Home » date » 2009 » Jun » 04 »

Brutoschuld van de schatkist van België - Tom Janssens

*Unverified author*
R Software Module: rwasp_decompose.wasp (opens new window with default values)
Title produced by software: Classical Decomposition
Date of computation: Thu, 04 Jun 2009 08:13:36 -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/04/t1244124853yb335lor6m431ur.htm/, Retrieved Thu, 04 Jun 2009 16:14:18 +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/04/t1244124853yb335lor6m431ur.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 «
321.935 310.215 309.030 305.333 294.735 289.351 288.225 289.648 290.155 288.301 289.148 289.741 287.595 285.226 287.816 283.519 290.304 282.166 280.041 282.500 279.913 277.793 281.229 275.363 273.547 270.601 273.338 271.917 273.985 273.911 270.798 271.115 271.344 274.525 276.663 273.784 274.027 269.160 270.491 270.846 270.333 272.599 272.764 270.674 268.175 268.351 272.482 268.714 269.419 265.518 264.101 267.179 271.322 270.157 271.296 269.907 271.244 266.844 270.911 269.829 269.285 263.018 266.680 265.814 268.457 269.508 270.223 264.676 265.521 262.971 266.003 267.722 266.433
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Classical Decomposition by Moving Averages
tObservationsFitTrendSeasonalRandom
1321.935NANA1.00141829633784NA
2310.215NANA0.98775008885803NA
3309.03NANA0.995697790077363NA
4305.333NANA0.99505059438254NA
5294.735NANA1.00748583486033NA
6289.351NANA1.00465641433361NA
7288.225296.805867731477295.7205833333331.003669965701780.97108929214553
8289.648292.205871668915293.2485416666670.9964444154033110.991246337199502
9290.155290.690987940887291.3234166666670.997829118122340.998156159072271
10288.301289.045438671142289.5305833333330.9983243750742820.997424492583018
11289.148291.211658328869288.4370416666671.009619488003930.992913544942838
12289.741288.544387459403287.9530416666671.002053618844631.00414706572924
13287.595287.720161169616287.3126666666671.001418296337840.999564989922476
14285.226283.162104348272286.6738333333330.987750088858031.00728874245542
15287.816284.719036299279285.949250.9956977900773631.01087726251456
16283.519283.673667016015285.0846666666670.995050594382540.999454771330585
17290.304286.445224174256284.3168751.007485834860331.0134712520932
18282.166284.707404502437283.3878333333331.004656414333610.991073626950874
19280.041283.239093526759282.2034166666671.003669965701780.988708855522246
20282.5280.009558098448281.0087083333330.9964444154033111.00889413175202
21279.913279.188679086585279.7960833333330.997829118122341.00259437780853
22277.793278.242404221067278.7094166666670.9983243750742820.99838484639922
23281.229280.215892485018277.5460416666671.009619488003931.00361545344911
24275.363277.089996046858276.5221251.002053618844630.993767382180891
25273.547276.184197927665275.7930416666671.001418296337840.990451307687214
26270.601271.565630211303274.9335416666670.987750088858030.996447892870125
27273.338272.922880118009274.1021250.9956977900773631.00152101532056
28271.917272.25471515753273.6089166666670.995050594382540.998759561767978
29273.985275.328247665219273.28251.007485834860330.995121286404104
30273.911274.297782647371273.0264583333331.004656414333610.998589916974034
31270.798273.982496350583272.9806666666671.003669965701780.988377008046135
32271.115271.970161517939272.9406250.9964444154033110.996855678898131
33271.344272.169824341073272.7619583333330.997829118122340.996965775529774
34274.525272.141935142931272.5987083333330.9983243750742821.00875669843318
35276.663275.02228363629272.4019166666671.009619488003931.00596575790884
36273.784272.754068285884272.1950833333331.002053618844631.00377604528720
37274.027272.608425271779272.2223333333331.001418296337841.00520370831095
38269.16268.950397226036272.2858750.987750088858031.00077933617546
39270.491270.964674464190272.1354583333330.9956977900773630.998251895878579
40270.846270.401184662844271.7461666666670.995050594382541.00164501992738
41270.333273.345725435096271.3147083333331.007485834860330.988978333462869
42272.599272.190808843094270.929251.004656414333611.00149965077308
43272.764271.51882114144270.5261.003669965701781.00458597622561
44270.674269.221594153601270.182250.9964444154033111.00539483413641
45268.175269.178623678435269.764250.997829118122340.996271532766162
46268.351268.893886788627269.3452083333330.9983243750742820.997981037073357
47272.482271.823514625943269.2336251.009619488003931.00242247391644
48268.714269.725862249735269.1730833333331.002053618844630.99624855310019
49269.419269.391702800892269.0101666666671.001418296337841.00010132902693
50265.518265.622831801688268.9170416666670.987750088858030.99960533587803
51264.101267.855608114674269.0129583333330.9956977900773630.98598271605698
52267.179267.746265295707269.0780416666670.995050594382540.997881332555357
53271.322270.963105392804268.9497916666671.007485834860331.00132451466658
54270.157270.183044859732268.9307916666671.004656414333610.99990360290837
55271.296269.958783458084268.9716666666671.003669965701781.00495341001610
56269.907267.905955377130268.8619166666670.9964444154033111.00746920545328
57271.244268.281533725029268.8652083333330.997829118122341.01104237863053
58266.844268.465189663231268.9157916666670.9983243750742820.99396126676511
59270.911271.324678463912268.7395416666671.009619488003930.998475337863648
60269.829269.144712903039268.5931251.002053618844631.00254245045195
61269.285268.902217882795268.5213751.001418296337841.00142349929361
62263.018264.97256299319268.2587083333330.987750088858030.992623526862137
63266.68266.650149990153267.8022916666670.9956977900773631.00011194447049
64265.814266.078975103936267.4024583333330.995050594382540.999004148659877
65268.457269.035575097834267.0365833333331.007485834860330.997849447614415
66269.508267.986363609792266.7442916666671.004656414333611.00567803663482
67270.223267.515850761566266.5376666666671.003669965701781.01011958443108
68264.676NANA0.996444415403311NA
69265.521NANA0.99782911812234NA
70262.971NANA0.998324375074282NA
71266.003NANA1.00961948800393NA
72267.722NANA1.00205361884463NA
73266.433NANANANA
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/04/t1244124853yb335lor6m431ur/1yg991244124814.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/04/t1244124853yb335lor6m431ur/1yg991244124814.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/04/t1244124853yb335lor6m431ur/2krln1244124814.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/04/t1244124853yb335lor6m431ur/2krln1244124814.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/04/t1244124853yb335lor6m431ur/3e31r1244124814.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/04/t1244124853yb335lor6m431ur/3e31r1244124814.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/04/t1244124853yb335lor6m431ur/424fh1244124814.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/04/t1244124853yb335lor6m431ur/424fh1244124814.ps (open in new window)


 
Parameters (Session):
par1 = 4 ;
 
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')
 





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