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Classical decomposition prijs kleurentv - Tjitse Voortman

*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 08:20:55 -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/t1243607020w4so8ett80s312h.htm/, Retrieved Fri, 29 May 2009 16:23:45 +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/t1243607020w4so8ett80s312h.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 «
666,27 664,45 660,76 660,40 660,69 660,69 662,23 661,41 659,02 655,43 652,59 652,59 648,20 645,84 644,67 642,71 640,14 640,14 639,64 630,28 614,57 614,70 615,08 615,08 614,43 604,55 598,98 594,05 593,05 593,05 593,34 584,72 580,70 577,08 569,92 569,92 568,86 559,38 548,22 545,61 545,33 530,30 527,76 521,41 1601,93 1577,49 1551,43 1551,43 1516,88 1485,95 1438,22 1385,06 1329,49 1329,49 1276,16 1242,34 1181,59 1160,21 1135,18 1135,18 1084,96 1077,35 1061,13 1029,98 1013,08 1013,08 996,04 975,02 951,89 944,40 932,47 932,47 920,44 900,18 886,90
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Classical Decomposition by Moving Averages
tObservationsFitTrendSeasonalRandom
1666.27NANA30.4588402777778NA
2664.45NANA13.0116736111111NA
3660.76NANA-8.41232638888888NA
4660.4NANA-32.0229930555556NA
5660.69NANA-52.0274097222223NA
6660.69NANA-59.6980763888889NA
7662.23580.034840277778658.957916666667-78.92307638888982.1951597222222
8661.41558.284340277778657.429583333333-99.1452430555556103.125659722222
9659.02748.082423611111655.9837592.0986736111112-89.0624236111112
10655.43733.442673611111654.5762578.8664236111111-78.0126736111113
11652.59714.081923611111652.98291666666761.0990069444445-61.491923611111
12652.59705.964923611111651.27041666666754.6945069444445-53.3749236111109
13648.2679.931756944444649.47291666666730.4588402777778-31.7317569444443
14645.84660.246256944444647.23458333333313.0116736111111-14.4062569444443
15644.67635.673090277778644.085416666667-8.412326388888888.99690972222231
16642.71608.513256944444640.53625-32.022993055555634.1967430555557
17640.14585.248840277778637.27625-52.027409722222354.8911597222223
18640.14574.452340277778634.150416666667-59.698076388888965.6876597222222
19639.64552.257340277778631.180416666667-78.92307638888987.3826597222222
20630.28528.907673611111628.052916666667-99.1452430555556101.372326388889
21614.57716.527423611111624.4287592.0986736111112-101.957423611111
22614.7699.363923611111620.497578.8664236111111-84.663923611111
23615.08677.606923611111616.50791666666761.0990069444445-62.5269236111111
24615.08667.278256944444612.5837554.6945069444445-52.1982569444443
25614.43639.151340277778608.692530.4588402777778-24.7213402777777
26604.55617.876673611111604.86513.0116736111111-13.326673611111
27598.98593.143090277778601.555416666667-8.412326388888885.83690972222223
28594.05566.553673611111598.576666666667-32.022993055555627.4963263888890
29593.05543.100090277778595.1275-52.027409722222349.9499097222222
30593.05531.666090277778591.364166666667-59.698076388888961.3839097222223
31593.34508.660673611111587.58375-78.92307638888984.6793263888889
32584.72484.657673611111583.802916666667-99.1452430555556100.062326388889
33580.7671.904506944445579.80583333333392.0986736111112-91.2045069444445
34577.08654.538923611111575.672578.8664236111111-77.458923611111
35569.92632.764840277778571.66583333333361.0990069444445-62.8448402777778
36569.92621.757423611111567.06291666666754.6945069444445-51.8374236111113
37568.86592.174673611111561.71583333333330.4588402777778-23.3146736111111
38559.38569.357090277778556.34541666666713.0116736111111-9.97709027777773
39548.22587.846423611111596.25875-8.41232638888888-39.6264236111111
40545.61648.470756944444680.49375-32.0229930555556-102.860756944444
41545.33711.046340277778763.07375-52.0274097222223-165.716340277778
42530.3785.16817361111844.86625-59.6980763888889-254.868173611111
43527.76846.340256944444925.263333333333-78.923076388889-318.580256944444
44521.41904.2260069444441003.37125-99.1452430555556-382.816006944444
451601.931171.160340277781079.0616666666792.0986736111112430.769659722223
461577.491229.988506944441151.1220833333378.8664236111111347.501493055556
471551.431279.871506944441218.772561.0990069444445271.558493055556
481551.431339.439923611111284.7454166666754.6945069444445211.990076388889
491516.881379.687173611111349.2283333333330.4588402777778137.192826388889
501485.951423.462090277781410.4504166666713.011673611111162.4879097222224
511438.221414.562673611111422.975-8.4123263888888823.6573263888890
521385.061356.051173611111388.07416666667-32.022993055555629.0088263888888
531329.491301.316340277781353.34375-52.027409722222328.1736597222221
541329.491258.958173611111318.65625-59.698076388888970.531826388889
551276.161204.392756944441283.31583333333-78.92307638888971.7672430555556
561242.341149.148923611111248.29416666667-99.145243055555693.1910763888886
571181.591307.655756944441215.5570833333392.0986736111112-126.065756944444
581160.211263.916423611111185.0578.8664236111111-103.706423611111
591135.181218.170256944441157.0712561.0990069444445-82.9902569444444
601135.181185.398256944441130.7037554.6945069444445-50.2182569444444
611084.961136.307173611111105.8483333333330.4588402777778-51.3471736111112
621077.351096.050006944441083.0383333333313.0116736111111-18.7000069444446
631061.131053.916840277781062.32916666667-8.412326388888887.21315972222237
641029.981011.743256944441043.76625-32.022993055555618.2367430555555
651013.08974.3005069444441026.32791666667-52.027409722222338.7794930555558
661013.08949.7373402777781009.43541666667-59.698076388888963.3426597222223
67996.04915.211090277778994.134166666667-78.92307638888980.8289097222223
68975.02880.751840277778979.897083333333-99.145243055555694.2681597222222
69951.891057.35409027778965.25541666666792.0986736111112-105.464090277778
70944.4NANA78.8664236111111NA
71932.47NANA61.0990069444445NA
72932.47NANA54.6945069444445NA
73920.44NANANANA
74900.18NANANANA
75886.9NANANANA
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/29/t1243607020w4so8ett80s312h/1iprq1243606853.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/29/t1243607020w4so8ett80s312h/1iprq1243606853.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/29/t1243607020w4so8ett80s312h/2em4y1243606853.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/29/t1243607020w4so8ett80s312h/2em4y1243606853.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/29/t1243607020w4so8ett80s312h/38qhc1243606853.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/29/t1243607020w4so8ett80s312h/38qhc1243606853.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/29/t1243607020w4so8ett80s312h/4xytk1243606853.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/29/t1243607020w4so8ett80s312h/4xytk1243606853.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')
 





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