Vincent Van Roy, decompositie, eigen gegevens VERBETERNG

*Unverified author*

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

Title produced by software: Classical Decomposition

Date of computation: Sat, 06 Jun 2009 10:13:38 -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/06/t1244304880oyrht9qzfmc4kcw.htm/, Retrieved Sat, 06 Jun 2009 18:14:40 +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/06/t1244304880oyrht9qzfmc4kcw.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 «

4.73 4.73 4.73 4.73 4.74 4.74 4.74 4.74 4.74 4.76 4.76 4.76 4.76 4.76 4.76 4.77 4.77 4.78 4.78 4.79 4.83 4.84 4.85 4.85 4.86 4.87 4.87 4.9 4.9 4.92 4.92 4.95 4.96 4.95 4.95 4.95 4.96 4.96 4.96 4.96 4.97 4.97 4.97 5.03 5.08 5.1 5.11 5.13 5.13 5.13 5.15 5.15 5.15 5.17 5.17 5.18 5.2 5.22 5.23 5.23 5.26 5.27 5.28 5.31 5.31 5.32 5.33 5.34 5.38 5.39 5.41 5.44 5.44 5.44 5.46 5.47 5.47 5.49 5.49 5.5 5.52 5.59 5.6 5.6

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 4.73 NA NA 1.00120967061451 NA 2 4.73 NA NA 0.999820742199188 NA 3 4.73 NA NA 0.999307128328242 NA 4 4.73 NA NA 0.999749821376349 NA 5 4.74 NA NA 0.997834618605573 NA 6 4.74 NA NA 0.998169282473934 NA 7 4.74 4.72776316503166 4.74291666666667 0.996805024692611 1.00258829271712 8 4.74 4.73995758417818 4.74541666666667 0.99884960945014 1.00000894856569 9 4.74 4.75807796375019 4.74791666666667 1.00214015910491 0.996200574289048 10 4.76 4.7624624643287 4.75083333333333 1.00244780866417 0.999482943047396 11 4.76 4.76350047865544 4.75375 1.00205111304874 0.999265145732403 12 4.76 4.76434878532403 4.75666666666667 1.00161502144163 0.999087223559823 13 4.76 4.76575803212507 4.76 1.00120967061451 0.998791790920509 14 4.76 4.76289606065138 4.76375 0.999820742199188 0.999391953841843 15 4.76 4.76627862415558 4.76958333333333 0.999307128328242 0.998682698882991 16 4.77 4.77547164677436 4.77666666666667 0.999749821376349 0.998854218561206 17 4.77 4.77339135675441 4.78375 0.997834618605573 0.99928952886932 18 4.78 4.78247857465324 4.79125 0.998169282473934 0.999481738472103 19 4.78 4.78383344767062 4.79916666666667 0.996805024692611 0.999198666150786 20 4.79 4.80238568476882 4.80791666666667 0.99884960945014 0.997420930849411 21 4.83 4.82739265808828 4.81708333333333 1.00214015910491 1.00054011390753 22 4.84 4.83889910973934 4.82708333333333 1.00244780866417 1.00022750841373 23 4.85 4.84783978067038 4.83791666666667 1.00205111304874 1.00044560452229 24 4.85 4.85699817480738 4.84916666666667 1.00161502144163 0.998559156385176 25 4.86 4.8667133405787 4.86083333333333 1.00120967061451 0.998620559685994 26 4.87 4.87245975031738 4.87333333333333 0.999820742199188 0.99949517277855 27 4.87 4.8820316998536 4.88541666666667 0.999307128328242 0.997535513779241 28 4.9 4.8941919380628 4.89541666666667 0.999749821376349 1.00118672541059 29 4.9 4.8935472754115 4.90416666666667 0.997834618605573 1.00131861903551 30 4.92 4.9035066001532 4.9125 0.998169282473934 1.00336359287174 31 4.92 4.90511139234156 4.92083333333333 0.996805024692611 1.00303532508593 32 4.95 4.92308001257738 4.92875 0.99884960945014 1.00546811901368 33 4.96 4.94681436038161 4.93625 1.00214015910491 1.00266548098590 34 4.95 4.95459829432266 4.9425 1.00244780866417 0.999071913796133 35 4.95 4.95806540310574 4.94791666666667 1.00205111304874 0.9983732761773 36 4.95 4.96091573328195 4.95291666666667 1.00161502144163 0.99779965355817 37 4.96 4.96307977137535 4.95708333333333 1.00120967061451 0.999379463656193 38 4.96 4.96161043316347 4.9625 0.999820742199188 0.999675421280013 39 4.96 4.96738918373163 4.97083333333333 0.999307128328242 0.998512461283317 40 4.96 4.98083692258208 4.98208333333333 0.999749821376349 0.995816582051178 41 4.97 4.98418391993484 4.995 0.997834618605573 0.99715421417775 42 4.97 4.99999629745901 5.00916666666667 0.998169282473934 0.994000736065693 43 4.97 5.00769924279951 5.02375 0.996805024692611 0.992471743814545 44 5.03 5.03212109494235 5.03791666666667 0.99884960945014 0.9995784888912 45 5.08 5.06373071227719 5.05291666666667 1.00214015910491 1.00321290539471 46 5.1 5.08115733016652 5.06875 1.00244780866417 1.00370834213726 47 5.11 5.09459486725863 5.08416666666667 1.00205111304874 1.00302381899695 48 5.13 5.10823660935232 5.1 1.00161502144163 1.00426045078018 49 5.13 5.12285614797758 5.11666666666667 1.00120967061451 1.00139450568512 50 5.13 5.13033018340958 5.13125 0.999820742199188 0.999935640904624 51 5.15 5.13893690742798 5.1425 0.999307128328242 1.00215279789795 52 5.15 5.15121095464164 5.1525 0.999749821376349 0.99976491845271 53 5.15 5.15132121855127 5.1625 0.997834618605573 0.999743518508123 54 5.17 5.16219880586103 5.17166666666667 0.998169282473934 1.00151121536236 55 5.17 5.16469603418859 5.18125 0.996805024692611 1.00102696572582 56 5.18 5.18652659706985 5.1925 0.99884960945014 0.99874162467931 57 5.2 5.21488685294218 5.20375 1.00214015910491 0.997145316214526 58 5.22 5.22860069535754 5.21583333333333 1.00244780866417 0.998355067472417 59 5.23 5.2398922786507 5.22916666666667 1.00205111304874 0.99811212175277 60 5.23 5.25054941031549 5.24208333333333 1.00161502144163 0.996086236180329 61 5.26 5.26135681907926 5.255 1.00120967061451 0.999742116125951 62 5.27 5.26738894348606 5.26833333333333 0.999820742199188 1.00049570224298 63 5.28 5.27883990539394 5.2825 0.999307128328242 1.00021976317275 64 5.31 5.29575811631563 5.29708333333333 0.999749821376349 1.00268930026099 65 5.31 5.30016488249327 5.31166666666667 0.997834618605573 1.00185562482013 66 5.32 5.31816275624758 5.32791666666667 0.998169282473934 1.00034546587546 67 5.33 5.3270921861281 5.34416666666667 0.996805024692611 1.00054585386742 68 5.34 5.35258534464094 5.35875 0.99884960945014 0.997648735362335 69 5.38 5.38483312159038 5.37333333333333 1.00214015910491 0.999102456569916 70 5.39 5.40068756917822 5.3875 1.00244780866417 0.998021072494692 71 5.41 5.4119110530574 5.40083333333333 1.00205111304874 0.99964688017991 72 5.44 5.42332800151417 5.41458333333333 1.00161502144163 1.00307412689794 73 5.44 5.43489982865244 5.42833333333333 1.00120967061451 1.00093841128785 74 5.44 5.44069120546725 5.44166666666667 0.999820742199188 0.99987295631361 75 5.46 5.45038762909028 5.45416666666667 0.999307128328242 1.00176361234537 76 5.47 5.46696527322633 5.46833333333333 0.999749821376349 1.00055510262495 77 5.47 5.47270711862715 5.48458333333333 0.997834618605573 0.999505341950799 78 5.49 5.48909924587124 5.49916666666667 0.998169282473934 1.00016409871427 79 5.49 NA NA 0.996805024692611 NA 80 5.5 NA NA 0.99884960945014 NA 81 5.52 NA NA 1.00214015910491 NA 82 5.59 NA NA 1.00244780866417 NA 83 5.6 NA NA 1.00205111304874 NA 84 5.6 NA NA 1.00161502144163 NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/06/t1244304880oyrht9qzfmc4kcw/1u39e1244304813.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/06/t1244304880oyrht9qzfmc4kcw/1u39e1244304813.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/06/t1244304880oyrht9qzfmc4kcw/2i5c61244304813.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/06/t1244304880oyrht9qzfmc4kcw/2i5c61244304813.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/06/t1244304880oyrht9qzfmc4kcw/3jfwt1244304813.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/06/t1244304880oyrht9qzfmc4kcw/3jfwt1244304813.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/06/t1244304880oyrht9qzfmc4kcw/4um221244304813.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/06/t1244304880oyrht9qzfmc4kcw/4um221244304813.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

Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.

Privacy Policy

We may request personal information to be submitted to our servers in order to be able to:

• personalize online software applications according to your needs
• enforce strict security rules with respect to the data that you upload (e.g. statistical data)
• manage user sessions of online applications
• alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.

FreeStatistics.org is powered by