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Eigen cijfers Classical Decomposition 1 Filip Bosschaerts

*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 13:31:44 -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/t12438847607347m4rqlfa5f4b.htm/, Retrieved Mon, 01 Jun 2009 21:32:44 +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/t12438847607347m4rqlfa5f4b.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:

Filip Bosschaerts

Dataseries X:

» Textbox « » Textfile « » CSV «

528222 516141 501866 506174 517945 533590 528379 477580 469357 490243 492622 507561 516922 514258 509846 527070 541657 564591 555362 498662 511038 525919 531673 548854 560576 557274 565742 587625 619916 625809 619567 572942 572775 574205 579799 590072 593408 597141 595404 612117 628232 628884 620735 569028 567456 573100 584428 589379 590865 595454 594167 611324 612613 610763 593530 542722 536662 543599 555332 560854 562325 554788 547344 565464 577992 579714 569323 506971 500857 509127 509933 517009 519164 512238 509239 518585 522975 525192 516847 455626

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	528222	NA	NA	33.938194444465	NA
2	516141	NA	NA	-1588.38680555553	NA
3	501866	NA	NA	-3378.21180555556	NA
4	506174	NA	NA	14421.3215277777	NA
5	517945	NA	NA	29481.6965277778	NA
6	533590	NA	NA	35128.9048611111	NA
7	528379	530118.521527778	505335.833333333	24782.6881944444	-1739.52152777766
8	477580	475928.979861111	504786.541666667	-28857.5618055555	1651.02013888897
9	469357	475897.513194444	505040.583333333	-29143.0701388889	-6540.5131944443
10	490243	484608.846527778	506243.75	-21634.9034722222	5634.15347222239
11	492622	493736.904861111	508102.416666667	-14365.5118055555	-1114.90486111096
12	507561	505501.221527778	510382.125	-4880.90347222221	2059.77847222233
13	516922	512832.063194444	512798.125	33.938194444465	4089.93680555566
14	514258	513212.446527778	514800.833333333	-1588.38680555553	1045.55347222229
15	509846	514037.746527778	517415.958333333	-3378.21180555556	-4191.74652777769
16	527070	535060.488194444	520639.166666667	14421.3215277777	-7990.48819444439
17	541657	553234.488194444	523752.791666667	29481.6965277778	-11577.4881944444
18	564591	562229.363194444	527100.458333333	35128.9048611111	2361.63680555567
19	555362	555422.604861111	530639.916666667	24782.6881944444	-60.6048611110309
20	498662	505393.604861111	534251.166666667	-28857.5618055555	-6731.60486111115
21	511038	509229.429861111	538372.5	-29143.0701388889	1808.5701388889
22	525919	521589.721527778	543224.625	-21634.9034722222	4329.27847222215
23	531673	534643.029861111	549008.541666667	-14365.5118055555	-2970.02986111108
24	548854	549939.179861111	554820.083333333	-4880.90347222221	-1085.1798611111
25	560576	560079.979861111	560046.041666667	33.938194444465	496.020138888853
26	557274	564227.863194444	565816.25	-1588.38680555553	-6953.86319444445
27	565742	568105.413194444	571483.625	-3378.21180555556	-2363.41319444450
28	587625	590489.238194444	576067.916666667	14421.3215277777	-2864.23819444433
29	619916	609566.779861111	580085.083333333	29481.6965277778	10349.2201388888
30	625809	618936.654861111	583807.75	35128.9048611111	6872.34513888892
31	619567	611675.854861111	586893.166666667	24782.6881944444	7891.14513888885
32	572942	561064.729861111	589922.291666667	-28857.5618055555	11877.2701388889
33	572775	563676.263194444	592819.333333333	-29143.0701388889	9098.73680555553
34	574205	573440.846527778	595075.75	-21634.9034722222	764.153472222155
35	579799	582077.238194444	596442.75	-14365.5118055555	-2278.23819444445
36	590072	592036.471527778	596917.375	-4880.90347222221	-1964.47152777785
37	593408	597128.104861111	597094.166666667	33.938194444465	-3720.10486111115
38	597141	595391.363194444	596979.75	-1588.38680555553	1749.63680555555
39	595404	593216.829861111	596595.041666667	-3378.21180555556	2187.17013888888
40	612117	610748.696527778	596327.375	14421.3215277777	1368.30347222218
41	628232	625955.904861111	596474.208333333	29481.6965277778	2276.09513888892
42	628884	631767.113194444	596638.208333333	35128.9048611111	-2883.11319444445
43	620735	621286.063194445	596503.375	24782.6881944444	-551.06319444452
44	569028	567469.563194445	596327.125	-28857.5618055555	1558.43680555548
45	567456	567062.221527778	596205.291666667	-29143.0701388889	393.778472222155
46	573100	574485.804861111	596120.708333333	-21634.9034722222	-1385.8048611111
47	584428	581071.363194444	595436.875	-14365.5118055555	3356.63680555555
48	589379	589150.138194444	594031.041666667	-4880.90347222221	228.861805555527
49	590865	592176.396527778	592142.458333333	33.938194444465	-1311.39652777789
50	595454	588324.446527778	589912.833333333	-1588.38680555553	7129.5534722223
51	594167	584155.454861111	587533.666666667	-3378.21180555556	10011.5451388888
52	611324	599442.696527778	585021.375	14421.3215277777	11881.3034722223
53	612613	612061.529861111	582579.833333333	29481.6965277778	551.470138888806
54	610763	615307.863194444	580178.958333333	35128.9048611111	-4544.86319444445
55	593530	602583.938194444	577801.25	24782.6881944444	-9053.9381944444
56	542722	546060.104861111	574917.666666667	-28857.5618055555	-3338.10486111115
57	536662	542129.221527778	571272.291666667	-29143.0701388889	-5467.22152777773
58	543599	545775.596527778	567410.5	-21634.9034722222	-2176.59652777785
59	555332	549691.613194444	564057.125	-14365.5118055555	5640.38680555567
60	560854	556439.971527778	561320.875	-4880.90347222221	4414.02847222215
61	562325	559052.479861111	559018.541666667	33.938194444465	3272.52013888885
62	554788	554931.904861111	556520.291666667	-1588.38680555553	-143.904861111077
63	547344	550160.579861111	553538.791666667	-3378.21180555556	-2816.57986111112
64	565464	565031.904861111	550610.583333333	14421.3215277777	432.095138888923
65	577992	576764.321527778	547282.625	29481.6965277778	1227.67847222218
66	579714	578693.029861111	543564.125	35128.9048611111	1020.97013888892
67	569323	564721.563194444	539938.875	24782.6881944444	4601.43680555571
68	506971	507510.021527778	536367.583333333	-28857.5618055555	-539.021527777775
69	500857	503863.888194444	533006.958333333	-29143.0701388889	-3006.88819444436
70	509127	507831.054861111	529465.958333333	-21634.9034722222	1295.9451388889
71	509933	510854.779861111	525220.291666667	-14365.5118055555	-921.779861111077
72	517009	515775.263194444	520656.166666667	-4880.90347222221	1233.73680555559
73	519164	NA	516197.916666667	NA	NA
74	512238	NA	511872.041666667	NA	NA
75	509239	NA	NA	NA	NA
76	518585	NA	NA	NA	NA
77	522975	NA	NA	NA	NA
78	525192	NA	NA	NA	NA
79	516847	NA	NA	NA	NA
80	455626	NA	NA	NA	NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t12438847607347m4rqlfa5f4b/1y8xu1243884702.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t12438847607347m4rqlfa5f4b/1y8xu1243884702.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t12438847607347m4rqlfa5f4b/2nro71243884702.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t12438847607347m4rqlfa5f4b/2nro71243884702.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t12438847607347m4rqlfa5f4b/3qx1m1243884702.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t12438847607347m4rqlfa5f4b/3qx1m1243884702.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t12438847607347m4rqlfa5f4b/4zd2z1243884702.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t12438847607347m4rqlfa5f4b/4zd2z1243884702.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')

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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