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 16:56:16 +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/t1305651139l18qdwzvfsyfs5q.htm/, Retrieved Tue, 17 May 2011 18:52:23 +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 5 seconds R Server 'Gwilym Jenkins' @ www.wessa.org Classical Decomposition by Moving Averages t Observations Fit Trend Seasonal Random 1 112 NA NA 0.739352083743664 NA 2 118 NA NA 0.808471572602186 NA 3 129 NA NA 0.906935936641768 NA 4 99 NA NA 0.860584463518577 NA 5 116 NA NA 0.895308654255108 NA 6 168 NA NA 0.929788828226209 NA 7 118 148.003296738498 147.083333333333 1.00625470870367 0.797279537688207 8 129 144.372854778781 148.125 0.974669061797678 0.89351977002646 9 205 148.26827554122 148.375 0.999280711314038 1.38262888167879 10 147 152.951155124742 148.083333333333 1.03287217867018 0.961091139717851 11 150 179.424458811887 147.416666666667 1.21712464993931 0.836006422944064 12 267 236.460456479028 145.125 1.62935715058762 1.12915285699654 13 126 109.239270373126 147.75 0.739352083743664 1.15343135824346 14 129 125.818388486215 155.625 0.808471572602186 1.0252873332115 15 124 141.066327145155 155.541666666667 0.906935936641768 0.879019128869826 16 97 130.521976966984 151.666666666667 0.860584463518577 0.743169864984012 17 102 135.71387017417 151.583333333333 0.895308654255108 0.751581248615908 18 127 139.507065435107 150.041666666667 0.929788828226209 0.910348157664279 19 222 147.709805781793 146.791666666667 1.00625470870367 1.50294693588559 20 214 139.458898258884 143.083333333333 0.974669061797678 1.53450229904112 21 118 139.06656565787 139.166666666667 0.999280711314038 0.848514518509806 22 141 141.933851885593 137.416666666667 1.03287217867018 0.99342051333641 23 154 168.521050489514 138.458333333333 1.21712464993931 0.913832423621064 24 226 226.887983219326 139.25 1.62935715058762 0.996086248347197 25 89 99.5352742739908 134.625 0.739352083743664 0.894155370035046 26 77 102.035849725501 126.208333333333 0.808471572602186 0.7546367301997 27 82 110.343872291415 121.666666666667 0.906935936641768 0.743131433555642 28 97 103.234277936249 119.958333333333 0.860584463518577 0.939610388517473 29 127 105.571812147581 117.916666666667 0.895308654255108 1.20297262514035 30 121 106.654526837781 114.708333333333 0.929788828226209 1.13450411893006 31 117 112.448963697635 111.75 1.00625470870367 1.04047201639494 32 117 109.60965824133 112.458333333333 0.974669061797678 1.06742418393823 33 106 115.042191890029 115.125 0.999280711314038 0.921401081277448 34 112 119.81317272574 116 1.03287217867018 0.934788700207237 35 134 139.25934536389 114.416666666667 1.21712464993931 0.962233447599896 36 169 183.777908610028 112.791666666667 1.62935715058762 0.919588220794335 37 75 82.745820705645 111.916666666667 0.739352083743664 0.90639018817398 38 108 90.4477571848696 111.875 0.808471572602186 1.19405945886812 39 115 101.690191895958 112.125 0.906935936641768 1.13088585886099 40 85 95.8475946243815 111.375 0.860584463518577 0.886824550298916 41 101 99.1181289314925 110.708333333333 0.895308654255108 1.018986143996 42 108 102.780406720172 110.541666666667 0.929788828226209 1.05078393291475 43 109 111.568490827519 110.875 1.00625470870367 0.976978349277038 44 124 107.660320117735 110.458333333333 0.974669061797678 1.15177067896878 45 105 109.296327799973 109.375 0.999280711314038 0.960691014177203 46 95 112.927358201273 109.333333333333 1.03287217867018 0.841248759496169 47 135 132.666586843385 109 1.21712464993931 1.01758855196425 48 164 175.495343094541 107.708333333333 1.62935715058762 0.93449773143924 49 88 78.3097082031831 105.916666666667 0.739352083743664 1.12374317334544 50 85 85.4958688026812 105.75 0.808471572602186 0.994200084640047 51 112 96.2107872787475 106.083333333333 0.906935936641768 1.16411062800585 52 87 91.4012415628689 106.208333333333 0.860584463518577 0.951847026499727 53 91 95.7234169507753 106.916666666667 0.895308654255108 0.950655575184866 54 87 99.371181016676 106.875 0.929788828226209 0.875505343801841 55 87 106.201799047766 105.541666666667 1.00625470870367 0.819195162229504 56 142 101.649860903316 104.291666666667 0.974669061797678 1.39695223129781 57 95 104.591381117536 104.666666666667 0.999280711314038 0.908296639598272 58 108 108.881942168148 105.416666666667 1.03287217867018 0.991900014358803 59 139 129.471634637294 106.375 1.21712464993931 1.07359423080892 60 159 173.66231630013 106.583333333333 1.62935715058762 0.915569960066695 61 61 78.4329335504737 106.083333333333 0.739352083743664 0.777734520929845 62 82 84.4515930214034 104.458333333333 0.808471572602186 0.970970434852756 63 124 93.0743004978614 102.625 0.906935936641768 1.33226894359361 64 93 88.1381921386943 102.416666666667 0.860584463518577 1.05516119338658 65 108 91.0976555704572 101.75 0.895308654255108 1.18554093762018 66 75 92.8239180179165 99.8333333333333 0.929788828226209 0.807981408256477 67 87 99.0322342482526 98.4166666666667 1.00625470870367 0.878501839935365 68 103 95.0708447361818 97.5416666666667 0.974669061797678 1.0834025960937 69 90 94.3903905228718 94.4583333333333 0.999280711314038 0.953486891000753 70 108 94.1635136220977 91.1666666666667 1.03287217867018 1.14694105865072 71 123 108.222666790437 88.9166666666667 1.21712464993931 1.13654563916982 72 129 142.16141138877 87.25 1.62935715058762 0.907419240846047 73 57 64.9705643589745 87.875 0.739352083743664 0.877320376733445 74 65 72.3245194323706 89.4583333333333 0.808471572602186 0.898727022455786 75 67 82.0399132687199 90.4583333333333 0.906935936641768 0.816675656159496 76 71 77.3450286587321 89.875 0.860584463518577 0.917964622047938 77 76 79.0109887380133 88.25 0.895308654255108 0.961891519317684 78 67 81.8988992862586 88.0833333333333 0.929788828226209 0.818081812868047 79 110 89.1793235588625 88.625 1.00625470870367 1.23346977315201 80 118 86.4206568127274 88.6666666666667 0.974669061797678 1.36541429273912 81 99 88.7277998254256 88.7916666666667 0.999280711314038 1.11577206010726 82 85 92.4850963317586 89.5416666666667 1.03287217867018 0.919066999671943 83 107 110.606202563235 90.875 1.21712464993931 0.967396018671076 84 141 149.697188210237 91.875 1.62935715058762 0.941901459110755 85 58 67.4350713047867 91.2083333333333 0.739352083743664 0.860086582215611 86 65 71.4486752287182 88.375 0.808471572602186 0.90974394965232 87 70 78.525536514233 86.5833333333333 0.906935936641768 0.891429757850967 88 86 75.1218521279758 87.2916666666667 0.860584463518577 1.14480670489184 89 93 78.3022027200613 87.4583333333333 0.895308654255108 1.1877060512906 90 74 81.5114872744977 87.6666666666667 0.929788828226209 0.907847500693957 91 87 89.0954689998039 88.5416666666667 1.00625470870367 0.976480633377568 92 73 88.5324397799557 90.8333333333333 0.974669061797678 0.824556514893738 93 101 92.849832759596 92.9166666666667 0.999280711314038 1.08777794206163 94 100 95.110313119212 92.0833333333333 1.03287217867018 1.05141069060155 95 96 109.744072602861 90.1666666666667 1.21712464993931 0.874762506284983 96 157 145.759575096317 89.4583333333333 1.62935715058762 1.07711620246049 97 63 66.1720114950579 89.5 0.739352083743664 0.95206415184621 98 115 72.2234604857953 89.3333333333333 0.808471572602186 1.59228039236112 99 70 81.2085553267983 89.5416666666667 0.906935936641768 0.861978146493396 100 66 77.6677478325516 90.25 0.860584463518577 0.84977357837507 101 67 81.547696591736 91.0833333333333 0.895308654255108 0.821605058146912 102 83 83.9909241497676 90.3333333333333 0.929788828226209 0.98820200920756 103 79 90.3113601061541 89.75 1.00625470870367 0.874751525247117 104 77 85.5678213836545 87.7916666666667 0.974669061797678 0.899870988356248 105 102 86.2295980471405 86.2916666666667 0.999280711314038 1.18288850128048 106 116 90.2902429520845 87.4166666666667 1.03287217867018 1.2847456846645 107 100 107.106969194659 88 1.21712464993931 0.933646061987405 108 135 144.333887589553 88.5833333333333 1.62935715058762 0.935331281201984 109 71 65.9563671372994 89.2083333333333 0.739352083743664 1.07646923385276 110 60 72.2571468013204 89.375 0.808471572602186 0.83036768895646 111 89 80.3771973848767 88.625 0.906935936641768 1.10727921469859 112 74 74.6915598962165 86.7916666666666 0.860584463518577 0.99074112393452 113 73 76.9592397386786 85.9583333333333 0.895308654255108 0.948554068983496 114 91 80.349251239215 86.4166666666667 0.929788828226209 1.13255566911353 115 86 85.8670684760463 85.3333333333333 1.00625470870367 1.00154810832969 116 74 82.400146932812 84.5416666666667 0.974669061797678 0.898056651043822 117 87 84.1893999282076 84.25 0.999280711314038 1.033384251155 118 87 86.4600086228493 83.7083333333333 1.03287217867018 1.00624556237909 119 109 101.832762378256 83.6666666666667 1.21712464993931 1.07038243345616 120 137 135.032973854949 82.875 1.62935715058762 1.01456700603487 121 43 60.5652581933351 81.9166666666667 0.739352083743664 0.709977985444003 122 69 65.823060536028 81.4166666666667 0.808471572602186 1.0482648396793 123 73 73.5373888627033 81.0833333333333 0.906935936641768 0.992692304268423 124 77 68.8467570814862 80 0.860584463518577 1.11842595445511 125 69 70.8412972679354 79.125 0.895308654255108 0.974008137358478 126 76 73.4145762286944 78.9583333333333 0.929788828226209 1.03521676353823 127 78 79.7037583852363 79.2083333333333 1.00625470870367 0.978623863921179 128 70 77.080078303833 79.0833333333333 0.974669061797678 0.908146456780637 129 83 78.1520789640187 78.2083333333333 0.999280711314038 1.06203188834187 130 65 79.9615211653827 77.4166666666667 1.03287217867018 0.812890988723962 131 110 93.1607492474381 76.5416666666667 1.21712464993931 1.18075478019006 132 132 123.355914275738 75.7083333333333 1.62935715058762 1.07007435172456 133 54 56.1907583645185 76 0.739352083743664 0.961012123198148 134 55 61.5448984643414 76.125 0.808471572602186 0.893656523486939 135 66 68.0201952481326 75 0.906935936641768 0.970300066902733 136 65 64.0418271601741 74.4166666666667 0.860584463518577 1.01496167243057 137 60 65.2083136515803 72.8333333333333 0.895308654255108 0.920128073248309 138 65 65.3176651828912 70.25 0.929788828226209 0.995136611481722 139 96 68.760738428084 68.3333333333333 1.00625470870367 1.39614556496372 140 55 65.4652719840774 67.1666666666667 0.974669061797678 0.84014009768992 141 71 66.368893909774 66.4166666666667 0.999280711314038 1.0697782623366 142 63 67.6531277028965 65.5 1.03287217867018 0.931220804404919 143 74 78.7581075564896 64.7083333333333 1.21712464993931 0.93958580641267 144 106 104.278857637608 64 1.62935715058762 1.01650519003932 145 34 46.117086223511 62.375 0.739352083743664 0.737253863681145 146 47 49.3504522442584 61.0416666666667 0.808471572602186 0.952372224825318 147 56 54.3027892064258 59.875 0.906935936641768 1.03125457860226 148 53 50.200760371917 58.3333333333333 0.860584463518577 1.05576090097729 149 53 51.1818114015837 57.1666666666667 0.895308654255108 1.03552411586512 150 55 51.9519507771394 55.875 0.929788828226209 1.0586705441714 151 67 55.5536453763483 55.2083333333333 1.00625470870367 1.20604146759602 152 52 53.4849647661476 54.875 0.974669061797678 0.97223584660399 153 46 54.127705196177 54.1666666666667 0.999280711314038 0.84984205100291 154 51 55.1725888772986 53.4166666666667 1.03287217867018 0.924372066596726 155 58 64.0004711759755 52.5833333333333 1.21712464993931 0.906243328123685 156 91 84.8623515931051 52.0833333333333 1.62935715058762 1.07232475051273 157 33 38.1998576600893 51.6666666666667 0.739352083743664 0.863877564509303 158 40 41.5015407269122 51.3333333333333 0.808471572602186 0.963819638967318 159 46 46.6316227423309 51.4166666666667 0.906935936641768 0.986455055492686 160 45 44.2842421852268 51.4583333333333 0.860584463518577 1.01616281050445 161 41 45.7353504215318 51.0833333333333 0.895308654255108 0.896461918890155 162 55 46.5669238136626 50.0833333333333 0.929788828226209 1.1810958400448 163 57 51.6544083801216 51.3333333333333 1.00625470870367 1.10348761678849 164 54 51.6168490643687 52.9583333333333 0.974669061797678 1.04617001965113 165 46 52.5455107365965 52.5833333333333 0.999280711314038 0.875431589781129 166 52 54.2688257209621 52.5416666666667 1.03287217867018 0.958192835558523 167 48 64.2540388113795 52.7916666666667 1.21712464993931 0.747034752802171 168 77 85.54125040585 52.5 1.62935715058762 0.900150507909037 169 77 36.7519598294246 49.7083333333333 0.739352083743664 2.09512636488984 170 35 36.4485933981486 45.0833333333333 0.808471572602186 0.960256534941561 171 42 38.8470892861557 42.8333333333333 0.906935936641768 1.08116208374376 172 48 36.8258435013991 42.7916666666667 0.860584463518577 1.30343246579474 173 44 38.8340128783153 43.375 0.895308654255108 1.13302738344018 174 45 41.1818968501858 44.2916666666667 0.929788828226209 1.09271314441158 175 0 42.8916069584938 42.625 1.00625470870367 0 176 0 39.7989866900718 40.8333333333333 0.974669061797678 0 177 46 41.0954192527898 41.125 0.999280711314038 1.11934616646787 178 51 42.7781227332564 41.4166666666667 1.03287217867018 1.19219817844769 179 63 49.8006835933502 40.9166666666667 1.21712464993931 1.26504287600607 180 84 65.2421759047792 40.0416666666667 1.62935715058762 1.28751070661098 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/t1305651139l18qdwzvfsyfs5q/1uryj1305651371.png (open in new window) http://www.freestatistics.org/blog/date/2011/May/17/t1305651139l18qdwzvfsyfs5q/1uryj1305651371.ps (open in new window) http://www.freestatistics.org/blog/date/2011/May/17/t1305651139l18qdwzvfsyfs5q/2sfkv1305651371.png (open in new window) http://www.freestatistics.org/blog/date/2011/May/17/t1305651139l18qdwzvfsyfs5q/2sfkv1305651371.ps (open in new window) http://www.freestatistics.org/blog/date/2011/May/17/t1305651139l18qdwzvfsyfs5q/38yst1305651371.png (open in new window) http://www.freestatistics.org/blog/date/2011/May/17/t1305651139l18qdwzvfsyfs5q/38yst1305651371.ps (open in new window) http://www.freestatistics.org/blog/date/2011/May/17/t1305651139l18qdwzvfsyfs5q/4g2oz1305651371.png (open in new window) http://www.freestatistics.org/blog/date/2011/May/17/t1305651139l18qdwzvfsyfs5q/4g2oz1305651371.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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