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paper trend depositos 2 jaar

*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, 25 Dec 2010 23:00:31 +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/25/t1293317914rva3hii37rhnl7v.htm/, Retrieved Sat, 25 Dec 2010 23:58:38 +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/25/t1293317914rva3hii37rhnl7v.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 «
61,2 62 65,1 63,2 66,3 61,9 62,1 66,3 72 65,3 67,6 70,5 74,2 77,8 78,5 77,8 81,4 84,5 88 93,9 98,9 96,7 98,9 102,2 105,4 105,1 116,6 112 108,8 106,9 109,5 106,7 118,9 117,5 113,7 119,6 120,6 117,5 120,3 119,8 108 98,8 94,6 84,6 84,4 79,1 73,3 74,3 67,8 64,8 66,5 57,7 53,8 51,8 50,9 49 48,1 42,6 40,9 43,3 43,7
 
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
161.2NANA1.42256944444444NA
262NANA1.01944444444443NA
365.1NANA5.6236111111111NA
463.2NANA2.45902777777778NA
566.3NANA-0.851388888888885NA
661.9NANA-2.78993055555555NA
762.163.894444444444465.8333333333333-1.93888888888889-1.79444444444442
866.362.937152777777867.0333333333333-4.096180555555553.36284722222223
97269.414236111111168.251.164236111111122.58576388888888
1065.369.811111111111169.41666666666670.394444444444451-4.51111111111111
1167.667.728819444444470.6541666666667-2.92534722222222-0.128819444444446
1270.572.743402777777872.2250.518402777777778-2.24340277777779
1374.275.668402777777874.24583333333341.42256944444444-1.46840277777778
1477.877.494444444444476.4751.019444444444430.305555555555557
1578.584.369444444444478.74583333333335.6236111111111-5.86944444444444
1677.883.634027777777881.1752.45902777777778-5.83402777777776
1781.482.936111111111183.7875-0.851388888888885-1.53611111111110
1884.583.622569444444586.4125-2.789930555555550.877430555555549
198887.094444444444489.0333333333333-1.938888888888890.905555555555551
2093.987.374652777777891.4708333333333-4.096180555555556.52534722222221
2198.995.360069444444594.19583333333331.164236111111123.53993055555554
2296.797.602777777777897.20833333333330.394444444444451-0.902777777777757
2398.996.849652777777899.775-2.925347222222222.05034722222223
24102.2102.368402777778101.850.518402777777778-0.168402777777757
25105.4105.101736111111103.6791666666671.422569444444440.298263888888897
26105.1106.127777777778105.1083333333331.01944444444443-1.02777777777779
27116.6112.098611111111106.4755.62361111111114.5013888888889
28112110.634027777778108.1752.459027777777781.36597222222224
29108.8108.806944444444109.658333333333-0.851388888888885-0.00694444444442865
30106.9108.210069444444111-2.78993055555555-1.31006944444441
31109.5110.419444444444112.358333333333-1.93888888888889-0.919444444444409
32106.7109.412152777778113.508333333333-4.09618055555555-2.71215277777776
33118.9115.343402777778114.1791666666671.164236111111123.55659722222224
34117.5115.052777777778114.6583333333330.3944444444444512.44722222222224
35113.7112.024652777778114.95-2.925347222222221.67534722222224
36119.6115.097569444444114.5791666666670.5184027777777784.50243055555556
37120.6115.043402777778113.6208333333331.422569444444445.55659722222224
38117.5113.098611111111112.0791666666671.019444444444434.40138888888892
39120.3115.344444444444109.7208333333335.62361111111114.95555555555556
40119.8109.142361111111106.6833333333332.4590277777777810.6576388888889
41108102.548611111111103.4-0.8513888888888855.4513888888889
4298.897.039236111111199.8291666666667-2.789930555555551.76076388888889
4394.693.802777777777895.7416666666667-1.938888888888890.797222222222231
4484.687.249652777777891.3458333333333-4.09618055555555-2.64965277777777
4584.488.072569444444586.90833333333331.16423611111112-3.67256944444445
4679.182.473611111111182.07916666666670.394444444444451-3.3736111111111
4773.374.307986111111177.2333333333333-2.92534722222222-1.00798611111111
4874.373.535069444444473.01666666666670.5184027777777780.764930555555551
4967.870.660069444444469.23751.42256944444444-2.86006944444443
5064.866.952777777777865.93333333333331.01944444444443-2.15277777777777
5166.568.561111111111162.93755.6236111111111-2.06111111111110
5257.762.363194444444559.90416666666672.45902777777778-4.66319444444445
5353.856.181944444444457.0333333333333-0.851388888888885-2.38194444444444
5451.851.601736111111154.3916666666667-2.789930555555550.198263888888896
5550.950.156944444444452.0958333333333-1.938888888888890.743055555555557
5649NANA-4.09618055555555NA
5748.1NANA1.16423611111112NA
5842.6NANA0.394444444444451NA
5940.9NANA-2.92534722222222NA
6043.3NANA0.518402777777778NA
6143.7NANANANA
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/25/t1293317914rva3hii37rhnl7v/1b81u1293318028.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/25/t1293317914rva3hii37rhnl7v/1b81u1293318028.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/25/t1293317914rva3hii37rhnl7v/2b81u1293318028.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/25/t1293317914rva3hii37rhnl7v/2b81u1293318028.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/25/t1293317914rva3hii37rhnl7v/3lijf1293318028.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/25/t1293317914rva3hii37rhnl7v/3lijf1293318028.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/25/t1293317914rva3hii37rhnl7v/4lijf1293318028.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/25/t1293317914rva3hii37rhnl7v/4lijf1293318028.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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