Bananen - Waerlop Jeroen

*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 10:52:00 -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/t1231869145vk1c2f8n9paf4zg.htm/, Retrieved Tue, 13 Jan 2009 18:52:30 +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/t1231869145vk1c2f8n9paf4zg.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 «

1,83 1,89 1,9 2,01 2,04 2,04 2,03 2,04 1,87 1,85 1,82 1,79 1,88 2,01 1,9 1,96 1,94 1,92 1,79 1,77 1,74 1,75 1,86 1,84 1,77 1,98 1,94 1,85 1,84 1,82 1,83 1,91 1,85 1,81 1,83 1,79 1,8 1,82 1,88 2,01 1,97 1,92 1,98 2,02 1,9 1,94 1,96 1,84 1,87 1,84 2,07 2,08 2,14 2,15 2,05 2,05 1,95 2,02 2,02 1,88 1,96 1,93 2,03 2,1 1,95 2,07 2,09 2,01 1,92 1,99 2,11 2

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 5 seconds R Server 'Gwilym Jenkins' @ 72.249.127.135 Classical Decomposition by Moving Averages t Observations Fit Trend Seasonal Random 1 1.83 NA NA 0.967158914529167 NA 2 1.89 NA NA 0.999850562201415 NA 3 1.9 NA NA 1.02317220815810 NA 4 2.01 NA NA 1.04078502043631 NA 5 2.04 NA NA 1.02242221248224 NA 6 2.04 NA NA 1.02368422896303 NA 7 2.03 1.94873016003037 1.92791666666667 1.01079584700084 1.04170399865334 8 2.04 1.97708122638363 1.935 1.02174740381583 1.03182407114929 9 1.87 1.88457881333095 1.94 0.971432378005643 0.992264153015082 10 1.85 1.89174957108678 1.93791666666667 0.976176944873847 0.977930709368264 11 1.82 1.91069702012302 1.93166666666667 0.98914427271252 0.952531971752812 12 1.79 1.83335368811349 1.9225 0.95363000682106 0.976352796301898 13 1.88 1.84485562946438 1.9075 0.967158914529167 1.01904992996434 14 2.01 1.88596812295242 1.88625 0.999850562201415 1.06576562749821 15 1.9 1.91290570750225 1.86958333333333 1.02317220815810 0.993253348844307 16 1.96 1.93586013801153 1.86 1.04078502043631 1.01246983783305 17 1.94 1.89914925968576 1.8575 1.02242221248224 1.02151002092432 18 1.92 1.90533227115744 1.86125 1.02368422896303 1.00769825245948 19 1.79 1.87881678061281 1.85875 1.01079584700084 0.952727279461577 20 1.77 1.89321279365375 1.85291666666667 1.02174740381583 0.934918676829793 21 1.74 1.80038800723712 1.85333333333333 0.971432378005643 0.966458337317079 22 1.75 1.80633408841031 1.85041666666667 0.976176944873847 0.968813029233207 23 1.86 1.82167403557889 1.84166666666667 0.98914427271252 1.02103887066103 24 1.84 1.74832167917194 1.83333333333333 0.95363000682106 1.05243790197207 25 1.77 1.77070677935048 1.83083333333333 0.967158914529167 0.999600849017621 26 1.98 1.83805861684693 1.83833333333333 0.999850562201415 1.07722353457724 27 1.94 1.89158961983229 1.84875 1.02317220815810 1.02559243276668 28 1.85 1.93152353375971 1.85583333333333 1.04078502043631 0.957793144978655 29 1.84 1.89872325043056 1.85708333333333 1.02242221248224 0.96907224345768 30 1.82 1.89765463944022 1.85375 1.02368422896303 0.959078623777862 31 1.83 1.87292047150530 1.85291666666667 1.01079584700084 0.97708366577316 32 1.91 1.88767832854975 1.8475 1.02174740381583 1.01182493389507 33 1.85 1.78581652156704 1.83833333333333 0.971432378005643 1.03594069024327 34 1.81 1.79860602093006 1.8425 0.976176944873847 1.00633489432224 35 1.83 1.83445048243476 1.85458333333333 0.98914427271252 0.997573942454498 36 1.79 1.77772527104893 1.86416666666667 0.95363000682106 1.00690473896669 37 1.8 1.81301998186113 1.87458333333333 0.967158914529167 0.992818621972512 38 1.82 1.88513491415058 1.88541666666667 0.999850562201415 0.965448141848281 39 1.88 1.93592708218581 1.89208333333333 1.02317220815810 0.97111095624394 40 2.01 1.9770578784038 1.89958333333333 1.04078502043631 1.01666219383663 41 1.97 1.95325243509628 1.91041666666667 1.02242221248224 1.00857419379226 42 1.92 1.96334104413201 1.91791666666667 1.02368422896303 0.97792485199576 43 1.98 1.94367618079536 1.92291666666667 1.01079584700084 1.01868820514628 44 2.02 1.96856666468517 1.92666666666667 1.02174740381583 1.02612730177622 45 1.9 1.88012641493175 1.93541666666667 0.971432378005643 1.01057034511638 46 1.94 1.89988437896072 1.94625 0.976176944873847 1.02111476965836 47 1.96 1.93501348349387 1.95625 0.98914427271252 1.01291283844752 48 1.84 1.88143253429072 1.97291666666667 0.95363000682106 0.977978198242259 49 1.87 1.92021342822145 1.98541666666667 0.967158914529167 0.973850079640388 50 1.84 1.9892860143799 1.98958333333333 0.999850562201415 0.924954977162279 51 2.07 2.03909694650842 1.99291666666667 1.02317220815810 1.01515526446376 52 2.08 2.07983539917189 1.99833333333333 1.04078502043631 1.00007914127636 53 2.14 2.04910451751649 2.00416666666667 1.02242221248224 1.04435863651976 54 2.15 2.05589915983409 2.00833333333333 1.02368422896303 1.04577113605781 55 2.05 2.03549013689794 2.01375 1.01079584700084 1.00712843694943 56 2.05 2.06520693996275 2.02125 1.02174740381583 0.99263660233341 57 1.95 1.96553151149808 2.02333333333333 0.971432378005643 0.992098060291973 58 2.02 1.97431787100736 2.0225 0.976176944873847 1.02313818340171 59 2.02 1.99353785296269 2.01541666666667 0.98914427271252 1.01327396266792 60 1.88 1.91123347200387 2.00416666666667 0.95363000682106 0.983657950500874 61 1.96 1.93673572634466 2.0025 0.967158914529167 1.01201210538892 62 1.93 2.00220075080833 2.0025 0.999850562201415 0.96393930489778 63 2.03 2.04591809456281 1.99958333333333 1.02317220815810 0.9922195836651 64 2.1 2.07853441789634 1.99708333333333 1.04078502043631 1.01032726805909 65 1.95 2.04441841570928 1.99958333333333 1.02242221248224 0.953816491289764 66 2.07 2.05589915983409 2.00833333333333 1.02368422896303 1.00685872169287 67 2.09 NA NA 1.01079584700084 NA 68 2.01 NA NA 1.02174740381583 NA 69 1.92 NA NA 0.971432378005643 NA 70 1.99 NA NA 0.976176944873847 NA 71 2.11 NA NA 0.98914427271252 NA 72 2 NA NA 0.95363000682106 NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/13/t1231869145vk1c2f8n9paf4zg/1tc791231869115.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/13/t1231869145vk1c2f8n9paf4zg/1tc791231869115.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/13/t1231869145vk1c2f8n9paf4zg/2pffs1231869115.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/13/t1231869145vk1c2f8n9paf4zg/2pffs1231869115.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/13/t1231869145vk1c2f8n9paf4zg/3bjdi1231869115.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/13/t1231869145vk1c2f8n9paf4zg/3bjdi1231869115.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/13/t1231869145vk1c2f8n9paf4zg/4do1v1231869115.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/13/t1231869145vk1c2f8n9paf4zg/4do1v1231869115.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

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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