Opgave9 oefening2 - Robbert Van Hees

*Unverified author*

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

Title produced by software: Classical Decomposition

Date of computation: Tue, 27 Jan 2009 02:04:17 -0700

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Jan/27/t1233047141ge0yrh4nddwcfuc.htm/, Retrieved Tue, 27 Jan 2009 10:05:46 +0100

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/2009/Jan/27/t1233047141ge0yrh4nddwcfuc.htm/}, year = {2009}, } @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 = {2009}, 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:

Dataseries X:

» Textbox « » Textfile « » CSV «

18,33 18,22 18,21 18,06 18,26 18,21 18,05 18,25 18,27 18,28 18,13 18,01 18,02 17,97 18,06 18,08 18,23 18,06 18,23 18,17 18,27 18,33 18,18 18,29 18,33 18,31 18,44 18,63 18,37 18,59 18,72 18,75 18,87 18,83 18,89 18,78 19,27 19,19 19,43 19,36 19,39 19,07 19,31 19,19 19,06 19,05 19,49 19,25 19,76 20,35 19,61 19,33 18,95 18,97 19,28 19,41 18,99 19,37 19,63 19,53 19,86 20,13 19,47 19,49 18,95 19,33 19,65 19,44 19,73 18,89 19,56 19,56

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 'Gwilym Jenkins' @ 72.249.127.135 Classical Decomposition by Moving Averages t Observations Fit Trend Seasonal Random 1 18.33 NA NA 1.00891944752635 NA 2 18.22 NA NA 1.0149381042117 NA 3 18.21 NA NA 1.00426649968519 NA 4 18.06 NA NA 1.00220688231699 NA 5 18.26 NA NA 0.991000121945 NA 6 18.21 NA NA 0.99095451053294 NA 7 18.05 18.1553808109833 18.1770833333333 0.99880605034636 0.994195615499315 8 18.25 18.1401635985745 18.15375 0.999251592567625 1.00605487380688 9 18.27 18.0425556994116 18.1370833333333 0.9947881568285 1.01260599132283 10 18.28 18.0907984739699 18.1316666666667 0.997746032207181 1.01045843975888 11 18.13 18.1558012247889 18.13125 1.00135408340787 0.998578899137008 12 18.01 18.0470596857924 18.12375 0.995768518424301 0.997946497299967 13 18.02 18.2866649864151 18.125 1.00891944752635 0.985417516719798 14 17.97 18.3999820476046 18.1291666666667 1.0149381042117 0.976631387656132 15 18.06 18.2031671955439 18.1258333333333 1.00426649968519 0.992135039248613 16 18.08 18.1679228454021 18.1279166666667 1.00220688231699 0.995160544980828 17 18.23 17.9688967944502 18.1320833333333 0.991000121945 1.01453084229581 18 18.06 17.9816953890457 18.1458333333333 0.99095451053294 1.00435468454226 19 18.23 18.148722103981 18.1704166666667 0.99880605034636 1.00447843630826 20 18.17 18.1838808557494 18.1975 0.999251592567625 0.99923663953479 21 18.27 18.1325011285915 18.2275 0.9947881568285 1.00758300636153 22 18.33 18.2250784608044 18.26625 0.997746032207181 1.00575698696833 23 18.18 18.3197729559469 18.295 1.00135408340787 0.992370377281257 24 18.29 18.2453835823786 18.3229166666667 0.995768518424301 1.00244535377510 25 18.33 18.5292260369245 18.3654166666667 1.00891944752635 0.989248010870637 26 18.31 18.6850104985374 18.41 1.0149381042117 0.979929874881968 27 18.44 18.5379226954389 18.4591666666667 1.00426649968519 0.994717709365406 28 18.63 18.5458383572758 18.505 1.00220688231699 1.00453803387600 29 18.37 18.3884201794069 18.5554166666667 0.991000121945 0.998998272868075 30 18.59 18.4371215661781 18.6054166666667 0.99095451053294 1.00829188185765 31 18.72 18.6427149297148 18.665 0.99880605034636 1.00414559094942 32 18.75 18.7268075543778 18.7408333333333 0.999251592567625 1.00123846232493 33 18.87 18.7206696263163 18.81875 0.9947881568285 1.00797676454232 34 18.83 18.8478382759071 18.8904166666667 0.997746032207181 0.999053563828066 35 18.89 18.9890112683578 18.9633333333333 1.00135408340787 0.994785864995361 36 18.78 18.945325870121 19.0258333333333 0.995768518424301 0.991273527240735 37 19.27 19.2405142474306 19.0704166666667 1.00891944752635 1.00153248256207 38 19.19 19.3988502984996 19.1133333333333 1.0149381042117 0.989233882663873 39 19.43 19.2212423595997 19.1395833333333 1.00426649968519 1.01086077770077 40 19.36 19.1989431755857 19.1566666666667 1.00220688231699 1.00838883801787 41 19.39 19.0181181735595 19.1908333333333 0.991000121945 1.01955408116864 42 19.07 19.0614229078138 19.2354166666667 0.99095451053294 1.00044997124442 43 19.31 19.2524027896137 19.2754166666667 0.99880605034636 1.00299168945381 44 19.19 19.3296893485602 19.3441666666667 0.999251592567625 0.99277332676996 45 19.06 19.2988902424729 19.4 0.9947881568285 0.987621555463995 46 19.05 19.3625089375206 19.40625 0.997746032207181 0.983860101057718 47 19.49 19.4129178303338 19.3866666666667 1.00135408340787 1.00397066377862 48 19.25 19.2822275521879 19.3641666666667 0.995768518424301 0.998328639567152 49 19.76 19.5314193548007 19.35875 1.00891944752635 1.01170322755592 50 20.35 19.6559679515666 19.3666666666667 1.0149381042117 1.03530897334304 51 19.61 19.4555712095263 19.3729166666667 1.00426649968519 1.00793750997134 52 19.33 19.4261100689109 19.3833333333333 1.00220688231699 0.995052531434756 53 18.95 19.2278798660379 19.4025 0.991000121945 0.985548075608238 54 18.97 19.2443365945497 19.42 0.99095451053294 0.985744554341904 55 19.28 19.4126279268568 19.4358333333333 0.99880605034636 0.993167956066716 56 19.41 19.4162911532494 19.4308333333333 0.999251592567625 0.999675985840974 57 18.99 19.314641054956 19.4158333333333 0.9947881568285 0.983191970586856 58 19.37 19.3729021253561 19.4166666666667 0.997746032207181 0.99985019666453 59 19.63 19.4496341467254 19.4233333333333 1.00135408340787 1.00927348308528 60 19.53 19.3560803839710 19.4383333333333 0.995768518424301 1.00898527039457 61 19.86 19.6424004940286 19.46875 1.00891944752635 1.01107805056910 62 20.13 19.7764918514417 19.4854166666667 1.0149381042117 1.01787516973252 63 19.47 19.6007714076058 19.5175 1.00426649968519 0.993328251991397 64 19.49 19.5714300668469 19.5283333333333 1.00220688231699 0.995839339968069 65 18.95 19.3298702952547 19.5054166666667 0.991000121945 0.98034801633677 66 19.33 19.3273290348068 19.50375 0.99095451053294 1.00013819629129 67 19.65 NA NA 0.99880605034636 NA 68 19.44 NA NA 0.999251592567625 NA 69 19.73 NA NA 0.9947881568285 NA 70 18.89 NA NA 0.997746032207181 NA 71 19.56 NA NA 1.00135408340787 NA 72 19.56 NA NA 0.995768518424301 NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/27/t1233047141ge0yrh4nddwcfuc/1tz381233047054.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/27/t1233047141ge0yrh4nddwcfuc/1tz381233047054.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/27/t1233047141ge0yrh4nddwcfuc/2bbg11233047054.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/27/t1233047141ge0yrh4nddwcfuc/2bbg11233047054.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/27/t1233047141ge0yrh4nddwcfuc/3a83c1233047054.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/27/t1233047141ge0yrh4nddwcfuc/3a83c1233047054.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/27/t1233047141ge0yrh4nddwcfuc/4xxcv1233047054.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/27/t1233047141ge0yrh4nddwcfuc/4xxcv1233047054.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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