multiplicatief decompositiemodel: stof voor jurk: birgit teugels

*Unverified author*

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

Title produced by software: Classical Decomposition

Date of computation: Fri, 29 May 2009 05:45:13 -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/May/29/t1243597552vdvigfsgivqxa5v.htm/, Retrieved Fri, 29 May 2009 13:45:57 +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/May/29/t1243597552vdvigfsgivqxa5v.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 «

20,73 20,73 20,74 20,74 20,75 20,75 20,77 20,78 20,78 20,8 20,84 20,85 20,86 20,86 20,86 20,86 20,9 20,92 20,95 20,95 20,95 20,96 21,1 21,18 21,19 21,19 21,19 21,19 21,19 21,21 21,22 21,22 21,22 21,23 21,41 21,42 21,43 21,44 21,44 21,44 21,48 21,53 21,54 21,54 21,54 21,54 21,54 21,54 21,54 21,54 21,54 21,54 21,57 21,6 21,61 21,6 21,6 21,71 21,75 21,84 21,85 21,92 21,92 21,93 22 22 21,99 22,01 22,01 22,06 22,03 22,05 22,05 22,06 22,06 22,13 22,06 22,25 22,28 22,18

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 20.73 NA NA 1.00134157558915 NA 2 20.73 NA NA 1.00112060781802 NA 3 20.74 NA NA 1.00016333418405 NA 4 20.74 NA NA 0.999287742209415 NA 5 20.75 NA NA 1.00000714372987 NA 6 20.75 NA NA 1.00019934203818 NA 7 20.77 20.7717677849062 20.7770833333333 0.99974416291537 0.999914894826261 8 20.78 20.7651448806363 20.7879166666667 0.998904566224914 1.00071538722456 9 20.78 20.7561834849786 20.7983333333333 0.997973402595335 1.00114744191959 10 20.8 20.7807267668970 20.8083333333333 0.998673292762369 1.00092745712502 11 20.84 20.8371745046696 20.8195833333333 1.00084493388050 1.00013559877467 12 20.85 20.8691637761440 20.8329166666667 1.00173989605283 0.999081718062615 13 20.86 20.8754684970948 20.8475 1.00134157558915 0.99925901078115 14 20.86 20.8854615470168 20.8620833333333 1.00112060781802 0.998780896129133 15 20.86 20.8796598052598 20.87625 1.00016333418405 0.99905842310444 16 20.86 20.8751209347547 20.89 0.999287742209415 0.999275648040462 17 20.9 20.9076493575322 20.9075 1.00000714372987 0.999634135937455 18 20.92 20.9362559774883 20.9320833333333 1.00019934203818 0.99922354897142 19 20.95 20.9542210946383 20.9595833333333 0.99974416291537 0.999798556356775 20 20.95 20.9640933734095 20.9870833333333 0.998904566224914 0.999327737519652 21 20.95 20.9719952332899 21.0145833333333 0.997973402595335 0.998951209312933 22 20.96 21.0141666490802 21.0420833333333 0.998673292762369 0.997422374630186 23 21.1 21.0857176632500 21.0679166666667 1.00084493388050 1.00067734648534 24 21.18 21.128781365871 21.0920833333333 1.00173989605283 1.00242411681214 25 21.19 21.1437445942214 21.1154166666667 1.00134157558915 1.00218766385361 26 21.19 21.1616039813399 21.1379166666667 1.00112060781802 1.00134186513863 27 21.19 21.1638728860571 21.1604166666667 1.00016333418405 1.00123451478298 28 21.19 21.1678289692435 21.1829166666667 0.999287742209415 1.0010473927576 29 21.19 21.2072348310079 21.2070833333333 1.00000714372987 0.999187313615128 30 21.21 21.2342320314705 21.23 1.00019934203818 0.998858822328275 31 21.22 21.2445634619516 21.25 0.99974416291537 0.998843776573918 32 21.22 21.2471163338398 21.2704166666667 0.998904566224914 0.998723764043374 33 21.22 21.2481012080079 21.29125 0.997973402595335 0.998677472037015 34 21.23 21.283808438126 21.3120833333333 0.998673292762369 0.997471860438773 35 21.41 21.3526096456181 21.3345833333333 1.00084493388050 1.00268774427737 36 21.42 21.3971641796885 21.36 1.00173989605283 1.00106723583180 37 21.43 21.4153584965999 21.3866666666667 1.00134157558915 1.00068369172538 38 21.44 21.4373292820765 21.4133333333333 1.00112060781802 1.00012458258622 39 21.44 21.4435018849060 21.44 1.00016333418405 0.999836692489648 40 21.44 21.4509604962028 21.46625 0.999287742209415 0.999489044035824 41 21.48 21.484736813393 21.4845833333333 1.00000714372987 0.999779526580468 42 21.53 21.4992848571107 21.495 1.00019934203818 1.00142865881789 43 21.54 21.4990816634271 21.5045833333333 0.99974416291537 1.00190325973981 44 21.54 21.4897669013853 21.5133333333333 0.998904566224914 1.00233753576040 45 21.54 21.4780509128559 21.5216666666667 0.997973402595335 1.00288429743441 46 21.54 21.5014359931738 21.53 0.998673292762369 1.00179355494389 47 21.54 21.5561147821738 21.5379166666667 1.00084493388050 0.999252426407234 48 21.54 21.5820686688349 21.5445833333333 1.00173989605283 0.99805075827158 49 21.54 21.5793281796026 21.5504166666667 1.00134157558915 0.998177506765951 50 21.54 21.5799889686906 21.5558333333333 1.00112060781802 0.998146942116208 51 21.54 21.5643549544533 21.5608333333333 1.00016333418405 0.99887059202537 52 21.54 21.5550529693497 21.5704166666667 0.999287742209415 0.999301650087751 53 21.57 21.5864042063389 21.58625 1.00000714372987 0.99924006767491 54 21.6 21.6118072830900 21.6075 1.00019934203818 0.999453665168522 55 21.61 21.6273821643346 21.6329166666667 0.99974416291537 0.9991962890283 56 21.6 21.6379377453753 21.6616666666667 0.998904566224914 0.99824670235113 57 21.6 21.6493696803015 21.6933333333333 0.997973402595335 0.997719578859315 58 21.71 21.6965933991344 21.7254166666667 0.998673292762369 1.00061791271187 59 21.75 21.7779687425173 21.7595833333333 1.00084493388050 0.998715732268332 60 21.84 21.8320862512248 21.7941666666667 1.00173989605283 1.00036248248034 61 21.85 21.8559487898591 21.8266666666667 1.00134157558915 0.999727818274268 62 21.92 21.8840793533153 21.8595833333333 1.00112060781802 1.00164140543017 63 21.92 21.8973259977921 21.89375 1.00016333418405 1.00103546899791 64 21.93 21.909800117834 21.9254166666667 0.999287742209415 1.00092195647872 65 22 21.9518234834435 21.9516666666667 1.00000714372987 1.00219464759239 66 22 21.9764632932080 21.9720833333333 1.00019934203818 1.00107099611425 67 21.99 21.9835410223732 21.9891666666667 0.99974416291537 1.00029380970155 68 22.01 21.9792301388355 22.0033333333333 0.998904566224914 1.00139995172579 69 22.01 21.9703844581363 22.015 0.997973402595335 1.00180313375668 70 22.06 21.999940411811 22.0291666666667 0.998673292762369 1.00272998867564 71 22.03 22.0586223427263 22.04 1.00084493388050 0.998702441962078 72 22.05 22.0912864493284 22.0529166666667 1.00173989605283 0.998131098004495 73 22.05 NA 22.0754166666667 NA NA 74 22.06 NA 22.0945833333333 NA NA 75 22.06 NA NA NA NA 76 22.13 NA NA NA NA 77 22.06 NA NA NA NA 78 22.25 NA NA NA NA 79 22.28 NA NA NA NA 80 22.18 NA NA NA NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/29/t1243597552vdvigfsgivqxa5v/1wyv51243597511.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/29/t1243597552vdvigfsgivqxa5v/1wyv51243597511.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/29/t1243597552vdvigfsgivqxa5v/2xuvl1243597511.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/29/t1243597552vdvigfsgivqxa5v/2xuvl1243597511.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/29/t1243597552vdvigfsgivqxa5v/3gs751243597511.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/29/t1243597552vdvigfsgivqxa5v/3gs751243597511.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/29/t1243597552vdvigfsgivqxa5v/4begj1243597511.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/29/t1243597552vdvigfsgivqxa5v/4begj1243597511.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

Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.

Privacy Policy

We may request personal information to be submitted to our servers in order to be able to:

• personalize online software applications according to your needs
• enforce strict security rules with respect to the data that you upload (e.g. statistical data)
• manage user sessions of online applications
• alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

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.

FreeStatistics.org is powered by