Home » date » 2010 » Dec » 09 »

Prijsevolutie korte sigaretten (Opgave 9, deel 2)

*Unverified author*

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

Title produced by software: Classical Decomposition

Date of computation: Thu, 09 Dec 2010 17:53:37 +0000

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/09/t12919171872moxu5uq8wpe4gr.htm/, Retrieved Thu, 09 Dec 2010 18:53:07 +0100

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/2010/Dec/09/t12919171872moxu5uq8wpe4gr.htm/},
    year = {2010},
}
@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 = {2010},
    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:

KDGP2W92

Dataseries X:

» Textbox « » Textfile « » CSV «

4,23 4,38 4,43 4,44 4,44 4,44 4,44 4,44 4,45 4,45 4,45 4,45 4,45 4,45 4,45 4,45 4,46 4,46 4,46 4,48 4,58 4,67 4,68 4,68 4,69 4,69 4,69 4,69 4,69 4,69 4,69 4,73 4,78 4,79 4,79 4,8 4,8 4,81 5,16 5,26 5,29 5,29 5,29 5,3 5,3 5,3 5,3 5,3 5,3 5,3 5,3 5,35 5,44 5,47 5,47 5,48 5,48 5,48 5,48 5,48 5,48 5,48 5,5 5,55 5,57 5,58 5,58 5,58 5,59 5,59 5,59 5,55

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	4.23	NA	NA	-0.0360694444444444	NA
2	4.38	NA	NA	-0.0530694444444444	NA
3	4.43	NA	NA	0.00193055555555528	NA
4	4.44	NA	NA	0.0229305555555552	NA
5	4.44	NA	NA	0.0339305555555555	NA
6	4.44	NA	NA	0.0232638888888888	NA
7	4.44	4.43151388888889	4.42916666666667	0.00234722222222246	0.00848611111111097
8	4.44	4.44001388888889	4.44125	-0.00123611111111064	-1.3888888889646e-05
9	4.45	4.45768055555556	4.445	0.0126805555555558	-0.00768055555555591
10	4.45	4.46076388888889	4.44625	0.0145138888888891	-0.0107638888888886
11	4.45	4.44534722222222	4.4475	-0.00215277777777789	0.00465277777777739
12	4.45	4.43009722222222	4.44916666666667	-0.0190694444444446	0.0199027777777774
13	4.45	4.41476388888889	4.45083333333333	-0.0360694444444444	0.0352361111111099
14	4.45	4.40026388888889	4.45333333333333	-0.0530694444444444	0.0497361111111108
15	4.45	4.46234722222222	4.46041666666667	0.00193055555555528	-0.0123472222222230
16	4.45	4.49793055555556	4.475	0.0229305555555552	-0.0479305555555563
17	4.46	4.52768055555556	4.49375	0.0339305555555555	-0.0676805555555564
18	4.46	4.53618055555556	4.51291666666667	0.0232638888888888	-0.0761805555555561
19	4.46	4.53484722222222	4.5325	0.00234722222222246	-0.074847222222223
20	4.48	4.55126388888889	4.5525	-0.00123611111111064	-0.0712638888888888
21	4.58	4.58518055555556	4.5725	0.0126805555555558	-0.00518055555555641
22	4.67	4.60701388888889	4.5925	0.0145138888888891	0.0629861111111101
23	4.68	4.60993055555556	4.61208333333333	-0.00215277777777789	0.0700694444444432
24	4.68	4.61218055555556	4.63125	-0.0190694444444446	0.067819444444444
25	4.69	4.61434722222222	4.65041666666667	-0.0360694444444444	0.075652777777778
26	4.69	4.61734722222222	4.67041666666667	-0.0530694444444444	0.0726527777777788
27	4.69	4.69109722222222	4.68916666666667	0.00193055555555528	-0.00109722222222075
28	4.69	4.72543055555555	4.7025	0.0229305555555552	-0.0354305555555534
29	4.69	4.74601388888889	4.71208333333333	0.0339305555555555	-0.056013888888887
30	4.69	4.74493055555555	4.72166666666667	0.0232638888888888	-0.0549305555555542
31	4.69	4.73359722222222	4.73125	0.00234722222222246	-0.0435972222222212
32	4.73	4.73959722222222	4.74083333333333	-0.00123611111111064	-0.00959722222222048
33	4.78	4.77809722222222	4.76541666666667	0.0126805555555558	0.00190277777777847
34	4.79	4.82326388888889	4.80875	0.0145138888888891	-0.0332638888888885
35	4.79	4.85534722222222	4.8575	-0.00215277777777789	-0.065347222222222
36	4.8	4.88843055555555	4.9075	-0.0190694444444446	-0.0884305555555551
37	4.8	4.92143055555556	4.9575	-0.0360694444444444	-0.121430555555556
38	4.81	4.95318055555556	5.00625	-0.0530694444444444	-0.143180555555556
39	5.16	5.05359722222222	5.05166666666667	0.00193055555555528	0.106402777777777
40	5.26	5.11751388888889	5.09458333333333	0.0229305555555552	0.142486111111110
41	5.29	5.17101388888889	5.13708333333333	0.0339305555555555	0.118986111111111
42	5.29	5.20243055555556	5.17916666666667	0.0232638888888888	0.0875694444444441
43	5.29	5.22318055555555	5.22083333333333	0.00234722222222246	0.0668194444444454
44	5.3	5.26084722222222	5.26208333333333	-0.00123611111111064	0.0391527777777787
45	5.3	5.30101388888889	5.28833333333333	0.0126805555555558	-0.00101388888888820
46	5.3	5.31243055555555	5.29791666666666	0.0145138888888891	-0.0124305555555537
47	5.3	5.30576388888889	5.30791666666667	-0.00215277777777789	-0.00576388888888779
48	5.3	5.30259722222222	5.32166666666667	-0.0190694444444446	-0.00259722222222081
49	5.3	5.30059722222222	5.33666666666667	-0.0360694444444444	-0.000597222222221028
50	5.3	5.29859722222222	5.35166666666666	-0.0530694444444444	0.00140277777777964
51	5.3	5.36859722222222	5.36666666666667	0.00193055555555528	-0.0685972222222206
52	5.35	5.40459722222222	5.38166666666667	0.0229305555555552	-0.0545972222222213
53	5.44	5.43059722222222	5.39666666666667	0.0339305555555555	0.00940277777777965
54	5.47	5.43493055555555	5.41166666666667	0.0232638888888888	0.0350694444444448
55	5.47	5.42901388888889	5.42666666666667	0.00234722222222246	0.0409861111111116
56	5.48	5.44043055555556	5.44166666666667	-0.00123611111111064	0.039569444444445
57	5.48	5.47018055555556	5.4575	0.0126805555555558	0.00981944444444505
58	5.48	5.48868055555555	5.47416666666667	0.0145138888888891	-0.00868055555555447
59	5.48	5.48576388888889	5.48791666666667	-0.00215277777777789	-0.00576388888888779
60	5.48	5.47884722222222	5.49791666666667	-0.0190694444444446	0.00115277777777845
61	5.48	5.47101388888889	5.50708333333333	-0.0360694444444444	0.00898611111111158
62	5.48	5.46276388888889	5.51583333333333	-0.0530694444444444	0.017236111111111
63	5.5	5.52651388888889	5.52458333333333	0.00193055555555528	-0.0265138888888892
64	5.55	5.55668055555556	5.53375	0.0229305555555552	-0.00668055555555558
65	5.57	5.57684722222222	5.54291666666667	0.0339305555555555	-0.00684722222222245
66	5.58	5.57368055555556	5.55041666666667	0.0232638888888888	0.00631944444444432
67	5.58	NA	NA	0.00234722222222246	NA
68	5.58	NA	NA	-0.00123611111111064	NA
69	5.59	NA	NA	0.0126805555555558	NA
70	5.59	NA	NA	0.0145138888888891	NA
71	5.59	NA	NA	-0.00215277777777789	NA
72	5.55	NA	NA	-0.0190694444444446	NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Dec/09/t12919171872moxu5uq8wpe4gr/1vsph1291917213.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/09/t12919171872moxu5uq8wpe4gr/1vsph1291917213.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/09/t12919171872moxu5uq8wpe4gr/2vsph1291917213.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/09/t12919171872moxu5uq8wpe4gr/2vsph1291917213.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/09/t12919171872moxu5uq8wpe4gr/3njok1291917213.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/09/t12919171872moxu5uq8wpe4gr/3njok1291917213.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/09/t12919171872moxu5uq8wpe4gr/4ga551291917213.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/09/t12919171872moxu5uq8wpe4gr/4ga551291917213.ps (open in new window)

Parameters (Session):

par1 = additive ; par2 = 12 ;

Parameters (R input):

par1 = additive ; 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')

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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