Additieve decompositie

*Unverified author*

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

Title produced by software: Classical Decomposition

Date of computation: Mon, 17 Aug 2009 15:01:30 -0600

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Aug/17/t125054297232joi204dkvuk8l.htm/, Retrieved Mon, 17 Aug 2009 23:02:57 +0200

BibTeX entries for LaTeX users:

@Manual{KEY, author = {{YOUR NAME}}, publisher = {Office for Research Development and Education}, title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2009/Aug/17/t125054297232joi204dkvuk8l.htm/}, year = {2009}, } @Manual{R, title = {R: A Language and Environment for Statistical Computing}, author = {{R Development Core Team}}, organization = {R Foundation for Statistical Computing}, address = {Vienna, Austria}, year = {2009}, note = {{ISBN} 3-900051-07-0}, url = {http://www.R-project.org}, }

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords:

Dataseries X:

» Textbox « » Textfile « » CSV «

6430 5124 4836 4629 4597 4490 4517 4560 4135 4559 4739 4886 5605 4616 4997 4607 4882 4555 4462 4476 4277 4369 4492 5183 6039 4923 4953 4892 4614 4363 4675 4556 4217 4664 4601 5428 5607 4869 5174 5031 4671 4491 4504 4615 4582 4800 4775 5791 5818 4714 4915 4598 4407 4383 4412 4274 4236 4637 4534 5271 5467 5204 5752 4724 4623 4451 4138 4140 4169 4603 4434 5185

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 6430 NA NA 915.523611111111 NA 2 5124 NA NA 80.1819444444444 NA 3 4836 NA NA 376.398611111111 NA 4 4629 NA NA -12.0513888888888 NA 5 4597 NA NA -140.876388888889 NA 6 4490 NA NA -331.626388888889 NA 7 4517 4486.56527777778 4757.45833333333 -270.893055555556 30.4347222222232 8 4560 4420.58194444444 4701.91666666667 -281.334722222222 139.418055555556 9 4135 4191.02361111111 4687.45833333333 -496.434722222223 -56.0236111111108 10 4559 4504.79027777778 4693.25 -188.459722222222 54.2097222222228 11 4739 4537.14027777778 4704.20833333333 -167.068055555556 201.859722222222 12 4886 5235.43194444444 4718.79166666667 516.640277777778 -349.431944444444 13 5605 5634.73194444444 4719.20833333333 915.523611111111 -29.7319444444429 14 4616 4793.59861111111 4713.41666666667 80.1819444444444 -177.598611111111 15 4997 5092.23194444444 4715.83333333333 376.398611111111 -95.2319444444438 16 4607 4701.78194444444 4713.83333333333 -12.0513888888888 -94.781944444444 17 4882 4554.74861111111 4695.625 -140.876388888889 327.25138888889 18 4555 4366.08194444444 4697.70833333333 -331.626388888889 188.918055555556 19 4462 4457.27361111111 4728.16666666667 -270.893055555556 4.72638888888832 20 4476 4477.70694444445 4759.04166666667 -281.334722222222 -1.70694444444507 21 4277 4273.56527777778 4770 -496.434722222223 3.43472222222226 22 4369 4591.58194444444 4780.04166666667 -188.459722222222 -222.581944444444 23 4492 4613.68194444444 4780.75 -167.068055555556 -121.681944444445 24 5183 5278.22361111111 4761.58333333333 516.640277777778 -95.2236111111106 25 6039 5677.98194444444 4762.45833333333 915.523611111111 361.018055555555 26 4923 4854.84861111111 4774.66666666667 80.1819444444444 68.1513888888885 27 4953 5151.89861111111 4775.5 376.398611111111 -198.89861111111 28 4892 4773.24027777778 4785.29166666667 -12.0513888888888 118.759722222223 29 4614 4661.24861111111 4802.125 -140.876388888889 -47.2486111111111 30 4363 4485.24861111111 4816.875 -331.626388888889 -122.248611111110 31 4675 4538.19027777778 4809.08333333333 -270.893055555556 136.809722222223 32 4556 4507.49861111111 4788.83333333333 -281.334722222222 48.5013888888889 33 4217 4299.35694444444 4795.79166666667 -496.434722222223 -82.3569444444447 34 4664 4622.33194444444 4810.79166666667 -188.459722222222 41.6680555555558 35 4601 4651.89027777778 4818.95833333333 -167.068055555556 -50.8902777777766 36 5428 5343.30694444444 4826.66666666667 516.640277777778 84.6930555555564 37 5607 5740.39861111111 4824.875 915.523611111111 -133.398611111111 38 4869 4900.39027777778 4820.20833333333 80.1819444444444 -31.3902777777776 39 5174 5214.27361111111 4837.875 376.398611111111 -40.2736111111108 40 5031 4846.69861111111 4858.75 -12.0513888888888 184.301388888889 41 4671 4730.79027777778 4871.66666666667 -140.876388888889 -59.7902777777772 42 4491 4562.41527777778 4894.04166666667 -331.626388888889 -71.4152777777781 43 4504 4647.06527777778 4917.95833333333 -270.893055555556 -143.065277777777 44 4615 4638.95694444445 4920.29166666667 -281.334722222222 -23.9569444444451 45 4582 4406.60694444444 4903.04166666667 -496.434722222223 175.393055555555 46 4800 4685.74861111111 4874.20833333333 -188.459722222222 114.251388888888 47 4775 4678.09861111111 4845.16666666667 -167.068055555556 96.9013888888885 48 5791 5346.30694444444 4829.66666666667 516.640277777778 444.693055555556 49 5818 5736.85694444444 4821.33333333333 915.523611111111 81.1430555555562 50 4714 4883.47361111111 4803.29166666667 80.1819444444444 -169.473611111111 51 4915 5151.06527777778 4774.66666666667 376.398611111111 -236.065277777779 52 4598 4741.40694444444 4753.45833333333 -12.0513888888888 -143.406944444445 53 4407 4595.74861111111 4736.625 -140.876388888889 -188.748611111111 54 4383 4373.29027777778 4704.91666666667 -331.626388888889 9.7097222222219 55 4412 4397.73194444444 4668.625 -270.893055555556 14.2680555555562 56 4274 4393.08194444444 4674.41666666667 -281.334722222222 -119.081944444444 57 4236 4233.27361111111 4729.70833333333 -496.434722222223 2.72638888888832 58 4637 4581.37361111111 4769.83333333333 -188.459722222222 55.6263888888889 59 4534 4617.01527777778 4784.08333333333 -167.068055555556 -83.0152777777776 60 5271 5312.55694444444 4795.91666666667 516.640277777778 -41.5569444444445 61 5467 5702.85694444444 4787.33333333333 915.523611111111 -235.856944444445 62 5204 4850.51527777778 4770.33333333333 80.1819444444444 353.484722222222 63 5752 5138.35694444444 4761.95833333333 376.398611111111 613.643055555556 64 4724 4745.69861111111 4757.75 -12.0513888888888 -21.6986111111100 65 4623 4611.29027777778 4752.16666666667 -140.876388888889 11.7097222222219 66 4451 4412.79027777778 4744.41666666667 -331.626388888889 38.2097222222228 67 4138 NA NA -270.893055555556 NA 68 4140 NA NA -281.334722222222 NA 69 4169 NA NA -496.434722222223 NA 70 4603 NA NA -188.459722222222 NA 71 4434 NA NA -167.068055555556 NA 72 5185 NA NA 516.640277777778 NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/17/t125054297232joi204dkvuk8l/1ykuj1250542888.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/17/t125054297232joi204dkvuk8l/1ykuj1250542888.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/17/t125054297232joi204dkvuk8l/2k70a1250542888.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/17/t125054297232joi204dkvuk8l/2k70a1250542888.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/17/t125054297232joi204dkvuk8l/34r4b1250542888.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/17/t125054297232joi204dkvuk8l/34r4b1250542888.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/17/t125054297232joi204dkvuk8l/4ouew1250542888.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/17/t125054297232joi204dkvuk8l/4ouew1250542888.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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