Home » date » 2010 » Jan » 14 »

decompositie niet-werkende werkzoekende -HannesFrançois

*Unverified author*
R Software Module: /rwasp_decompose.wasp (opens new window with default values)
Title produced by software: Classical Decomposition
Date of computation: Thu, 14 Jan 2010 11:52:42 -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/14/t12634952278nvev6xg3300u0n.htm/, Retrieved Thu, 14 Jan 2010 19:53:53 +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/14/t12634952278nvev6xg3300u0n.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 «
492865 480961 461935 456608 441977 439148 488180 520564 501492 485025 464196 460170 467037 460070 447988 442867 436087 431328 484015 509673 512927 502831 470984 471067 476049 474605 470439 461251 454724 455626 516847 525192 522975 518585 509239 512238 519164 517009 509933 509127 500857 506971 569323 579714 577992 565464 547344 554788 562325 560854 555332 543599 536662 542722 593530 610763 612613 611324 594167 595454 590865 589379 584428 573100 567456 569028 620735 628884 628232 612117 595404 597141 593408 590072 579799 574205 572775 572942 619567 625809 619916 587625 565742 557274 560576 548854 531673 525919 511038 498662 555362 564591 541657 527070 509846 514258 516922 507561 492622 490243 469357 477580 528379 533590 517945 506174 501866 516141
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Classical Decomposition by Moving Averages
tObservationsFitTrendSeasonalRandom
1492865NANA1.00043707930492NA
2480961NANA0.990879206650221NA
3461935NANA0.972587540115597NA
4456608NANA0.960199229979201NA
5441977NANA0.942551498912698NA
6439148NANA0.942851863426956NA
7488180493019.281124421473350.5833333331.041552072572890.990184397832507
8520564504329.211647849471403.9583333331.069845093008821.03219085465842
9501492497017.679469886469952.3751.057591589934801.00900233676775
10485025483676.227716955468798.7083333331.031735410356641.0027885850198
11464196465471.621530716467980.750.9946383938457220.99725950740773
12460170465133.693376809467409.50.995131021891530.989328458790475
13467037467114.201752897466910.1251.000437079304920.999834726170588
14460070462029.922681317466282.7916666670.9908792066502210.995758017857495
15447988453522.878662893466305.4583333330.9725875401155970.987795811582404
16442867448916.024763591467523.8333333330.9601992299792010.9865252643481
17436087441631.169534254468548.5833333330.9425514989126980.987446154355225
18431328442466.668868757469285.4583333330.9428518634269560.97482597073982
19484015489649.2525976054701151.041552072572890.988493288680182
20509673503999.877666718471096.1251.069845093008821.01125619783788
21512927499857.136623596472637.2083333331.057591589934801.02614719770670
22502831489391.998901355474338.6666666671.031735410356641.02746060648481
23470984473329.720718028475881.2083333330.9946383938457220.995044214180192
24471067475344.401082098477670.1666666670.995131021891530.991001469519026
25476049480260.403508625480050.5833333331.000437079304920.991230999936997
26474605477668.391187007482065.2083333330.9908792066502210.993586782706316
27470439469886.704549818483130.50.9725875401155971.00117538003275
28461251464933.828268297484205.5833333330.9601992299792010.992078811984893
29454724458509.792682096486455.9583333330.9425514989126980.991743267553893
30455626461776.196460752489765.3750.9428518634269560.98668143462593
31516847513773.985488560493277.2916666671.041552072572891.00598125751447
32525192531542.460086804496840.5833333331.069845093008820.988052769884522
33522975529063.3656396555002531.057591589934800.988492180644008
34518585519884.681020593503893.4166666671.031735410356640.997500059016854
35509239505087.778654726507810.4583333330.9946383938457221.00821881170107
36512238509379.747901454511872.0416666670.995131021891531.00561124016085
37519164516423.536093286516197.9166666671.000437079304921.00530662085513
38517009515907.369364212520656.1666666670.9908792066502211.00213532641944
39509933510822.71149088525220.2916666670.9725875401155970.998258277341892
40509127508392.805491866529465.9583333330.9601992299792011.00144414810792
41500857502386.507507981533006.9583333330.9425514989126980.996955516350214
42506971505715.175427646536367.5833333330.9428518634269561.00248326455952
43569323562374.454318926539938.8751.041552072572891.01235572780327
44579714581529.411866881543564.1251.069845093008820.99687821143723
45577992578801.501517442547282.6251.057591589934800.998601417730742
46565464568084.436142126550610.5833333331.031735410356640.995387241798206
47547344550570.934674635553538.7916666670.9946383938457220.994138930206074
48554788553810.606549623556520.2916666670.995131021891531.00176485144708
49562325559262.877102297559018.5416666671.000437079304921.00547528366905
50560854556201.183296208561320.8750.9908792066502211.00836534844500
51555332548594.931688426564057.1250.9725875401155971.01228058795738
52543599544827.125182114567410.50.9601992299792010.997745844277296
53536662538453.554797709571272.2916666670.9425514989126980.996672777472178
54542722542062.193333744574917.6666666670.9428518634269561.00121721579990
55593530601810.089472708577801.251.041552072572890.986241358166723
56610763620701.611639883580178.9583333331.069845093008820.983988100798344
57612613616131.532198952582579.8333333331.057591589934800.994289316460733
58611324603587.268403031585021.3751.031735410356641.01281791714633
59594167584383.542543621587533.6666666670.9946383938457221.01674150064835
60595454587040.560661928589912.8333333330.995131021891531.01433195574865
61590865592401.271547437592142.4583333331.000437079304920.997406704507193
62589379588613.007292271594031.0416666670.9908792066502211.00130135198889
63584428579114.485550368595436.8750.9725875401155971.00917524009882
64573100572394.645116323596120.7083333330.9601992299792011.00123228770516
65567456561954.191320099596205.2916666670.9425514989126981.00979049318411
66569028562248.14101829596327.1250.9428518634269561.01205848181095
67620735621289.326527975596503.3751.041552072572890.999107780378149
68628884638310.459486989596638.2083333331.069845093008820.985232171356608
69628232630826.106346352596474.2083333331.057591589934800.995887763172363
70612117615252.068952523596327.3751.031735410356640.994904415424623
71595404593396.334019655596595.0416666670.9946383938457221.00338334746146
72597141594073.068666051596979.750.995131021891531.00516423230704
73593408597355.144170007597094.1666666671.000437079304920.993392299022566
74590072591473.014975733596917.3750.9908792066502210.997631312096647
75579799580092.787042282596442.750.9725875401155970.999493551637179
76574205571391.276929296595075.750.9601992299792011.00492433676241
77572775558762.75121776592819.3333333330.9425514989126981.02507727788172
78572942556209.331975017589922.2916666670.9428518634269561.03008340037296
79619567611279.794120534586893.1666666671.041552072572891.01355714021496
80625809624583.856598018583807.751.069845093008821.00196153549126
81619916613493.105579962580085.0833333331.057591589934801.01046938321168
82587625594349.668395378576067.9166666671.031735410356640.988685669811958
83565742568419.554879131571483.6250.9946383938457220.995289474374786
84557274563061.303065334565816.250.995131021891530.989721717628564
85560576560290.826201283560046.0416666671.000437079304921.00050897459923
86548854549759.684006943554820.0833333330.9908792066502210.998352581985748
87531673533958.867042034549008.5416666670.9725875401155970.995719020353202
88525919521603.86663074543224.6250.9601992299792011.00827281706543
89511038507443.806848376538372.50.9425514989126981.00708293825467
90498662503719.708029692534251.1666666670.9428518634269560.989959281026595
91555362552689.104994073530639.9166666671.041552072572891.00483616373432
92564591563915.838870615527100.4583333331.069845093008821.00119727286032
93541657553916.547671541523752.7916666671.057591589934800.977867518630603
94527070537161.864268573520639.1666666671.031735410356640.981212619621994
95509846514641.777746812517415.9583333330.9946383938457220.990681328344915
96514258512294.279345612514800.8333333330.995131021891531.00383318872289
97516922513022.258448041512798.1251.000437079304921.00760150556383
98507561505727.035108454510382.1250.9908792066502211.00362639282504
99492622494174.079552623508102.4166666670.9725875401155970.996859245320943
100490243486094.858931783506243.750.9601992299792011.00853360407335
101469357476026.758832577505040.5833333330.9425514989126980.985988689272566
102477580475938.931443265504786.5416666670.9428518634269561.00344806538889
103528379NANA1.04155207257289NA
104533590NANA1.06984509300882NA
105517945NANA1.05759158993480NA
106506174NANA1.03173541035664NA
107501866NANA0.994638393845722NA
108516141NANA0.99513102189153NA
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Jan/14/t12634952278nvev6xg3300u0n/1gam81263495158.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Jan/14/t12634952278nvev6xg3300u0n/1gam81263495158.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Jan/14/t12634952278nvev6xg3300u0n/2cge31263495158.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Jan/14/t12634952278nvev6xg3300u0n/2cge31263495158.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Jan/14/t12634952278nvev6xg3300u0n/3rcs21263495158.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Jan/14/t12634952278nvev6xg3300u0n/3rcs21263495158.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Jan/14/t12634952278nvev6xg3300u0n/4fmj21263495158.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Jan/14/t12634952278nvev6xg3300u0n/4fmj21263495158.ps (open in new window)


 
Parameters (Session):
par1 = multiplicative ; par2 = 12 ;
 
Parameters (R input):
par1 = multiplicative ; 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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Software written by Ed van Stee & Patrick Wessa


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