Home » date » 2010 » Dec » 10 »

Opgave9, oefening 2

*Unverified author*

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

Title produced by software: Classical Decomposition

Date of computation: Fri, 10 Dec 2010 15:04:49 +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/10/t1291993397on2dr2y30bke544.htm/, Retrieved Fri, 10 Dec 2010 16:03:17 +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/10/t1291993397on2dr2y30bke544.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 «

0,74 0,73 0,76 0,8 0,83 0,81 0,83 0,88 0,89 0,93 0,91 0,9 0,86 0,88 0,93 0,98 0,97 1,03 1,06 1,06 1,08 1,09 1,04 1 1,01 1,02 1,04 1,06 1,06 1,06 1,06 1,06 1,02 0,98 0,99 0,99 0,94 0,96 0,98 1,01 1,01 1,02 1,04 1,03 1,05 1,08 1,17 1,11 1,11 1,11 1,2 1,21 1,31 1,37 1,37 1,26 1,23 1,17 1,06 0,95 0,92 0,92 0,9 0,93 0,93 0,97 0,96 0,99 0,98 0,96 1 0,99 1,03 1,02 1,07 1,13 1,15 1,16

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	0.74	NA	NA	-0.0644375	NA
2	0.73	NA	NA	-0.0564375	NA
3	0.76	NA	NA	-0.0261041666666667	NA
4	0.8	NA	NA	0.000895833333333385	NA
5	0.83	NA	NA	0.0178958333333334	NA
6	0.81	NA	NA	0.0503958333333334	NA
7	0.83	0.895395833333333	0.839166666666667	0.0562291666666668	-0.0653958333333334
8	0.88	0.8860625	0.850416666666667	0.0356458333333334	-0.00606249999999997
9	0.89	0.8890625	0.86375	0.0253125000000000	0.000937500000000147
10	0.93	0.885229166666667	0.878333333333334	0.00689583333333339	0.0447708333333331
11	0.91	0.8918125	0.891666666666667	0.000145833333333290	0.0181874999999999
12	0.9	0.860229166666666	0.906666666666667	-0.0464375000000001	0.0397708333333336
13	0.86	0.860979166666667	0.925416666666667	-0.0644375	-0.000979166666666531
14	0.88	0.8860625	0.9425	-0.0564375	-0.00606249999999986
15	0.93	0.9318125	0.957916666666667	-0.0261041666666667	-0.00181249999999988
16	0.98	0.973395833333333	0.9725	0.000895833333333385	0.00660416666666674
17	0.97	1.00247916666667	0.984583333333333	0.0178958333333334	-0.0324791666666667
18	1.03	1.0445625	0.994166666666667	0.0503958333333334	-0.0145625000000000
19	1.06	1.0608125	1.00458333333333	0.0562291666666668	-0.000812500000000105
20	1.06	1.0523125	1.01666666666667	0.0356458333333334	0.00768750000000007
21	1.08	1.05239583333333	1.02708333333333	0.0253125000000000	0.0276041666666667
22	1.09	1.04189583333333	1.035	0.00689583333333339	0.0481041666666668
23	1.04	1.04222916666667	1.04208333333333	0.000145833333333290	-0.00222916666666673
24	1	1.00064583333333	1.04708333333333	-0.0464375000000001	-0.000645833333333234
25	1.01	0.983895833333333	1.04833333333333	-0.0644375	0.0261041666666666
26	1.02	0.991895833333333	1.04833333333333	-0.0564375	0.0281041666666668
27	1.04	1.01972916666667	1.04583333333333	-0.0261041666666667	0.0202708333333335
28	1.06	1.03964583333333	1.03875	0.000895833333333385	0.0203541666666667
29	1.06	1.04997916666667	1.03208333333333	0.0178958333333334	0.0100208333333334
30	1.06	1.07997916666667	1.02958333333333	0.0503958333333334	-0.0199791666666669
31	1.06	1.08247916666667	1.02625	0.0562291666666668	-0.0224791666666666
32	1.06	1.05647916666667	1.02083333333333	0.0356458333333334	0.00352083333333320
33	1.02	1.04114583333333	1.01583333333333	0.0253125000000000	-0.0211458333333335
34	0.98	1.01814583333333	1.01125	0.00689583333333339	-0.0381458333333334
35	0.99	1.00722916666667	1.00708333333333	0.000145833333333290	-0.0172291666666666
36	0.99	0.956895833333333	1.00333333333333	-0.0464375000000001	0.0331041666666669
37	0.94	0.936395833333333	1.00083333333333	-0.0644375	0.00360416666666663
38	0.96	0.9423125	0.99875	-0.0564375	0.0176875000000001
39	0.98	0.972645833333333	0.99875	-0.0261041666666667	0.00735416666666677
40	1.01	1.0050625	1.00416666666667	0.000895833333333385	0.00493750000000004
41	1.01	1.03372916666667	1.01583333333333	0.0178958333333334	-0.0237291666666667
42	1.02	1.07872916666667	1.02833333333333	0.0503958333333334	-0.0587291666666667
43	1.04	1.09664583333333	1.04041666666667	0.0562291666666668	-0.0566458333333333
44	1.03	1.08939583333333	1.05375	0.0356458333333334	-0.0593958333333333
45	1.05	1.09447916666667	1.06916666666667	0.0253125000000000	-0.0444791666666664
46	1.08	1.0935625	1.08666666666667	0.00689583333333339	-0.0135624999999997
47	1.17	1.10764583333333	1.1075	0.000145833333333290	0.0623541666666667
48	1.11	1.08814583333333	1.13458333333333	-0.0464375000000001	0.0218541666666667
49	1.11	1.09847916666667	1.16291666666667	-0.0644375	0.0115208333333332
50	1.11	1.1298125	1.18625	-0.0564375	-0.0198124999999998
51	1.2	1.17722916666667	1.20333333333333	-0.0261041666666667	0.0227708333333334
52	1.21	1.21547916666667	1.21458333333333	0.000895833333333385	-0.00547916666666648
53	1.31	1.23164583333333	1.21375	0.0178958333333334	0.0783541666666667
54	1.37	1.25289583333333	1.2025	0.0503958333333334	0.117104166666667
55	1.37	1.24414583333333	1.18791666666667	0.0562291666666668	0.125854166666667
56	1.26	1.20772916666667	1.17208333333333	0.0356458333333334	0.0522708333333335
57	1.23	1.17697916666667	1.15166666666667	0.0253125000000000	0.0530208333333333
58	1.17	1.13439583333333	1.1275	0.00689583333333339	0.0356041666666667
59	1.06	1.10014583333333	1.1	0.000145833333333290	-0.0401458333333333
60	0.95	1.0210625	1.0675	-0.0464375000000001	-0.0710625
61	0.92	0.9693125	1.03375	-0.0644375	-0.0493124999999999
62	0.92	0.948979166666667	1.00541666666667	-0.0564375	-0.0289791666666668
63	0.9	0.957645833333333	0.98375	-0.0261041666666667	-0.0576458333333333
64	0.93	0.965479166666667	0.964583333333333	0.000895833333333385	-0.0354791666666666
65	0.93	0.971229166666666	0.953333333333333	0.0178958333333334	-0.0412291666666664
66	0.97	1.00289583333333	0.9525	0.0503958333333334	-0.0328958333333333
67	0.96	1.01497916666667	0.95875	0.0562291666666668	-0.0549791666666667
68	0.99	1.00314583333333	0.9675	0.0356458333333334	-0.0131458333333333
69	0.98	1.0040625	0.97875	0.0253125000000000	-0.0240624999999999
70	0.96	1.0010625	0.994166666666667	0.00689583333333339	-0.0410625
71	1	1.0118125	1.01166666666667	0.000145833333333290	-0.0118124999999998
72	0.99	0.9823125	1.02875	-0.0464375000000001	0.00768750000000007
73	1.03	NA	NA	NA	NA
74	1.02	NA	NA	NA	NA
75	1.07	NA	NA	NA	NA
76	1.13	NA	NA	NA	NA
77	1.15	NA	NA	NA	NA
78	1.16	NA	NA	NA	NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Dec/10/t1291993397on2dr2y30bke544/168li1291993485.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/10/t1291993397on2dr2y30bke544/168li1291993485.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/10/t1291993397on2dr2y30bke544/268li1291993485.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/10/t1291993397on2dr2y30bke544/268li1291993485.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/10/t1291993397on2dr2y30bke544/3hhkl1291993485.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/10/t1291993397on2dr2y30bke544/3hhkl1291993485.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/10/t1291993397on2dr2y30bke544/4hhkl1291993485.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/10/t1291993397on2dr2y30bke544/4hhkl1291993485.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

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.

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