taak 9 eigen reeks

*Unverified author*

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

Title produced by software: Classical Decomposition

Date of computation: Sat, 29 May 2010 11:45:34 +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/May/29/t1275133582og1030lm2bj5evc.htm/, Retrieved Sat, 29 May 2010 13:46:27 +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/May/29/t1275133582og1030lm2bj5evc.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 «

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

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 1 seconds R Server 'George Udny Yule' @ 72.249.76.132 Classical Decomposition by Moving Averages t Observations Fit Trend Seasonal Random 1 93.2 NA NA 8.70746527777777 NA 2 96 NA NA -0.113368055555541 NA 3 95.2 NA NA 2.84913194444445 NA 4 77.1 NA NA -4.65503472222222 NA 5 70.9 NA NA -9.4123263888889 NA 6 64.8 NA NA -17.5175347222222 NA 7 70.1 74.6668402777778 86.1541666666667 -11.4873263888889 -4.56684027777779 8 77.3 78.0574652777778 85.7166666666667 -7.65920138888889 -0.757465277777783 9 79.5 88.3668402777778 84.6708333333333 3.69600694444445 -8.86684027777778 10 100.6 89.9501736111111 84.2958333333333 5.65434027777778 10.6498263888889 11 100.7 94.6157986111111 84.8125 9.80329861111111 6.08420138888889 12 107.1 105.455381944444 85.3208333333333 20.1345486111111 1.64461805555554 13 95.9 94.3741319444444 85.6666666666667 8.70746527777777 1.52586805555556 14 82.8 85.5282986111111 85.6416666666667 -0.113368055555541 -2.72829861111111 15 83.3 88.6407986111111 85.7916666666667 2.84913194444445 -5.34079861111111 16 80 81.565798611111 86.2208333333333 -4.65503472222222 -1.56579861111109 17 80.4 77.0168402777778 86.4291666666667 -9.4123263888889 3.38315972222223 18 67.5 69.3907986111111 86.9083333333334 -17.5175347222222 -1.89079861111114 19 75.7 75.7293402777778 87.2166666666667 -11.4873263888889 -0.0293402777777771 20 71.1 79.6407986111111 87.3 -7.65920138888889 -8.54079861111111 21 89.3 91.3918402777778 87.6958333333333 3.69600694444445 -2.09184027777778 22 101.1 93.7585069444444 88.1041666666667 5.65434027777778 7.34149305555556 23 105.2 97.9907986111111 88.1875 9.80329861111111 7.2092013888889 24 114.1 108.447048611111 88.3125 20.1345486111111 5.6529513888889 25 96.3 97.1032986111111 88.3958333333333 8.70746527777777 -0.803298611111103 26 84.4 88.4449652777778 88.5583333333333 -0.113368055555541 -4.04496527777778 27 91.2 91.4824652777778 88.6333333333333 2.84913194444445 -0.282465277777774 28 81.9 83.7532986111111 88.4083333333333 -4.65503472222222 -1.85329861111111 29 80.5 78.7168402777778 88.1291666666667 -9.4123263888889 1.78315972222224 30 70.4 70.4199652777778 87.9375 -17.5175347222222 -0.0199652777777715 31 74.8 76.1668402777778 87.6541666666667 -11.4873263888889 -1.36684027777777 32 75.9 79.7241319444445 87.3833333333333 -7.65920138888889 -3.82413194444445 33 86.3 90.9126736111111 87.2166666666667 3.69600694444445 -4.61267361111111 34 98.7 92.8585069444444 87.2041666666667 5.65434027777778 5.84149305555556 35 100.9 96.8074652777778 87.0041666666667 9.80329861111111 4.09253472222221 36 113.8 106.734548611111 86.6 20.1345486111111 7.06545138888889 37 89.8 95.3699652777778 86.6625 8.70746527777777 -5.56996527777777 38 84.4 86.7532986111111 86.8666666666666 -0.113368055555541 -2.3532986111111 39 87.2 90.1407986111111 87.2916666666667 2.84913194444445 -2.94079861111111 40 85.6 82.9282986111111 87.5833333333333 -4.65503472222222 2.67170138888891 41 72 78.1001736111111 87.5125 -9.4123263888889 -6.1001736111111 42 69.2 70.0741319444444 87.5916666666667 -17.5175347222222 -0.874131944444429 43 77.5 76.5168402777778 88.0041666666667 -11.4873263888889 0.98315972222224 44 78.1 81.0074652777778 88.6666666666667 -7.65920138888889 -2.90746527777777 45 94.3 93.0876736111111 89.3916666666667 3.69600694444445 1.21232638888888 46 97.7 95.2001736111111 89.5458333333333 5.65434027777778 2.49982638888891 47 100.2 99.3074652777778 89.5041666666667 9.80329861111111 0.892534722222223 48 116.4 109.838715277778 89.7041666666667 20.1345486111111 6.56128472222221 49 97.1 98.2782986111111 89.5708333333333 8.70746527777777 -1.17829861111112 50 93 89.8991319444444 90.0125 -0.113368055555541 3.10086805555555 51 96 93.4616319444444 90.6125 2.84913194444445 2.53836805555557 52 80.5 85.7782986111111 90.4333333333333 -4.65503472222222 -5.27829861111111 53 76.1 81.1918402777778 90.6041666666667 -9.4123263888889 -5.09184027777779 54 69.9 73.1407986111111 90.6583333333333 -17.5175347222222 -3.2407986111111 55 73.6 79.2126736111111 90.7 -11.4873263888889 -5.6126736111111 56 92.6 83.3532986111111 91.0125 -7.65920138888889 9.2467013888889 57 94.2 94.7335069444444 91.0375 3.69600694444445 -0.53350694444444 58 93.5 NA NA 5.65434027777778 NA 59 108.5 NA NA 9.80329861111111 NA 60 109.4 NA NA 20.1345486111111 NA 61 105.1 NA NA NA NA 62 92.5 NA NA NA NA 63 97.1 NA NA NA NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/May/29/t1275133582og1030lm2bj5evc/1arzz1275133532.png (open in new window) http://www.freestatistics.org/blog/date/2010/May/29/t1275133582og1030lm2bj5evc/1arzz1275133532.ps (open in new window) http://www.freestatistics.org/blog/date/2010/May/29/t1275133582og1030lm2bj5evc/2l0g21275133532.png (open in new window) http://www.freestatistics.org/blog/date/2010/May/29/t1275133582og1030lm2bj5evc/2l0g21275133532.ps (open in new window) http://www.freestatistics.org/blog/date/2010/May/29/t1275133582og1030lm2bj5evc/3l0g21275133532.png (open in new window) http://www.freestatistics.org/blog/date/2010/May/29/t1275133582og1030lm2bj5evc/3l0g21275133532.ps (open in new window) http://www.freestatistics.org/blog/date/2010/May/29/t1275133582og1030lm2bj5evc/4wafn1275133532.png (open in new window) http://www.freestatistics.org/blog/date/2010/May/29/t1275133582og1030lm2bj5evc/4wafn1275133532.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

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.

Privacy Policy

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