Home » date » 2009 » Jan » 15 »

evolutie graan -opgave 9 - Marie-Laure Van Thielen

*Unverified author*

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

Title produced by software: Classical Decomposition

Date of computation: Thu, 15 Jan 2009 10:41:26 -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/15/t12320413277qx1bbmbna2bvvo.htm/, Retrieved Thu, 15 Jan 2009 18:42:12 +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/15/t12320413277qx1bbmbna2bvvo.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 «

93,4 98,5 100,8 102,3 104,7 101,1 101,4 99,5 98,4 96,3 100,7 101,2 100,3 97,8 97,4 98,6 99,7 99 98,1 97 98,5 103,8 114,4 124,5 134,2 131,8 125,6 119,9 114,9 115,5 112,5 111,4 115,3 110,8 103,7 111,1 113 111,2 117,6 121,7 127,3 129,8 137,1 141,4 137,4 130,7 117,2 110,8 111,4 108,2 108,8 110,2 109,5 109,5 116 111,2 112,1 114 119,1 114,1 115,1 115,4 110,8 116 119,2 126,5 127,8 131,3 140,3 137,3 143 134,5 139,9 159,3 170,4 175 175,8 180,9 180,3 169,6 172,3 184,8 177,7 184,6 211,4 215,3 215,9 244,7 259,3 289 310,9 321 315,1 333,2 314,1 284,7

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	93.4	NA	NA	1.00357061143707	NA
2	98.5	NA	NA	0.997727608310619	NA
3	100.8	NA	NA	0.98930348254145	NA
4	102.3	NA	NA	1.00414513577228	NA
5	104.7	NA	NA	1.00408462887898	NA
6	101.1	NA	NA	1.02283841042777	NA
7	101.4	102.165749305293	100.145833333333	1.02016974550740	0.992504833464251
8	99.5	100.307867293962	100.404166666667	0.999040882705354	0.991946122315664
9	98.4	100.599379624776	100.233333333333	1.00365194171709	0.978137244653205
10	96.3	99.243205263557	99.9375	0.993052710579682	0.97034350859849
11	100.7	98.0123545944472	99.575	0.984306850057215	1.02742149616417
12	101.2	97.105746362230	99.2791666666667	0.978107992065101	1.04216283578623
13	100.3	99.4078506070558	99.0541666666667	1.00357061143707	1.00897463718908
14	97.8	98.587959296193	98.8125	0.997727608310619	0.992007550396436
15	97.4	97.6566200203728	98.7125	0.98930348254145	0.99737222094806
16	98.6	99.4396560079157	99.0291666666667	1.00414513577228	0.991556125175566
17	99.7	100.320605482871	99.9125	1.00408462887898	0.993813778536483
18	99	103.771218564608	101.454166666667	1.02283841042777	0.954021754484486
19	98.1	105.931875949124	103.8375	1.02016974550740	0.926066862509962
20	97	106.564360821904	106.666666666667	0.999040882705354	0.910248034632433
21	98.5	109.657338398773	109.258333333333	1.00365194171709	0.898252697341618
22	103.8	110.547455285656	111.320833333333	0.993052710579682	0.93896326904839
23	114.4	111.070825471873	112.841666666667	0.984306850057215	1.02997343824522
24	124.5	111.663253644132	114.1625	0.978107992065101	1.11495945117969
25	134.2	115.862227090409	115.45	1.00357061143707	1.15827222875046
26	131.8	116.384925509434	116.65	0.997727608310619	1.13244906437060
27	125.6	116.688345765764	117.95	0.98930348254145	1.07637141632057
28	119.9	119.434696023981	118.941666666667	1.00414513577228	1.00389588613283
29	114.9	119.272702852962	118.7875	1.00408462887898	0.963338611867021
30	115.5	120.473317441551	117.783333333333	1.02283841042777	0.958718515044097
31	112.5	118.688248475240	116.341666666667	1.02016974550740	0.947861321110231
32	111.4	114.490085158034	114.6	0.999040882705354	0.973010019568347
33	115.3	113.822493956898	113.408333333333	1.00365194171709	1.01298079133340
34	110.8	112.363914202091	113.15	0.993052710579682	0.986081704137876
35	103.7	111.956701636924	113.741666666667	0.984306850057215	0.926250938834364
36	111.1	112.339778338644	114.854166666667	0.978107992065101	0.988964030755815
37	113	116.890886967132	116.475	1.00357061143707	0.966713513190926
38	111.2	118.480153486886	118.75	0.997727608310619	0.93855381451973
39	117.6	119.627401528481	120.920833333333	0.98930348254145	0.983052365072076
40	121.7	123.179320592799	122.670833333333	1.00414513577228	0.98799051183527
41	127.3	124.569249270299	124.0625	1.00408462887898	1.02192154761868
42	129.8	127.458451419431	124.6125	1.02283841042777	1.01837107351057
43	137.1	127.045138973854	124.533333333333	1.02016974550740	1.07914400430712
44	141.4	124.222408423722	124.341666666667	0.999040882705354	1.13828094137159
45	137.4	124.302292981661	123.85	1.00365194171709	1.10536979410566
46	130.7	122.149621120928	123.004166666667	0.993052710579682	1.06999922554493
47	117.2	119.872169222801	121.783333333333	0.984306850057215	0.977708176634107
48	110.8	117.564505196258	120.195833333333	0.978107992065101	0.942461330611941
49	111.4	118.893846645792	118.470833333333	1.00357061143707	0.93697027342283
50	108.2	116.068978433469	116.333333333333	0.997727608310619	0.932204293174
51	108.8	112.801207498945	114.020833333333	0.98930348254145	0.964528682026899
52	110.2	112.736211180767	112.270833333333	1.00414513577228	0.977503136266481
53	109.5	112.110232500292	111.654166666667	1.00408462887898	0.976717267977435
54	109.5	114.425785339897	111.870833333333	1.02283841042777	0.956952138669924
55	116	114.424789080473	112.1625	1.02016974550740	1.01376634322148
56	111.2	112.508654074001	112.616666666667	0.999040882705354	0.988368414103145
57	112.1	113.412669414031	113	1.00365194171709	0.98842572509039
58	114	112.537698426442	113.325	0.993052710579682	1.01299388199691
59	119.1	112.182271956729	113.970833333333	0.984306850057215	1.06166507347916
60	114.1	112.563928086825	115.083333333333	0.978107992065101	1.01364621810275
61	115.1	116.698535933274	116.283333333333	1.00357061143707	0.98630200524377
62	115.4	117.345238332433	117.6125	0.997727608310619	0.983422946170837
63	110.8	118.345429099021	119.625	0.98930348254145	0.936242327595876
64	116	122.275589970604	121.770833333333	1.00414513577228	0.948676673961563
65	119.2	124.242921765913	123.7375	1.00408462887898	0.959410792226746
66	126.5	128.451457042888	125.583333333333	1.02283841042777	0.984807824778226
67	127.8	130.037636894009	127.466666666667	1.02016974550740	0.982792390361313
68	131.3	130.20416570892	130.329166666667	0.999040882705354	1.00841627673826
69	140.3	135.133370186025	134.641666666667	1.00365194171709	1.03823355997755
70	137.3	138.613607518414	139.583333333333	0.993052710579682	0.99052324268929
71	143	142.133909148262	144.4	0.984306850057215	1.00609348505876
72	134.5	145.762543517502	149.025	0.978107992065101	0.922733623839725
73	139.9	154.027181134518	153.479166666667	1.00357061143707	0.908281246008259
74	159.3	156.905138001949	157.2625	0.997727608310619	1.01526312030662
75	170.4	158.478173707452	160.191666666667	0.98930348254145	1.07522692881706
76	175	164.181913636833	163.504166666667	1.00414513577228	1.06589085316118
77	175.8	167.611010361578	166.929166666667	1.00408462887898	1.04885711040556
78	180.9	174.355592537544	170.4625	1.02283841042777	1.03753482963873
79	180.3	179.069545287459	175.529166666667	1.02016974550740	1.00687137899728
80	169.6	180.668218296574	180.841666666667	0.999040882705354	0.93873732524220
81	172.3	185.746701230199	185.070833333333	1.00365194171709	0.92760732146982
82	184.8	188.551745701690	189.870833333333	0.993052710579682	0.980102301955744
83	177.7	193.174320602270	196.254166666667	0.984306850057215	0.919894525555854
84	184.6	199.766331029396	204.2375	0.978107992065101	0.924079643695491
85	211.4	214.948098792963	214.183333333333	1.00357061143707	0.98349323016632
86	215.3	225.419924304313	225.933333333333	0.997727608310619	0.95510634503341
87	215.9	235.643845345685	238.191666666667	0.98930348254145	0.9162131931911
88	244.7	251.362631112196	250.325	1.00414513577228	0.973493947438743
89	259.3	263.262622320161	262.191666666667	1.00408462887898	0.984948025339722
90	289	278.258927730165	272.045833333333	1.02283841042777	1.03860099784561
91	310.9	NA	NA	1.02016974550740	NA
92	321	NA	NA	0.999040882705354	NA
93	315.1	NA	NA	1.00365194171709	NA
94	333.2	NA	NA	0.993052710579682	NA
95	314.1	NA	NA	0.984306850057215	NA
96	284.7	NA	NA	0.978107992065101	NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/15/t12320413277qx1bbmbna2bvvo/1vsuq1232041284.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/15/t12320413277qx1bbmbna2bvvo/1vsuq1232041284.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/15/t12320413277qx1bbmbna2bvvo/2bw8z1232041284.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/15/t12320413277qx1bbmbna2bvvo/2bw8z1232041284.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/15/t12320413277qx1bbmbna2bvvo/327hs1232041284.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/15/t12320413277qx1bbmbna2bvvo/327hs1232041284.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/15/t12320413277qx1bbmbna2bvvo/4gjwd1232041284.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/15/t12320413277qx1bbmbna2bvvo/4gjwd1232041284.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')

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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