Home » date » 2009 » Jan » 11 »

Opdracht 9_Oefening 2_Evelien Verbist

*Unverified author*
R Software Module: rwasp_decompose.wasp (opens new window with default values)
Title produced by software: Classical Decomposition
Date of computation: Sun, 11 Jan 2009 04:05:22 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Jan/11/t1231671983ksa5mpgi7s2dkm5.htm/, Retrieved Sun, 11 Jan 2009 12:06:27 +0100
 
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/Jan/11/t1231671983ksa5mpgi7s2dkm5.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 «
0,60773 0,58933 0,60039 0,61342 0,6348 0,634 0,62915 0,62168 0,61328 0,6089 0,60857 0,62672 0,62291 0,62393 0,61838 0,62012 0,61659 0,6116 0,61573 0,61407 0,62823 0,64405 0,6387 0,63633 0,63059 0,62994 0,63709 0,64217 0,65711 0,66977 0,68255 0,68902 0,71322 0,70224 0,70045 0,69919 0,69693 0,69763 0,69278 0,70196 0,69215 0,6769 0,67124 0,66532 0,67157 0,66428 0,66576 0,66942 0,6813 0,69144 0,69862 0,695 0,69867 0,68968 0,69233 0,68293 0,68399 0,66895 0,68756 0,68527 0,6776 0,68137 0,67933 0,67922 0,68598 0,68297 0,68935 0,69463 0,6833 0,68666 0,68782 0,67669 0,67511 0,67254 0,67397 0,67286 0,66341 0,668 0,68021 0,67934 0,68136 0,67562 0,6744 0,67766 0,68887 0,69614 0,70896 0,72064
 
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'George Udny Yule' @ 72.249.76.132


Classical Decomposition by Moving Averages
tObservationsFitTrendSeasonalRandom
10.60773NANA-0.00178281250000003NA
20.58933NANA-0.0004694791666667NA
30.60039NANA-0.00078934027777776NA
40.61342NANA0.000134548611111075NA
50.6348NANA-0.000355937499999946NA
60.634NANA-0.0036651736111111NA
70.629150.61723468750.6162966666666670.0009380208333333610.0119153125
80.621680.6173326736111110.618370833333333-0.001038159722222140.00434732638888868
90.613280.62445343750.6205620833333330.00389135416666663-0.0111734375
100.60890.62084343750.621590833333333-0.000747395833333374-0.0119434375000000
110.608570.6253230208333330.621111250.00421177083333333-0.0167530208333333
120.626720.6190917708333330.619419166666667-0.0003273958333333430.00762822916666672
130.622910.6161438541666670.617926666666667-0.001782812500000030.00676614583333324
140.623930.61658093750.617050416666667-0.00046947916666670.00734906250000011
150.618380.6165669097222220.61735625-0.000789340277777760.00181309027777776
160.620120.6195782986111110.619443750.0001345486111110750.000541701388888871
170.616590.62180781250.62216375-0.000355937499999946-0.00521781250000009
180.61160.6201544097222220.623819583333333-0.0036651736111111-0.00855440972222221
190.615730.6254780208333330.624540.000938020833333361-0.00974802083333337
200.614070.6240722569444440.625110416666667-0.00103815972222214-0.0100022569444445
210.628230.6300317708333340.6261404166666670.00389135416666663-0.00180177083333355
220.644050.6270913541666670.62783875-0.0007473958333333740.0169586458333333
230.63870.6346576041666670.6304458333333330.004211770833333330.00404239583333332
240.636330.6342305208333330.634557916666667-0.0003273958333333430.00209947916666664
250.630590.6379830208333330.639765833333333-0.00178281250000003-0.00739302083333337
260.629940.64520343750.645672916666667-0.0004694791666667-0.0152634374999999
270.637090.6515477430555550.652337083333333-0.00078934027777776-0.0144577430555554
280.642170.6584374652777780.6583029166666670.000134548611111075-0.0162674652777777
290.657110.6629444791666670.663300416666667-0.000355937499999946-0.00583447916666668
300.669770.6648273263888890.6684925-0.00366517361111110.00494267361111123
310.682550.6748138541666670.6738758333333330.0009380208333333610.00773614583333337
320.689020.6784222569444440.679460416666667-0.001038159722222140.0105977430555555
330.713220.6884926041666670.684601250.003891354166666630.0247273958333333
340.702240.6886655208333330.689412916666667-0.0007473958333333740.0135744791666665
350.700450.69757593750.6933641666666670.004211770833333330.00287406250000000
360.699190.6947938541666670.69512125-0.0003273958333333430.00439614583333325
370.696930.6931642708333330.694947083333333-0.001782812500000030.00376572916666673
380.697630.6930188541666670.693488333333333-0.00046947916666670.00461114583333322
390.692780.6899760763888890.690765416666667-0.000789340277777760.00280392361111104
400.701960.6875828819444440.6874483333333330.0001345486111110750.0143771180555556
410.692150.68406531250.68442125-0.0003559374999999460.00808468750000002
420.67690.6780702430555560.681735416666667-0.0036651736111111-0.00117024305555558
430.671240.6807817708333330.679843750.000938020833333361-0.0095417708333333
440.665320.6778964236111110.678934583333333-0.00103815972222214-0.0125764236111111
450.671570.6828113541666670.678920.00389135416666663-0.0112413541666666
460.664280.67812593750.678873333333333-0.000747395833333374-0.0138459374999998
470.665760.6830667708333330.6788550.00421177083333333-0.0173067708333332
480.669420.6793317708333330.679659166666667-0.000327395833333343-0.00991177083333328
490.68130.6792876041666670.681070416666667-0.001782812500000030.00201239583333335
500.691440.68221343750.682682916666667-0.00046947916666670.0092265625000001
510.698620.6831448263888890.683934166666667-0.000789340277777760.0154751736111113
520.6950.6847807986111110.684646250.0001345486111110750.0102192013888889
530.698670.6853932291666670.685749166666667-0.0003559374999999460.0132767708333333
540.689680.6836527430555560.687317916666667-0.00366517361111110.00602725694444439
550.692330.68876218750.6878241666666670.0009380208333333610.00356781249999993
560.682930.6862122569444450.687250416666667-0.00103815972222214-0.00328225694444451
570.683990.68991843750.6860270833333330.00389135416666663-0.00592843749999983
580.668950.68381843750.684565833333333-0.000747395833333374-0.0148684374999999
590.687560.6875913541666670.6833795833333330.00421177083333333-3.13541666668860e-05
600.685270.6822438541666670.68257125-0.0003273958333333430.00302614583333327
610.67760.68038468750.6821675-0.00178281250000003-0.00278468750000005
620.681370.6820613541666670.682530833333333-0.0004694791666667-0.000691354166666658
630.679330.6822002430555560.682989583333333-0.00078934027777776-0.00287024305555561
640.679220.6838332986111110.683698750.000134548611111075-0.00461329861111104
650.685980.68409156250.6844475-0.0003559374999999460.00188843750000012
660.682970.6804356597222220.684100833333333-0.00366517361111110.00253434027777766
670.689350.6845776041666670.6836395833333330.0009380208333333610.00477239583333333
680.694630.6821297569444450.683167916666667-0.001038159722222140.0125002430555554
690.68330.6864680208333330.6825766666666670.00389135416666663-0.00316802083333334
700.686660.68134093750.682088333333333-0.0007473958333333740.00531906250000003
710.687820.68509468750.6808829166666670.004211770833333330.00272531249999997
720.676690.6789913541666670.67931875-0.000327395833333343-0.00230135416666666
730.675110.6765313541666670.678314166666667-0.00178281250000003-0.00142135416666667
740.672540.6768267708333330.67729625-0.0004694791666667-0.00428677083333329
750.673970.6757889930555560.676578333333333-0.00078934027777776-0.00181899305555566
760.672860.6761720486111110.67603750.000134548611111075-0.00331204861111123
770.663410.6746623958333330.675018333333333-0.000355937499999946-0.0112523958333333
780.6680.6708344097222220.674499583333333-0.0036651736111111-0.00283440972222226
790.680210.6760513541666670.6751133333333330.0009380208333333610.00415864583333325
800.679340.6756318402777780.67667-0.001038159722222140.00370815972222227
810.681360.6830026041666670.679111250.00389135416666663-0.00164260416666662
820.675620.6818126041666670.68256-0.000747395833333374-0.00619260416666667
830.6744NANA0.00421177083333333NA
840.67766NANA-0.000327395833333343NA
850.68887NANANANA
860.69614NANANANA
870.70896NANANANA
880.72064NANANANA
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/11/t1231671983ksa5mpgi7s2dkm5/19rme1231671917.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/11/t1231671983ksa5mpgi7s2dkm5/19rme1231671917.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/11/t1231671983ksa5mpgi7s2dkm5/2yo6l1231671918.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/11/t1231671983ksa5mpgi7s2dkm5/2yo6l1231671918.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/11/t1231671983ksa5mpgi7s2dkm5/37itu1231671918.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/11/t1231671983ksa5mpgi7s2dkm5/37itu1231671918.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/11/t1231671983ksa5mpgi7s2dkm5/4muu41231671918.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/11/t1231671983ksa5mpgi7s2dkm5/4muu41231671918.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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