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Klassieke decompositie eigen reeks Toon Maes

*Unverified author*
R Software Module: /rwasp_decompose.wasp (opens new window with default values)
Title produced by software: Classical Decomposition
Date of computation: Mon, 07 Jun 2010 07:00:57 +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/07/t12758940884h3qu80f3hu9g6v.htm/, Retrieved Mon, 07 Jun 2010 09:01:30 +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/07/t12758940884h3qu80f3hu9g6v.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:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
93.2 96 95.2 77.1 70.9 64.8 70.1 77.3 79.5 100.6 100.7 107.1 95.9 82.8 83.3 80 80.4 67.5 75.7 71.1 89.3 101.1 105.2 114.1 96.3 84.4 91.2 81.9 80.5 70.4 74.8 75.9 86.3 98.7 100.9 113.8 89.8 84.4 87.2 85.6 72 69.2 77.5 78.1 94.3 97.7 100.2 116.4 97.1 93 96 80.5 76.1 69.9 73.6 92.6 94.2 93.5 108.5 109.4 105.1 92.5 97.1 81.4 79.1 72.1 78.7 87.1 91.4 109.9 116.3 113 100 84.8 94.3 87.1 90.3 72.4 84.9 92.7 92.2 114.9 112.5 118.3 106 91.2 96.6 96.3 88.2 70.2 86.5 88.2 102.8 119.1 119.2 125.1 106.1 102.1 105.2 101 84.3 87.5 92.7 94.4 113 113.9 122.9 132.7 106.9 96.6 127.3 98.2 100.2 89.4 95.3 104.2 106.4 116.2 135.9 134 104.6 107.1 123.5 98.8 98.6 90.6 89.1 105.2 114 122.1 138 142.2 116.4 112.6 123.8 103.6 113.9 98.6 95 116 113.9 127.5 131.4 145.9 131.5 131 130.5 118.9 114.3 85.7 104.6 105.1 117.3 142.5 140 159.8 131.2 125.4 126.5 119.4 113.5 98.7 114.5 113. etc...
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time7 seconds
R Server'RServer@AstonUniversity' @ vre.aston.ac.uk


Classical Decomposition by Moving Averages
tObservationsFitTrendSeasonalRandom
193.2NANA1.03233461610663NA
296NANA0.962005092231205NA
395.2NANA1.04470573132146NA
477.1NANA0.944586439182326NA
570.9NANA0.912683952012475NA
664.8NANA0.81374314640175NA
770.176.140123929897886.15416666666670.8837660077949160.920670946957494
877.379.60762637255985.71666666666670.9287298429619960.97101249619277
979.581.418107276739184.67083333333330.961583866267280.976441269136612
10100.692.675254978076984.29583333333331.09940493276351.08551090605359
11100.798.834535102115584.81251.16532981697411.01887462612089
12107.1106.74716036187885.32083333333331.251126555982361.00330537727585
1395.988.436665446468285.66666666666671.032334616106631.08439185846564
1482.882.387719440500885.64166666666670.9620050922312051.00500415064647
1583.389.627045866287385.79166666666671.044705731321460.929406957407405
168081.44302994166686.22083333333330.9445864391823260.982281725732703
1780.478.882513402478286.42916666666670.9126839520124751.01923730028453
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1975.777.079125313179987.21666666666670.8837660077949160.982107667833848
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463127130.318662566092147.4583333333330.8837660077949160.974534249348908
464143136.5232869154131470.9287298429619961.04744035417635
465143140.952168397012146.5833333333330.961583866267281.01452855693018
466160160.650545800067146.1251.09940493276350.995950553439908
467190171.3034830951921471.16532981697411.10914265470258
468182185.218860558555148.0416666666671.251126555982360.982621313246136
469138NA147.916666666667NANA
470136NA148NANA
471152NANANANA
472127NANANANA
473151NANANANA
474130NANANANA
475119NANANANA
476153NANANANA
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Jun/07/t12758940884h3qu80f3hu9g6v/1vlk81275894048.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Jun/07/t12758940884h3qu80f3hu9g6v/1vlk81275894048.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Jun/07/t12758940884h3qu80f3hu9g6v/2vlk81275894048.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Jun/07/t12758940884h3qu80f3hu9g6v/2vlk81275894048.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Jun/07/t12758940884h3qu80f3hu9g6v/36cka1275894048.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Jun/07/t12758940884h3qu80f3hu9g6v/36cka1275894048.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Jun/07/t12758940884h3qu80f3hu9g6v/46cka1275894048.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Jun/07/t12758940884h3qu80f3hu9g6v/46cka1275894048.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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Software written by Ed van Stee & Patrick Wessa


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