hoofdstuk 9 oef 2

*Unverified author*

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

Title produced by software: Classical Decomposition

Date of computation: Wed, 02 Jun 2010 15:50:13 +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/Jun/02/t12754939019z9ll527jg8p0sm.htm/, Retrieved Wed, 02 Jun 2010 17:51:50 +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/2010/Jun/02/t12754939019z9ll527jg8p0sm.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:

KDGP2W52

Dataseries X:

» Textbox « » Textfile « » CSV «

14861 14583,3 15305,8 17903,9 16379,4 15420,3 17870,5 15912,8 13866,5 17823,2 17872 17420,4 16704,4 15991,2 16583,6 19123,5 17838,7 17209,4 18586,5 16258,1 15141,6 19202,1 17746,5 19090,1 18040,3 17515,5 17751,8 21072,4 17170 19439,5 19795,4 17574,9 16165,4 19464,6 19932,1 19961,2 17343,4 18924,2 18574,1 21350,6 18594,6 19823,1 20844,4 19640,2 17735,4 19813,6 22160 20664,3 17877,4 20906,5 21164,1 21374,4 22952,3 21343,5 23899,3 22392,9 18274,1 22786,7 22321,5 17842,2 16373,5 16087,1 16555,9 17880,2 16764,5 16049 18288,3 17570,4 15133,4 19334,2 19291,8 20176,7

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 'Gwilym Jenkins' @ 72.249.127.135 Classical Decomposition by Moving Averages t Observations Fit Trend Seasonal Random 1 14861 NA NA -1428.75784722222 NA 2 14583.3 NA NA -828.952847222221 NA 3 15305.8 NA NA -612.323680555557 NA 4 17903.9 NA NA 1398.84715277778 NA 5 16379.4 NA NA -121.776180555555 NA 6 15420.3 NA NA -47.6970138888881 NA 7 17870.5 17926.2146527778 16345.0666666667 1581.14798611111 -55.7146527777786 8 15912.8 16193.1096527778 16480.5375 -287.427847222222 -280.309652777778 9 13866.5 14162.8846527778 16592.4416666667 -2429.55701388889 -296.384652777777 10 17823.2 17838.1629861111 16696.5 1141.66298611111 -14.9629861111134 11 17872 18135.1521527778 16808.1208333333 1327.03131944444 -263.152152777773 12 17420.4 17251.2738194444 16943.4708333333 307.802986111111 169.126180555559 13 16704.4 15619.0921527778 17047.85 -1428.75784722222 1085.30784722222 14 15991.2 16263.1179861111 17092.0708333333 -828.952847222221 -271.917986111112 15 16583.6 16547.2638194444 17159.5875 -612.323680555557 36.3361805555542 16 19123.5 18669.0179861111 17270.1708333333 1398.84715277778 454.482013888886 17 17838.7 17200.6196527778 17322.3958333333 -121.776180555555 638.080347222225 18 17209.4 17339.0404861111 17386.7375 -47.6970138888881 -129.640486111111 19 18586.5 19093.1188194444 17511.9708333333 1581.14798611111 -506.618819444444 20 16258.1 17343.7179861111 17631.1458333333 -287.427847222222 -1085.61798611111 21 15141.6 15313.7763194444 17743.3333333333 -2429.55701388889 -172.176319444443 22 19202.1 19014.8754861111 17873.2125 1141.66298611111 187.224513888887 23 17746.5 19253.5854861111 17926.5541666667 1327.03131944444 -1507.08548611111 24 19090.1 18299.4154861111 17991.6125 307.802986111111 790.684513888886 25 18040.3 16706.1463194444 18134.9041666667 -1428.75784722222 1334.15368055556 26 17515.5 17411.1888194444 18240.1416666667 -828.952847222221 104.311180555556 27 17751.8 17725.3429861111 18337.6666666667 -612.323680555557 26.4570138888885 28 21072.4 19790.1096527778 18391.2625 1398.84715277778 1282.29034722222 29 17170 18371.4904861111 18493.2666666667 -121.776180555555 -1201.49048611111 30 19439.5 18572.9321527778 18620.6291666667 -47.6970138888881 866.567847222221 31 19795.4 20209.0354861111 18627.8875 1581.14798611111 -413.635486111110 32 17574.9 18370.1179861111 18657.5458333333 -287.427847222222 -795.21798611111 33 16165.4 16320.9471527778 18750.5041666667 -2429.55701388889 -155.547152777781 34 19464.6 19938.0213194444 18796.3583333333 1141.66298611111 -473.421319444446 35 19932.1 20194.3396527778 18867.3083333333 1327.03131944444 -262.239652777778 36 19961.2 19250.4529861111 18942.65 307.802986111111 710.747013888893 37 17343.4 17573.5838194444 19002.3416666667 -1428.75784722222 -230.183819444443 38 18924.2 18303.1513194444 19132.1041666667 -828.952847222221 621.048680555563 39 18574.1 18671.2513194444 19283.575 -612.323680555557 -97.1513194444451 40 21350.6 20762.3804861111 19363.5333333333 1398.84715277778 588.219513888889 41 18594.6 19349.1279861111 19470.9041666667 -121.776180555555 -754.527986111112 42 19823.1 19545.3321527778 19593.0291666667 -47.6970138888881 277.767847222218 43 20844.4 21225.7229861111 19644.575 1581.14798611111 -381.322986111107 44 19640.2 19461.9929861111 19749.4208333333 -287.427847222222 178.207013888888 45 17735.4 17510.3763194444 19939.9333333333 -2429.55701388889 225.023680555561 46 19813.6 21190.5046527778 20048.8416666667 1141.66298611111 -1376.90465277778 47 22160 21558.4354861111 20231.4041666667 1327.03131944444 601.56451388889 48 20664.3 20784.1279861111 20476.325 307.802986111111 -119.827986111111 49 17877.4 19238.2046527778 20666.9625 -1428.75784722222 -1360.80465277778 50 20906.5 20079.9929861111 20908.9458333333 -828.952847222221 826.507013888888 51 21164.1 20433.7638194444 21046.0875 -612.323680555557 730.336180555554 52 21374.4 22591.2596527778 21192.4125 1398.84715277778 -1216.85965277778 53 22952.3 21201.2446527778 21323.0208333333 -121.776180555555 1751.05534722222 54 21343.5 21164.4654861111 21212.1625 -47.6970138888881 179.034513888888 55 23899.3 22613.0604861111 21031.9125 1581.14798611111 1286.23951388889 56 22392.9 20481.0138194444 20768.4416666667 -287.427847222222 1911.88618055555 57 18274.1 17946.0679861111 20375.625 -2429.55701388889 328.032013888886 58 22786.7 21179.6879861111 20038.025 1141.66298611111 1607.01201388889 59 22321.5 20961.6396527778 19634.6083333333 1327.03131944444 1359.86034722222 60 17842.2 19463.9821527778 19156.1791666667 307.802986111111 -1621.78215277777 61 16373.5 17273.0254861111 18701.7833333333 -1428.75784722222 -899.52548611111 62 16087.1 17438.1013194444 18267.0541666667 -828.952847222221 -1351.00131944444 63 16555.9 17322.9304861111 17935.2541666667 -612.323680555557 -767.030486111107 64 17880.2 19059.3846527778 17660.5375 1398.84715277778 -1179.18465277778 65 16764.5 17268.6696527778 17390.4458333333 -121.776180555555 -504.169652777775 66 16049 17313.7821527778 17361.4791666667 -47.6970138888881 -1264.78215277778 67 18288.3 NA NA 1581.14798611111 NA 68 17570.4 NA NA -287.427847222222 NA 69 15133.4 NA NA -2429.55701388889 NA 70 19334.2 NA NA 1141.66298611111 NA 71 19291.8 NA NA 1327.03131944444 NA 72 20176.7 NA NA 307.802986111111 NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Jun/02/t12754939019z9ll527jg8p0sm/1y50q1275493810.png (open in new window) http://www.freestatistics.org/blog/date/2010/Jun/02/t12754939019z9ll527jg8p0sm/1y50q1275493810.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Jun/02/t12754939019z9ll527jg8p0sm/2y50q1275493810.png (open in new window) http://www.freestatistics.org/blog/date/2010/Jun/02/t12754939019z9ll527jg8p0sm/2y50q1275493810.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Jun/02/t12754939019z9ll527jg8p0sm/39xib1275493810.png (open in new window) http://www.freestatistics.org/blog/date/2010/Jun/02/t12754939019z9ll527jg8p0sm/39xib1275493810.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Jun/02/t12754939019z9ll527jg8p0sm/49xib1275493810.png (open in new window) http://www.freestatistics.org/blog/date/2010/Jun/02/t12754939019z9ll527jg8p0sm/49xib1275493810.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')

Copyright

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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