Robbe Leys_2MAR03A_opgave 9_verbetering

*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 09:47:34 -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/t12330749389g906mcj766ktiu.htm/, Retrieved Tue, 27 Jan 2009 17:49:02 +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/t12330749389g906mcj766ktiu.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 «

41086 39690 43129 37863 35953 29133 24693 22205 21725 27192 21790 13253 37702 30364 32609 30212 29965 28352 25814 22414 20506 28806 22228 13971 36845 35338 35022 34777 26887 23970 22780 17351 21382 24561 17409 11514 31514 27071 29462 26105 22397 23843 21705 18089 20764 25316 17704 15548 28029 29383 36438 32034 22679 24319 18004 17537 20366 22782 19169 13807 29743 25591 29096 26482 22405 27044 17970 18730 19684 19785 18479 10698

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 'George Udny Yule' @ 72.249.76.132 Classical Decomposition by Moving Averages t Observations Fit Trend Seasonal Random 1 41086 NA NA 1.05825078452100 NA 2 39690 NA NA 1.09997146654556 NA 3 43129 39398.1105323304 39800.375 0.989892947800878 1.09469716738340 4 37863 32234.5754756552 37839.125 0.851884801132563 1.17460830308113 5 35953 36208.0505923859 34215 1.05825078452100 0.992955970061543 6 29133 32947.7203303058 29953.25 1.09997146654556 0.8842189902044 7 24693 25952.5183589695 26217.5 0.989892947800878 0.951468356883593 8 22205 20612.5241050039 24196.375 0.851884801132563 1.07725768503089 9 21725 24965.0619762868 23590.875 1.05825078452100 0.870216145292794 10 27192 24319.2691538558 22109 1.09997146654556 1.11812570632653 11 21790 22754.7929277173 22987.125 0.989892947800878 0.957600452318683 12 13253 21621.4751663453 25380.75 0.851884801132563 0.612955401888065 13 37702 28709.9469400105 27129.625 1.05825078452100 1.31320340224865 14 30364 33661.1893227940 30601.875 1.09997146654556 0.902047747298066 15 32609 31433.6793475614 31754.625 0.989892947800878 1.03739048933607 16 30212 26013.1542873840 30536 0.851884801132563 1.16141240182673 17 29965 31149.7441237236 29435.125 1.05825078452100 0.96196616835702 18 28352 30371.3121627895 27611 1.09997146654556 0.933512514969191 19 25814 25196.6113567051 25453.875 0.989892947800878 1.02450284423388 20 22414 20724.8664131533 24328.25 0.851884801132563 1.08150274907319 21 20506 25331.084466383 23936.75 1.05825078452100 0.809519230304317 22 28806 24675.7974054499 22433.125 1.09997146654556 1.16737868797861 23 22228 23183.4165741150 23420.125 0.989892947800878 0.958788793228096 24 13971 22386.6806889626 26279 0.851884801132563 0.624076440545657 25 36845 30366.2416991339 28694.75 1.05825078452100 1.21335397264690 26 35338 36183.2863991496 32894.75 1.09997146654556 0.97663876106153 27 35022 33904.5758818909 34250.75 0.989892947800878 1.03295791464850 28 34777 26906.781443772 31585 0.851884801132563 1.29249944192228 29 26887 30301.6884012781 28633.75 1.05825078452100 0.887310292546798 30 23970 27417.0637965148 24925.25 1.09997146654556 0.874273050458709 31 22780 21835.9247989211 22058.875 0.989892947800878 1.04323495385575 32 17351 18268.3501034874 21444.625 0.851884801132563 0.949784731610094 33 21382 22061.4863862573 20847.125 1.05825078452100 0.969200335174126 34 24561 21390.1826348783 19446.125 1.09997146654556 1.14823704029303 35 17409 19781.0307759049 19983 0.989892947800878 0.880085582860814 36 11514 18369.4049380217 21563.25 0.851884801132563 0.626803102160803 37 31514 24745.7395011948 23383.625 1.05825078452100 1.27351215341447 38 27071 29384.7752537314 26714.125 1.09997146654556 0.921259385727729 39 29462 27121.4581937039 27398.375 0.989892947800878 1.08629852383230 40 26105 22025.6945044827 25855.25 0.851884801132563 1.18520666827042 41 22397 25908.2279879911 24482.125 1.05825078452100 0.864474405983356 42 23843 24760.9076976739 22510.5 1.09997146654556 0.962929157974282 43 21705 21089.0505698053 21304.375 0.989892947800878 1.02920707255909 44 18089 18131.8355641059 21284.375 0.851884801132563 0.997637549493847 45 20764 22189.7992938805 20968.375 1.05825078452100 0.935745282100245 46 25316 22165.1125330597 20150.625 1.09997146654556 1.14215526594962 47 17704 20531.4933669565 20741.125 0.989892947800878 0.862285060496035 48 15548 18875.7439666949 22157.625 0.851884801132563 0.82370263272449 49 28029 26464.471056605 25007.75 1.05825078452100 1.05911808855158 50 29383 32350.4358239716 29410.25 1.09997146654556 0.908272153113538 51 36438 30490.9300513996 30802.25 0.989892947800878 1.19504390120522 52 32034 25131.0275758112 29500.5 0.851884801132563 1.27467927458856 53 22679 28110.5801519274 26563.25 1.05825078452100 0.806778084174297 54 24319 24690.9220131149 22446.875 1.09997146654556 0.984936892477432 55 18004 20139.9907061012 20345.625 0.989892947800878 0.893942815700796 56 17537 16922.1591464977 19864.375 0.851884801132563 1.03633347542589 57 20366 20972.2817662891 19817.875 1.05825078452100 0.97109128262507 58 22782 21446.4186761054 19497.25 1.09997146654556 1.06227526115503 59 19169 19998.9309610396 20203.125 0.989892947800878 0.958501233758124 60 13807 18508.3686462065 21726.375 0.851884801132563 0.745986870259898 61 29743 24676.6886375048 23318.375 1.05825078452100 1.20530758550785 62 25591 28757.2415320672 26143.625 1.09997146654556 0.889897592279965 63 29096 26539.7723502524 26810.75 0.989892947800878 1.09631686421467 64 26482 22213.0026751317 26075.125 0.851884801132563 1.19218461309815 65 22405 26314.4640078991 24866 1.05825078452100 0.851432884715966 66 27044 24756.2328189410 22506.25 1.09997146654556 1.09241176546492 67 17970 20982.8845511537 21197.125 0.989892947800878 0.856412280027151 68 18730 16994.7823257942 19949.625 0.851884801132563 1.10210296554208 69 19684 20218.8072077101 19105.875 1.05825078452100 0.973549022837204 70 19785 19981.5316755334 18165.5 1.09997146654556 0.990164333809603 71 18479 NA NA 0.989892947800878 NA 72 10698 NA NA 0.851884801132563 NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/27/t12330749389g906mcj766ktiu/14wof1233074852.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/27/t12330749389g906mcj766ktiu/14wof1233074852.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/27/t12330749389g906mcj766ktiu/2j4v51233074852.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/27/t12330749389g906mcj766ktiu/2j4v51233074852.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/27/t12330749389g906mcj766ktiu/3rht21233074852.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/27/t12330749389g906mcj766ktiu/3rht21233074852.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/27/t12330749389g906mcj766ktiu/4yaz81233074852.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/27/t12330749389g906mcj766ktiu/4yaz81233074852.ps (open in new window)

Parameters (Session):

par1 = multiplicative ; par2 = 4 ;

Parameters (R input):

par1 = multiplicative ; par2 = 4 ;

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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