decompositie prijzen energiegrondstoffen - Charlotte De Saeger

*Unverified author*

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

Title produced by software: Classical Decomposition

Date of computation: Wed, 03 Jun 2009 07:06:50 -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/03/t1244034495uhifymzfqnthrd0.htm/, Retrieved Wed, 03 Jun 2009 15:08:15 +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/03/t1244034495uhifymzfqnthrd0.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 «

106,8 114,3 105,7 90,1 91,6 97,7 100,8 104,6 95,9 102,7 104 107,9 113,8 113,8 123,1 125,1 137,6 134 140,3 152,1 150,6 167,3 153,2 142 154,4 158,5 180,9 181,3 172,4 192 199,3 215,4 214,3 201,5 190,5 196 215,7 209,4 214,1 237,8 239 237,8 251,5 248,8 215,4 201,2 203,1 214,2 188,9 203 213,3 228,5 228,2 240,9 258,8 248,5 269,2 289,6 323,4 317,2 322,8 340,9 368,2 388,5 441,2 474,3 483,9 417,9 365,9 263 199,4 157,2

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 1 106.8 NA NA 0.943353544186046 NA 2 114.3 NA NA 0.941668404876309 NA 3 105.7 NA NA 0.989597587183469 NA 4 90.1 NA NA 1.01967889364651 NA 5 91.6 NA NA 1.04339512685611 NA 6 97.7 NA NA 1.07713444164794 NA 7 100.8 105.824066266178 102.133333333333 1.03613641905527 0.952524350618494 8 104.6 107.398046286489 102.404166666667 1.04876637135360 0.97394695356911 9 95.9 102.495342509423 103.108333333333 0.994054885729477 0.93565227113791 10 102.7 104.753994769180 105.291666666667 0.994893499984301 0.980392205817962 11 104 105.038444304931 108.666666666667 0.966611450658877 0.99011367398096 12 107.9 105.897984628496 112.095833333333 0.944709374822101 1.01890513193927 13 113.8 108.725426607209 115.254166666667 0.943353544186046 1.04667329024262 14 113.8 111.944755248025 118.879166666667 0.941668404876309 1.01657285995994 15 123.1 121.856572891804 123.1375 0.989597587183469 1.01020402165175 16 125.1 130.629363600231 128.108333333333 1.01967889364651 0.957671357741949 17 137.6 138.615042602835 132.85 1.04339512685611 0.992677255052737 18 134 146.835864697481 136.320833333333 1.07713444164794 0.912583586278963 19 140.3 144.47195469694 139.433333333333 1.03613641905527 0.971122736549862 20 152.1 149.960481523922 142.9875 1.04876637135360 1.01426721529789 21 150.6 146.382865714380 147.258333333333 0.994054885729477 1.02880893378497 22 167.3 151.232102776780 152.008333333333 0.994893499984301 1.1062466032555 23 153.2 150.598064012653 155.8 0.966611450658877 1.01727735349326 24 142 150.838596846596 159.666666666667 0.944709374822101 0.94140361266033 25 154.4 155.220964416279 164.541666666667 0.943353544186046 0.994710995261714 26 158.5 159.742274032205 169.6375 0.941668404876309 0.99222326062571 27 180.9 173.109481261348 174.929166666667 0.989597587183469 1.04500342027419 28 181.3 182.531019286838 179.008333333333 1.01967889364651 0.993255835136144 29 172.4 189.884870648727 181.9875 1.04339512685611 0.907918568820196 30 192 200.122603137839 185.791666666667 1.07713444164794 0.959411865474063 31 199.3 197.483284236855 190.595833333333 1.03613641905527 1.00919933942847 32 215.4 204.793483306193 195.270833333333 1.04876637135360 1.05179128028185 33 214.3 197.593259910877 198.775 0.994054885729477 1.08455116382340 34 201.5 201.478369915571 202.5125 0.994893499984301 1.00010735685641 35 190.5 200.708812633894 207.641666666667 0.966611450658877 0.949136201346 36 196 200.585418009103 212.325 0.944709374822101 0.97713982374883 37 215.7 204.149568241395 216.408333333333 0.943353544186046 1.05657828159081 38 209.4 207.143507362666 219.975 0.941668404876309 1.01089337853773 39 214.1 219.10927577226 221.4125 0.989597587183469 0.97713800223836 40 237.8 225.803642335962 221.445833333333 1.01967889364651 1.05312738776016 41 239 231.590243365105 221.958333333333 1.04339512685611 1.03199511571484 42 237.8 240.461287977555 223.241666666667 1.07713444164794 0.988932572057907 43 251.5 230.937538867102 222.883333333333 1.03613641905527 1.08903905893243 44 248.8 232.301751254821 221.5 1.04876637135360 1.07102076784209 45 215.4 219.88494072336 221.2 0.994054885729477 0.979603238363637 46 201.2 219.651757848617 220.779166666667 0.994893499984301 0.91599540095038 47 203.1 212.598133476998 219.941666666667 0.966611450658877 0.955323533082545 48 214.2 207.477860156242 219.620833333333 0.944709374822101 1.03239931161183 49 188.9 207.588878037907 220.054166666667 0.943353544186046 0.90997167953047 50 203 207.492709396141 220.345833333333 0.941668404876309 0.978347627686698 51 213.3 220.259682967361 222.575 0.989597587183469 0.968402374535371 52 228.5 232.996627198226 228.5 1.01967889364651 0.980700891457966 53 228.2 247.488976610575 237.195833333333 1.04339512685611 0.922061269658382 54 240.9 265.513639866216 246.5 1.07713444164794 0.907298021003297 55 258.8 265.635157200216 256.370833333333 1.03613641905527 0.974268627420188 56 248.5 280.750387751477 267.695833333333 1.04876637135360 0.885127895958508 57 269.2 278.231820620323 279.895833333333 0.994054885729477 0.967538505839531 58 289.6 291.520377053733 293.016666666667 0.994893499984301 0.993412546069192 59 323.4 298.256018196219 308.558333333333 0.966611450658877 1.08430335104668 60 317.2 309.069544551174 327.158333333333 0.944709374822101 1.02630623298919 61 322.8 326.647956593721 346.2625 0.943353544186046 0.988219866323833 62 340.9 341.543130448637 362.7 0.941668404876309 0.998116986139372 63 368.2 369.899208119341 373.7875 0.989597587183469 0.995406294249777 64 388.5 384.121536560752 376.708333333333 1.01967889364651 1.01139864085323 65 441.2 386.508334825066 370.433333333333 1.04339512685611 1.14150190370329 66 474.3 386.26041077495 358.6 1.07713444164794 1.22792806813522 67 483.9 NA NA 1.03613641905527 NA 68 417.9 NA NA 1.04876637135360 NA 69 365.9 NA NA 0.994054885729477 NA 70 263 NA NA 0.994893499984301 NA 71 199.4 NA NA 0.966611450658877 NA 72 157.2 NA NA 0.944709374822101 NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/03/t1244034495uhifymzfqnthrd0/1nrye1244034406.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/03/t1244034495uhifymzfqnthrd0/1nrye1244034406.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/03/t1244034495uhifymzfqnthrd0/2u3ao1244034406.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/03/t1244034495uhifymzfqnthrd0/2u3ao1244034406.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/03/t1244034495uhifymzfqnthrd0/3r9o21244034406.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/03/t1244034495uhifymzfqnthrd0/3r9o21244034406.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/03/t1244034495uhifymzfqnthrd0/4d8ls1244034406.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/03/t1244034495uhifymzfqnthrd0/4d8ls1244034406.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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