Home » date » 2009 » Jul » 04 »

Opgave 9, oefening 1, stap 1, Sara Vandenberghe

*Unverified author*

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

Title produced by software: Classical Decomposition

Date of computation: Sat, 04 Jul 2009 09:17:15 -0600

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Jul/04/t12467206789ff3r4ye92y68wd.htm/, Retrieved Sat, 04 Jul 2009 17:18:03 +0200

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/Jul/04/t12467206789ff3r4ye92y68wd.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 «

9,26 9,29 9,28 9,31 9,27 9,27 9,28 9,25 9,32 9,33 9,31 9,3 9,29 9,33 9,35 9,35 9,37 9,37 9,35 9,33 9,34 9,37 9,33 9,31 9,26 9,27 9,29 9,27 9,29 9,31 9,33 9,35 9,34 9,35 9,38 9,43 9,47 9,5 9,55 9,58 9,61 9,57 9,61 9,65 9,62 9,63 9,62 9,63 9,65 9,72 9,75 9,77 9,78 9,82 9,84 9,9 9,94 9,96 10,03 10,03 10,12 10,12 10,05 10,14 10,17 10,2 10,2 10,35 10,43 10,52 10,57 10,57 10,57 10,65 10,57 10,61 10,63 10,71 10,72 10,77 10,79 10,82 10,9 10,83 10,92 10,91 10,88 10,87 11 10,99 11,03 11,04 10,99 10,9 11 10,99 10,92 10,98 11,15 11,19 11,33 11,38 11,4 11,45 11,56 11,61 11,82 11,77 11,85 11,82 11,92 11,86 11,87 11,94 11,86 11,92 11,83 11,91 11,93 11,99 11,96 12,12 11,85 12,01 12,1 12,21 12,31 12,31 12,39 12,35 12,41 12,51

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	'Gwilym Jenkins' @ 72.249.127.135

Classical Decomposition by Moving Averages
t	Observations	Fit	Trend	Seasonal	Random
1	9.26	NA	NA	-0.00859027777777797	NA
2	9.29	NA	NA	0.0070347222222222	NA
3	9.28	NA	NA	-0.0245069444444440	NA
4	9.31	NA	NA	-0.0208819444444443	NA
5	9.27	NA	NA	0.00361805555555491	NA
6	9.27	NA	NA	0.0123263888888894	NA
7	9.28	9.28228472222222	9.29041666666667	-0.0081319444444447	-0.00228472222222287
8	9.25	9.30115972222222	9.29333333333333	0.00782638888888868	-0.0511597222222218
9	9.32	9.29824305555555	9.29791666666667	0.000326388888888933	0.0217569444444461
10	9.33	9.30486805555556	9.3025	0.00236805555555605	0.0251319444444444
11	9.31	9.33665972222222	9.30833333333333	0.0283263888888887	-0.026659722222222
12	9.3	9.31695138888889	9.31666666666667	0.000284722222222126	-0.0169513888888879
13	9.29	9.31515972222222	9.32375	-0.00859027777777797	-0.0251597222222255
14	9.33	9.33703472222222	9.33	0.0070347222222222	-0.00703472222222246
15	9.35	9.30965972222222	9.33416666666667	-0.0245069444444440	0.0403402777777764
16	9.35	9.31578472222222	9.33666666666667	-0.0208819444444443	0.0342152777777773
17	9.37	9.34278472222222	9.33916666666667	0.00361805555555491	0.0272152777777777
18	9.37	9.35274305555556	9.34041666666667	0.0123263888888894	0.0172569444444441
19	9.35	9.33145138888889	9.33958333333333	-0.0081319444444447	0.0185486111111111
20	9.33	9.34365972222222	9.33583333333333	0.00782638888888868	-0.0136597222222221
21	9.34	9.33115972222222	9.33083333333333	0.000326388888888933	0.00884027777777874
22	9.37	9.32736805555555	9.325	0.00236805555555605	0.0426319444444445
23	9.33	9.34665972222222	9.31833333333333	0.0283263888888887	-0.0166597222222222
24	9.31	9.31278472222222	9.3125	0.000284722222222126	-0.00278472222222348
25	9.26	9.30057638888889	9.30916666666666	-0.00859027777777797	-0.040576388888887
26	9.27	9.31620138888889	9.30916666666667	0.0070347222222222	-0.0462013888888908
27	9.29	9.28549305555556	9.31	-0.0245069444444440	0.00450694444444366
28	9.27	9.28828472222222	9.30916666666667	-0.0208819444444443	-0.0182847222222229
29	9.29	9.31403472222222	9.31041666666667	0.00361805555555491	-0.0240347222222219
30	9.31	9.32982638888889	9.3175	0.0123263888888894	-0.0198263888888892
31	9.33	9.32311805555556	9.33125	-0.0081319444444447	0.00688194444444434
32	9.35	9.35740972222222	9.34958333333333	0.00782638888888868	-0.00740972222222247
33	9.34	9.37032638888889	9.37	0.000326388888888933	-0.0303263888888861
34	9.35	9.39611805555556	9.39375	0.00236805555555605	-0.0461180555555565
35	9.38	9.44832638888889	9.42	0.0283263888888887	-0.0683263888888881
36	9.43	9.44445138888889	9.44416666666667	0.000284722222222126	-0.0144513888888902
37	9.47	9.45807638888889	9.46666666666667	-0.00859027777777797	0.0119236111111096
38	9.5	9.49786805555556	9.49083333333333	0.0070347222222222	0.00213194444444476
39	9.55	9.49049305555556	9.515	-0.0245069444444440	0.0595069444444434
40	9.58	9.51745138888889	9.53833333333333	-0.0208819444444443	0.0625486111111115
41	9.61	9.56361805555555	9.56	0.00361805555555491	0.0463819444444464
42	9.57	9.59065972222222	9.57833333333333	0.0123263888888894	-0.0206597222222218
43	9.61	9.58603472222222	9.59416666666666	-0.0081319444444447	0.0239652777777799
44	9.65	9.61865972222222	9.61083333333333	0.00782638888888868	0.0313402777777778
45	9.62	9.62865972222222	9.62833333333334	0.000326388888888933	-0.00865972222222489
46	9.63	9.64695138888889	9.64458333333333	0.00236805555555605	-0.0169513888888861
47	9.62	9.68790972222222	9.65958333333333	0.0283263888888887	-0.0679097222222236
48	9.63	9.67736805555556	9.67708333333333	0.000284722222222126	-0.0473680555555553
49	9.65	9.68849305555556	9.69708333333333	-0.00859027777777797	-0.0384930555555556
50	9.72	9.72411805555556	9.71708333333333	0.0070347222222222	-0.00411805555555489
51	9.75	9.71632638888889	9.74083333333333	-0.0245069444444440	0.0336736111111104
52	9.77	9.74703472222222	9.76791666666667	-0.0208819444444443	0.0229652777777769
53	9.78	9.80236805555555	9.79875	0.00361805555555491	-0.022368055555555
54	9.82	9.84482638888889	9.8325	0.0123263888888894	-0.0248263888888882
55	9.84	9.86061805555556	9.86875	-0.0081319444444447	-0.0206180555555555
56	9.9	9.91282638888889	9.905	0.00782638888888868	-0.0128263888888878
57	9.94	9.93449305555556	9.93416666666667	0.000326388888888933	0.00550694444444311
58	9.96	9.96445138888889	9.96208333333333	0.00236805555555605	-0.00445138888888685
59	10.03	10.0220763888889	9.99375	0.0283263888888887	0.00792361111111006
60	10.03	10.0261180555556	10.0258333333333	0.000284722222222126	0.00388194444444601
61	10.12	10.0480763888889	10.0566666666667	-0.00859027777777797	0.0719236111111119
62	10.12	10.0974513888889	10.0904166666667	0.0070347222222222	0.0225486111111106
63	10.05	10.1050763888889	10.1295833333333	-0.0245069444444440	-0.0550763888888888
64	10.14	10.1524513888889	10.1733333333333	-0.0208819444444443	-0.0124513888888877
65	10.17	10.2227847222222	10.2191666666667	0.00361805555555491	-0.0527847222222206
66	10.2	10.2764930555556	10.2641666666667	0.0123263888888894	-0.0764930555555559
67	10.2	10.2972847222222	10.3054166666667	-0.0081319444444447	-0.0972847222222235
68	10.35	10.3540763888889	10.34625	0.00782638888888868	-0.00407638888888862
69	10.43	10.3903263888889	10.39	0.000326388888888933	0.0396736111111107
70	10.52	10.4336180555556	10.43125	0.00236805555555605	0.0863819444444456
71	10.57	10.4983263888889	10.47	0.0283263888888887	0.0716736111111107
72	10.57	10.5107013888889	10.5104166666667	0.000284722222222126	0.0592986111111102
73	10.57	10.5447430555556	10.5533333333333	-0.00859027777777797	0.0252569444444433
74	10.65	10.5995347222222	10.5925	0.0070347222222222	0.0504652777777785
75	10.57	10.6004930555556	10.625	-0.0245069444444440	-0.0304930555555565
76	10.61	10.6316180555556	10.6525	-0.0208819444444443	-0.0216180555555567
77	10.63	10.6823680555556	10.67875	0.00361805555555491	-0.0523680555555543
78	10.71	10.7156597222222	10.7033333333333	0.0123263888888894	-0.00565972222222122
79	10.72	10.7206180555556	10.72875	-0.0081319444444447	-0.000618055555552388
80	10.77	10.7619930555556	10.7541666666667	0.00782638888888868	0.00800694444444261
81	10.79	10.7782430555556	10.7779166666667	0.000326388888888933	0.0117569444444445
82	10.82	10.8040347222222	10.8016666666667	0.00236805555555605	0.015965277777779
83	10.9	10.8562430555556	10.8279166666667	0.0283263888888887	0.0437569444444463
84	10.83	10.8552847222222	10.855	0.000284722222222126	-0.0252847222222226
85	10.92	10.8709930555556	10.8795833333333	-0.00859027777777797	0.049006944444443
86	10.91	10.9107847222222	10.90375	0.0070347222222222	-0.000784722222222811
87	10.88	10.8988263888889	10.9233333333333	-0.0245069444444440	-0.0188263888888898
88	10.87	10.9141180555556	10.935	-0.0208819444444443	-0.0441180555555558
89	11	10.9461180555556	10.9425	0.00361805555555491	0.0538819444444449
90	10.99	10.9656597222222	10.9533333333333	0.0123263888888894	0.0243402777777799
91	11.03	10.9518680555556	10.96	-0.0081319444444447	0.0781319444444453
92	11.04	10.9707430555556	10.9629166666667	0.00782638888888868	0.0692569444444437
93	10.99	10.9774097222222	10.9770833333333	0.000326388888888933	0.0125902777777789
94	10.9	11.0040347222222	11.0016666666667	0.00236805555555605	-0.104034722222222
95	11	11.0570763888889	11.02875	0.0283263888888887	-0.0570763888888894
96	10.99	11.0590347222222	11.05875	0.000284722222222126	-0.0690347222222218
97	10.92	11.0818263888889	11.0904166666667	-0.00859027777777797	-0.161826388888889
98	10.98	11.1299513888889	11.1229166666667	0.0070347222222222	-0.149951388888891
99	11.15	11.1392430555556	11.16375	-0.0245069444444440	0.0107569444444451
100	11.19	11.1962013888889	11.2170833333333	-0.0208819444444443	-0.00620138888888988
101	11.33	11.2844513888889	11.2808333333333	0.00361805555555491	0.0455486111111121
102	11.38	11.3598263888889	11.3475	0.0123263888888894	0.0201736111111117
103	11.4	11.4106180555556	11.41875	-0.0081319444444447	-0.0106180555555557
104	11.45	11.5003263888889	11.4925	0.00782638888888868	-0.0503263888888892
105	11.56	11.5599097222222	11.5595833333333	0.000326388888888933	9.02777777778141e-05
106	11.61	11.6219513888889	11.6195833333333	0.00236805555555605	-0.0119513888888907
107	11.82	11.6983263888889	11.67	0.0283263888888887	0.121673611111110
108	11.77	11.7161180555556	11.7158333333333	0.000284722222222126	0.0538819444444467
109	11.85	11.7497430555556	11.7583333333333	-0.00859027777777797	0.100256944444446
110	11.82	11.8041180555556	11.7970833333333	0.0070347222222222	0.0158819444444465
111	11.92	11.8034097222222	11.8279166666667	-0.0245069444444440	0.116590277777776
112	11.86	11.8307847222222	11.8516666666667	-0.0208819444444443	0.0292152777777765
113	11.87	11.8723680555556	11.86875	0.00361805555555491	-0.00236805555555542
114	11.94	11.8948263888889	11.8825	0.0123263888888894	0.0451736111111103
115	11.86	11.8881180555556	11.89625	-0.0081319444444447	-0.0281180555555558
116	11.92	11.9211597222222	11.9133333333333	0.00782638888888868	-0.00115972222222105
117	11.83	11.9232430555556	11.9229166666667	0.000326388888888933	-0.0932430555555523
118	11.91	11.9286180555556	11.92625	0.00236805555555605	-0.0186180555555531
119	11.93	11.9704097222222	11.9420833333333	0.0283263888888887	-0.0404097222222219
120	11.99	11.9632013888889	11.9629166666667	0.000284722222222126	0.0267986111111096
121	11.96	11.9843263888889	11.9929166666667	-0.00859027777777797	-0.0243263888888894
122	12.12	12.0349513888889	12.0279166666667	0.0070347222222222	0.0850486111111106
123	11.85	12.0429930555556	12.0675	-0.0245069444444440	-0.192993055555556
124	12.01	12.0882847222222	12.1091666666667	-0.0208819444444443	-0.0782847222222234
125	12.1	12.1511180555556	12.1475	0.00361805555555491	-0.0511180555555555
126	12.21	12.2014930555556	12.1891666666667	0.0123263888888894	0.00850694444444677
127	12.31	NA	NA	-0.0081319444444447	NA
128	12.31	NA	NA	0.00782638888888868	NA
129	12.39	NA	NA	0.000326388888888933	NA
130	12.35	NA	NA	0.00236805555555605	NA
131	12.41	NA	NA	0.0283263888888887	NA
132	12.51	NA	NA	0.000284722222222126	NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jul/04/t12467206789ff3r4ye92y68wd/1guan1246720632.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jul/04/t12467206789ff3r4ye92y68wd/1guan1246720632.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jul/04/t12467206789ff3r4ye92y68wd/2l1wr1246720632.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jul/04/t12467206789ff3r4ye92y68wd/2l1wr1246720632.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jul/04/t12467206789ff3r4ye92y68wd/33s061246720632.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jul/04/t12467206789ff3r4ye92y68wd/33s061246720632.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jul/04/t12467206789ff3r4ye92y68wd/4ss2x1246720632.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jul/04/t12467206789ff3r4ye92y68wd/4ss2x1246720632.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')

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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We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.

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