opgave 9 oef2-Stien Philipsen

*Unverified author*

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

Title produced by software: Classical Decomposition

Date of computation: Tue, 17 May 2011 13:08:24 +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/17/t1305637488ayjiher778r1mtu.htm/, Retrieved Tue, 17 May 2011 15:04:52 +0200

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords:

KDGP2W92

Dataseries X:

» Textbox « » Textfile « » CSV «

112 118 129 99 116 168 118 129 205 147 150 267 126 129 124 97 102 127 222 214 118 141 154 226 89 77 82 97 127 121 117 117 106 112 134 169 75 108 115 85 101 108 109 124 105 95 135 164 88 85 112 87 91 87 87 142 95 108 139 159 61 82 124 93 108 75 87 103 90 108 123 129 57 65 67 71 76 67 110 118 99 85 107 141 58 65 70 86 93 74 87 73 101 100 96 157 63 115 70 66 67 83 79 77 102 116 100 135 71 60 89 74 73 91 86 74 87 87 109 137 43 69 73 77 69 76 78 70 83 65 110 132 54 55 66 65 60 65 96 55 71 63 74 106 34 47 56 53 53 55 67 52 46 51 58 91 33 40 46 45 41 55 57 54 46 52 48 77 77 35 42 48 44 45 0 0 46 51 63 84 30 39 45 52 28 40 62

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 4 seconds R Server 'Gwilym Jenkins' @ www.wessa.org Classical Decomposition by Moving Averages t Observations Fit Trend Seasonal Random 1 112 NA NA -25.031994047619 NA 2 118 NA NA -16.9397321428571 NA 3 129 NA NA -8.65401785714286 NA 4 99 NA NA -14.4665178571429 NA 5 116 NA NA -9.56473214285714 NA 6 168 NA NA -7.046875 NA 7 118 151.795386904762 147.083333333333 4.71205357142857 -33.7953869047619 8 129 152.747767857143 148.125 4.62276785714286 -23.7477678571428 9 205 147.92931547619 148.375 -0.445684523809524 57.0706845238095 10 147 150.792410714286 148.083333333333 2.70907738095238 -3.79241071428569 11 150 165.908482142857 147.416666666667 18.4918154761905 -15.9084821428571 12 267 196.738839285714 145.125 51.6138392857143 70.2611607142857 13 126 122.718005952381 147.75 -25.031994047619 3.28199404761904 14 129 138.685267857143 155.625 -16.9397321428571 -9.68526785714286 15 124 146.887648809524 155.541666666667 -8.65401785714286 -22.8876488095238 16 97 137.200148809524 151.666666666667 -14.4665178571429 -40.2001488095238 17 102 142.018601190476 151.583333333333 -9.56473214285714 -40.0186011904762 18 127 142.994791666667 150.041666666667 -7.046875 -15.9947916666666 19 222 151.503720238095 146.791666666667 4.71205357142857 70.4962797619048 20 214 147.706101190476 143.083333333333 4.62276785714286 66.2938988095238 21 118 138.720982142857 139.166666666667 -0.445684523809524 -20.7209821428571 22 141 140.125744047619 137.416666666667 2.70907738095238 0.874255952380992 23 154 156.950148809524 138.458333333333 18.4918154761905 -2.9501488095238 24 226 190.863839285714 139.25 51.6138392857143 35.1361607142858 25 89 109.593005952381 134.625 -25.031994047619 -20.5930059523809 26 77 109.268601190476 126.208333333333 -16.9397321428571 -32.2686011904762 27 82 113.012648809524 121.666666666667 -8.65401785714286 -31.0126488095238 28 97 105.49181547619 119.958333333333 -14.4665178571429 -8.49181547619045 29 127 108.35193452381 117.916666666667 -9.56473214285714 18.6480654761905 30 121 107.661458333333 114.708333333333 -7.046875 13.3385416666667 31 117 116.462053571429 111.75 4.71205357142857 0.537946428571459 32 117 117.081101190476 112.458333333333 4.62276785714286 -0.0811011904761614 33 106 114.67931547619 115.125 -0.445684523809524 -8.67931547619047 34 112 118.709077380952 116 2.70907738095238 -6.70907738095237 35 134 132.908482142857 114.416666666667 18.4918154761905 1.09151785714288 36 169 164.405505952381 112.791666666667 51.6138392857143 4.59449404761907 37 75 86.8846726190476 111.916666666667 -25.031994047619 -11.8846726190476 38 108 94.9352678571428 111.875 -16.9397321428571 13.0647321428572 39 115 103.470982142857 112.125 -8.65401785714286 11.5290178571429 40 85 96.9084821428571 111.375 -14.4665178571429 -11.9084821428571 41 101 101.143601190476 110.708333333333 -9.56473214285714 -0.143601190476176 42 108 103.494791666667 110.541666666667 -7.046875 4.50520833333334 43 109 115.587053571429 110.875 4.71205357142857 -6.58705357142856 44 124 115.081101190476 110.458333333333 4.62276785714286 8.91889880952382 45 105 108.92931547619 109.375 -0.445684523809524 -3.92931547619048 46 95 112.042410714286 109.333333333333 2.70907738095238 -17.0424107142857 47 135 127.49181547619 109 18.4918154761905 7.50818452380955 48 164 159.322172619048 107.708333333333 51.6138392857143 4.67782738095239 49 88 80.8846726190476 105.916666666667 -25.031994047619 7.11532738095238 50 85 88.8102678571429 105.75 -16.9397321428571 -3.81026785714288 51 112 97.4293154761905 106.083333333333 -8.65401785714286 14.5706845238095 52 87 91.7418154761905 106.208333333333 -14.4665178571429 -4.74181547619047 53 91 97.3519345238095 106.916666666667 -9.56473214285714 -6.35193452380952 54 87 99.828125 106.875 -7.046875 -12.828125 55 87 110.253720238095 105.541666666667 4.71205357142857 -23.2537202380952 56 142 108.91443452381 104.291666666667 4.62276785714286 33.0855654761905 57 95 104.220982142857 104.666666666667 -0.445684523809524 -9.22098214285714 58 108 108.125744047619 105.416666666667 2.70907738095238 -0.125744047619037 59 139 124.86681547619 106.375 18.4918154761905 14.1331845238095 60 159 158.197172619048 106.583333333333 51.6138392857143 0.802827380952394 61 61 81.0513392857143 106.083333333333 -25.031994047619 -20.0513392857143 62 82 87.5186011904762 104.458333333333 -16.9397321428571 -5.5186011904762 63 124 93.970982142857 102.625 -8.65401785714286 30.0290178571429 64 93 87.9501488095238 102.416666666667 -14.4665178571429 5.04985119047622 65 108 92.1852678571428 101.75 -9.56473214285714 15.8147321428572 66 75 92.7864583333333 99.8333333333333 -7.046875 -17.7864583333333 67 87 103.128720238095 98.4166666666667 4.71205357142857 -16.1287202380952 68 103 102.16443452381 97.5416666666667 4.62276785714286 0.835565476190482 69 90 94.0126488095238 94.4583333333333 -0.445684523809524 -4.01264880952381 70 108 93.875744047619 91.1666666666667 2.70907738095238 14.124255952381 71 123 107.408482142857 88.9166666666667 18.4918154761905 15.5915178571429 72 129 138.863839285714 87.25 51.6138392857143 -9.86383928571426 73 57 62.843005952381 87.875 -25.031994047619 -5.84300595238093 74 65 72.5186011904762 89.4583333333333 -16.9397321428571 -7.51860119047619 75 67 81.8043154761905 90.4583333333333 -8.65401785714286 -14.8043154761905 76 71 75.4084821428571 89.875 -14.4665178571429 -4.40848214285714 77 76 78.6852678571429 88.25 -9.56473214285714 -2.68526785714286 78 67 81.0364583333333 88.0833333333333 -7.046875 -14.0364583333333 79 110 93.3370535714286 88.625 4.71205357142857 16.6629464285714 80 118 93.2894345238095 88.6666666666667 4.62276785714286 24.7105654761905 81 99 88.3459821428572 88.7916666666667 -0.445684523809524 10.6540178571428 82 85 92.250744047619 89.5416666666667 2.70907738095238 -7.25074404761904 83 107 109.36681547619 90.875 18.4918154761905 -2.36681547619047 84 141 143.488839285714 91.875 51.6138392857143 -2.48883928571429 85 58 66.1763392857143 91.2083333333333 -25.031994047619 -8.17633928571426 86 65 71.4352678571429 88.375 -16.9397321428571 -6.43526785714286 87 70 77.9293154761905 86.5833333333333 -8.65401785714286 -7.92931547619047 88 86 72.8251488095238 87.2916666666667 -14.4665178571429 13.1748511904762 89 93 77.8936011904762 87.4583333333333 -9.56473214285714 15.1063988095238 90 74 80.6197916666667 87.6666666666667 -7.046875 -6.61979166666666 91 87 93.2537202380952 88.5416666666667 4.71205357142857 -6.25372023809524 92 73 95.4561011904762 90.8333333333333 4.62276785714286 -22.4561011904762 93 101 92.4709821428572 92.9166666666667 -0.445684523809524 8.52901785714285 94 100 94.7924107142857 92.0833333333333 2.70907738095238 5.20758928571429 95 96 108.658482142857 90.1666666666667 18.4918154761905 -12.6584821428571 96 157 141.072172619048 89.4583333333333 51.6138392857143 15.9278273809524 97 63 64.468005952381 89.5 -25.031994047619 -1.46800595238093 98 115 72.3936011904762 89.3333333333333 -16.9397321428571 42.6063988095238 99 70 80.8876488095238 89.5416666666667 -8.65401785714286 -10.8876488095238 100 66 75.7834821428571 90.25 -14.4665178571429 -9.78348214285714 101 67 81.5186011904762 91.0833333333333 -9.56473214285714 -14.5186011904762 102 83 83.2864583333333 90.3333333333333 -7.046875 -0.286458333333329 103 79 94.4620535714286 89.75 4.71205357142857 -15.4620535714286 104 77 92.4144345238095 87.7916666666667 4.62276785714286 -15.4144345238095 105 102 85.8459821428571 86.2916666666667 -0.445684523809524 16.1540178571429 106 116 90.125744047619 87.4166666666667 2.70907738095238 25.874255952381 107 100 106.49181547619 88 18.4918154761905 -6.49181547619047 108 135 140.197172619048 88.5833333333333 51.6138392857143 -5.1971726190476 109 71 64.1763392857143 89.2083333333333 -25.031994047619 6.82366071428571 110 60 72.4352678571428 89.375 -16.9397321428571 -12.4352678571428 111 89 79.9709821428571 88.625 -8.65401785714286 9.02901785714286 112 74 72.3251488095238 86.7916666666666 -14.4665178571429 1.67485119047622 113 73 76.3936011904762 85.9583333333333 -9.56473214285714 -3.3936011904762 114 91 79.3697916666667 86.4166666666667 -7.046875 11.6302083333333 115 86 90.0453869047619 85.3333333333333 4.71205357142857 -4.0453869047619 116 74 89.1644345238095 84.5416666666667 4.62276785714286 -15.1644345238095 117 87 83.8043154761905 84.25 -0.445684523809524 3.19568452380953 118 87 86.4174107142857 83.7083333333333 2.70907738095238 0.582589285714306 119 109 102.158482142857 83.6666666666667 18.4918154761905 6.84151785714286 120 137 134.488839285714 82.875 51.6138392857143 2.51116071428571 121 43 56.8846726190476 81.9166666666667 -25.031994047619 -13.8846726190476 122 69 64.4769345238095 81.4166666666667 -16.9397321428571 4.52306547619048 123 73 72.4293154761905 81.0833333333333 -8.65401785714286 0.570684523809533 124 77 65.5334821428571 80 -14.4665178571429 11.4665178571429 125 69 69.5602678571429 79.125 -9.56473214285714 -0.560267857142861 126 76 71.9114583333333 78.9583333333333 -7.046875 4.08854166666667 127 78 83.9203869047619 79.2083333333333 4.71205357142857 -5.9203869047619 128 70 83.7061011904762 79.0833333333333 4.62276785714286 -13.7061011904762 129 83 77.7626488095238 78.2083333333333 -0.445684523809524 5.23735119047618 130 65 80.125744047619 77.4166666666667 2.70907738095238 -15.125744047619 131 110 95.033482142857 76.5416666666667 18.4918154761905 14.9665178571429 132 132 127.322172619048 75.7083333333333 51.6138392857143 4.67782738095239 133 54 50.9680059523809 76 -25.031994047619 3.03199404761907 134 55 59.1852678571429 76.125 -16.9397321428571 -4.18526785714288 135 66 66.3459821428571 75 -8.65401785714286 -0.345982142857139 136 65 59.9501488095238 74.4166666666667 -14.4665178571429 5.0498511904762 137 60 63.2686011904762 72.8333333333333 -9.56473214285714 -3.26860119047619 138 65 63.203125 70.25 -7.046875 1.796875 139 96 73.0453869047619 68.3333333333333 4.71205357142857 22.9546130952381 140 55 71.7894345238095 67.1666666666667 4.62276785714286 -16.7894345238095 141 71 65.9709821428571 66.4166666666667 -0.445684523809524 5.02901785714286 142 63 68.2090773809524 65.5 2.70907738095238 -5.20907738095239 143 74 83.2001488095238 64.7083333333333 18.4918154761905 -9.2001488095238 144 106 115.613839285714 64 51.6138392857143 -9.61383928571428 145 34 37.3430059523809 62.375 -25.031994047619 -3.34300595238094 146 47 44.1019345238095 61.0416666666667 -16.9397321428571 2.8980654761905 147 56 51.2209821428571 59.875 -8.65401785714286 4.77901785714288 148 53 43.8668154761905 58.3333333333333 -14.4665178571429 9.13318452380954 149 53 47.6019345238095 57.1666666666667 -9.56473214285714 5.39806547619047 150 55 48.828125 55.875 -7.046875 6.17187500000001 151 67 59.9203869047619 55.2083333333333 4.71205357142857 7.07961309523812 152 52 59.4977678571429 54.875 4.62276785714286 -7.49776785714285 153 46 53.7209821428571 54.1666666666667 -0.445684523809524 -7.72098214285714 154 51 56.1257440476191 53.4166666666667 2.70907738095238 -5.12574404761906 155 58 71.0751488095238 52.5833333333333 18.4918154761905 -13.0751488095238 156 91 103.697172619048 52.0833333333333 51.6138392857143 -12.6971726190476 157 33 26.6346726190476 51.6666666666667 -25.031994047619 6.36532738095239 158 40 34.3936011904762 51.3333333333333 -16.9397321428571 5.60639880952381 159 46 42.7626488095238 51.4166666666667 -8.65401785714286 3.2373511904762 160 45 36.9918154761905 51.4583333333333 -14.4665178571429 8.00818452380952 161 41 41.5186011904762 51.0833333333333 -9.56473214285714 -0.518601190476197 162 55 43.0364583333333 50.0833333333333 -7.046875 11.9635416666667 163 57 56.0453869047619 51.3333333333333 4.71205357142857 0.954613095238095 164 54 57.5811011904762 52.9583333333333 4.62276785714286 -3.58110119047619 165 46 52.1376488095238 52.5833333333333 -0.445684523809524 -6.1376488095238 166 52 55.250744047619 52.5416666666667 2.70907738095238 -3.25074404761905 167 48 71.2834821428571 52.7916666666667 18.4918154761905 -23.2834821428571 168 77 104.113839285714 52.5 51.6138392857143 -27.1138392857143 169 77 24.6763392857143 49.7083333333333 -25.031994047619 52.3236607142857 170 35 28.1436011904762 45.0833333333333 -16.9397321428571 6.85639880952381 171 42 34.1793154761905 42.8333333333333 -8.65401785714286 7.82068452380953 172 48 28.3251488095238 42.7916666666667 -14.4665178571429 19.6748511904762 173 44 33.8102678571429 43.375 -9.56473214285714 10.1897321428571 174 45 37.2447916666667 44.2916666666667 -7.046875 7.75520833333334 175 0 47.3370535714286 42.625 4.71205357142857 -47.3370535714286 176 0 45.4561011904762 40.8333333333333 4.62276785714286 -45.4561011904762 177 46 40.6793154761905 41.125 -0.445684523809524 5.32068452380953 178 51 44.1257440476191 41.4166666666667 2.70907738095238 6.87425595238095 179 63 59.4084821428571 40.9166666666667 18.4918154761905 3.59151785714286 180 84 91.655505952381 40.0416666666667 51.6138392857143 -7.65550595238095 181 30 NA 42.4166666666667 NA NA 182 39 NA NA NA NA 183 45 NA NA NA NA 184 52 NA NA NA NA 185 28 NA NA NA NA 186 40 NA NA NA NA 187 62 NA NA NA NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2011/May/17/t1305637488ayjiher778r1mtu/18g3f1305637700.png (open in new window) http://www.freestatistics.org/blog/date/2011/May/17/t1305637488ayjiher778r1mtu/18g3f1305637700.ps (open in new window) http://www.freestatistics.org/blog/date/2011/May/17/t1305637488ayjiher778r1mtu/2bh3r1305637700.png (open in new window) http://www.freestatistics.org/blog/date/2011/May/17/t1305637488ayjiher778r1mtu/2bh3r1305637700.ps (open in new window) http://www.freestatistics.org/blog/date/2011/May/17/t1305637488ayjiher778r1mtu/3f0qe1305637700.png (open in new window) http://www.freestatistics.org/blog/date/2011/May/17/t1305637488ayjiher778r1mtu/3f0qe1305637700.ps (open in new window) http://www.freestatistics.org/blog/date/2011/May/17/t1305637488ayjiher778r1mtu/4mrrf1305637700.png (open in new window) http://www.freestatistics.org/blog/date/2011/May/17/t1305637488ayjiher778r1mtu/4mrrf1305637700.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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