opgave 9 oef 2 - decomposition - Berns Sophie MAR 201B

*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 16:15:16 +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/t1305648717a1dpene6qr63t6s.htm/, Retrieved Tue, 17 May 2011 18:12:01 +0200

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords:

KDGP2W92

Dataseries X:

» Textbox « » Textfile « » CSV «

41 39 50 40 43 38 44 35 39 35 29 49 50 59 63 32 39 47 53 60 57 52 70 90 74 62 55 84 94 70 108 139 120 97 126 149 158 124 140 109 114 77 120 133 110 92 97 78 99 107 112 90 98 125 155 190 236 189 174 178 136 161 171 149 184 155 276 224 213 279 268 287 238 213 257 293 212 246 353 339 308 247 257 322 298 273 312 249 286 279 309 401 309 328 353 354 327 324 285 243 241 287 355 460 364 487 452 391 500 451 375 372 302 316 398 394 431 431

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 41 NA NA 1.02296647816775 NA 2 39 NA NA 0.96815467779339 NA 3 50 NA NA 0.991361873664322 NA 4 40 NA NA 0.834468517593995 NA 5 43 NA NA 0.856224954354863 NA 6 38 NA NA 0.816882096729209 NA 7 44 44.0656494798532 40.5416666666667 1.08692249487819 0.998510189214772 8 35 49.9295020988889 41.75 1.19591621793746 0.700988364167542 9 39 46.1584103943676 43.125 1.07033995117374 0.844916444626069 10 35 43.9095292747226 43.3333333333333 1.01329682941668 0.797093491506602 11 29 45.0198082838081 42.8333333333333 1.05104610779318 0.644160895070497 12 49 47.0195689130681 43.0416666666667 1.09241980049723 1.04211929485346 13 50 44.797407023096 43.7916666666667 1.02296647816775 1.11613602935147 14 59 43.7686593919095 45.2083333333333 0.96815467779339 1.34799650753996 15 63 46.5940080622231 47 0.991361873664322 1.35210518734228 16 32 40.4369535817423 48.4583333333333 0.834468517593995 0.791355361014345 17 39 43.5604445528037 50.875 0.856224954354863 0.895307667320164 18 47 44.34989050159 54.2916666666667 0.816882096729209 1.05975458943501 19 53 61.9545822080567 57 1.08692249487819 0.855465376588526 20 60 69.5126301676148 58.125 1.19591621793746 0.863152492652383 21 57 61.9905221721458 57.9166666666667 1.07033995117374 0.919495400308337 22 52 60.5444855576463 59.75 1.01329682941668 0.858872604516379 23 70 67.4859188378874 64.2083333333333 1.05104610779318 1.03725341827459 24 90 73.6928190418753 67.4583333333333 1.09241980049723 1.22128588877647 25 74 72.3322547271112 70.7083333333333 1.02296647816775 1.02305673007403 26 62 73.8621339599874 76.2916666666667 0.96815467779339 0.839401689011404 27 55 81.4982073641545 82.2083333333333 0.991361873664322 0.67486146970382 28 84 72.3553743797126 86.7083333333333 0.834468517593995 1.16093656787923 29 94 77.845118766763 90.9166666666667 0.856224954354863 1.20752593726062 30 70 78.1824240077914 95.7083333333333 0.816882096729209 0.895341899261451 31 108 110.503786979282 101.666666666667 1.08692249487819 0.977342070821955 32 139 128.859972482761 107.75 1.19591621793746 1.07869028156587 33 120 121.88496193991 113.875 1.07033995117374 0.984534909722178 34 97 120.03345358465 118.458333333333 1.01329682941668 0.80810804907478 35 126 126.47588163778 120.333333333333 1.05104610779318 0.996237372441153 36 149 132.683488268725 121.458333333333 1.09241980049723 1.12297318938607 37 158 125.057651956007 122.25 1.02296647816775 1.26341729217482 38 124 118.59894802969 122.5 0.96815467779339 1.04554047114278 39 140 120.780921608103 121.833333333333 0.991361873664322 1.1591234620171 40 109 101.144538236705 121.208333333333 0.834468517593995 1.07766570395438 41 114 102.56861432376 119.791666666667 0.856224954354863 1.11145110764738 42 77 94.4519924343147 115.625 0.816882096729209 0.815228964635643 43 120 119.787916623034 110.208333333333 1.08692249487819 1.00177049057155 44 133 128.012865161722 107.041666666667 1.19591621793746 1.0389580752839 45 110 112.564084865105 105.166666666667 1.07033995117374 0.977221110373013 46 92 104.580676936046 103.208333333333 1.01329682941668 0.879703619209317 47 97 106.943941467957 101.75 1.05104610779318 0.90701725285732 48 78 112.610274434589 103.083333333333 1.09241980049723 0.692654381597367 49 99 108.988553528122 106.541666666667 1.02296647816775 0.908352269988198 50 107 106.860072561445 110.375 0.96815467779339 1.00130944547576 51 112 116.98070109239 118 0.991361873664322 0.957422882185872 52 90 106.220888385402 127.291666666667 0.834468517593995 0.847290974195698 53 98 115.197932400494 134.541666666667 0.856224954354863 0.850709712907832 54 125 115.929184227487 141.916666666667 0.816882096729209 1.07824445443102 55 155 160.456933306392 147.625 1.08692249487819 0.965991290036858 56 190 181.081647332697 151.416666666667 1.19591621793746 1.04925045027295 57 236 167.106824877 156.125 1.07033995117374 1.41227026588357 58 189 163.18301023731 161.041666666667 1.01329682941668 1.15820880939226 59 174 175.612287177111 167.083333333333 1.05104610779318 0.990819052567289 60 178 187.805170702148 171.916666666667 1.09241980049723 0.94779073086492 61 136 182.301151130144 178.208333333333 1.02296647816775 0.746018328227177 62 161 178.785897165846 184.666666666667 0.96815467779339 0.900518455606443 63 171 183.525866862108 185.125 0.991361873664322 0.931748766120696 64 149 156.810542264538 187.916666666667 0.834468517593995 0.950191217046097 65 184 167.463330655905 195.583333333333 0.856224954354863 1.09874800220039 66 155 166.677984486789 204.041666666667 0.816882096729209 0.929936850851982 67 276 231.333337659907 212.833333333333 1.08692249487819 1.19308355117306 68 224 262.204630782788 219.25 1.19591621793746 0.854294599341241 69 213 240.826489014091 225 1.07033995117374 0.884454201329725 70 279 237.702547900662 234.583333333333 1.01329682941668 1.17373584113451 71 268 254.090396559002 241.75 1.05104610779318 1.05474273577186 72 287 269.509068281003 246.708333333333 1.09241980049723 1.06489923263272 73 238 259.535120231809 253.708333333333 1.02296647816775 0.917024253933053 74 213 253.374147134179 261.708333333333 0.96815467779339 0.84065403834276 75 257 268.122080081463 270.458333333333 0.991361873664322 0.958518596908976 76 293 227.879444346293 273.083333333333 0.834468517593995 1.28576757258872 77 212 232.286694908522 271.291666666667 0.856224954354863 0.91266527376219 78 246 222.430187588557 272.291666666667 0.816882096729209 1.10596498913646 79 353 300.262339210099 276.25 1.08692249487819 1.17563861298303 80 339 336.351436294911 281.25 1.19591621793746 1.00787439392043 81 308 306.161823533655 286.041666666667 1.07033995117374 1.00600393754234 82 247 290.309541627877 286.5 1.01329682941668 0.850815989770697 83 257 302.438517517489 287.75 1.05104610779318 0.849759488670747 84 322 319.214169203627 292.208333333333 1.09241980049723 1.00872715269289 85 298 298.45047000544 291.75 1.02296647816775 0.998490637305975 86 273 283.185243254567 292.5 0.96815467779339 0.964033283876269 87 312 292.575672965183 295.125 0.991361873664322 1.06639077965012 88 249 249.123622023374 298.541666666667 0.834468517593995 0.999503772374656 89 286 261.933483953059 305.916666666667 0.856224954354863 1.09188025785682 90 279 254.254552606966 311.25 0.816882096729209 1.09732548400534 91 309 341.067221205318 313.791666666667 1.08692249487819 0.905979762311976 92 401 379.254930613417 317.125 1.19591621793746 1.05733628657487 93 309 340.501896967146 318.125 1.07033995117374 0.907483931080168 94 328 320.961770717732 316.75 1.01329682941668 1.0219285594871 95 353 330.685381664431 314.625 1.05104610779318 1.0674799055926 96 354 342.018432539006 313.083333333333 1.09241980049723 1.03503193489324 97 327 322.575429448897 315.333333333333 1.02296647816775 1.01371639048474 98 324 309.527118446195 319.708333333333 0.96815467779339 1.0467580405441 99 285 321.655621259336 324.458333333333 0.991361873664322 0.886040787610602 100 243 278.190942052898 333.375 0.834468517593995 0.873500762486341 101 241 294.648412417367 344.125 0.856224954354863 0.817923972584061 102 287 285.738550085071 349.791666666667 0.816882096729209 1.00441469978256 103 355 389.707002851117 358.541666666667 1.08692249487819 0.910940777052508 104 460 443.734746697212 371.041666666667 1.19591621793746 1.03665535192782 105 364 406.818376441952 380.083333333333 1.07033995117374 0.894748175300134 106 487 394.383570149215 389.208333333333 1.01329682941668 1.23483845895442 107 452 417.396685557368 397.125 1.05104610779318 1.0829027053639 108 391 437.923787524325 400.875 1.09241980049723 0.89284942069579 109 500 NA 403.875 NA NA 110 451 NA 402.916666666667 NA NA 111 375 NA 402.958333333333 NA NA 112 372 NA 403.416666666667 NA NA 113 302 NA NA NA NA 114 316 NA NA NA NA 115 398 NA NA NA NA 116 394 NA NA NA NA 117 431 NA NA NA NA 118 431 NA NA NA NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2011/May/17/t1305648717a1dpene6qr63t6s/1bh6g1305648914.png (open in new window) http://www.freestatistics.org/blog/date/2011/May/17/t1305648717a1dpene6qr63t6s/1bh6g1305648914.ps (open in new window) http://www.freestatistics.org/blog/date/2011/May/17/t1305648717a1dpene6qr63t6s/21vnh1305648914.png (open in new window) http://www.freestatistics.org/blog/date/2011/May/17/t1305648717a1dpene6qr63t6s/21vnh1305648914.ps (open in new window) http://www.freestatistics.org/blog/date/2011/May/17/t1305648717a1dpene6qr63t6s/3xjp31305648914.png (open in new window) http://www.freestatistics.org/blog/date/2011/May/17/t1305648717a1dpene6qr63t6s/3xjp31305648914.ps (open in new window) http://www.freestatistics.org/blog/date/2011/May/17/t1305648717a1dpene6qr63t6s/4byx91305648914.png (open in new window) http://www.freestatistics.org/blog/date/2011/May/17/t1305648717a1dpene6qr63t6s/4byx91305648914.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')

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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