Home » date » 2009 » Jan » 13 »

Opgave 9-2 - Consumptieprijzen pakketreizen - Chloë De Rijck

*Unverified author*
R Software Module: rwasp_decompose.wasp (opens new window with default values)
Title produced by software: Classical Decomposition
Date of computation: Tue, 13 Jan 2009 10:41:48 -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/13/t1231868584c07al8pn6gbu6wt.htm/, Retrieved Tue, 13 Jan 2009 18:43:04 +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/13/t1231868584c07al8pn6gbu6wt.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 «
105,6 110,2 104,9 102,9 102,6 103,6 107,8 106,6 106 105,2 107,9 107,5 107,5 113,3 107,8 104,5 105,1 104,2 106,6 103,8 107,7 106,4 110 113,2 113,9 112 113,9 113,1 111,7 110,7 113,5 114 112,7 112,2 115,8 118,4 118,8 123,9 118 120,2 118,7 119,8 124,8 121,3 120,2 118,3 129,6 130,2 127,19 133,1 129,12 123,28 123,36 124,13 126,96 127,14 123,7 123,67 130,19 134,01 124,96 129,96 128,32 132,38 126,25 128,91 131,42 129,44 126,86 126,71 131,63 132,78 126,61 132,84 123,14 128,13 125,49 126,48 130,86 127,32 126,56 126,64 129,26 126,47 135,38 135,5 132,22 122,62 125,16 128,5 133,86 128,87 125,07 125,25 132,16 130,24
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time4 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001


Classical Decomposition by Moving Averages
tObservationsFitTrendSeasonalRandom
1105.6NANA0.357760416666667NA
2110.2NANA4.41039930555555NA
3104.9NANA-0.0129340277777865NA
4102.9NANA-0.0862673611111124NA
5102.6NANA-2.21515625NA
6103.6NANA-1.89189236111111NA
7107.8107.081927083333105.9791666666671.102760416666660.718072916666657
8106.6105.085815972222106.1875-1.101684027777781.51418402777777
9106104.132065972222106.4375-2.305434027777781.86793402777778
10105.2103.390815972222106.625-3.234184027777771.80918402777779
11107.9108.723177083333106.7958333333331.92734375000001-0.823177083333348
12107.5109.974288194444106.9253.04928819444445-2.47428819444441
13107.5107.257760416667106.90.3577604166666670.242239583333372
14113.3111.143732638889106.7333333333334.410399305555552.15626736111113
15107.8106.674565972222106.6875-0.01293402777778651.12543402777779
16104.5106.722065972222106.808333333333-0.0862673611111124-2.22206597222220
17105.1104.730677083333106.945833333333-2.215156250.369322916666675
18104.2105.378940972222107.270833333333-1.89189236111111-1.17894097222221
19106.6108.877760416667107.7751.10276041666666-2.27776041666665
20103.8106.885815972222107.9875-1.10168402777778-3.08581597222221
21107.7105.882065972222108.1875-2.305434027777781.81793402777781
22106.4105.565815972222108.8-3.234184027777770.83418402777778
23110111.360677083333109.4333333333331.92734375000001-1.36067708333331
24113.2113.028454861111109.9791666666673.049288194444450.171545138888888
25113.9110.895260416667110.53750.3577604166666673.00473958333335
26112115.660399305556111.254.41039930555555-3.66039930555553
27113.9111.870399305556111.883333333333-0.01293402777778652.02960069444445
28113.1112.247065972222112.333333333333-0.08626736111111240.852934027777778
29111.7110.601510416667112.816666666667-2.215156251.09848958333335
30110.7111.383107638889113.275-1.89189236111111-0.68310763888887
31113.5114.79859375113.6958333333331.10276041666666-1.29859374999997
32114113.294149305556114.395833333333-1.101684027777780.70585069444445
33112.7112.757065972222115.0625-2.30543402777778-0.0570659722222189
34112.2112.294982638889115.529166666667-3.23418402777777-0.0949826388888795
35115.8118.044010416667116.1166666666671.92734375000001-2.24401041666665
36118.4119.836788194444116.78753.04928819444445-1.43678819444442
37118.8117.995260416667117.63750.3577604166666670.804739583333316
38123.9122.822899305556118.41254.410399305555551.07710069444445
39118119.016232638889119.029166666667-0.0129340277777865-1.01623263888888
40120.2119.509565972222119.595833333333-0.08626736111111240.690434027777769
41118.7118.20984375120.425-2.215156250.490156249999998
42119.8119.599774305556121.491666666667-1.891892361111110.200225694444455
43124.8123.435677083333122.3329166666671.102760416666661.36432291666668
44121.3121.964149305556123.065833333333-1.10168402777778-0.664149305555526
45120.2121.607065972222123.9125-2.30543402777778-1.40706597222221
46118.3121.269982638889124.504166666667-3.23418402777777-2.96998263888887
47129.6126.754010416667124.8266666666671.927343750000012.84598958333333
48130.2128.250538194444125.201253.049288194444451.94946180555557
49127.19125.829427083333125.4716666666670.3577604166666671.36057291666668
50133.1130.215399305556125.8054.410399305555552.88460069444446
51129.12126.181232638889126.194166666667-0.01293402777778652.93876736111113
52123.28126.477482638889126.56375-0.0862673611111124-3.19748263888887
53123.36124.596927083333126.812083333333-2.21515625-1.23692708333333
54124.13125.103524305556126.995416666667-1.89189236111111-0.973524305555571
55126.96128.164010416667127.061251.10276041666666-1.20401041666666
56127.14125.735815972222126.8375-1.101684027777781.40418402777777
57123.7124.367899305556126.673333333333-2.30543402777778-0.667899305555537
58123.67123.784982638889127.019166666667-3.23418402777777-0.114982638888904
59130.19129.44609375127.518751.927343750000010.743906250000009
60134.01130.887621527778127.8383333333333.049288194444453.12237847222224
61124.96128.58109375128.2233333333330.357760416666667-3.62109374999997
62129.96132.915399305556128.5054.41039930555555-2.95539930555553
63128.32128.719565972222128.7325-0.0129340277777865-0.399565972222206
64132.38128.904565972222128.990833333333-0.08626736111111243.47543402777779
65126.25126.96234375129.1775-2.21515625-0.712343749999974
66128.91127.294357638889129.18625-1.891892361111111.61564236111113
67131.42130.306510416667129.203751.102760416666661.11348958333335
68129.44128.290815972222129.3925-1.101684027777781.14918402777781
69126.86126.991232638889129.296666666667-2.30543402777778-0.131232638888889
70126.71125.669565972222128.90375-3.234184027777771.04043402777779
71131.63130.62234375128.6951.927343750000011.00765625000003
72132.78131.611371527778128.5620833333333.049288194444451.16862847222225
73126.61128.795260416667128.43750.357760416666667-2.18526041666667
74132.84132.736232638889128.3258333333334.410399305555550.103767361111096
75123.14128.212065972222128.225-0.0129340277777865-5.07206597222221
76128.13128.123315972222128.209583333333-0.08626736111111240.0066840277777942
77125.49125.892760416667128.107916666667-2.21515625-0.402760416666666
78126.48125.854357638889127.74625-1.891892361111110.625642361111133
79130.86128.951510416667127.848751.102760416666661.90848958333336
80127.32127.223315972222128.325-1.101684027777780.0966840277777976
81126.56126.508732638889128.814166666667-2.305434027777780.0512673611111154
82126.64125.728732638889128.962916666667-3.234184027777770.911267361111129
83129.26130.646927083333128.7195833333331.92734375000001-1.38692708333332
84126.47131.839288194444128.793.04928819444445-5.36928819444444
85135.38129.356927083333128.9991666666670.3577604166666676.02307291666665
86135.5133.599149305556129.188754.410399305555551.90085069444447
87132.22129.178315972222129.19125-0.01293402777778653.04168402777779
88122.62128.984982638889129.07125-0.0862673611111124-6.36498263888885
89125.16126.919010416667129.134166666667-2.21515625-1.75901041666665
90128.5127.520190972222129.412083333333-1.891892361111110.979809027777776
91133.86NANA1.10276041666666NA
92128.87NANA-1.10168402777778NA
93125.07NANA-2.30543402777778NA
94125.25NANA-3.23418402777777NA
95132.16NANA1.92734375000001NA
96130.24NANA3.04928819444445NA
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/13/t1231868584c07al8pn6gbu6wt/18pq11231868502.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/13/t1231868584c07al8pn6gbu6wt/18pq11231868502.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/13/t1231868584c07al8pn6gbu6wt/2a8xn1231868502.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/13/t1231868584c07al8pn6gbu6wt/2a8xn1231868502.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/13/t1231868584c07al8pn6gbu6wt/3ljf51231868502.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/13/t1231868584c07al8pn6gbu6wt/3ljf51231868502.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/13/t1231868584c07al8pn6gbu6wt/4na4h1231868502.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/13/t1231868584c07al8pn6gbu6wt/4na4h1231868502.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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