dorien storms opgave 9 oef 2

*Unverified author*

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

Title produced by software: Classical Decomposition

Date of computation: Mon, 01 Jun 2009 05:09:05 -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/Jun/01/t12438545734n5l0do9ax2dxug.htm/, Retrieved Mon, 01 Jun 2009 13:09:37 +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/Jun/01/t12438545734n5l0do9ax2dxug.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 «

65 65,05 65,84 66,6 67,55 68,07 69,06 69,06 69,11 69,29 69,38 69,28 69,75 69,9 70,21 70,48 71,55 72,18 72,64 72,77 72,74 73,13 73,44 73,34 73,34 73,81 74,26 74,72 75,11 75,26 75,89 75,91 76,43 76,56 76,76 76,76 76,56 76,82 77,09 77,51 77,76 77,86 77,89 77,94 77,99 78,17 78,91 78,87 78,88 79,08 79,41 79,51 79,73 80,38 80,56 80,46 80,45 80,58 80,68 80,52 81,49 81,66 81,95 82,3 82,4 83,14 83,17 83,11 83,21 83,33 83,88 83,8 83,73

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 1 seconds R Server 'George Udny Yule' @ 72.249.76.132 Classical Decomposition by Moving Averages t Observations Fit Trend Seasonal Random 1 65 NA NA -0.304083333333336 NA 2 65.05 NA NA -0.288750000000002 NA 3 65.84 NA NA -0.193333333333337 NA 4 66.6 NA NA -0.107833333333326 NA 5 67.55 NA NA 0.0603333333333408 NA 6 68.07 NA NA 0.272499999999999 NA 7 69.06 68.2730833333333 67.9720833333333 0.300999999999993 0.786916666666698 8 69.06 68.6568333333333 68.3720833333333 0.284750000000002 0.403166666666678 9 69.11 68.8711666666667 68.75625 0.114916666666673 0.238833333333318 10 69.29 69.11775 69.1 0.0177499999999921 0.172250000000005 11 69.38 69.4944166666667 69.4283333333333 0.0660833333333355 -0.114416666666671 12 69.28 69.5429166666667 69.76625 -0.223333333333335 -0.262916666666655 13 69.75 69.7825833333333 70.0866666666667 -0.304083333333336 -0.0325833333333208 14 69.9 70.1016666666667 70.3904166666667 -0.288750000000002 -0.201666666666654 15 70.21 70.5029166666667 70.69625 -0.193333333333337 -0.29291666666667 16 70.48 70.8996666666667 71.0075 -0.107833333333326 -0.419666666666672 17 71.55 71.397 71.3366666666667 0.0603333333333408 0.152999999999992 18 72.18 71.9475 71.675 0.272499999999999 0.232500000000016 19 72.64 72.29475 71.99375 0.300999999999993 0.345250000000007 20 72.77 72.591 72.30625 0.284750000000002 0.179000000000002 21 72.74 72.7528333333333 72.6379166666667 0.114916666666673 -0.0128333333333330 22 73.13 73.0010833333333 72.9833333333333 0.0177499999999921 0.128916666666669 23 73.44 73.3744166666667 73.3083333333333 0.0660833333333355 0.0655833333333362 24 73.34 73.3616666666667 73.585 -0.223333333333335 -0.0216666666666470 25 73.34 73.5446666666667 73.84875 -0.304083333333336 -0.204666666666654 26 73.81 73.82625 74.115 -0.288750000000002 -0.016249999999971 27 74.26 74.20625 74.3995833333333 -0.193333333333337 0.0537500000000222 28 74.72 74.5884166666667 74.69625 -0.107833333333326 0.131583333333339 29 75.11 75.0378333333333 74.9775 0.0603333333333408 0.0721666666666607 30 75.26 75.5308333333333 75.2583333333333 0.272499999999999 -0.270833333333329 31 75.89 75.836 75.535 0.300999999999993 0.0539999999999878 32 75.91 76.0793333333333 75.7945833333333 0.284750000000002 -0.169333333333341 33 76.43 76.1528333333333 76.0379166666667 0.114916666666673 0.277166666666673 34 76.56 76.2898333333333 76.2720833333333 0.0177499999999921 0.270166666666682 35 76.76 76.5648333333333 76.49875 0.0660833333333355 0.195166666666680 36 76.76 76.4941666666667 76.7175 -0.223333333333335 0.265833333333319 37 76.56 76.6050833333333 76.9091666666667 -0.304083333333336 -0.0450833333333236 38 76.82 76.7883333333333 77.0770833333333 -0.288750000000002 0.0316666666666663 39 77.09 77.0333333333333 77.2266666666667 -0.193333333333337 0.0566666666666862 40 77.51 77.2509166666667 77.35875 -0.107833333333326 0.259083333333351 41 77.76 77.57575 77.5154166666667 0.0603333333333408 0.184250000000006 42 77.86 77.9654166666667 77.6929166666667 0.272499999999999 -0.105416666666656 43 77.89 78.1785 77.8775 0.300999999999993 -0.288499999999999 44 77.94 78.3530833333333 78.0683333333333 0.284750000000002 -0.413083333333333 45 77.99 78.3740833333333 78.2591666666667 0.114916666666673 -0.384083333333336 46 78.17 78.4569166666667 78.4391666666667 0.0177499999999921 -0.28691666666667 47 78.91 78.6706666666667 78.6045833333333 0.0660833333333355 0.239333333333335 48 78.87 78.5683333333333 78.7916666666667 -0.223333333333335 0.301666666666662 49 78.88 78.7038333333333 79.0079166666667 -0.304083333333336 0.17616666666666 50 79.08 78.9354166666667 79.2241666666667 -0.288750000000002 0.144583333333344 51 79.41 79.2383333333333 79.4316666666667 -0.193333333333337 0.171666666666667 52 79.51 79.52675 79.6345833333333 -0.107833333333326 -0.0167499999999734 53 79.73 79.8690833333333 79.80875 0.0603333333333408 -0.139083333333332 54 80.38 80.22375 79.95125 0.272499999999999 0.156250000000014 55 80.56 80.42975 80.12875 0.300999999999993 0.130250000000018 56 80.46 80.62975 80.345 0.284750000000002 -0.169749999999993 57 80.45 80.67325 80.5583333333333 0.114916666666673 -0.223249999999993 58 80.58 80.7981666666667 80.7804166666667 0.0177499999999921 -0.218166666666662 59 80.68 81.074 81.0079166666667 0.0660833333333355 -0.394000000000005 60 80.52 81.0108333333333 81.2341666666667 -0.223333333333335 -0.490833333333342 61 81.49 81.1538333333333 81.4579166666667 -0.304083333333336 0.336166666666671 62 81.66 81.3883333333333 81.6770833333333 -0.288750000000002 0.271666666666661 63 81.95 81.7091666666667 81.9025 -0.193333333333337 0.240833333333342 64 82.3 82.02425 82.1320833333333 -0.107833333333326 0.275750000000002 65 82.4 82.4403333333333 82.38 0.0603333333333408 -0.0403333333333364 66 83.14 82.9225 82.65 0.272499999999999 0.217500000000001 67 83.17 83.181 82.88 0.300999999999993 -0.0109999999999673 68 83.11 NA NA 0.284750000000002 NA 69 83.21 NA NA 0.114916666666673 NA 70 83.33 NA NA 0.0177499999999921 NA 71 83.88 NA NA 0.0660833333333355 NA 72 83.8 NA NA -0.223333333333335 NA 73 83.73 NA NA NA NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t12438545734n5l0do9ax2dxug/1y5vp1243854543.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t12438545734n5l0do9ax2dxug/1y5vp1243854543.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t12438545734n5l0do9ax2dxug/2aewx1243854543.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t12438545734n5l0do9ax2dxug/2aewx1243854543.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t12438545734n5l0do9ax2dxug/35q6g1243854543.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t12438545734n5l0do9ax2dxug/35q6g1243854543.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t12438545734n5l0do9ax2dxug/4xea31243854543.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t12438545734n5l0do9ax2dxug/4xea31243854543.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')

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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