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Paper Decomposition Vacatures

*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: Sat, 18 Dec 2010 18:40:43 +0000
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/18/t1292697579xhflrkrt66wrvsu.htm/, Retrieved Sat, 18 Dec 2010 19:39:44 +0100
 
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/2010/Dec/18/t1292697579xhflrkrt66wrvsu.htm/},
    year = {2010},
}
@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 = {2010},
    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 «
21.454 23.899 24.939 23.580 24.562 24.696 23.785 23.812 21.917 19.713 19.282 18.788 21.453 24.482 27.474 27.264 27.349 30.632 29.429 30.084 26.290 24.379 23.335 21.346 21.106 24.514 28.353 30.805 31.348 34.556 33.855 34.787 32.529 29.998 29.257 28.155 30.466 35.704 39.327 39.351 42.234 43.630 43.722 43.121 37.985 37.135 34.646 33.026 35.087 38.846 42.013 43.908 42.868 44.423 44.167 43.636 44.382 42.142 43.452 36.912 42.413 45.344 44.873 47.510 49.554 47.369 45.998 48.140 48.441 44.928 40.454 38.661 37.246 36.843 36.424 37.594 38.144 38.737 34.560 36.080 33.508 35.462 33.374 32.110
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Classical Decomposition by Moving Averages
tObservationsFitTrendSeasonalRandom
121.454NANA-3.95605497685186NA
223.899NANA-1.12240914351852NA
324.939NANA0.833736689814813NA
423.58NANA1.97187557870370NA
524.562NANA2.60881307870370NA
624.696NANA3.72677141203704NA
723.78525.212396412037022.53554166666672.67685474537037-1.42739641203704
823.81225.474424189814822.55979166666672.91463252314815-1.66242418981481
921.91723.428695023148122.68970833333330.738986689814819-1.51169502314815
1019.71321.302576967592622.9488333333333-1.64625636574074-1.58957696759259
1119.28220.069063078703723.2184583333333-3.14939525462963-0.7870630787037
1218.78817.984361689814823.5819166666667-5.597554976851850.803638310185189
1321.45320.108361689814824.0644166666667-3.956054976851861.34463831018519
1424.48223.438507523148124.5609166666667-1.122409143518521.04349247685186
1527.47425.838195023148125.00445833333330.8337366898148131.63580497685185
1627.26427.352958912037025.38108333333331.97187557870370-0.0889589120370324
1727.34928.353188078703725.7443752.60881307870370-1.00418807870370
1830.63229.746604745370426.01983333333333.726771412037040.885395254629632
1929.42928.788813078703726.11195833333332.676854745370370.640186921296298
2030.08429.013465856481526.09883333333332.914632523148151.07053414351852
2126.2926.875778356481526.13679166666670.738986689814819-0.585778356481484
2224.37924.674701967592626.3209583333333-1.64625636574074-0.295701967592592
2323.33523.485729745370426.635125-3.14939525462963-0.150729745370366
2421.34621.367695023148126.96525-5.59755497685185-0.0216950231481476
2521.10623.357111689814827.3131666666667-3.95605497685186-2.25111168981481
2624.51426.571132523148127.6935416666667-1.12240914351852-2.05713252314815
2728.35328.983195023148128.14945833333330.833736689814813-0.630195023148147
2830.80530.615417245370428.64354166666671.971875578703700.189582754629630
2931.34831.733229745370429.12441666666672.60881307870370-0.385229745370374
3034.55633.381646412037029.6548753.726771412037041.17435358796296
3133.85533.005438078703730.32858333333332.676854745370370.849561921296299
3234.78734.099465856481531.18483333333332.914632523148150.68753414351852
3332.52932.847320023148132.10833333333330.738986689814819-0.318320023148143
3429.99831.275410300925932.9216666666667-1.64625636574074-1.27741030092592
3529.25730.581938078703733.7313333333333-3.14939525462963-1.32493807870371
3628.15528.965445023148234.563-5.59755497685185-0.810445023148148
3730.46631.396153356481535.3522083333333-3.95605497685186-0.930153356481483
3835.70434.988174189814836.1105833333333-1.122409143518520.715825810185187
3939.32737.518903356481536.68516666666670.8337366898148131.80809664351852
4039.35139.181750578703737.2098751.971875578703700.169249421296300
4142.23440.340604745370437.73179166666672.608813078703701.89339525462963
4243.6341.886063078703738.15929166666673.726771412037041.74393692129630
4343.72241.23164641203738.55479166666672.676854745370372.49035358796296
4443.12141.792882523148238.878252.914632523148151.32811747685185
4537.98539.860070023148139.12108333333330.738986689814819-1.87507002314814
4637.13537.776618634259339.422875-1.64625636574074-0.64161863425926
4734.64636.489771412037039.6391666666667-3.14939525462963-1.84377141203703
4833.02634.101070023148239.698625-5.59755497685185-1.07507002314815
4935.08735.794153356481539.7502083333333-3.95605497685186-0.707153356481484
5038.84638.667799189814839.7902083333333-1.122409143518520.178200810185182
5142.01340.911945023148140.07820833333330.8337366898148131.10105497685185
5243.90842.525250578703740.5533751.971875578703701.38274942129630
5342.86843.737729745370441.12891666666672.60881307870370-0.869729745370371
5444.42345.384521412037041.657753.72677141203704-0.961521412037037
5544.16744.801771412037042.12491666666672.67685474537037-0.63477141203704
5643.63645.615549189814842.70091666666672.91463252314815-1.97954918981481
5744.38243.829820023148143.09083333333330.7389866898148190.552179976851853
5842.14241.713826967592643.3600833333333-1.646256365740740.428173032407408
5943.45240.639354745370443.78875-3.149395254629632.81264525462963
6036.91238.592528356481544.1900833333333-5.59755497685185-1.68052835648147
6142.41340.433070023148144.389125-3.956054976851861.97992997685185
6245.34443.530674189814844.6530833333333-1.122409143518521.81332581018518
6344.87345.843611689814845.0098750.833736689814813-0.970611689814817
6447.5147.26695891203745.29508333333331.971875578703700.243041087962965
6549.55447.895063078703745.286252.608813078703701.65893692129631
6647.36948.960979745370445.23420833333333.72677141203704-1.59197974537037
6745.99847.76864641203745.09179166666672.67685474537037-1.77064641203704
6848.1447.436924189814844.52229166666672.914632523148150.703075810185183
6948.44144.555028356481543.81604166666670.7389866898148193.88597164351852
7044.92841.404576967592643.0508333333333-1.646256365740743.52342303240741
7140.45439.012854745370442.16225-3.149395254629631.44114525462963
7238.66135.729611689814841.3271666666667-5.597554976851852.93138831018519
7337.24636.534861689814840.4909166666667-3.956054976851860.711138310185177
7436.84338.389424189814839.5118333333333-1.12240914351852-1.54642418981481
7536.42439.220861689814838.3871250.833736689814813-2.79686168981481
7637.59439.342375578703737.37051.97187557870370-1.74837557870371
7738.14439.28989641203736.68108333333332.60881307870370-1.14589641203705
7838.73739.83989641203736.1131253.72677141203704-1.10289641203704
7934.56NANA2.67685474537037NA
8036.08NANA2.91463252314815NA
8133.508NANA0.738986689814819NA
8235.462NANA-1.64625636574074NA
8333.374NANA-3.14939525462963NA
8432.11NANA-5.59755497685185NA
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/18/t1292697579xhflrkrt66wrvsu/1gjhg1292697640.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/18/t1292697579xhflrkrt66wrvsu/1gjhg1292697640.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/18/t1292697579xhflrkrt66wrvsu/2gjhg1292697640.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/18/t1292697579xhflrkrt66wrvsu/2gjhg1292697640.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/18/t1292697579xhflrkrt66wrvsu/3rtyj1292697640.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/18/t1292697579xhflrkrt66wrvsu/3rtyj1292697640.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/18/t1292697579xhflrkrt66wrvsu/4rtyj1292697640.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/18/t1292697579xhflrkrt66wrvsu/4rtyj1292697640.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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