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opgave9_hanne jacobs

*Unverified author*

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

Title produced by software: Classical Decomposition

Date of computation: Sat, 18 Jul 2009 05:43:26 -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/18/t1247917458jybgcajqxnon439.htm/, Retrieved Sat, 18 Jul 2009 13:44:23 +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/18/t1247917458jybgcajqxnon439.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 «

0,88 1,03 0,69 0,71 1,11 1,05 1,03 0,65 0,59 0,77 0,9 1,26 0,96 0,83 0,87 0,79 1,12 0,88 0,64 0,64 0,58 0,5 0,99 1,07 0,89 0,89 0,83 0,86 0,9 1,12 0,88 0,88 0,89 0,82 0,88 0,81 0,88 0,76 1,13 0,85 1,45 1,55 0,71 0,81 0,83 0,73 0,9 0,94 1,78 0,88 1,04 0,83 1,41 0,96 1,3 0,83 1,4 0,91 0,87 0,97 1,19 1,23 1,33 1,17 1,09 0,63 0,89 0,63 1,51 0,97 0,84 0,92 0,95 0,73 1,02 0,79 1,27 0,95 0,75 0,52 0,95 0,82 0,76 1,24 0,94 1,04 1,81 0,95 1,39 0,86 1,15 1,51 0,6 0,72 1,1 1,62 1,84 1,73 1,36 1,07 1 1,49 0,9 1,43 1,54 0,81 1,61 1,3 1,4 1,03 0,79 1,11 1,15 1,03 1,59 1,11 1,33 0,93 1,07 1,14 1,12 0,86 0,82 1,02 1,07 1,31 0,98 0,89 0,8 0,8 0,78 0,97

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	0.88	NA	NA	1.15166336386910	NA
2	1.03	NA	NA	0.961934534677325	NA
3	0.69	NA	NA	1.06812510307736	NA
4	0.71	NA	NA	0.919035241591261	NA
5	1.11	NA	NA	1.17090745940366	NA
6	1.05	NA	NA	1.06000337566651	NA
7	1.03	0.857325975886033	0.8925	0.960589328723846	1.20140999919606
8	0.65	0.76320159405859	0.8875	0.859945458094185	0.851675369994184
9	0.59	0.882527354276495	0.886666666666667	0.995331602567475	0.668534518665076
10	0.77	0.70465362186666	0.8975	0.785129383695443	1.09273546052348
11	0.9	0.871715949567998	0.90125	0.967229902433284	1.03244640693568
12	1.26	0.984135818163582	0.894583333333333	1.10010524620056	1.28031108790572
13	0.96	1.00338670577095	0.87125	1.15166336386910	0.956759736279727
14	0.83	0.822053221092998	0.854583333333333	0.961934534677325	1.00966698834467
15	0.87	0.911911806752293	0.85375	1.06812510307736	0.954039627031962
16	0.79	0.773904259689974	0.842083333333333	0.919035241591261	1.02079810274784
17	1.12	0.97721985049397	0.834583333333333	1.17090745940366	1.14610852351583
18	0.88	0.880244469876396	0.830416666666667	1.06000337566651	0.999722270477393
19	0.64	0.787283003999919	0.819583333333333	0.960589328723846	0.812922413856741
20	0.64	0.704438654422153	0.819166666666667	0.859945458094185	0.908524817572636
21	0.58	0.81617191410533	0.82	0.995331602567475	0.710634597903045
22	0.5	0.644787506359882	0.82125	0.785129383695443	0.77544926827557
23	0.99	0.788292370483127	0.815	0.967229902433284	1.25587921064522
24	1.07	0.897502530025288	0.815833333333333	1.10010524620056	1.19219719633532
25	0.89	0.962598628300588	0.835833333333333	1.15166336386910	0.924580582013963
26	0.89	0.823255639261344	0.855833333333333	0.961934534677325	1.08107367572792
27	0.83	0.938614934329227	0.87875	1.06812510307736	0.884281689586744
28	0.86	0.831726893640091	0.905	0.919035241591261	1.03399325737343
29	0.9	1.06991669103009	0.91375	1.17090745940366	0.841186989179035
30	1.12	0.95223636580708	0.898333333333333	1.06000337566651	1.17617856261006
31	0.88	0.852122783688779	0.887083333333333	0.960589328723846	1.03271502281695
32	0.88	0.7578269349455	0.88125	0.859945458094185	1.16121499437505
33	0.89	0.884186240280774	0.888333333333333	0.995331602567475	1.00657526599530
34	0.82	0.706943582569105	0.900416666666667	0.785129383695443	1.15992282866482
35	0.88	0.892672597454052	0.922916666666667	0.967229902433284	0.98580375661783
36	0.81	1.06022643102579	0.96375	1.10010524620056	0.763987744784207
37	0.88	1.12239192003742	0.974583333333333	1.15166336386910	0.78403985656869
38	0.76	0.927866019907503	0.964583333333333	0.961934534677325	0.81908377254268
39	1.13	1.02450999470170	0.959166666666667	1.06812510307736	1.10296630178705
40	0.85	0.87576399896634	0.952916666666667	0.919035241591261	0.970581116605903
41	1.45	1.11236208643348	0.95	1.17090745940366	1.30353238184257
42	1.55	1.01362822798110	0.95625	1.06000337566651	1.52916025541951
43	0.71	0.959788837616576	0.999166666666667	0.960589328723846	0.739746048477839
44	0.81	0.89577651884811	1.04166666666667	0.859945458094185	0.904243394369825
45	0.83	1.03804791717766	1.04291666666667	0.995331602567475	0.799577732650992
46	0.73	0.815226010070435	1.03833333333333	0.785129383695443	0.895457199576997
47	0.9	1.00188897393714	1.03583333333333	0.967229902433284	0.898303128802038
48	0.94	1.11064792147665	1.00958333333333	1.10010524620056	0.846352819667854
49	1.78	1.16270013777284	1.00958333333333	1.15166336386910	1.53091923030954
50	0.88	0.995602243391032	1.035	0.961934534677325	0.883887120425433
51	1.04	1.13176755713572	1.05958333333333	1.06812510307736	0.918916603893505
52	0.83	1.0025142760358	1.09083333333333	0.919035241591261	0.827918384645886
53	1.41	1.28458305858743	1.09708333333333	1.17090745940366	1.09763241121246
54	0.96	1.16291203672080	1.09708333333333	1.06000337566651	0.825513856324874
55	1.3	1.03143279171723	1.07375	0.960589328723846	1.26038265453596
56	0.83	0.914766981047689	1.06375	0.859945458094185	0.907334892050208
57	1.4	1.08532616829962	1.09041666666667	0.995331602567475	1.28993480567541
58	0.91	0.876727811793244	1.11666666666667	0.785129383695443	1.03795041945653
59	0.87	1.08087941596920	1.1175	0.967229902433284	0.804900146257198
60	0.97	1.19957309554452	1.09041666666667	1.10010524620056	0.808621003257568
61	1.19	1.22028330596630	1.05958333333333	1.15166336386910	0.975183380926187
62	1.23	0.9948006312788	1.03416666666667	0.961934534677325	1.23642864844070
63	1.33	1.10061390829596	1.03041666666667	1.06812510307736	1.20841649371776
64	1.17	0.953499063150933	1.0375	0.919035241591261	1.22705941223856
65	1.09	1.21628012345555	1.03875	1.17090745940366	0.896175131846454
66	0.63	1.09754516188803	1.03541666666667	1.06000337566651	0.574008270344206
67	0.89	0.983003079727403	1.02333333333333	0.960589328723846	0.90538882161672
68	0.63	0.853495867158479	0.9925	0.859945458094185	0.738140656846345
69	1.51	0.954274173961567	0.95875	0.995331602567475	1.58235446499762
70	0.97	0.730170326836762	0.93	0.785129383695443	1.32845716177241
71	0.84	0.89146356007601	0.921666666666667	0.967229902433284	0.942270708102054
72	0.92	1.03684919454403	0.9425	1.10010524620056	0.887303577840544
73	0.95	1.09408019567564	0.95	1.15166336386910	0.868309291910117
74	0.73	0.90381765654057	0.939583333333333	0.961934534677325	0.80768503991627
75	1.02	0.973774052305523	0.911666666666666	1.06812510307736	1.04747091749367
76	0.79	0.810665669353625	0.882083333333333	0.919035241591261	0.974507777823992
77	1.27	1.02161675832969	0.8725	1.17090745940366	1.24312761086301
78	0.95	0.935452979025693	0.8825	1.06000337566651	1.01555077732443
79	0.75	0.860127694761477	0.895416666666667	0.960589328723846	0.871963552118832
80	0.52	0.780758813828012	0.907916666666667	0.859945458094185	0.666018738168926
81	0.95	0.94929751594873	0.95375	0.995331602567475	1.00074000409721
82	0.82	0.77989518780414	0.993333333333334	0.785129383695443	1.05142333588284
83	0.76	0.97206605194545	1.005	0.967229902433284	0.78183987443957
84	1.24	1.10698090398931	1.00625	1.10010524620056	1.12016385786902
85	0.94	1.17373691167659	1.01916666666667	1.15166336386910	0.800860900469838
86	1.04	1.03608365505870	1.07708333333333	0.961934534677325	1.00377995051092
87	1.81	1.17894308252163	1.10375	1.06812510307736	1.53527343841622
88	0.95	0.997153237126518	1.085	0.919035241591261	0.95271214556511
89	1.39	1.28214366804701	1.095	1.17090745940366	1.08412187701031
90	0.86	1.19250379762482	1.125	1.06000337566651	0.72117170755591
91	1.15	1.13189442567960	1.17833333333333	0.960589328723846	1.01599581543087
92	1.51	1.07027378471972	1.24458333333333	0.859945458094185	1.41085395303355
93	0.6	1.24872643972111	1.25458333333333	0.995331602567475	0.480489545920084
94	0.72	0.974214710268762	1.24083333333333	0.785129383695443	0.739056793549514
95	1.1	1.18928976753359	1.22958333333333	0.967229902433284	0.924921772665407
96	1.62	1.36367212810277	1.23958333333333	1.10010524620056	1.18796884281403
97	1.84	1.44581738139066	1.25541666666667	1.15166336386910	1.27263651944078
98	1.73	1.19440204722435	1.24166666666667	0.961934534677325	1.44842350531827
99	1.36	1.36452981918132	1.2775	1.06812510307736	0.996680307665214
100	1.07	1.21350945025113	1.32041666666667	0.919035241591261	0.881740146134479
101	1	1.57535841100601	1.34541666666667	1.17090745940366	0.634776183637736
102	1.49	1.43453790173534	1.35333333333333	1.06000337566651	1.03866199575317
103	0.9	1.26957889613002	1.32166666666667	0.960589328723846	0.70889647169106
104	1.43	1.09571383785501	1.27416666666667	0.859945458094185	1.30508527919972
105	1.54	1.21554871963553	1.22125	0.995331602567475	1.26691754523978
106	0.81	0.941500985948118	1.19916666666667	0.785129383695443	0.860328360871876
107	1.61	1.16752709472884	1.20708333333333	0.967229902433284	1.37898298657807
108	1.3	1.31370901483783	1.19416666666667	1.10010524620056	0.98956464888115
109	1.4	1.38631477425743	1.20375	1.15166336386910	1.00987165829629
110	1.03	1.17275852019411	1.21916666666667	0.961934534677325	0.878271171996706
111	0.79	1.27863475880885	1.19708333333333	1.06812510307736	0.617846491781552
112	1.11	1.09671538829890	1.19333333333333	0.919035241591261	1.01211308954249
113	1.15	1.37679202101547	1.17583333333333	1.17090745940366	0.835275032427776
114	1.03	1.21547053743093	1.14666666666667	1.06000337566651	0.847408446589789
115	1.59	1.08386495924341	1.12833333333333	0.960589328723846	1.46697241795685
116	1.11	0.954181147877006	1.10958333333333	0.859945458094185	1.16330112208744
117	1.33	1.09859725633385	1.10375	0.995331602567475	1.21063473655338
118	0.93	0.864623733794606	1.10125	0.785129383695443	1.07561238912385
119	1.07	1.05831071824575	1.09416666666667	0.967229902433284	1.01104522665482
120	1.14	1.21286603393611	1.1025	1.10010524620056	0.939922438342475
121	1.12	1.25387348741248	1.08875	1.15166336386910	0.893232061482738
122	0.86	1.01403932197235	1.05416666666667	0.961934534677325	0.84809334447432
123	0.82	1.09260297002288	1.02291666666667	1.06812510307736	0.750501346324209
124	1.02	0.914822996733968	0.995416666666667	0.919035241591261	1.11496978502019
125	1.07	1.14504991967516	0.977916666666667	1.17090745940366	0.934457076162712
126	1.31	1.01627823642026	0.95875	1.06000337566651	1.28901707529853
127	0.98	NA	NA	0.960589328723846	NA
128	0.89	NA	NA	0.859945458094185	NA
129	0.8	NA	NA	0.995331602567475	NA
130	0.8	NA	NA	0.785129383695443	NA
131	0.78	NA	NA	0.967229902433284	NA
132	0.97	NA	NA	1.10010524620056	NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jul/18/t1247917458jybgcajqxnon439/1qswp1247917404.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jul/18/t1247917458jybgcajqxnon439/1qswp1247917404.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jul/18/t1247917458jybgcajqxnon439/20y9i1247917404.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jul/18/t1247917458jybgcajqxnon439/20y9i1247917404.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jul/18/t1247917458jybgcajqxnon439/3zzh11247917404.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jul/18/t1247917458jybgcajqxnon439/3zzh11247917404.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jul/18/t1247917458jybgcajqxnon439/4bz7n1247917404.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jul/18/t1247917458jybgcajqxnon439/4bz7n1247917404.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')

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 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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