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opgave 9 - verbetering - manuella loeckx

R Software Module: rwasp_decompose.wasp (opens new window with default values)
Title produced by software: Classical Decomposition
Date of computation: Wed, 28 May 2008 05:23:41 -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/28/t1211973862b6zgjgldp96sabt.htm/, Retrieved Wed, 28 May 2008 13:24:22 +0200
 
User-defined keywords:
 
Dataseries X:
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113000 110000 107000 103000 98000 98000 137000 148000 147000 139000 130000 128000 127000 123000 118000 114000 108000 111000 151000 159000 158000 148000 138000 137000 136000 133000 126000 120000 114000 116000 153000 162000 161000 149000 139000 135000 130000 127000 122000 117000 112000 113000 149000 157000 157000 147000 137000 132000 125000 123000 117000 114000 111000 112000 144000 150000 149000 134000 123000 116000 117000 111000 105000 102000 95000 93000 124000 130000 124000 115000 106000 105000
 
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'Herman Ole Andreas Wold' @ 193.190.124.10:1001


Classical Decomposition by Moving Averages
tObservationsFitTrendSeasonalRandom
1113000NANA0.974067596083232NA
2110000NANA0.950678958898946NA
3107000NANA0.907193013285526NA
4103000NANA0.873749438185297NA
598000NANA0.837175825540257NA
698000NANA0.851722529400722NA
7137000137549.124009685122083.3333333331.126682244447930.996007797115116
8148000146261.427401721123208.3333333331.187106614014641.01188674710185
9147000147050.735626423124208.3333333331.183903943319070.999654978764937
10139000137216.2575028881251251.096633426596501.0129994982342
11130000128615.0821650211260001.020754620357311.01076792714872
12128000125730.873488984126958.3333333330.9903317898705671.01804748864021
13127000124761.824598327128083.3333333330.9740675960832321.01793958535697
14123000122756.4205678261291250.9506789588989461.00198425003798
15118000117972.891436005130041.6666666670.9071930132855261.00022978638283
16114000114351.9577225011308750.8737494381852970.99692215394025
17108000110158.385710672131583.3333333330.8371758255402570.980406523781665
18111000112675.792951970132291.6666666670.8517225294007220.98512730278557
19151000149895.683605093133041.6666666671.126682244447931.00736723278714
20159000158874.435175626133833.3333333331.187106614014641.00079034002063
21158000159333.739038358134583.3333333331.183903943319070.991629274211427
22148000148228.284828294135166.6666666671.096633426596500.998459910478229
23138000138482.376828475135666.6666666671.020754620357310.996516691585442
24137000134808.9148961311361250.9903317898705671.01625326563571
25136000132879.054565688136416.6666666670.9740675960832321.02348711348461
26133000129886.5127595691366250.9506789588989461.02397082787337
27126000124172.0436934561368750.9071930132855261.01472115825891
28120000119740.079257977137041.6666666670.8737494381852971.00217070795037
29114000114797.7350772081371250.8371758255402570.993050951077813
30116000116756.963405349137083.3333333330.8517225294007220.993516760086326
31153000154073.7969282541367501.126682244447930.99303063240043
32162000161743.2761594951362501.187106614014641.00158723037273
33161000160813.618967507135833.3333333331.183903943319071.00115898786241
34149000148639.522363268135541.6666666671.096633426596501.00242518026835
35139000138142.125288356135333.3333333331.020754620357311.00621008768943
36135000133818.5831062601351250.9903317898705671.00882849650860
37130000131336.780871889134833.3333333330.9740675960832320.989821732624975
38127000127826.708348621134458.3333333330.9506789588989460.993532585174875
39122000121639.463198034134083.3333333330.9071930132855261.00296397889704
40117000116936.799810466133833.3333333330.8737494381852971.00054046450422
41112000111902.502013881133666.6666666670.8371758255402571.00087127619458
42113000113669.469236271133458.3333333330.8517225294007220.994110386537657
43149000149989.5737921311331251.126682244447930.993402382798273
44157000157588.4030104441327501.187106614014640.996266203608875
45157000156719.2844968621323751.183903943319071.00179119949430
46147000144801.30537018132041.6666666671.096633426596501.01518421829278
47137000134612.015559621318751.020754620357311.01773975696339
48132000130517.477140025131791.6666666670.9903317898705671.01135880720698
49125000128130.475034782131541.6666666670.9740675960832320.97556806814357
50123000124578.555239049131041.6666666670.9506789588989460.987328836523908
51117000118313.088815987130416.6666666670.9071930132855260.988901576071354
52114000113186.958471587129541.6666666670.8737494381852971.00718317321529
53111000107507.328929795128416.6666666670.8371758255402571.03248774855606
54112000108310.714988792127166.6666666670.8517225294007221.03406205020057
55144000142149.743174514126166.6666666671.126682244447931.01301625162428
56150000148784.028956502125333.3333333331.187106614014641.00817272560789
57149000147198.723619338124333.3333333331.183903943319071.01223703804199
58134000135251.455946902123333.3333333331.096633426596500.990747190570773
59123000124702.189453651122166.6666666671.020754620357310.986349963371865
60116000119541.299802293120708.3333333330.9903317898705670.970375930258832
61117000115995.216233578119083.3333333330.9740675960832321.00866228624807
62111000111625.554424051117416.6666666670.9506789588989460.994395956846271
63105000104818.592743365115541.6666666670.9071930132855261.00173067823071
6410200099352.5923669865113708.3333333330.8737494381852971.02664658837723
659500093938.1040908297112208.3333333330.8371758255402571.01130420844074
669300094576.6892022051111041.6666666670.8517225294007220.983328987137262
67124000NANA1.12668224444793NA
68130000NANA1.18710661401464NA
69124000NANA1.18390394331907NA
70115000NANA1.09663342659650NA
71106000NANA1.02075462035731NA
72105000NANA0.990331789870567NA
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/28/t1211973862b6zgjgldp96sabt/19dim1211973815.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/28/t1211973862b6zgjgldp96sabt/19dim1211973815.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/28/t1211973862b6zgjgldp96sabt/2jb6r1211973815.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/28/t1211973862b6zgjgldp96sabt/2jb6r1211973815.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/28/t1211973862b6zgjgldp96sabt/3d2nj1211973815.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/28/t1211973862b6zgjgldp96sabt/3d2nj1211973815.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/28/t1211973862b6zgjgldp96sabt/4nvib1211973815.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/28/t1211973862b6zgjgldp96sabt/4nvib1211973815.ps (open in new window)


 
Parameters (Session):
par1 = multiplicative ; par2 = 12 ;
 
Parameters (R input):
par1 = multiplicative ; 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

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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