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workshop 3 deel 1

*The author of this computation has been verified*
R Software Module: rwasp_decompose.wasp (opens new window with default values)
Title produced by software: Classical Decomposition
Date of computation: Tue, 20 Oct 2009 01:53:32 -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/Oct/20/t1256025310wvq26p04fv4ft02.htm/, Retrieved Tue, 20 Oct 2009 09:55:10 +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/Oct/20/t1256025310wvq26p04fv4ft02.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:
workshop 3 deel 1
 
Dataseries X:
» Textbox « » Textfile « » CSV «
87.28 87.28 87.09 86.92 87.59 90.72 90.69 90.3 89.55 88.94 88.41 87.82 87.07 86.82 86.4 86.02 85.66 85.32 85 84.67 83.94 82.83 81.95 81.19 80.48 78.86 69.47 68.77 70.06 73.95 75.8 77.79 81.57 83.07 84.34 85.1 85.25 84.26 83.63 86.44 85.3 84.1 83.36 82.48 81.58 80.47 79.34 82.13 81.69 80.7 79.88 79.16 78.38 77.42 76.47 75.46 74.48 78.27 80.7 79.91 78.75 77.78 81.14 81.08 80.03 78.91 78.01 76.9 75.97 81.93 80.27 78.67 77.42 76.16 74.7 76.39 76.04 74.65 73.29 71.79 74.39 74.91 74.54 73.08 72.75 71.32 70.38 70.35 70.01 69.36 67.77 69.26 69.8 68.38 67.62 68.39 66.95 65.21 66.64 63.45 60.66 62.34 60.32 58.64 60.46 58.59 61.87 61.85 67.44 77.06 91.74 93.15 94.15 93.11 91.51 89.96 88.16 86.98 88.03 86.24 84.65 83.23 81.7 80.25 78.8 77.51 76.2 75.04 74 75.49 77.14 76.15 76.27 78.19 76.49 77.31 76.65 74.99 73.51 72.07 70.59 71.96 76.29 74.86 74.93 71.9 71.01 77.47 75.78 76 etc...
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time6 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Classical Decomposition by Moving Averages
tObservationsFitTrendSeasonalRandom
187.28NANA-0.301828304597699NA
287.28NANA0.149464798850575NA
387.09NANA2.34322916666667NA
486.92NANA2.23103089080460NA
587.59NANA2.10794181034483NA
690.72NANA0.599048132183907NA
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989.5586.904579741379388.4645833333333-1.560003591954022.64542025862070
1088.9486.967381465517288.3983333333333-1.430951867816091.97261853448275
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35290.4490.697280890804688.466252.23103089080460-0.257280890804594
35386.9790.644191810344888.536252.10794181034483-3.67419181034481
35479.9889.877381465517289.27833333333330.599048132183907-9.89738146551724
35581.22NANA-1.94731681034483NA
35687.35NANA-1.80256106321839NA
35783.64NANA-1.56000359195402NA
35882.22NANA-1.43095186781609NA
35994.4NANA-0.193739224137930NA
360102.18NANA-0.194313936781611NA
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Oct/20/t1256025310wvq26p04fv4ft02/18ryq1256025204.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Oct/20/t1256025310wvq26p04fv4ft02/18ryq1256025204.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Oct/20/t1256025310wvq26p04fv4ft02/275ex1256025204.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Oct/20/t1256025310wvq26p04fv4ft02/275ex1256025204.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Oct/20/t1256025310wvq26p04fv4ft02/3enc91256025204.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Oct/20/t1256025310wvq26p04fv4ft02/3enc91256025204.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Oct/20/t1256025310wvq26p04fv4ft02/4waqg1256025204.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Oct/20/t1256025310wvq26p04fv4ft02/4waqg1256025204.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$trend)) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,x[i])
a<-table.element(a,m$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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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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