Martin Horemans - Opgave 9: oef2

*Unverified author*

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

Title produced by software: Classical Decomposition

Date of computation: Tue, 02 Jun 2009 02:12:48 -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/02/t1243930724vucpwzu1yjt8l5m.htm/, Retrieved Tue, 02 Jun 2009 10:18:48 +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/02/t1243930724vucpwzu1yjt8l5m.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 «

1746 1271 1363 1664 2179 2305 2098 2231 1407 1966 2293 2045 1532 1333 1583 1712 2641 2267 2126 2231 1517 2010 2628 2115 1829 1636 1787 2122 2620 2555 2337 2524 1801 2417 2389 2267 2135 1760 1905 2176 2344 2674 2766 2783 2000 2588 2736 2704 2466 1976 2171 2397 2942 2707 2861 2765 1814 2611 2606 2518 2267 1730 1901 2124 2448 2489 2521 2466 1827 2278 2373 2356 2075 1606 1699 2311 2093 2064 2180 2136

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 1746 NA NA -180.19375 NA 2 1271 NA NA -544.477083333333 NA 3 1363 NA NA -367.535416666667 NA 4 1664 NA NA -136.835416666667 NA 5 2179 NA NA 352.697916666667 NA 6 2305 NA NA 288.839583333334 NA 7 2098 2137.27291666667 1871.75 265.522916666667 -39.2729166666666 8 2231 2155.73958333333 1865.41666666667 290.322916666667 75.260416666667 9 1407 1402.24791666667 1877.16666666667 -474.91875 4.75208333333353 10 1966 1996.45625 1888.33333333333 108.122916666667 -30.4562499999997 11 2293 2182.88125 1909.58333333333 273.297916666667 110.11875 12 2045 2052.40625 1927.25 125.15625 -7.40624999999977 13 1532 1746.63958333333 1926.83333333333 -180.19375 -214.639583333333 14 1333 1383.52291666667 1928 -544.477083333333 -50.5229166666663 15 1583 1565.04791666667 1932.58333333333 -367.535416666667 17.9520833333336 16 1712 1802.16458333333 1939 -136.835416666667 -90.1645833333334 17 2641 2307.48958333333 1954.79166666667 352.697916666667 333.510416666667 18 2267 2260.50625 1971.66666666667 288.839583333334 6.49374999999986 19 2126 2252.48125 1986.95833333333 265.522916666667 -126.48125 20 2231 2302.28125 2011.95833333333 290.322916666667 -71.2812500000002 21 1517 1558.16458333333 2033.08333333333 -474.91875 -41.1645833333334 22 2010 2166.78958333333 2058.66666666667 108.122916666667 -156.789583333334 23 2628 2348.17291666667 2074.875 273.297916666667 279.827083333333 24 2115 2211.15625 2086 125.15625 -96.15625 25 1829 1926.59791666667 2106.79166666667 -180.19375 -97.597916666667 26 1636 1583.31458333333 2127.79166666667 -544.477083333333 52.6854166666667 27 1787 1784.29791666667 2151.83333333333 -367.535416666667 2.70208333333312 28 2122 2043.78958333333 2180.625 -136.835416666667 78.2104166666668 29 2620 2540.32291666667 2187.625 352.697916666667 79.6770833333335 30 2555 2472.83958333333 2184 288.839583333334 82.1604166666671 31 2337 2468.60625 2203.08333333333 265.522916666667 -131.606250000000 32 2524 2511.32291666667 2221 290.322916666667 12.6770833333339 33 1801 1756.16458333333 2231.08333333333 -474.91875 44.8354166666668 34 2417 2346.37291666667 2238.25 108.122916666667 70.6270833333333 35 2389 2502.29791666667 2229 273.297916666667 -113.297916666666 36 2267 2347.61458333333 2222.45833333333 125.15625 -80.6145833333335 37 2135 2065.09791666667 2245.29166666667 -180.19375 69.9020833333334 38 1760 1729.48125 2273.95833333333 -544.477083333333 30.5187499999997 39 1905 1925.50625 2293.04166666667 -367.535416666667 -20.5062499999999 40 2176 2171.62291666667 2308.45833333333 -136.835416666667 4.3770833333333 41 2344 2682.73958333333 2330.04166666667 352.697916666667 -338.739583333333 42 2674 2651.54791666667 2362.70833333333 288.839583333334 22.4520833333336 43 2766 2660.23125 2394.70833333333 265.522916666667 105.768750000000 44 2783 2707.82291666667 2417.5 290.322916666667 75.1770833333335 45 2000 1962.66458333333 2437.58333333333 -474.91875 37.3354166666668 46 2588 2565.99791666667 2457.875 108.122916666667 22.0020833333333 47 2736 2765.29791666667 2492 273.297916666667 -29.2979166666669 48 2704 2643.44791666667 2518.29166666667 125.15625 60.5520833333335 49 2466 2343.43125 2523.625 -180.19375 122.568750000000 50 1976 1982.35625 2526.83333333333 -544.477083333333 -6.35625000000027 51 2171 2150.79791666667 2518.33333333333 -367.535416666667 20.2020833333336 52 2397 2374.70625 2511.54166666667 -136.835416666667 22.2937499999998 53 2942 2859.78125 2507.08333333333 352.697916666667 82.21875 54 2707 2782.75625 2493.91666666667 288.839583333334 -75.7562499999999 55 2861 2743.39791666667 2477.875 265.522916666667 117.602083333334 56 2765 2749.65625 2459.33333333333 290.322916666667 15.34375 57 1814 1962.91458333333 2437.83333333333 -474.91875 -148.914583333333 58 2611 2523.33125 2415.20833333333 108.122916666667 87.6687499999998 59 2606 2656.54791666667 2383.25 273.297916666667 -50.5479166666673 60 2518 2478.73958333333 2353.58333333333 125.15625 39.260416666667 61 2267 2150.13958333333 2330.33333333333 -180.19375 116.860416666666 62 1730 1759.23125 2303.70833333333 -544.477083333333 -29.2312500000003 63 1901 1924.25625 2291.79166666667 -367.535416666667 -23.2562500000004 64 2124 2141.62291666667 2278.45833333333 -136.835416666667 -17.6229166666662 65 2448 2607.57291666667 2254.875 352.697916666667 -159.572916666667 66 2489 2527.25625 2238.41666666667 288.839583333334 -38.2562499999999 67 2521 2489.18958333333 2223.66666666667 265.522916666667 31.8104166666662 68 2466 2500.82291666667 2210.5 290.322916666667 -34.8229166666665 69 1827 1721.99791666667 2196.91666666667 -474.91875 105.002083333334 70 2278 2304.41458333333 2196.29166666667 108.122916666667 -26.4145833333332 71 2373 2462.58958333333 2189.29166666667 273.297916666667 -89.5895833333334 72 2356 2281.94791666667 2156.79166666667 125.15625 74.0520833333335 73 2075 NA 2124.875 NA NA 74 1606 NA 2096.91666666667 NA NA 75 1699 NA NA NA NA 76 2311 NA NA NA NA 77 2093 NA NA NA NA 78 2064 NA NA NA NA 79 2180 NA NA NA NA 80 2136 NA NA NA NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243930724vucpwzu1yjt8l5m/1woce1243930365.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243930724vucpwzu1yjt8l5m/1woce1243930365.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243930724vucpwzu1yjt8l5m/2anek1243930365.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243930724vucpwzu1yjt8l5m/2anek1243930365.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243930724vucpwzu1yjt8l5m/30lqm1243930365.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243930724vucpwzu1yjt8l5m/30lqm1243930365.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243930724vucpwzu1yjt8l5m/4sjai1243930365.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243930724vucpwzu1yjt8l5m/4sjai1243930365.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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