Thomas Van den Bosch opgave 9 oef 1 MULTIPLICATIVE correct

*Unverified author*

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

Title produced by software: Classical Decomposition

Date of computation: Wed, 19 Aug 2009 09:35:38 -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/19/t1250696239cs4dw8ppy0ubqxf.htm/, Retrieved Wed, 19 Aug 2009 17:37:24 +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/19/t1250696239cs4dw8ppy0ubqxf.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 «

5.93 5.9 5.9 5.94 5.86 5.92 5.9 5.91 5.84 5.84 5.83 5.82 5.8 5.91 5.92 5.96 5.9 5.92 6.09 6.31 6.25 6.23 6.22 6.19 6.15 6.12 6.13 6.1 6.05 6.07 6.09 6.17 6.12 6.12 6.13 6.19 6.24 6.41 6.5 6.53 6.58 6.53 6.51 6.51 6.49 6.49 6.49 6.53 6.65 6.61 6.52 6.62 6.6 6.61 6.63 6.62 6.6 6.59 6.59 6.52 6.52 6.61 6.59 6.6 6.48 6.53 6.56 6.56 6.49 6.45 6.44 6.43

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 'George Udny Yule' @ 72.249.76.132 Classical Decomposition by Moving Averages t Observations Fit Trend Seasonal Random 1 5.93 NA NA 0.99563553035976 NA 2 5.9 NA NA 1.00351321458617 NA 3 5.9 NA NA 1.00187955387615 NA 4 5.94 NA NA 1.00480940427695 NA 5 5.86 NA NA 0.996802435102853 NA 6 5.92 NA NA 0.996769423516207 NA 7 5.9 5.88748793892823 5.87708333333333 1.00177036890661 1.00212519519387 8 5.91 5.93026097763607 5.87208333333333 1.00990749636888 0.99658345935997 9 5.84 5.87814498099381 5.87333333333333 1.00081923626455 0.993510711097268 10 5.84 5.86354611910013 5.875 0.998050403251085 0.995984320985653 11 5.83 5.85394827475232 5.8775 0.995992900851096 0.995909038886523 12 5.82 5.84418581689413 5.87916666666667 0.994050032639682 0.995861559222807 13 5.8 5.86138933685544 5.88708333333333 0.99563553035976 0.989526487095913 14 5.91 5.93243562022859 5.91166666666667 1.00351321458617 0.996218143497067 15 5.92 5.95659139760782 5.94541666666667 1.00187955387615 0.99385699048914 16 5.96 6.00750422582084 5.97875 1.00480940427695 0.992092518950438 17 5.9 5.99202863801202 6.01125 0.996802435102853 0.984641488956141 18 5.92 6.02339456218981 6.04291666666667 0.996769423516207 0.98283450285013 19 6.09 6.08366796950578 6.07291666666667 1.00177036890661 1.00104082447069 20 6.31 6.15664857473876 6.09625 1.00990749636888 1.02490826354625 21 6.25 6.11875860571242 6.11375 1.00081923626455 1.02144902303632 22 6.23 6.1163855545904 6.12833333333333 0.998050403251085 1.01857542242809 23 6.22 6.11581140826775 6.14041666666667 0.995992900851096 1.01703593926906 24 6.19 6.11630701332924 6.15291666666667 0.994050032639682 1.01204860817323 25 6.15 6.13228517074082 6.15916666666667 0.99563553035976 1.00288878106056 26 6.12 6.17495131375359 6.15333333333333 1.00351321458617 0.991100931657357 27 6.13 6.15362770987013 6.14208333333333 1.00187955387615 0.996160360849873 28 6.1 6.1615750011433 6.13208333333333 1.00480940427695 0.99000661338507 29 6.05 6.1041689119611 6.12375 0.996802435102853 0.99112591529783 30 6.07 6.10022887191919 6.12 0.996769423516207 0.995044633151661 31 6.09 6.13459129659186 6.12375 1.00177036890661 0.992731170760041 32 6.17 6.20041123291475 6.13958333333333 1.00990749636888 0.995095287752317 33 6.12 6.17213563164652 6.16708333333333 1.00081923626455 0.99155306448886 34 6.12 6.18832835449142 6.20041666666667 0.998050403251085 0.988958511802008 35 6.13 6.21541069835286 6.24041666666667 0.995992900851096 0.986258237387998 36 6.19 6.2442909550316 6.28166666666667 0.994050032639682 0.991305505233088 37 6.24 6.29075715932308 6.31833333333333 0.99563553035976 0.991931470562672 38 6.41 6.3723089126222 6.35 1.00351321458617 1.00591482426458 39 6.5 6.39157410391571 6.37958333333333 1.00187955387615 1.01696387999599 40 6.53 6.44124695200039 6.41041666666667 1.00480940427695 1.0137788612455 41 6.58 6.42023835075829 6.44083333333333 0.996802435102853 1.02488406824068 42 6.53 6.44909817014986 6.47 0.996769423516207 1.01254467333504 43 6.51 6.51275961085411 6.50125 1.00177036890661 0.99957627626091 44 6.51 6.59132959296753 6.52666666666667 1.00990749636888 0.987661124842808 45 6.49 6.54118772501908 6.53583333333333 1.00081923626455 0.992174551905414 46 6.49 6.52766549159679 6.54041666666667 0.998050403251085 0.99422986799105 47 6.49 6.51877353607042 6.545 0.995992900851096 0.99558605067177 48 6.53 6.51019933876272 6.54916666666667 0.994050032639682 1.00304148309552 49 6.65 6.52887999033413 6.5575 0.99563553035976 1.01855142227230 50 6.61 6.59015490628861 6.56708333333333 1.00351321458617 1.00301132431537 51 6.52 6.58861041617802 6.57625 1.00187955387615 0.989586511897934 52 6.62 6.61666992716374 6.585 1.00480940427695 1.00050328531919 53 6.6 6.57225072211148 6.59333333333333 0.996802435102853 1.00422218796297 54 6.61 6.57577095105504 6.59708333333333 0.996769423516207 1.00520532865267 55 6.63 6.6029189440557 6.59125 1.00177036890661 1.00410137640243 56 6.62 6.65108245316936 6.58583333333333 1.00990749636888 0.99532670758659 57 6.6 6.59414774293808 6.58875 1.00081923626455 1.00088749256008 58 6.59 6.57798386609403 6.59083333333333 0.998050403251085 1.00182671988113 59 6.59 6.55861325210447 6.585 0.995992900851096 1.00478557687259 60 6.52 6.5375357146603 6.57666666666667 0.994050032639682 0.9973176873633 61 6.52 6.54174028260127 6.57041666666666 0.99563553035976 0.996676682096492 62 6.61 6.58806425375822 6.565 1.00351321458617 1.00332961935355 63 6.59 6.57024262435696 6.55791666666667 1.00187955387615 1.00300709985500 64 6.6 6.57898957450336 6.5475 1.00480940427695 1.00319356418774 65 6.48 6.5145192477451 6.53541666666667 0.996802435102853 0.994701182630314 66 6.53 6.50433580903638 6.52541666666666 0.996769423516207 1.00394570509843 67 6.56 NA NA 1.00177036890661 NA 68 6.56 NA NA 1.00990749636888 NA 69 6.49 NA NA 1.00081923626455 NA 70 6.45 NA NA 0.998050403251085 NA 71 6.44 NA NA 0.995992900851096 NA 72 6.43 NA NA 0.994050032639682 NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/19/t1250696239cs4dw8ppy0ubqxf/1u1dd1250696136.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/19/t1250696239cs4dw8ppy0ubqxf/1u1dd1250696136.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/19/t1250696239cs4dw8ppy0ubqxf/2c7ii1250696136.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/19/t1250696239cs4dw8ppy0ubqxf/2c7ii1250696136.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/19/t1250696239cs4dw8ppy0ubqxf/3c91b1250696136.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/19/t1250696239cs4dw8ppy0ubqxf/3c91b1250696136.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/19/t1250696239cs4dw8ppy0ubqxf/4631w1250696136.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/19/t1250696239cs4dw8ppy0ubqxf/4631w1250696136.ps (open in new window)

Parameters (Session):

par1 = 0 ;

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

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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