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opgave 9 oefening 2 rosewijnen - Kathleen Geets

*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 07:05:20 -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/t1243861552647aejdvu5uwkas.htm/, Retrieved Mon, 01 Jun 2009 15:05:57 +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/t1243861552647aejdvu5uwkas.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 «

112 118 129 99 116 168 118 129 205 147 150 267 126 129 124 97 102 127 222 214 118 141 154 226 89 77 82 97 127 121 117 117 106 112 134 169 75 108 115 85 101 108 109 124 105 95 135 164 88 85 112 87 91 87 87 142 95 108 139 159 61 82 124 93 108 75 87 103 90 108 123 129 57 65 67 71 76 67 110 118 99 85 107 141 58 65 70 86 93 74 87 73 101 100 96 157 63 115 70 66 67 83 79 77 102 116 100 135 71 60 89 74 73 91 86 74 87 87 109 137 43 69 73 77 69 76 78 70 83 65 110 132 54 55 66 65 60 65 96 55 71 63 74 106 34 47 56 53 53 55 67 52 46 51 58 91 33 40 46 45 41 55 57 54 46 52 48 77 30 35 42 48 44 45 0 0 46 51 63 84 30 39 45 52 28 40 62

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	'George Udny Yule' @ 72.249.76.132

Classical Decomposition by Moving Averages
t	Observations	Fit	Trend	Seasonal	Random
1	112	NA	NA	0.67521885638486	NA
2	118	NA	NA	0.813472539455856	NA
3	129	NA	NA	0.913676955306706	NA
4	99	NA	NA	0.868365335046937	NA
5	116	NA	NA	0.902197066506011	NA
6	168	NA	NA	0.936513018655045	NA
7	118	148.415424134303	147.083333333333	1.00905670799526	0.795065611868077
8	129	145.185335312660	148.125	0.98015416244834	0.888519489397434
9	205	148.963906804592	148.375	1.00396904333339	1.37617228493419
10	147	153.742280823358	148.083333333333	1.03821461445149	0.95614556524562
11	150	180.130485798081	147.416666666667	1.22191397941038	0.832729670024563
12	267	237.605575510955	145.125	1.63724772100572	1.12371100478528
13	126	99.763586030863	147.75	0.67521885638486	1.26298587503681
14	129	126.596663952818	155.625	0.813472539455856	1.01898419730932
15	124	142.114836423331	155.541666666667	0.913676955306706	0.8725338122378
16	97	131.702075815452	151.666666666667	0.868365335046937	0.736510790732878
17	102	136.758038664536	151.583333333333	0.902197066506011	0.745842811114038
18	127	140.515974174034	150.041666666667	0.936513018655045	0.903811831690438
19	222	148.121115927805	146.791666666667	1.00905670799526	1.49877347743049
20	214	140.243724743650	143.083333333333	0.98015416244834	1.52591497688163
21	118	139.719025197231	139.166666666667	1.00396904333339	0.844552127624913
22	141	142.667991602542	137.416666666667	1.03821461445149	0.988308578653097
23	154	169.184173065863	138.458333333333	1.22191397941038	0.910250629295261
24	226	227.986745150046	139.25	1.63724772100572	0.991285698873684
25	89	90.9013385408118	134.625	0.67521885638486	0.979083492373898
26	77	102.667013417158	126.208333333333	0.813472539455856	0.749997466928669
27	82	111.164029562316	121.666666666667	0.913676955306706	0.737648682967477
28	97	104.167658316672	119.958333333333	0.868365335046937	0.931191135209335
29	127	106.384070758834	117.916666666667	0.902197066506011	1.19378774560997
30	121	107.425847514889	114.708333333333	0.936513018655045	1.12635834670264
31	117	112.762087118471	111.75	1.00905670799526	1.03758278149886
32	117	110.226503518669	112.458333333333	0.98015416244834	1.06145070618323
33	106	115.581936113757	115.125	1.00396904333339	0.917098324911893
34	112	120.432895276372	116	1.03821461445149	0.929978472600693
35	134	139.807324477538	114.416666666667	1.22191397941038	0.958461943970102
36	169	184.667899198437	112.791666666667	1.63724772100572	0.915156346790947
37	75	75.5682436770722	111.916666666667	0.67521885638486	0.992480390579136
38	108	91.0072403516239	111.875	0.813472539455856	1.18671876636102
39	115	102.446028613764	112.125	0.913676955306706	1.12254229428030
40	85	96.7141891908526	111.375	0.868365335046937	0.87887827743935
41	101	99.880733571103	110.708333333333	0.902197066506011	1.01120602931996
42	108	103.523709937160	110.541666666667	0.936513018655045	1.04323927403256
43	109	111.879162498975	110.875	1.00905670799526	0.974265426781317
44	124	108.266195193773	110.458333333333	0.98015416244834	1.14532518463466
45	105	109.80911411459	109.375	1.00396904333339	0.956204781785494
46	95	113.511464513363	109.333333333333	1.03821461445149	0.836919868907309
47	135	133.188623755732	109	1.22191397941038	1.01360008229825
48	164	176.345223283324	107.708333333333	1.63724772100572	0.92999400236949
49	88	71.5169305387631	105.916666666667	0.67521885638486	1.23047786499034
50	85	86.0247210474568	105.75	0.813472539455856	0.988088063117444
51	112	96.9258970087864	106.083333333333	0.913676955306706	1.15552193434792
52	87	92.2276349597767	106.208333333333	0.868365335046937	0.943318128432366
53	91	96.4599030272677	106.916666666667	0.902197066506011	0.943397174826889
54	87	100.089828868758	106.875	0.936513018655045	0.869219190234386
55	87	106.497526723000	105.541666666667	1.00905670799526	0.81692038000363
56	142	102.221911192008	104.291666666667	0.98015416244834	1.38913466148442
57	95	105.082093202229	104.666666666667	1.00396904333339	0.904055078320282
58	108	109.445123940094	105.416666666667	1.03821461445149	0.986795903845975
59	139	129.981099559780	106.375	1.22191397941038	1.06938624515999
60	159	174.503319597193	106.583333333333	1.63724772100572	0.911157451715078
61	61	71.6294670148272	106.083333333333	0.67521885638486	0.851604828881011
62	82	84.973985683993	104.458333333333	0.813472539455856	0.965001221726225
63	124	93.7660975383507	102.625	0.913676955306706	1.32243959443106
64	93	88.9350830643904	102.416666666667	0.868365335046937	1.04570656253468
65	108	91.7985515169866	101.75	0.902197066506011	1.17648915168357
66	75	93.4952163623953	99.8333333333333	0.936513018655045	0.802180078489724
67	87	99.3079976785338	98.4166666666667	1.00905670799526	0.876062371951395
68	103	95.6058705954817	97.5416666666667	0.98015416244834	1.07733970056926
69	90	94.8332425515336	94.4583333333333	1.00396904333339	0.949034300404659
70	108	94.6505656841605	91.1666666666667	1.03821461445149	1.14103913927345
71	123	108.648518002573	88.9166666666667	1.22191397941038	1.13209091353724
72	129	142.849863657749	87.25	1.63724772100572	0.903046014163993
73	57	59.3348570048196	87.875	0.67521885638486	0.960649487962364
74	65	72.7718975921551	89.4583333333333	0.813472539455856	0.89320193853248
75	67	82.6496945821191	90.4583333333333	0.913676955306706	0.810650303534155
76	71	78.0443344873434	89.875	0.868365335046937	0.909739322737311
77	76	79.6188911191555	88.25	0.902197066506011	0.954547330811986
78	67	82.4911883931985	88.0833333333333	0.936513018655045	0.812207961905471
79	110	89.4276507460802	88.625	1.00905670799526	1.23004461240218
80	118	86.9070024037527	88.6666666666667	0.98015416244834	1.35777321431241
81	99	89.144084639311	88.7916666666667	1.00396904333339	1.11056163065185
82	85	92.9634669356768	89.5416666666667	1.03821461445149	0.914337672656002
83	107	111.041432878919	90.875	1.22191397941038	0.963604280184987
84	141	150.422134367400	91.875	1.63724772100572	0.93736204843107
85	58	61.5855865261024	91.2083333333333	0.67521885638486	0.941778803639668
86	65	71.8906356744113	88.375	0.813472539455856	0.904151137213217
87	70	79.1091963803056	86.5833333333333	0.913676955306706	0.884852876819599
88	86	75.8010573718055	87.2916666666667	0.868365335046937	1.13454881741515
89	93	78.9046517748382	87.4583333333333	0.902197066506011	1.17863773438078
90	74	82.1009746354256	87.6666666666667	0.936513018655045	0.901329129509138
91	87	89.3435626870806	88.5416666666667	1.00905670799526	0.973769092964327
92	73	89.0306697557241	90.8333333333333	0.98015416244834	0.819942163754267
93	101	93.2854569430612	92.9166666666667	1.00396904333339	1.08269823946564
94	100	95.6022624140744	92.0833333333333	1.03821461445149	1.04600035056574
95	96	110.175910476836	90.1666666666667	1.22191397941038	0.871333847703335
96	157	146.465452374970	89.4583333333333	1.63724772100572	1.07192513629808
97	63	60.432087646445	89.5	0.67521885638486	1.04249253093122
98	115	72.6702135247231	89.3333333333333	0.813472539455856	1.58249156596844
99	70	81.812157373088	89.5416666666667	0.913676955306706	0.855618556552409
100	66	78.369971487986	90.25	0.868365335046937	0.842159295797596
101	67	82.1751161409225	91.0833333333333	0.902197066506011	0.815331978175745
102	83	84.5983426851724	90.3333333333333	0.936513018655045	0.981106690338834
103	79	90.5628395425749	89.75	1.00905670799526	0.872322471325129
104	77	86.0493675116104	87.7916666666667	0.98015416244834	0.894835165285911
105	102	86.6341620309775	86.2916666666667	1.00396904333339	1.17736465164317
106	116	90.7572608799674	87.4166666666667	1.03821461445149	1.27813465143486
107	100	107.528430188114	88	1.22191397941038	0.929986607495866
108	135	145.032860619090	88.5833333333333	1.63724772100572	0.930823534912961
109	71	60.2351488133327	89.2083333333333	0.67521885638486	1.17871378088610
110	60	72.7041082138671	89.375	0.813472539455856	0.825262856171806
111	89	80.9746201640568	88.625	0.913676955306706	1.09910981761549
112	74	75.366874704282	86.7916666666666	0.868365335046937	0.981863720505258
113	73	77.5513561750792	85.9583333333333	0.902197066506011	0.941311713945993
114	91	80.9303333621068	86.4166666666667	0.936513018655045	1.12442388681186
115	86	86.1061724155958	85.3333333333333	1.00905670799526	0.998766959294354
116	74	82.8638664836533	84.5416666666667	0.98015416244834	0.893030981297476
117	87	84.5843919008385	84.25	1.00396904333339	1.02855855607490
118	87	86.9072150180432	83.7083333333333	1.03821461445149	1.00106763266937
119	109	102.233469610669	83.6666666666667	1.22191397941038	1.06618703654586
120	137	135.686904878349	82.875	1.63724772100572	1.00967739018609
121	43	55.3116779855264	81.9166666666667	0.67521885638486	0.77741268328999
122	69	66.2302225873643	81.4166666666667	0.813472539455856	1.04182044547687
123	73	74.0839731261187	81.0833333333333	0.913676955306706	0.985368318134431
124	77	69.469226803755	80	0.868365335046937	1.10840444816694
125	69	71.3863428872882	79.125	0.902197066506011	0.966571436625407
126	76	73.9455070979712	78.9583333333333	0.936513018655045	1.02778387738023
127	78	79.9257000791248	79.2083333333333	1.00905670799526	0.975906372077837
128	70	77.5138583469561	79.0833333333333	0.98015416244834	0.903064322855357
129	83	78.5187455973659	78.2083333333333	1.00396904333339	1.05707241460037
130	65	80.3751147354526	77.4166666666667	1.03821461445149	0.808708021306615
131	110	93.5273325073698	76.5416666666667	1.22191397941038	1.17612677546783
132	132	123.953296211141	75.7083333333333	1.63724772100572	1.06491722313824
133	54	51.3166330852494	76	0.67521885638486	1.05229039306404
134	55	61.925597066077	76.125	0.813472539455856	0.888162611356219
135	66	68.5257716480029	75	0.913676955306706	0.963141288492495
136	65	64.6208536830762	74.4166666666667	0.868365335046937	1.00586724401357
137	60	65.7100196771878	72.8333333333333	0.902197066506011	0.913102755025195
138	65	65.7900395605169	70.25	0.936513018655045	0.987991501969076
139	96	68.9522083796763	68.3333333333333	1.00905670799526	1.39226867791367
140	55	65.8336879111134	67.1666666666667	0.98015416244834	0.835438538309737
141	71	66.6802772947263	66.4166666666667	1.00396904333339	1.06478261459803
142	63	68.0030572465724	65.5	1.03821461445149	0.926428936445728
143	74	79.068017084347	64.7083333333333	1.22191397941038	0.935903070909941
144	106	104.783854144366	64	1.63724772100572	1.01160623328436
145	34	42.1167761670056	62.375	0.67521885638486	0.807279262429294
146	47	49.6557195959512	61.0416666666667	0.813472539455856	0.946517347496707
147	56	54.706407698989	59.875	0.913676955306706	1.02364608380299
148	53	50.6546445444046	58.3333333333333	0.868365335046937	1.04630089652568
149	53	51.5755989685936	57.1666666666667	0.902197066506011	1.02761773125066
150	55	52.3276649173506	55.875	0.936513018655045	1.05106925919340
151	67	55.7083390872385	55.2083333333333	1.00905670799526	1.20269247114115
152	52	53.7859596643526	54.875	0.98015416244834	0.966795058124876
153	46	54.3816565138922	54.1666666666667	1.00396904333339	0.845873460810245
154	51	55.4579639886169	53.4166666666667	1.03821461445149	0.9196154408133
155	58	64.252310083996	52.5833333333333	1.22191397941038	0.902691279491391
156	91	85.2733188023811	52.0833333333333	1.63724772100572	1.06715677632872
157	33	34.8863075798844	51.6666666666667	0.67521885638486	0.945929858711328
158	40	41.7582570254006	51.3333333333333	0.813472539455856	0.957894386627988
159	46	46.9782234520198	51.4166666666667	0.913676955306706	0.97917708716638
160	45	44.6846328659570	51.4583333333333	0.868365335046937	1.00705761945027
161	41	46.0872334806821	51.0833333333333	0.902197066506011	0.889617295366309
162	55	46.9036936843068	50.0833333333333	0.936513018655045	1.17261553791876
163	57	49.8221749572661	49.375	1.00905670799526	1.14406888195649
164	54	48.0683937167373	49.0416666666667	0.98015416244834	1.12339930304759
165	46	48.8598267755585	48.6666666666667	1.00396904333339	0.941468749189485
166	52	50.4831856277035	48.625	1.03821461445149	1.03004593219379
167	48	59.7210457436825	48.875	1.22191397941038	0.80373676318415
168	77	79.5429517788611	48.5833333333333	1.63724772100572	0.968030457482508
169	30	30.9193967986234	45.7916666666667	0.67521885638486	0.970264723965627
170	35	33.4879528742661	41.1666666666667	0.813472539455856	1.04515197245442
171	42	35.557261510686	38.9166666666667	0.913676955306706	1.18119332635833
172	48	33.7577023999497	38.875	0.868365335046937	1.42189771778045
173	44	35.5991925825497	39.4583333333333	0.902197066506011	1.23598308860433
174	45	37.8117131281974	40.375	0.936513018655045	1.19010741056432
175	0	41.0349727918074	40.6666666666667	1.00905670799526	0
176	0	40.0229616333072	40.8333333333333	0.98015416244834	0
177	46	41.2882269070858	41.125	1.00396904333339	1.11411904665990
178	51	42.9993886151991	41.4166666666667	1.03821461445149	1.18606337537490
179	63	49.9966469908749	40.9166666666667	1.22191397941038	1.26008450149664
180	84	65.5581274952706	40.0416666666667	1.63724772100572	1.28130566276561
181	30	NA	42.4166666666667	NA	NA
182	39	NA	NA	NA	NA
183	45	NA	NA	NA	NA
184	52	NA	NA	NA	NA
185	28	NA	NA	NA	NA
186	40	NA	NA	NA	NA
187	62	NA	NA	NA	NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t1243861552647aejdvu5uwkas/13v7c1243861518.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t1243861552647aejdvu5uwkas/13v7c1243861518.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t1243861552647aejdvu5uwkas/2sthn1243861518.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t1243861552647aejdvu5uwkas/2sthn1243861518.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t1243861552647aejdvu5uwkas/36liz1243861518.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t1243861552647aejdvu5uwkas/36liz1243861518.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t1243861552647aejdvu5uwkas/4hcke1243861518.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t1243861552647aejdvu5uwkas/4hcke1243861518.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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