opgave 9 oefening 2 gilles heymans

*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 12:45:26 -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/t1243881965d4fk06zcqy3tyyw.htm/, Retrieved Mon, 01 Jun 2009 20:46:09 +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/t1243881965d4fk06zcqy3tyyw.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 «

1639 1296 1063 1282 1365 1268 1532 1455 1393 1515 1510 1225 1577 1417 1224 1693 1633 1639 1914 1586 1552 2081 1500 1437 1470 1849 1387 1592 1590 1798 1935 1887 2027 2080 1556 1682 1785 1869 1781 2082 2571 1862 1938 1505 1767 1607 1578 1495 1615 1700 1337 1531 1623 1543 1638 1520 1416 1820 1596 1358 1267 1742 1402 1388 1646 1670 1531 1730 1407 1795 1504 1371 1734

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 1639 NA NA 0.937302336930394 NA 2 1296 NA NA 1.04088801474492 NA 3 1063 NA NA 0.860154119451846 NA 4 1282 NA NA 0.997836101774293 NA 5 1365 NA NA 1.08636394399325 NA 6 1268 NA NA 1.02655847976009 NA 7 1532 1482.34617892005 1376 1.07728646723841 1.03349677813864 8 1455 1369.91207456749 1378.45833333333 0.99380013268506 1.06211196106098 9 1393 1399.26767702262 1390.20833333333 1.00651653674637 0.995520744797055 10 1515 1555.65093954231 1414.04166666667 1.10014504962181 0.973868855468138 11 1510 1379.37566742625 1442.33333333333 0.956350127635487 1.09469815631697 12 1225 1346.73907480974 1468.95833333333 0.91679868941806 0.909604557343867 13 1577 1406.2659395079 1500.33333333333 0.937302336930394 1.12140951131323 14 1417 1583.92796610414 1521.70833333333 1.04088801474492 0.894611390368517 15 1224 1319.29722046425 1533.79166666667 0.860154119451846 0.927766678360232 16 1693 1560.61566317499 1564 0.997836101774293 1.08482827639681 17 1633 1724.24063977463 1587.16666666667 1.08636394399325 0.947083581218366 18 1639 1637.9596009972 1595.58333333333 1.02655847976009 1.00063517989221 19 1914 1723.61346064532 1599.95833333333 1.07728646723841 1.11045779329398 20 1586 1603.49651408734 1613.5 0.99380013268506 0.989088523776865 21 1552 1648.96765451378 1638.29166666667 1.00651653674637 0.941194932327298 22 2081 1805.20050829819 1640.875 1.10014504962181 1.15278053071335 23 1500 1563.51291491807 1634.875 0.956350127635487 0.959378068251265 24 1437 1503.28245102787 1639.70833333333 0.91679868941806 0.955908185462719 25 1470 1543.93222024455 1647.20833333333 0.937302336930394 0.952114335541982 26 1849 1728.52465948579 1660.625 1.04088801474492 1.06969836377692 27 1387 1456.20508447700 1692.95833333333 0.860154119451846 0.952475729404658 28 1592 1709.00220680968 1712.70833333333 0.997836101774293 0.931537708761596 29 1590 1863.11416394843 1715 1.08636394399325 0.853409861170488 30 1798 1773.42254705554 1727.54166666667 1.02655847976009 1.01385876873240 31 1935 1886.19394332605 1750.875 1.07728646723841 1.02587541797949 32 1887 1753.89160083368 1764.83333333333 0.99380013268506 1.07589317327425 33 2027 1793.69634486010 1782.08333333333 1.00651653674637 1.13006864612756 34 2080 2001.07216650794 1818.91666666667 1.10014504962181 1.03944277213640 35 1556 1798.13747956464 1880.20833333333 0.956350127635487 0.865339840631504 36 1682 1763.69147876799 1923.75 0.91679868941806 0.953681536849599 37 1785 1805.75200636044 1926.54166666667 0.937302336930394 0.988507831481096 38 1869 1988.87677417386 1910.75 1.04088801474492 0.939726394450126 39 1781 1620.53036104728 1884 0.860154119451846 1.09902291423224 40 2082 1849.44763813441 1853.45833333333 0.997836101774293 1.12574152253381 41 2571 1993.11571591296 1834.66666666667 1.08636394399325 1.28994015724889 42 1862 1876.33503465149 1827.79166666667 1.02655847976009 0.992360087944447 43 1938 1953.03059123097 1812.91666666667 1.07728646723841 0.992303965284284 44 1505 1787.63939700611 1798.79166666667 0.99380013268506 0.84189238753662 45 1767 1784.80544878551 1773.25 1.00651653674637 0.990023871342602 46 1607 1905.22202905964 1731.79166666667 1.10014504962181 0.843471246652112 47 1578 1596.46714639951 1669.33333333333 0.956350127635487 0.988432492055251 48 1495 1482.04328138969 1616.54166666667 0.91679868941806 1.00874246978682 49 1615 1491.01369247202 1590.75 0.937302336930394 1.08315571356183 50 1700 1643.43206428039 1578.875 1.04088801474492 1.03442061095746 51 1337 1346.03367767721 1564.875 0.860154119451846 0.993288668904038 52 1531 1555.75121217884 1559.125 0.997836101774293 0.984090507540611 53 1623 1704.23343713942 1568.75 1.08636394399325 0.95233432499965 54 1543 1605.32359599483 1563.79166666667 1.02655847976009 0.961176926477428 55 1638 1662.88143605476 1543.58333333333 1.07728646723841 0.985037155677323 56 1520 1521.34236978538 1530.83333333333 0.99380013268506 0.999117641227879 57 1416 1545.29645122890 1535.29166666667 1.00651653674637 0.916329031153809 58 1820 1685.46805539768 1532.04166666667 1.10014504962181 1.07981874481185 59 1596 1460.38649282137 1527.04166666667 0.956350127635487 1.09286138145295 60 1358 1405.71979049563 1533.29166666667 0.91679868941806 0.96605312750217 61 1267 1437.93894764334 1534.125 0.937302336930394 0.881122249367057 62 1742 1601.31947001717 1538.41666666667 1.04088801474492 1.08785288171218 63 1402 1330.47922401712 1546.79166666667 0.860154119451846 1.05375565036404 64 1388 1542.03096577945 1545.375 0.997836101774293 0.900111626032367 65 1646 1673.54365572161 1540.5 1.08636394399325 0.983541716627804 66 1670 1578.03424974120 1537.20833333333 1.02655847976009 1.05827867821873 67 1531 1677.55946417088 1557.20833333333 1.07728646723841 0.912635309030124 68 1730 NA NA 0.99380013268506 NA 69 1407 NA NA 1.00651653674637 NA 70 1795 NA NA 1.10014504962181 NA 71 1504 NA NA 0.956350127635487 NA 72 1371 NA NA 0.91679868941806 NA 73 1734 NA NA NA NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t1243881965d4fk06zcqy3tyyw/1twea1243881924.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t1243881965d4fk06zcqy3tyyw/1twea1243881924.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t1243881965d4fk06zcqy3tyyw/2tm4a1243881924.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t1243881965d4fk06zcqy3tyyw/2tm4a1243881924.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t1243881965d4fk06zcqy3tyyw/3097u1243881924.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t1243881965d4fk06zcqy3tyyw/3097u1243881924.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t1243881965d4fk06zcqy3tyyw/4o20p1243881924.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t1243881965d4fk06zcqy3tyyw/4o20p1243881924.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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