Home » date » 2009 » Jun » 01 »

Nick Vermeulen opgave 9.2

*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 15:44:12 -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/t1243892697pq6lp7bblxocmwz.htm/, Retrieved Mon, 01 Jun 2009 23:44:57 +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/t1243892697pq6lp7bblxocmwz.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:

Maandelijkse verkoop auto's

Dataseries X:

» Textbox « » Textfile « » CSV «

14620 16005 16683 15487 15684 15962 12000 13769 14031 16078 15827 13149 15969 16628 16670 16487 16883 16201 12168 14010 16556 17404 16435 13123 16744 17410 16484 17103 17301 17301 12843 13748 16904 17342 15476 15424 15988 19244 18715 17780 17160 17349 11171 13438 16713 18369 17067 14055 15500 18475 19423 18686 19646 19733 12605 16616 19156 21348 20049 18020 20262 21789 20603 21928 21025 19346 11786 19082 20127 20217 20385 16653 13065 20275 21776 20260 22523 23033 14133 20110 19682 22197 17212 11784 15467 17002 15952 18767 20605 19809 14233 19311 20827 23388 20181 14344

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	3 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Classical Decomposition by Moving Averages
t	Observations	Fit	Trend	Seasonal	Random
1	14620	NA	NA	-1109.25644841270	NA
2	16005	NA	NA	1391.32093253968	NA
3	16683	NA	NA	1146.45188492063	NA
4	15487	NA	NA	1260.77331349206	NA
5	15684	NA	NA	1781.63045634921	NA
6	15962	NA	NA	1409.88640873016	NA
7	12000	10297.5590277778	14997.4583333333	-4699.89930555555	1702.44097222222
8	13769	13806.8923611111	15079.625	-1272.73263888889	-37.8923611111113
9	14031	15601.5828373016	15105.0416666667	496.541170634921	-1570.58283730159
10	16078	17025.5352182540	15146.1666666667	1879.36855158730	-947.535218253966
11	15827	15567.7733134921	15237.7916666667	329.981646825397	259.226686507936
12	13149	12683.6423611111	15297.7083333333	-2614.06597222222	465.357638888891
13	15969	14205.4102182540	15314.6666666667	-1109.25644841270	1763.58978174604
14	16628	16723.029265873	15331.7083333333	1391.32093253968	-95.029265873014
15	16670	16593.4102182540	15446.9583333333	1146.45188492063	76.5897817460354
16	16487	16868.1899801587	15607.4166666667	1260.77331349206	-381.189980158726
17	16883	17469.6304563492	15688	1781.63045634921	-586.630456349203
18	16201	17122.1364087302	15712.25	1409.88640873016	-921.136408730157
19	12168	11043.5590277778	15743.4583333333	-4699.89930555555	1124.44097222222
20	14010	14535.6006944444	15808.3333333333	-1272.73263888889	-525.600694444443
21	16556	16329.7078373016	15833.1666666667	496.541170634921	226.292162698413
22	17404	17730.4518849206	15851.0833333333	1879.36855158730	-326.451884920634
23	16435	16224.1483134921	15894.1666666667	329.981646825397	210.851686507935
24	13123	13343.3506944444	15957.4166666667	-2614.06597222222	-220.350694444443
25	16744	14922.1185515873	16031.375	-1109.25644841270	1821.8814484127
26	17410	17439.9042658730	16048.5833333333	1391.32093253968	-29.9042658730177
27	16484	17198.6185515873	16052.1666666667	1146.45188492063	-714.618551587304
28	17103	17324.8566468254	16064.0833333333	1260.77331349206	-221.856646825398
29	17301	17803.1721230159	16021.5416666667	1781.63045634921	-502.172123015871
30	17301	17487.3447420635	16077.4583333333	1409.88640873016	-186.344742063491
31	12843	11441.9340277778	16141.8333333333	-4699.89930555555	1401.06597222222
32	13748	14914.0173611111	16186.75	-1272.73263888889	-1166.01736111111
33	16904	16852.6661706349	16356.125	496.541170634921	51.3338293650795
34	17342	18356.6602182540	16477.2916666667	1879.36855158730	-1014.66021825397
35	15476	16829.6066468254	16499.625	329.981646825397	-1353.60664682539
36	15424	13881.6840277778	16495.75	-2614.06597222222	1542.31597222223
37	15988	15318.8268849206	16428.0833333333	-1109.25644841270	669.173115079368
38	19244	17736.8209325397	16345.5	1391.32093253968	1507.17906746032
39	18715	17471.0768849206	16324.625	1146.45188492063	1243.92311507937
40	17780	17620.2316468254	16359.4583333333	1260.77331349206	159.768353174602
41	17160	18250.1721230159	16468.5416666667	1781.63045634921	-1090.17212301587
42	17349	17887.6780753968	16477.7916666667	1409.88640873016	-538.678075396827
43	11171	11700.5173611111	16400.4166666667	-4699.89930555555	-529.51736111111
44	13438	15075.3090277778	16348.0416666667	-1272.73263888889	-1637.30902777778
45	16713	16842.0411706349	16345.5	496.541170634921	-129.041170634919
46	18369	18292.1185515873	16412.75	1879.36855158730	76.8814484126997
47	17067	16884.0649801587	16554.0833333333	329.981646825397	182.935019841272
48	14055	14142.9340277778	16757	-2614.06597222222	-87.9340277777774
49	15500	15806.8268849206	16916.0833333333	-1109.25644841270	-306.826884920632
50	18475	18499.5709325397	17108.25	1391.32093253968	-24.5709325396820
51	19423	18488.9102182540	17342.4583333333	1146.45188492063	934.089781746035
52	18686	18829.1483134921	17568.375	1260.77331349206	-143.148313492064
53	19646	19598.3804563492	17816.75	1781.63045634921	47.6195436507951
54	19733	19516.0947420635	18106.2083333333	1409.88640873016	216.905257936509
55	12605	13769.9340277778	18469.8333333333	-4699.89930555555	-1164.93402777777
56	16616	17533.6006944444	18806.3333333333	-1272.73263888889	-917.600694444442
57	19156	19490.1245039683	18993.5833333333	496.541170634921	-334.124503968258
58	21348	21057.2018849206	19177.8333333333	1879.36855158730	290.798115079368
59	20049	19700.3566468254	19370.375	329.981646825397	348.643353174604
60	18020	16797.6423611111	19411.7083333333	-2614.06597222222	1222.35763888889
61	20262	18252.2018849206	19361.4583333333	-1109.25644841270	2009.79811507937
62	21789	20821.404265873	19430.0833333333	1391.32093253968	967.59573412699
63	20603	20719.7435515873	19573.2916666667	1146.45188492063	-116.743551587300
64	21928	20827.3983134921	19566.625	1260.77331349206	1100.60168650794
65	21025	21315.1304563492	19533.5	1781.63045634921	-290.130456349209
66	19346	20900.4280753968	19490.5416666667	1409.88640873016	-1554.42807539682
67	11786	14433.8090277778	19133.7083333333	-4699.89930555555	-2647.80902777778
68	19082	17498.0173611111	18770.75	-1272.73263888889	1583.98263888889
69	20127	19253.0828373016	18756.5416666667	496.541170634921	873.917162698413
70	20217	20615.2852182540	18735.9166666667	1879.36855158730	-398.285218253965
71	20385	19058.8149801587	18728.8333333333	329.981646825397	1326.18501984127
72	16653	16330.8090277778	18944.875	-2614.06597222222	322.190972222223
73	13065	18087.0352182540	19196.2916666667	-1109.25644841270	-5022.03521825397
74	20275	20728.2375992063	19336.9166666667	1391.32093253968	-453.23759920635
75	21776	20507.6602182540	19361.2083333333	1146.45188492063	1268.33978174603
76	20260	20685.9399801587	19425.1666666667	1260.77331349206	-425.939980158728
77	22523	21157.0887896825	19375.4583333333	1781.63045634921	1365.91121031746
78	23033	20450.2614087302	19040.375	1409.88640873016	2582.73859126984
79	14133	14237.6840277778	18937.5833333333	-4699.89930555555	-104.684027777777
80	20110	17628.5590277778	18901.2916666667	-1272.73263888889	2481.44097222222
81	19682	19018.7911706349	18522.25	496.541170634921	663.208829365081
82	22197	20096.7435515873	18217.375	1879.36855158730	2100.2564484127
83	17212	18405.2316468254	18075.25	329.981646825397	-1193.23164682540
84	11784	15246.9340277778	17861	-2614.06597222222	-3462.93402777777
85	15467	16621.5768849206	17730.8333333333	-1109.25644841270	-1154.57688492063
86	17002	19093.029265873	17701.7083333333	1391.32093253968	-2091.02926587302
87	15952	18862.5768849206	17716.125	1146.45188492063	-2910.57688492063
88	18767	19074.2316468254	17813.4583333333	1260.77331349206	-307.231646825396
89	20605	19768.4221230159	17986.7916666667	1781.63045634921	836.577876984127
90	19809	19627.0530753968	18217.1666666667	1409.88640873016	181.946924603173
91	14233	NA	NA	-4699.89930555555	NA
92	19311	NA	NA	-1272.73263888889	NA
93	20827	NA	NA	496.541170634921	NA
94	23388	NA	NA	1879.36855158730	NA
95	20181	NA	NA	329.981646825397	NA
96	14344	NA	NA	-2614.06597222222	NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t1243892697pq6lp7bblxocmwz/1djwl1243892648.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t1243892697pq6lp7bblxocmwz/1djwl1243892648.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t1243892697pq6lp7bblxocmwz/2ngn41243892648.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t1243892697pq6lp7bblxocmwz/2ngn41243892648.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t1243892697pq6lp7bblxocmwz/36z6q1243892648.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t1243892697pq6lp7bblxocmwz/36z6q1243892648.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t1243892697pq6lp7bblxocmwz/4fnnb1243892648.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t1243892697pq6lp7bblxocmwz/4fnnb1243892648.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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