| opgave 9 oefening 2 | | *Unverified author* | | R Software Module: /rwasp_decompose.wasp (opens new window with default values) | | Title produced by software: Classical Decomposition | | Date of computation: Sun, 10 Jan 2010 09:24:10 -0700 | | | | Cite this page as follows: | | Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Jan/10/t126314070544pfju2x6nezdas.htm/, Retrieved Sun, 10 Jan 2010 17:25:11 +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/Jan/10/t126314070544pfju2x6nezdas.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: | | KDGP2W52 | | | | Dataseries X: | | » Textbox « » Textfile « » CSV « | | 102,5
77,7
82,8
77,3
103,1
99,7
99,5
107,2
96,7
97,1
105,2
151,2
102,7
75,4
87,2
83,7
105,8
111,5
99,7
111,2
101,5
110,9
116,3
164,9
118,1
83,7
84
107,2
113,7
120,7
111,2
112,4
112,5
130,4
130,7
174,3
132,2
91,8
104,2
104,8
131,4
141,2
132,7
135,7
136,9
151,2
144
201,5
149,6
108,7
122,8
126,7
139,9
162,5
142,7
151,6
148,1
159
157,8
226,7
153,7
122,3
117,6
166
154,5
183,9
164,4
173,3
160,2
166,4
170,3
238,4
166,8
122,5
141,8
140,5
173,8
188,8
168
187,4
177,7
183,8
196,1
264,6
193,7
141,3
170,1
163,7
190,1
230,7
195,9
210,3
204,7
210,3
221,2
288,2
203,2
162,4
149,2
195,3
213,7
227,9
212,1
226,8
212,6
220,9
228,1
311,6
| | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 102.5 | NA | NA | 2.22430555555556 | NA | | 2 | 77.7 | NA | NA | -37.9725694444445 | NA | | 3 | 82.8 | NA | NA | -30.5991319444445 | NA | | 4 | 77.3 | NA | NA | -17.9725694444444 | NA | | 5 | 103.1 | NA | NA | -2.38246527777777 | NA | | 6 | 99.7 | NA | NA | 14.1795138888889 | NA | | 7 | 99.5 | 95.3967013888889 | 100.008333333333 | -4.61163194444445 | 4.10329861111111 | | 8 | 107.2 | 103.718576388889 | 99.9208333333333 | 3.79774305555556 | 3.4814236111111 | | 9 | 96.7 | 96.6690972222222 | 100.008333333333 | -3.33923611111112 | 0.0309027777777686 | | 10 | 97.1 | 105.008680555556 | 100.458333333333 | 4.55034722222223 | -7.90868055555558 | | 11 | 105.2 | 108.259722222222 | 100.8375 | 7.42222222222223 | -3.05972222222223 | | 12 | 151.2 | 166.145138888889 | 101.441666666667 | 64.7034722222222 | -14.9451388888889 | | 13 | 102.7 | 104.165972222222 | 101.941666666667 | 2.22430555555556 | -1.46597222222222 | | 14 | 75.4 | 64.1440972222222 | 102.116666666667 | -37.9725694444445 | 11.2559027777778 | | 15 | 87.2 | 71.8842013888889 | 102.483333333333 | -30.5991319444445 | 15.3157986111111 | | 16 | 83.7 | 85.2857638888889 | 103.258333333333 | -17.9725694444444 | -1.58576388888889 | | 17 | 105.8 | 101.913368055556 | 104.295833333333 | -2.38246527777777 | 3.88663194444445 | | 18 | 111.5 | 119.508680555556 | 105.329166666667 | 14.1795138888889 | -8.00868055555556 | | 19 | 99.7 | 101.930034722222 | 106.541666666667 | -4.61163194444445 | -2.23003472222221 | | 20 | 111.2 | 111.326909722222 | 107.529166666667 | 3.79774305555556 | -0.126909722222223 | | 21 | 101.5 | 104.402430555556 | 107.741666666667 | -3.33923611111112 | -2.90243055555555 | | 22 | 110.9 | 113.137847222222 | 108.5875 | 4.55034722222223 | -2.23784722222223 | | 23 | 116.3 | 117.318055555556 | 109.895833333333 | 7.42222222222223 | -1.01805555555556 | | 24 | 164.9 | 175.311805555556 | 110.608333333333 | 64.7034722222222 | -10.4118055555555 | | 25 | 118.1 | 113.695138888889 | 111.470833333333 | 2.22430555555556 | 4.4048611111111 | | 26 | 83.7 | 74.0274305555556 | 112 | -37.9725694444445 | 9.67256944444446 | | 27 | 84 | 81.9092013888889 | 112.508333333333 | -30.5991319444445 | 2.09079861111111 | | 28 | 107.2 | 95.8065972222222 | 113.779166666667 | -17.9725694444444 | 11.3934027777778 | | 29 | 113.7 | 112.809201388889 | 115.191666666667 | -2.38246527777777 | 0.890798611111109 | | 30 | 120.7 | 130.362847222222 | 116.183333333333 | 14.1795138888889 | -9.6628472222222 | | 31 | 111.2 | 112.550868055556 | 117.1625 | -4.61163194444445 | -1.35086805555555 | | 32 | 112.4 | 121.885243055556 | 118.0875 | 3.79774305555556 | -9.48524305555556 | | 33 | 112.5 | 115.927430555556 | 119.266666666667 | -3.33923611111112 | -3.42743055555555 | | 34 | 130.4 | 124.558680555556 | 120.008333333333 | 4.55034722222223 | 5.84131944444444 | | 35 | 130.7 | 128.068055555556 | 120.645833333333 | 7.42222222222223 | 2.63194444444441 | | 36 | 174.3 | 186.940972222222 | 122.2375 | 64.7034722222222 | -12.6409722222222 | | 37 | 132.2 | 126.211805555556 | 123.9875 | 2.22430555555556 | 5.98819444444445 | | 38 | 91.8 | 87.8815972222222 | 125.854166666667 | -37.9725694444445 | 3.91840277777777 | | 39 | 104.2 | 97.2425347222222 | 127.841666666667 | -30.5991319444445 | 6.9574652777778 | | 40 | 104.8 | 111.752430555556 | 129.725 | -17.9725694444444 | -6.95243055555555 | | 41 | 131.4 | 128.763368055556 | 131.145833333333 | -2.38246527777777 | 2.63663194444445 | | 42 | 141.2 | 147.012847222222 | 132.833333333333 | 14.1795138888889 | -5.81284722222225 | | 43 | 132.7 | 130.080034722222 | 134.691666666667 | -4.61163194444445 | 2.61996527777777 | | 44 | 135.7 | 139.918576388889 | 136.120833333333 | 3.79774305555556 | -4.21857638888889 | | 45 | 136.9 | 134.260763888889 | 137.6 | -3.33923611111112 | 2.63923611111113 | | 46 | 151.2 | 143.837847222222 | 139.2875 | 4.55034722222223 | 7.36215277777777 | | 47 | 144 | 147.976388888889 | 140.554166666667 | 7.42222222222223 | -3.97638888888886 | | 48 | 201.5 | 206.499305555556 | 141.795833333333 | 64.7034722222222 | -4.99930555555554 | | 49 | 149.6 | 145.324305555556 | 143.1 | 2.22430555555556 | 4.27569444444444 | | 50 | 108.7 | 106.206597222222 | 144.179166666667 | -37.9725694444445 | 2.49340277777779 | | 51 | 122.8 | 114.709201388889 | 145.308333333333 | -30.5991319444445 | 8.0907986111111 | | 52 | 126.7 | 128.127430555556 | 146.1 | -17.9725694444444 | -1.42743055555559 | | 53 | 139.9 | 144.617534722222 | 147 | -2.38246527777777 | -4.71753472222221 | | 54 | 162.5 | 162.804513888889 | 148.625 | 14.1795138888889 | -0.30451388888892 | | 55 | 142.7 | 145.234201388889 | 149.845833333333 | -4.61163194444445 | -2.53420138888887 | | 56 | 151.6 | 154.381076388889 | 150.583333333333 | 3.79774305555556 | -2.78107638888889 | | 57 | 148.1 | 147.594097222222 | 150.933333333333 | -3.33923611111112 | 0.505902777777777 | | 58 | 159 | 156.904513888889 | 152.354166666667 | 4.55034722222223 | 2.09548611111111 | | 59 | 157.8 | 162.022222222222 | 154.6 | 7.42222222222223 | -4.22222222222223 | | 60 | 226.7 | 220.803472222222 | 156.1 | 64.7034722222222 | 5.89652777777778 | | 61 | 153.7 | 160.120138888889 | 157.895833333333 | 2.22430555555556 | -6.42013888888889 | | 62 | 122.3 | 121.731597222222 | 159.704166666667 | -37.9725694444445 | 0.568402777777777 | | 63 | 117.6 | 130.513368055556 | 161.1125 | -30.5991319444445 | -12.9133680555555 | | 64 | 166 | 143.952430555556 | 161.925 | -17.9725694444444 | 22.0475694444445 | | 65 | 154.5 | 160.371701388889 | 162.754166666667 | -2.38246527777777 | -5.87170138888888 | | 66 | 183.9 | 177.942013888889 | 163.7625 | 14.1795138888889 | 5.95798611111113 | | 67 | 164.4 | 160.184201388889 | 164.795833333333 | -4.61163194444445 | 4.2157986111111 | | 68 | 173.3 | 169.147743055556 | 165.35 | 3.79774305555556 | 4.15225694444442 | | 69 | 160.2 | 163.027430555556 | 166.366666666667 | -3.33923611111112 | -2.82743055555557 | | 70 | 166.4 | 170.862847222222 | 166.3125 | 4.55034722222223 | -4.46284722222219 | | 71 | 170.3 | 173.476388888889 | 166.054166666667 | 7.42222222222223 | -3.17638888888882 | | 72 | 238.4 | 231.765972222222 | 167.0625 | 64.7034722222222 | 6.63402777777782 | | 73 | 166.8 | 169.640972222222 | 167.416666666667 | 2.22430555555556 | -2.84097222222221 | | 74 | 122.5 | 130.181597222222 | 168.154166666667 | -37.9725694444445 | -7.68159722222222 | | 75 | 141.8 | 138.871701388889 | 169.470833333333 | -30.5991319444445 | 2.92829861111113 | | 76 | 140.5 | 152.952430555556 | 170.925 | -17.9725694444444 | -12.4524305555555 | | 77 | 173.8 | 170.342534722222 | 172.725 | -2.38246527777777 | 3.4574652777778 | | 78 | 188.8 | 189.071180555556 | 174.891666666667 | 14.1795138888889 | -0.27118055555556 | | 79 | 168 | 172.492534722222 | 177.104166666667 | -4.61163194444445 | -4.49253472222225 | | 80 | 187.4 | 182.806076388889 | 179.008333333333 | 3.79774305555556 | 4.59392361111111 | | 81 | 177.7 | 177.631597222222 | 180.970833333333 | -3.33923611111112 | 0.0684027777777487 | | 82 | 183.8 | 187.667013888889 | 183.116666666667 | 4.55034722222223 | -3.86701388888886 | | 83 | 196.1 | 192.184722222222 | 184.7625 | 7.42222222222223 | 3.91527777777776 | | 84 | 264.6 | 251.890972222222 | 187.1875 | 64.7034722222222 | 12.7090277777778 | | 85 | 193.7 | 192.320138888889 | 190.095833333333 | 2.22430555555556 | 1.37986111111110 | | 86 | 141.3 | 154.239930555556 | 192.2125 | -37.9725694444445 | -12.9399305555555 | | 87 | 170.1 | 163.692534722222 | 194.291666666667 | -30.5991319444445 | 6.40746527777776 | | 88 | 163.7 | 178.548263888889 | 196.520833333333 | -17.9725694444444 | -14.8482638888889 | | 89 | 190.1 | 196.288368055556 | 198.670833333333 | -2.38246527777777 | -6.18836805555554 | | 90 | 230.7 | 214.879513888889 | 200.7 | 14.1795138888889 | 15.8204861111111 | | 91 | 195.9 | 197.467534722222 | 202.079166666667 | -4.61163194444445 | -1.56753472222223 | | 92 | 210.3 | 207.151909722222 | 203.354166666667 | 3.79774305555556 | 3.14809027777781 | | 93 | 204.7 | 200.023263888889 | 203.3625 | -3.33923611111112 | 4.67673611111113 | | 94 | 210.3 | 208.358680555556 | 203.808333333333 | 4.55034722222223 | 1.94131944444447 | | 95 | 221.2 | 213.530555555556 | 206.108333333333 | 7.42222222222223 | 7.66944444444448 | | 96 | 288.2 | 271.678472222222 | 206.975 | 64.7034722222222 | 16.5215277777778 | | 97 | 203.2 | 209.757638888889 | 207.533333333333 | 2.22430555555556 | -6.5576388888889 | | 98 | 162.4 | 170.923263888889 | 208.895833333333 | -37.9725694444445 | -8.52326388888889 | | 99 | 149.2 | 179.313368055556 | 209.9125 | -30.5991319444445 | -30.1133680555556 | | 100 | 195.3 | 192.710763888889 | 210.683333333333 | -17.9725694444444 | 2.58923611111112 | | 101 | 213.7 | 209.030034722222 | 211.4125 | -2.38246527777777 | 4.66996527777778 | | 102 | 227.9 | 226.854513888889 | 212.675 | 14.1795138888889 | 1.04548611111113 | | 103 | 212.1 | NA | NA | -4.61163194444445 | NA | | 104 | 226.8 | NA | NA | 3.79774305555556 | NA | | 105 | 212.6 | NA | NA | -3.33923611111112 | NA | | 106 | 220.9 | NA | NA | 4.55034722222223 | NA | | 107 | 228.1 | NA | NA | 7.42222222222223 | NA | | 108 | 311.6 | NA | NA | 64.7034722222222 | NA |
| | | Charts produced by software: |  | | http://www.freestatistics.org/blog/date/2010/Jan/10/t126314070544pfju2x6nezdas/1z2b81263140647.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Jan/10/t126314070544pfju2x6nezdas/1z2b81263140647.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Jan/10/t126314070544pfju2x6nezdas/2zk961263140647.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Jan/10/t126314070544pfju2x6nezdas/2zk961263140647.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Jan/10/t126314070544pfju2x6nezdas/3uy531263140647.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Jan/10/t126314070544pfju2x6nezdas/3uy531263140647.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Jan/10/t126314070544pfju2x6nezdas/4pbdv1263140647.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Jan/10/t126314070544pfju2x6nezdas/4pbdv1263140647.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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