0.65 0.650150462962963 0.644583333333333 0.0055671296296296 -0.000150462962962949 29 0.65 0.650289351851852 0.647083333333333 0.00320601851851854 -0.00028935185185186 30 0.65 0.650358796296296 0.649583333333333 0.00077546296296296 -0.000358796296296315 31 0.65 0.650497685185185 0.652083333333333 -0.00158564814814813 -0.000497685185185337 32 0.66 0.655983796296296 0.655 0.000983796296296288 0.0040162037037037 33 0.65 0.655150462962963 0.658333333333333 -0.00318287037037036 -0.00515046296296306 34 0.66 0.659733796296296 0.662083333333333 -0.00234953703703703 0.000266203703703671 35 0.66 0.666886574074074 0.666666666666667 0.000219907407407446 -0.00688657407407411 36 0.66 0.667789351851852 0.671666666666667 -0.00387731481481479 -0.00778935185185192 37 0.66 0.671956018518518 0.67625 -0.0042939814814815 -0.0119560185185185 38 0.68 0.681747685185185 0.68 0.00174768518518517 -0.0017476851851852 39 0.69 0.686539351851852 0.68375 0.00278935185185181 0.00346064814814806 40 0.7 0.69306712962963 0.6875 0.0055671296296296 0.00693287037037027 41 0.71 0.694456018518519 0.69125 0.00320601851851854 0.0155439814814814 42 0.71 0.695775462962963 0.695 0.00077546296296296 0.0142245370370371 43 0.7 0.696747685185185 0.698333333333333 -0.00158564814814813 0.00325231481481481 44 0.7 0.70181712962963 0.700833333333333 0.000983796296296288 -0.00181712962962965 45 0.7 0.698483796296296 0.701666666666667 -0.00318287037037036 0.00151620370370364 46 0.7 0.69931712962963 0.701666666666667 -0.00234953703703703 0.000682870370370181 47 0.71 0.701053240740741 0.700833333333333 0.000219907407407446 0.00894675925925925 48 0.7 0.695289351851852 0.699166666666667 -0.00387731481481479 0.00471064814814814 49 0.7 0.693622685185185 0.697916666666667 -0.0042939814814815 0.00637731481481485 50 0.7 0.699247685185185 0.6975 0.00174768518518517 0.000752314814814636 51 0.69 0.700289351851852 0.6975 0.00278935185185181 -0.0102893518518520 52 0.7 0.703483796296296 0.697916666666667 0.0055671296296296 -0.00348379629629636 53 0.69 0.701539351851852 0.698333333333333 0.00320601851851854 -0.0115393518518518 54 0.69 0.699525462962963 0.69875 0.00077546296296296 -0.00952546296296297 55 0.69 0.698414351851852 0.7 -0.00158564814814813 -0.0084143518518519 56 0.7 0.70306712962963 0.702083333333333 0.000983796296296288 -0.00306712962962974 57 0.7 0.702233796296296 0.705416666666667 -0.00318287037037036 -0.00223379629629628 58 0.71 0.70681712962963 0.709166666666667 -0.00234953703703703 0.00318287037037035 59 0.71 0.713136574074074 0.712916666666667 0.000219907407407446 -0.00313657407407408 60 0.71 0.713206018518519 0.717083333333333 -0.00387731481481479 -0.00320601851851854 61 0.72 0.717372685185185 0.721666666666667 -0.0042939814814815 0.00262731481481482 62 0.73 0.727997685185185 0.72625 0.00174768518518517 0.00200231481481472 63 0.74 0.733622685185185 0.730833333333333 0.00278935185185181 0.00637731481481474 64 0.74 0.740983796296296 0.735416666666667 0.0055671296296296 -0.000983796296296191 65 0.74 0.742789351851852 0.739583333333333 0.00320601851851854 -0.00278935185185170 66 0.74 0.744525462962963 0.74375 0.00077546296296296 -0.00452546296296286 67 0.75 0.745914351851852 0.7475 -0.00158564814814813 0.00408564814814816 68 0.75 0.75181712962963 0.750833333333333 0.000983796296296288 -0.00181712962962954 69 0.76 0.75056712962963 0.75375 -0.00318287037037036 0.00943287037037033 70 0.76 0.75431712962963 0.756666666666667 -0.00234953703703703 0.0056828703703703 71 0.76 0.760219907407408 0.76 0.000219907407407446 -0.000219907407407516 72 0.76 0.759456018518519 0.763333333333333 -0.00387731481481479 0.000543981481481381 73 0.76 0.761956018518519 0.76625 -0.0042939814814815 -0.00195601851851857 74 0.77 0.770497685185185 0.76875 0.00174768518518517 -0.000497685185185226 75 0.77 0.773622685185185 0.770833333333333 0.00278935185185181 -0.00362268518518505 76 0.78 0.77806712962963 0.7725 0.0055671296296296 0.00193287037037049 77 0.78 0.778206018518519 0.775 0.00320601851851854 0.00179398148148147 78 0.78 0.779108796296296 0.778333333333333 0.00077546296296296 0.000891203703703658 79 0.78 0.780081018518519 0.781666666666667 -0.00158564814814813 -8.10185185184942e-05 80 0.78 0.785983796296296 0.785 0.000983796296296288 -0.00598379629629631 81 0.78 0.785150462962963 0.788333333333333 -0.00318287037037036 -0.00515046296296284 82 0.78 0.788900462962963 0.79125 -0.00234953703703703 -0.00890046296296276 83 0.8 0.79355324074074 0.793333333333333 0.000219907407407446 0.00644675925925964 84 0.8 0.791539351851852 0.795416666666666 -0.00387731481481479 0.0084606481481484 85 0.8 0.793622685185185 0.797916666666667 -0.0042939814814815 0.00637731481481496 86 0.81 0.802164351851852 0.800416666666667 0.00174768518518517 0.0078356481481483 87 0.81 0.805289351851852 0.8025 0.00278935185185181 0.00471064814814826 88 0.81 0.81056712962963 0.805 0.0055671296296296 -0.000567129629629459 89 0.8 0.811122685185185 0.807916666666667 0.00320601851851854 -0.0111226851851851 90 0.81 0.81119212962963 0.810416666666667 0.00077546296296296 -0.00119212962962956 91 0.81 NA NA -0.00158564814814813 NA 92 0.81 NA NA 0.000983796296296288 NA 93 0.8 NA NA -0.00318287037037036 NA 94 0.82 NA NA -0.00234953703703703 NA 95 0.83 NA NA 0.000219907407407446 NA 96 0.83 NA NA -0.00387731481481479 NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/27/t1211867461gj2yogr61mh22s4/1x7u71211867415.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/27/t1211867461gj2yogr61mh22s4/1x7u71211867415.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/27/t1211867461gj2yogr61mh22s4/2t8g41211867415.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/27/t1211867461gj2yogr61mh22s4/2t8g41211867415.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/27/t1211867461gj2yogr61mh22s4/35msf1211867415.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/27/t1211867461gj2yogr61mh22s4/35msf1211867415.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/27/t1211867461gj2yogr61mh22s4/4x39o1211867415.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/27/t1211867461gj2yogr61mh22s4/4x39o1211867415.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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