huishoudbroodprijzen - decompositiemodel - Joris Hoefnagels

*Unverified author*

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

Title produced by software: Classical Decomposition

Date of computation: Sun, 07 Jun 2009 13:16:51 -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/07/t1244402273lu2kwp8b1oc8evn.htm/, Retrieved Sun, 07 Jun 2009 21:17:53 +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/07/t1244402273lu2kwp8b1oc8evn.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 «

40,04 40,04 40,03 40,03 41,63 42,03 42,03 42,03 42,03 42,03 42,03 42,03 42,03 42,03 42,03 42,03 42,03 42,03 42,03 42,03 42,03 42,38 42,06 42,06 42,05 42,05 42,05 42,05 44,36 44,48 44,49 44,49 44,49 44,49 44,49 44,48 44,48 44,48 44,48 44,48 44,48 44,49 44,49 44,49 44,49 44,49 44,49 44,49 44,49 45,5 45,94 45,95 45,96 45,96 45,96 45,96 45,96 45,96 45,96 45,96 45,97 46,06 47,9 47,93 47,94 47,94 47,94 47,94 47,94 47,94 47,94 47,94

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 40.04 NA NA 0.991137210306149 NA 2 40.04 NA NA 0.993811082754815 NA 3 40.03 NA NA 1.00140089478749 NA 4 40.03 NA NA 0.999383160146058 NA 5 41.63 NA NA 1.00794514978150 NA 6 42.03 NA NA 1.00633641433178 NA 7 42.03 41.6690467540631 41.4145833333333 1.00614429508276 1.00866238308900 8 42.03 41.7395814405740 41.5804166666667 1.00382787828182 1.00695786947072 9 42.03 41.7954848105492 41.7466666666667 1.00116939022395 1.00561101732672 10 42.03 41.9071709221882 41.9133333333333 0.99985297253511 1.00293097995185 11 42.03 41.8310210513498 42.0133333333333 0.9956606089658 1.00475673181407 12 42.03 41.7496995260005 42.03 0.993330942802771 1.00671383212770 13 42.03 41.6574969491674 42.03 0.991137210306149 1.00894204112376 14 42.03 41.7698798081849 42.03 0.993811082754815 1.00622745847031 15 42.03 42.0888796079180 42.03 1.00140089478749 0.9986010649733 16 42.03 42.0186485586909 42.0445833333333 0.999383160146058 1.00027015246083 17 42.03 42.3945929769555 42.0604166666667 1.00794514978150 0.991400012328137 18 42.03 42.3294447346699 42.0629166666667 1.00633641433178 0.992925852523064 19 42.03 42.3234597726565 42.065 1.00614429508276 0.99306626220463 20 42.03 42.2276927463885 42.0666666666667 1.00382787828182 0.99531840994544 21 42.03 42.1175276310713 42.0683333333333 1.00116939022395 0.997921824095708 22 42.38 42.0638145545521 42.07 0.99985297253511 1.00751680390369 23 42.06 41.9849335871525 42.1679166666667 0.9956606089658 1.00178793692008 24 42.06 42.0845348313036 42.3670833333333 0.993330942802771 0.999417010752242 25 42.05 42.1943629380833 42.5716666666667 0.991137210306149 0.996578620269843 26 42.05 42.5119254166418 42.7766666666667 0.993811082754815 0.989134215585047 27 42.05 43.0418794594575 42.9816666666667 1.00140089478749 0.976955479827693 28 42.05 43.1454530717556 43.1720833333333 0.999383160146058 0.974610231350827 29 44.36 43.7057616259629 43.36125 1.00794514978150 1.01496915623245 30 44.48 43.8393686630069 43.5633333333333 1.00633641433178 1.01461315152409 31 44.49 44.0343243010868 43.7654166666667 1.00614429508276 1.01034819328208 32 44.49 44.1362204999718 43.9679166666667 1.00382787828182 1.00801562743753 33 44.49 44.2220691201045 44.1704166666667 1.00116939022395 1.00605875946618 34 44.49 44.3663926292194 44.3729166666667 0.99985297253511 1.00278605862355 35 44.49 44.2861541696247 44.4791666666667 0.9956606089658 1.00460292464310 36 44.48 44.1879131026884 44.4845833333333 0.993330942802771 1.00661010843922 37 44.48 44.0907388004690 44.485 0.991137210306149 1.00882863862392 38 44.48 44.209686016348 44.485 0.993811082754815 1.00611436108259 39 44.48 44.5473188046213 44.485 1.00140089478749 0.998488824772674 40 44.48 44.4575598790974 44.485 0.999383160146058 1.00050475376884 41 44.48 44.8384399880298 44.485 1.00794514978150 0.992005966574093 42 44.49 44.7672946983886 44.4854166666667 1.00633641433178 0.993805864297656 43 44.49 44.7595866471256 44.48625 1.00614429508276 0.99397700766875 44 44.49 44.6996188966574 44.5291666666667 1.00382787828182 0.995310499242912 45 44.49 44.6846928091705 44.6325 1.00116939022395 0.995642964135348 46 44.49 44.7480031804036 44.7545833333333 0.99985297253511 0.994234308526272 47 44.49 44.6827589788627 44.8775 0.9956606089658 0.99568605468266 48 44.49 44.7003063140175 45.0004166666667 0.993330942802771 0.995295193000689 49 44.49 44.7230017458768 45.1229166666667 0.991137210306149 0.994790113883661 50 45.5 44.9653965271928 45.2454166666667 0.993811082754815 1.01188921957986 51 45.94 45.4314723446441 45.3679166666667 1.00140089478749 1.01119329022617 52 45.95 45.4623563646942 45.4904166666667 0.999383160146058 1.01072631676620 53 45.96 45.9753181215542 45.6129166666667 1.00794514978150 0.999666818584839 54 45.96 46.0252152163034 45.7354166666667 1.00633641433178 0.998583054614805 55 45.96 46.1401004653371 45.8583333333333 1.00614429508276 0.996096660745844 56 45.96 46.1191988211943 45.9433333333333 1.00382787828182 0.996548100893696 57 45.96 46.1021818041626 46.0483333333333 1.00116939022395 0.996915941966336 58 45.96 46.2057054932787 46.2125 0.99985297253511 0.994682355984923 59 45.96 46.1762498923114 46.3775 0.9956606089658 0.995316858930386 60 45.96 46.232105405398 46.5425 0.993330942802771 0.994114362670444 61 45.97 46.2935412503745 46.7075 0.991137210306149 0.993011093089107 62 46.06 46.5824099764251 46.8725 0.993811082754815 0.98878525227249 63 47.9 47.1033945885664 47.0375 1.00140089478749 1.01691184719046 64 47.93 47.1733836167943 47.2025 0.999383160146058 1.01603905264358 65 47.94 47.743841882275 47.3675 1.00794514978150 1.00410855327078 66 47.94 47.8336856142254 47.5325 1.00633641433178 1.00222258403068 67 47.94 NA NA 1.00614429508276 NA 68 47.94 NA NA 1.00382787828182 NA 69 47.94 NA NA 1.00116939022395 NA 70 47.94 NA NA 0.99985297253511 NA 71 47.94 NA NA 0.9956606089658 NA 72 47.94 NA NA 0.993330942802771 NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/07/t1244402273lu2kwp8b1oc8evn/194vi1244402207.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/07/t1244402273lu2kwp8b1oc8evn/194vi1244402207.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/07/t1244402273lu2kwp8b1oc8evn/29m3n1244402207.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/07/t1244402273lu2kwp8b1oc8evn/29m3n1244402207.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/07/t1244402273lu2kwp8b1oc8evn/39ifo1244402207.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/07/t1244402273lu2kwp8b1oc8evn/39ifo1244402207.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/07/t1244402273lu2kwp8b1oc8evn/4cbhr1244402207.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/07/t1244402273lu2kwp8b1oc8evn/4cbhr1244402207.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')

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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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