Classical decomposition - Prijsevolutie slagroom - Van Hal Elien

*Unverified author*

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

Title produced by software: Classical Decomposition

Date of computation: Sun, 31 May 2009 05:36:37 -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/31/t1243769848misqg5v7r37mi45.htm/, Retrieved Sun, 31 May 2009 13:37:28 +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/31/t1243769848misqg5v7r37mi45.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 «

4,2 4,19 4,19 4,19 4,19 4,18 4,2 4,19 4,17 4,21 4,22 4,23 4,21 4,23 4,23 4,22 4,25 4,28 4,3 4,32 4,33 4,32 4,34 4,33 4,31 4,31 4,3 4,3 4,29 4,33 4,32 4,32 4,35 4,37 4,39 4,4 4,41 4,44 4,47 4,47 4,47 4,48 4,47 4,48 4,46 4,44 4,43 4,41 4,41 4,38 4,35 4,37 4,4 4,39 4,36 4,34 4,33 4,33 4,34 4,34 4,35 4,37 4,39 4,4 4,38 4,37 4,36 4,33 4,33 4,33 4,32 4,33 4,34

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 3 seconds R Server 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 Classical Decomposition by Moving Averages t Observations Fit Trend Seasonal Random 1 4.2 NA NA -0.00778472222222243 NA 2 4.19 NA NA -0.00228472222222228 NA 3 4.19 NA NA -0.00278472222222253 NA 4 4.19 NA NA -0.00111805555555543 NA 5 4.19 NA NA 0.00304861111111118 NA 6 4.18 NA NA 0.0133819444444445 NA 7 4.2 4.20054861111111 4.19708333333333 0.00346527777777765 -0.000548611111110375 8 4.19 4.20179861111111 4.19916666666667 0.00263194444444489 -0.0117986111111108 9 4.17 4.20221527777778 4.2025 -0.000284722222222141 -0.0322152777777784 10 4.21 4.19563194444444 4.20541666666667 -0.00978472222222185 0.0143680555555550 11 4.22 4.21221527777778 4.20916666666667 0.00304861111111083 0.0077847222222216 12 4.23 4.21429861111111 4.21583333333333 -0.00153472222222243 0.0157013888888899 13 4.21 4.21638194444444 4.22416666666667 -0.00778472222222243 -0.00638194444444462 14 4.23 4.23146527777778 4.23375 -0.00228472222222228 -0.00146527777777727 15 4.23 4.24304861111111 4.24583333333333 -0.00278472222222253 -0.0130486111111097 16 4.22 4.25596527777778 4.25708333333333 -0.00111805555555543 -0.0359652777777777 17 4.25 4.26971527777778 4.26666666666667 0.00304861111111118 -0.0197152777777774 18 4.28 4.28921527777778 4.27583333333333 0.0133819444444445 -0.00921527777777698 19 4.3 4.28763194444445 4.28416666666667 0.00346527777777765 0.0123680555555543 20 4.32 4.29429861111111 4.29166666666667 0.00263194444444489 0.0257013888888897 21 4.33 4.29763194444445 4.29791666666667 -0.000284722222222141 0.0323680555555548 22 4.32 4.29438194444444 4.30416666666667 -0.00978472222222185 0.0256180555555563 23 4.34 4.31221527777778 4.30916666666667 0.00304861111111083 0.0277847222222229 24 4.33 4.31138194444444 4.31291666666667 -0.00153472222222243 0.0186180555555566 25 4.31 4.30804861111111 4.31583333333333 -0.00778472222222243 0.00195138888888913 26 4.31 4.31438194444444 4.31666666666667 -0.00228472222222228 -0.00438194444444484 27 4.3 4.31471527777778 4.3175 -0.00278472222222253 -0.0147152777777784 28 4.3 4.31929861111111 4.32041666666667 -0.00111805555555543 -0.0192986111111111 29 4.29 4.32763194444444 4.32458333333333 0.00304861111111118 -0.0376319444444446 30 4.33 4.34296527777778 4.32958333333333 0.0133819444444445 -0.012965277777778 31 4.32 4.34013194444444 4.33666666666667 0.00346527777777765 -0.0201319444444437 32 4.32 4.34888194444444 4.34625 0.00263194444444489 -0.0288819444444437 33 4.35 4.35846527777778 4.35875 -0.000284722222222141 -0.00846527777777695 34 4.37 4.36313194444444 4.37291666666667 -0.00978472222222185 0.00686805555555647 35 4.39 4.39054861111111 4.3875 0.00304861111111083 -0.000548611111110375 36 4.4 4.39971527777778 4.40125 -0.00153472222222243 0.000284722222223088 37 4.41 4.40596527777778 4.41375 -0.00778472222222243 0.00403472222222323 38 4.44 4.42438194444444 4.42666666666667 -0.00228472222222228 0.0156180555555556 39 4.47 4.43513194444444 4.43791666666667 -0.00278472222222253 0.0348680555555552 40 4.47 4.44429861111111 4.44541666666667 -0.00111805555555543 0.0257013888888888 41 4.47 4.45304861111111 4.45 0.00304861111111118 0.0169513888888888 42 4.48 4.46546527777778 4.45208333333333 0.0133819444444445 0.0145347222222227 43 4.47 4.45596527777778 4.4525 0.00346527777777765 0.0140347222222212 44 4.48 4.45263194444444 4.45 0.00263194444444489 0.0273680555555558 45 4.46 4.44221527777778 4.4425 -0.000284722222222141 0.0177847222222223 46 4.44 4.42354861111111 4.43333333333333 -0.00978472222222185 0.0164513888888891 47 4.43 4.42929861111111 4.42625 0.00304861111111083 0.000701388888888488 48 4.41 4.41804861111111 4.41958333333333 -0.00153472222222243 -0.00804861111111066 49 4.41 4.40346527777778 4.41125 -0.00778472222222243 0.00653472222222184 50 4.38 4.39854861111111 4.40083333333333 -0.00228472222222228 -0.0185486111111119 51 4.35 4.38679861111111 4.38958333333333 -0.00278472222222253 -0.0367986111111112 52 4.37 4.37846527777778 4.37958333333333 -0.00111805555555543 -0.00846527777777695 53 4.4 4.37429861111111 4.37125 0.00304861111111118 0.0257013888888897 54 4.39 4.37796527777778 4.36458333333333 0.0133819444444445 0.0120347222222223 55 4.36 4.36263194444444 4.35916666666667 0.00346527777777765 -0.00263194444444359 56 4.34 4.35888194444444 4.35625 0.00263194444444489 -0.0188819444444448 57 4.33 4.35721527777778 4.3575 -0.000284722222222141 -0.0272152777777777 58 4.33 4.35063194444444 4.36041666666667 -0.00978472222222185 -0.0206319444444434 59 4.34 4.36388194444444 4.36083333333333 0.00304861111111083 -0.0238819444444447 60 4.34 4.35763194444444 4.35916666666667 -0.00153472222222243 -0.0176319444444442 61 4.35 4.35054861111111 4.35833333333333 -0.00778472222222243 -0.000548611111111263 62 4.37 4.35563194444445 4.35791666666667 -0.00228472222222228 0.0143680555555550 63 4.39 4.35471527777778 4.3575 -0.00278472222222253 0.0352847222222223 64 4.4 4.35638194444444 4.3575 -0.00111805555555543 0.0436180555555561 65 4.38 4.35971527777778 4.35666666666667 0.00304861111111118 0.0202847222222236 66 4.37 4.36879861111111 4.35541666666667 0.0133819444444445 0.0012013888888891 67 4.36 4.35804861111111 4.35458333333333 0.00346527777777765 0.00195138888888824 68 4.33 NA NA 0.00263194444444489 NA 69 4.33 NA NA -0.000284722222222141 NA 70 4.33 NA NA -0.00978472222222185 NA 71 4.32 NA NA 0.00304861111111083 NA 72 4.33 NA NA -0.00153472222222243 NA 73 4.34 NA NA NA NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/31/t1243769848misqg5v7r37mi45/1lql01243769793.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/31/t1243769848misqg5v7r37mi45/1lql01243769793.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/31/t1243769848misqg5v7r37mi45/2njms1243769793.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/31/t1243769848misqg5v7r37mi45/2njms1243769793.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/31/t1243769848misqg5v7r37mi45/3zlw71243769793.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/31/t1243769848misqg5v7r37mi45/3zlw71243769793.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/31/t1243769848misqg5v7r37mi45/4j1v81243769793.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/31/t1243769848misqg5v7r37mi45/4j1v81243769793.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')

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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