Deomposition-Goudprijs-Nina Van Geel

*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 12:52:00 -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/t1243968761wgntsogevnldzbk.htm/, Retrieved Tue, 02 Jun 2009 20:52:41 +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/t1243968761wgntsogevnldzbk.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 «

9721 9897 9828 9924 10371 10846 10413 10709 10662 10570 10297 10635 10872 10296 10383 10431 10574 10653 10805 10872 10625 10407 10463 10556 10646 10702 11353 11346 11451 11964 12574 13031 13812 14544 14931 14886 16005 17064 15168 16050 15839 15137 14954 15648 15305 15579 16348 15928 16171 15937 15713 15594 15683 16438 17032 17696 17745 19394 20148 20108 18584 18441 18391 19178 18079 18483 19644 19195 19650 20830 23595 22937

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 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 Classical Decomposition by Moving Averages t Observations Fit Trend Seasonal Random 1 9721 NA NA 1.01782445591248 NA 2 9897 NA NA 1.00719983532485 NA 3 9828 NA NA 0.982207501903263 NA 4 9924 NA NA 0.99031197129628 NA 5 10371 NA NA 0.968905020750641 NA 6 10846 NA NA 0.969543042112416 NA 7 10413 10262.3532614478 10370.7083333333 0.9895518157099 1.01467955104587 8 10709 10533.4812626501 10435.2916666667 1.00940937724789 1.01666293725439 9 10662 10489.0466811601 10475.0416666667 1.00133698890554 1.01648894547782 10 10570 10702.0150828113 10519.2916666667 1.01737031560059 0.987664464889106 11 10297 10830.9683872165 10548.875 1.02674156127706 0.95069984805359 12 10635 10756.0378869376 10549.2916666667 1.01959811395909 0.988746982094157 13 10872 10745.7665120007 10557.5833333333 1.01782445591248 1.01174727627465 14 10296 10656.8876909536 10580.7083333333 1.00719983532485 0.966135732925108 15 10383 10397.6076898354 10585.9583333333 0.982207501903263 0.998595091268 16 10431 10475.1486653828 10577.625 0.99031197129628 0.995785390089144 17 10574 10248.8350832451 10577.75 0.968905020750641 1.03172701230079 18 10653 10259.0985072323 10581.375 0.969543042112416 1.03839533195729 19 10805 10458.2432896327 10568.6666666667 0.9895518157099 1.03315630558251 20 10872 10675.6818086699 10576.1666666667 1.00940937724789 1.01838928837038 21 10625 10647.7168715270 10633.5 1.00133698890554 0.99786650304463 22 10407 10898.1132111434 10712.0416666667 1.01737031560059 0.954935941513143 23 10463 11075.1617552069 10786.7083333333 1.02674156127706 0.944726608176253 24 10556 11091.0608338827 10877.875 1.01959811395909 0.951757470101678 25 10646 11202.3880085344 11006.2083333333 1.01782445591248 0.950333088970804 26 10702 11250.2962605991 11169.875 1.00719983532485 0.951263838044925 27 11353 11189.9217413707 11392.625 0.982207501903263 1.01457367284584 28 11346 11584.4631252299 11697.7916666667 0.99031197129628 0.97941526312855 29 11451 11681.4418985100 12056.3333333333 0.968905020750641 0.980272820726063 30 11964 12044.5524169090 12422.9166666667 0.969543042112416 0.99331212866026 31 12574 12692.61005818 12826.625 0.9895518157099 0.990655187732364 32 13031 13440.2858580557 13315 1.00940937724789 0.969547830873671 33 13812 13757.4106129477 13739.0416666667 1.00133698890554 1.00396799867272 34 14544 14338.8172280747 14094 1.01737031560059 1.01430960229575 35 14931 14859.8594927693 14472.8333333333 1.02674156127706 1.00478742798781 36 14886 15077.6894594627 14787.875 1.01959811395909 0.987286549442599 37 16005 15286.9599594635 15019.25 1.01782445591248 1.04697075431875 38 17064 15337.0935257493 15227.4583333333 1.00719983532485 1.11259672318953 39 15168 15124.7268446203 15398.7083333333 0.982207501903263 1.00286108673725 40 16050 15353.8380659763 15504.0416666667 0.99031197129628 1.04534123201197 41 15839 15120.9336090472 15606.2083333333 0.968905020750641 1.04748823118456 42 15137 15230.2284675299 15708.6666666667 0.969543042112416 0.993878721666673 43 14954 15594.3470637723 15759 0.9895518157099 0.958937231475377 44 15648 15866.8639422356 15718.9583333333 1.00940937724789 0.986206225563389 45 15305 15715.6919842507 15694.7083333333 1.00133698890554 0.973867394152149 46 15579 15971.1031185962 15698.4166666667 1.01737031560059 0.97544921501761 47 16348 16092.0349280986 15672.9166666667 1.02674156127706 1.01590632092492 48 15928 16028.7196002581 15720.625 1.01959811395909 0.99371630406109 49 16171 16144.1377887512 15861.4166666667 1.01782445591248 1.00166389878483 50 15937 16148.7706930417 16033.3333333333 1.00719983532485 0.986886265396475 51 15713 15931.7330833716 16220.3333333333 0.982207501903263 0.986270603315602 52 15594 16321.2903359352 16480.9583333333 0.99031197129628 0.955439164369628 53 15683 16275.9087648245 16798.25 0.968905020750641 0.963571388031748 54 16438 16608.9994686673 17130.75 0.969543042112416 0.98970440880621 55 17032 17223.6028970130 17405.4583333333 0.9895518157099 0.988875562322315 56 17696 17776.0356031278 17610.3333333333 1.00940937724789 0.995497556096605 57 17745 17850.0834984774 17826.25 1.00133698890554 0.994112996811118 58 19394 18401.3464599872 18087.1666666667 1.01737031560059 1.05394461444282 59 20148 18826.6755147633 18336.3333333333 1.02674156127706 1.07018363301586 60 20108 18884.3590179290 18521.375 1.01959811395909 1.06479653245891 61 18584 19049.0087859254 18715.4166666667 1.01782445591248 0.97558881980941 62 18441 19022.6895231618 18886.7083333333 1.00719983532485 0.969421278602402 63 18391 18689.9763752788 19028.5416666667 0.982207501903263 0.984003383991738 64 19178 18982.0522878143 19167.75 0.99031197129628 1.01032278855914 65 18079 18768.8610121733 19371.2083333333 0.968905020750641 0.963244385915272 66 18483 19034.7557624058 19632.7083333333 0.969543042112416 0.971013247068002 67 19644 NA NA 0.9895518157099 NA 68 19195 NA NA 1.00940937724789 NA 69 19650 NA NA 1.00133698890554 NA 70 20830 NA NA 1.01737031560059 NA 71 23595 NA NA 1.02674156127706 NA 72 22937 NA NA 1.01959811395909 NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243968761wgntsogevnldzbk/104pk1243968716.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243968761wgntsogevnldzbk/104pk1243968716.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243968761wgntsogevnldzbk/2fn0t1243968716.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243968761wgntsogevnldzbk/2fn0t1243968716.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243968761wgntsogevnldzbk/3q89p1243968716.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243968761wgntsogevnldzbk/3q89p1243968716.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243968761wgntsogevnldzbk/4wdbr1243968716.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243968761wgntsogevnldzbk/4wdbr1243968716.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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