Eigen reeks deel 9

*Unverified author*

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

Title produced by software: Classical Decomposition

Date of computation: Mon, 16 May 2011 19:09:23 +0000

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2011/May/16/t1305572743lkadw1e4dp9ju6r.htm/, Retrieved Mon, 16 May 2011 21:05:47 +0200

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords:

KDGP2w91

Dataseries X:

» Textbox « » Textfile « » CSV «

5,7 5,6 5,8 5,6 5,6 5,6 5,5 5,4 5,4 5,5 5,4 5,4 5,3 5,4 5,2 5,2 5,1 5 5 4,9 5 5 5 4,9 4,7 4,8 4,7 4,7 4,6 4,6 4,7 4,7 4,5 4,4 4,5 4,4 4,6 4,5 4,4 4,5 4,4 4,6 4,7 4,6 4,7 4,7 4,7 5 5 4,8 5,1 4,9 5,4 5,6 5,8 6,1 6,2 6,6 6,8 7,3 7,8 8,2 8,6 8,9 9,4 9,5 9,5 9,7 9,8 10,1 9,9 9,9 9,7 9,7 9,7 9,8 9,6 9,6 9,5 9,6 9,6 9,7 9,8 9,4 9

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 'Herman Ole Andreas Wold' @ www.yougetit.org Classical Decomposition by Moving Averages t Observations Fit Trend Seasonal Random 1 5.7 NA NA 0.00341435185185125 NA 2 5.6 NA NA -0.0035300925925928 NA 3 5.8 NA NA -0.0118634259259258 NA 4 5.6 NA NA -0.0201967592592593 NA 5 5.6 NA NA 0.00341435185185229 NA 6 5.6 NA NA 0.0117476851851847 NA 7 5.5 5.53327546296296 5.525 0.00827546296296327 -0.0332754629629637 8 5.4 5.51244212962963 5.5 0.0124421296296297 -0.11244212962963 9 5.4 5.43883101851852 5.46666666666667 -0.0278356481481483 -0.0388310185185183 10 5.5 5.43952546296296 5.425 0.0145254629629631 0.0604745370370363 11 5.4 5.3791087962963 5.3875 -0.00839120370370363 0.0208912037037035 12 5.4 5.35966435185185 5.34166666666667 0.0179976851851855 0.0403356481481483 13 5.3 5.29924768518519 5.29583333333333 0.00341435185185125 0.000752314814814525 14 5.4 5.25063657407407 5.25416666666667 -0.0035300925925928 0.149363425925927 15 5.2 5.20480324074074 5.21666666666667 -0.0118634259259258 -0.00480324074074012 16 5.2 5.15896990740741 5.17916666666667 -0.0201967592592593 0.0410300925925924 17 5.1 5.14508101851852 5.14166666666667 0.00341435185185229 -0.045081018518518 18 5 5.11591435185185 5.10416666666667 0.0117476851851847 -0.115914351851851 19 5 5.0666087962963 5.05833333333333 0.00827546296296327 -0.066608796296296 20 4.9 5.02077546296296 5.00833333333333 0.0124421296296297 -0.120775462962961 21 5 4.93466435185185 4.9625 -0.0278356481481483 0.0653356481481486 22 5 4.9353587962963 4.92083333333333 0.0145254629629631 0.0646412037037045 23 5 4.87077546296296 4.87916666666667 -0.00839120370370363 0.129224537037037 24 4.9 4.85966435185185 4.84166666666667 0.0179976851851855 0.0403356481481492 25 4.7 4.81591435185185 4.8125 0.00341435185185125 -0.11591435185185 26 4.8 4.78813657407407 4.79166666666667 -0.0035300925925928 0.0118634259259265 27 4.7 4.75063657407407 4.7625 -0.0118634259259258 -0.0506365740740735 28 4.7 4.69646990740741 4.71666666666667 -0.0201967592592593 0.00353009259259274 29 4.6 4.67424768518518 4.67083333333333 0.00341435185185229 -0.0742476851851848 30 4.6 4.64091435185185 4.62916666666667 0.0117476851851847 -0.0409143518518515 31 4.7 4.61244212962963 4.60416666666667 0.00827546296296327 0.087557870370369 32 4.7 4.59994212962963 4.5875 0.0124421296296297 0.10005787037037 33 4.5 4.53466435185185 4.5625 -0.0278356481481483 -0.0346643518518519 34 4.4 4.55619212962963 4.54166666666667 0.0145254629629631 -0.15619212962963 35 4.5 4.5166087962963 4.525 -0.00839120370370363 -0.0166087962962962 36 4.4 4.53466435185185 4.51666666666667 0.0179976851851855 -0.134664351851852 37 4.6 4.52008101851852 4.51666666666667 0.00341435185185125 0.0799189814814811 38 4.5 4.50896990740741 4.5125 -0.0035300925925928 -0.00896990740740744 39 4.4 4.50480324074074 4.51666666666667 -0.0118634259259258 -0.104803240740741 40 4.5 4.51730324074074 4.5375 -0.0201967592592593 -0.0173032407407403 41 4.4 4.56174768518519 4.55833333333333 0.00341435185185229 -0.161747685185185 42 4.6 4.60341435185185 4.59166666666667 0.0117476851851847 -0.0034143518518519 43 4.7 4.6416087962963 4.63333333333333 0.00827546296296327 0.058391203703704 44 4.6 4.67494212962963 4.6625 0.0124421296296297 -0.0749421296296298 45 4.7 4.67633101851852 4.70416666666667 -0.0278356481481483 0.0236689814814817 46 4.7 4.76452546296296 4.75 0.0145254629629631 -0.0645254629629628 47 4.7 4.79994212962963 4.80833333333333 -0.00839120370370363 -0.0999421296296301 48 5 4.90966435185185 4.89166666666667 0.0179976851851855 0.090335648148149 49 5 4.98258101851852 4.97916666666667 0.00341435185185125 0.017418981481482 50 4.8 5.08396990740741 5.0875 -0.0035300925925928 -0.283969907407407 51 5.1 5.20063657407407 5.2125 -0.0118634259259258 -0.100636574074074 52 4.9 5.33396990740741 5.35416666666667 -0.0201967592592593 -0.433969907407407 53 5.4 5.52424768518519 5.52083333333333 0.00341435185185229 -0.124247685185186 54 5.6 5.71591435185185 5.70416666666667 0.0117476851851847 -0.115914351851853 55 5.8 5.92494212962963 5.91666666666667 0.00827546296296327 -0.12494212962963 56 6.1 6.18744212962963 6.175 0.0124421296296297 -0.087442129629629 57 6.2 6.43466435185185 6.4625 -0.0278356481481483 -0.234664351851852 58 6.6 6.78952546296296 6.775 0.0145254629629631 -0.189525462962963 59 6.8 7.09994212962963 7.10833333333333 -0.00839120370370363 -0.29994212962963 60 7.3 7.45549768518519 7.4375 0.0179976851851855 -0.155497685185185 61 7.8 7.75758101851852 7.75416666666667 0.00341435185185125 0.0424189814814833 62 8.2 8.05480324074074 8.05833333333333 -0.0035300925925928 0.145196759259258 63 8.6 8.3464699074074 8.35833333333333 -0.0118634259259258 0.253530092592593 64 8.9 8.63396990740741 8.65416666666667 -0.0201967592592593 0.26603009259259 65 9.4 8.93258101851852 8.92916666666667 0.00341435185185229 0.467418981481483 66 9.5 9.17841435185185 9.16666666666667 0.0117476851851847 0.321585648148147 67 9.5 9.36244212962963 9.35416666666667 0.00827546296296327 0.137557870370371 68 9.7 9.50827546296296 9.49583333333333 0.0124421296296297 0.191724537037036 69 9.8 9.57633101851852 9.60416666666667 -0.0278356481481483 0.223668981481481 70 10.1 9.70202546296296 9.6875 0.0145254629629631 0.397974537037037 71 9.9 9.72494212962963 9.73333333333333 -0.00839120370370363 0.175057870370372 72 9.9 9.76383101851852 9.74583333333333 0.0179976851851855 0.136168981481481 73 9.7 9.75341435185185 9.75 0.00341435185185125 -0.0534143518518544 74 9.7 9.74230324074074 9.74583333333333 -0.0035300925925928 -0.0423032407407415 75 9.7 9.7214699074074 9.73333333333333 -0.0118634259259258 -0.0214699074074094 76 9.8 9.68813657407407 9.70833333333333 -0.0201967592592593 0.111863425925927 77 9.6 9.69091435185185 9.6875 0.00341435185185229 -0.0909143518518505 78 9.6 9.67424768518518 9.6625 0.0117476851851847 -0.0742476851851848 79 9.5 9.62077546296296 9.6125 0.00827546296296327 -0.120775462962962 80 9.6 NA NA 0.0124421296296297 NA 81 9.6 NA NA -0.0278356481481483 NA 82 9.7 NA NA 0.0145254629629631 NA 83 9.8 NA NA -0.00839120370370363 NA 84 9.4 NA NA 0.0179976851851855 NA 85 9 NA NA NA NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2011/May/16/t1305572743lkadw1e4dp9ju6r/17chi1305572961.png (open in new window) http://www.freestatistics.org/blog/date/2011/May/16/t1305572743lkadw1e4dp9ju6r/17chi1305572961.ps (open in new window) http://www.freestatistics.org/blog/date/2011/May/16/t1305572743lkadw1e4dp9ju6r/24mwc1305572961.png (open in new window) http://www.freestatistics.org/blog/date/2011/May/16/t1305572743lkadw1e4dp9ju6r/24mwc1305572961.ps (open in new window) http://www.freestatistics.org/blog/date/2011/May/16/t1305572743lkadw1e4dp9ju6r/3dck81305572961.png (open in new window) http://www.freestatistics.org/blog/date/2011/May/16/t1305572743lkadw1e4dp9ju6r/3dck81305572961.ps (open in new window) http://www.freestatistics.org/blog/date/2011/May/16/t1305572743lkadw1e4dp9ju6r/45uck1305572961.png (open in new window) http://www.freestatistics.org/blog/date/2011/May/16/t1305572743lkadw1e4dp9ju6r/45uck1305572961.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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