raf mattheussen decompositiemodel insch auto

R Software Module: rwasp_decompose.wasp (opens new window with default values)

Title produced by software: Classical Decomposition

Date of computation: Sun, 01 Jun 2008 10:50:47 -0600

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2008/Jun/01/t1212339112vbph4yjvqpave33.htm/, Retrieved Sun, 01 Jun 2008 16:51:56 +0000

IsPrivate?

No (this computation is public)

User-defined keywords:

Dataseries X:

» Textbox « » Textfile « » CSV «

41086 39690 43129 37863 35953 29133 24693 22205 21725 27192 21790 13253 37702 30364 32609 30212 29965 28352 25814 22414 20506 28806 22228 13971 36845 35338 35022 34777 26887 23970 22780 17351 21382 24561 17409 11514 31514 27071 29462 26105 22397 23843 21705 18089 20764 25316 17704 15548 28029 29383 36438 32034 22679 24319 18004 17537 20366 22782 19169 13807 29743 25591 29096 26482 22405 27044 17970 18730 19684 19785 18479 10698

Text written by user:

Output produced by software:

Summary of computational transaction Raw Input view raw input (R code) Raw Output view raw output of R engine Computing time 6 seconds R Server 'Gwilym Jenkins' @ 72.249.127.135 Classical Decomposition by Moving Averages t Observations Fit Trend Seasonal Random 1 41086 NA NA 8193.93923611111 NA 2 39690 NA NA 5328.74131944445 NA 3 43129 NA NA 8235.27256944445 NA 4 37863 NA NA 5694.61631944445 NA 5 35953 NA NA 467.855902777777 NA 6 29133 NA NA 128.387152777779 NA 7 24693 26828.6059027778 29668.3333333333 -2839.72743055556 -2135.60590277778 8 22205 23203.6475694444 29138.75 -5935.10243055556 -998.647569444438 9 21725 24369.7934027778 28311.8333333333 -3942.03993055556 -2644.79340277778 10 27192 28299.8663194444 27554.7083333333 745.157986111112 -1107.86631944445 11 21790 21610.4288194444 26986.4166666667 -5375.98784722222 179.571180555555 12 13253 16003.2621527778 26704.375 -10701.1128472222 -2750.26215277778 13 37702 34912.4809027778 26718.5416666667 8193.93923611111 2789.51909722222 14 30364 32102.6996527778 26773.9583333333 5328.74131944445 -1738.69965277778 15 32609 34967.1475694444 26731.875 8235.27256944445 -2358.14756944444 16 30212 32442.9496527778 26748.3333333333 5694.61631944445 -2230.94965277777 17 29965 27301.6892361111 26833.8333333333 467.855902777777 2663.31076388889 18 28352 27010.3871527778 26882 128.387152777779 1341.61284722223 19 25814 24036.4809027778 26876.2083333333 -2839.72743055556 1777.51909722222 20 22414 21112.6475694444 27047.75 -5935.10243055556 1301.35243055555 21 20506 23413.5017361111 27355.5416666667 -3942.03993055556 -2907.50173611111 22 28806 28391.4496527778 27646.2916666667 745.157986111112 414.550347222223 23 22228 22332.2621527778 27708.25 -5375.98784722222 -104.262152777777 24 13971 16696.3038194444 27397.4166666667 -10701.1128472222 -2725.30381944445 25 36845 35282.3559027778 27088.4166666667 8193.93923611111 1562.64409722223 26 35338 32079.7829861111 26751.0416666667 5328.74131944445 3258.21701388889 27 35022 34811.8559027778 26576.5833333333 8235.27256944445 210.144097222223 28 34777 32130.8246527778 26436.2083333333 5694.61631944445 2646.17534722222 29 26887 26526.3975694444 26058.5416666667 467.855902777777 360.602430555558 30 23970 25883.7621527778 25755.375 128.387152777779 -1913.76215277778 31 22780 22591.1475694444 25430.875 -2839.72743055556 188.852430555558 32 17351 18929.1892361111 24864.2916666667 -5935.10243055556 -1578.18923611111 33 21382 20346.1267361111 24288.1666666667 -3942.03993055556 1035.87326388889 34 24561 24440.3246527778 23695.1666666667 745.157986111112 120.675347222223 35 17409 17770.7621527778 23146.75 -5375.98784722222 -361.762152777777 36 11514 12253.2621527778 22954.375 -10701.1128472222 -739.262152777777 37 31514 31098.2309027778 22904.2916666667 8193.93923611111 415.769097222223 38 27071 28218.9913194444 22890.25 5328.74131944445 -1147.99131944444 39 29462 31130.5225694444 22895.25 8235.27256944445 -1668.52256944445 40 26105 28595.5746527778 22900.9583333333 5694.61631944445 -2490.57465277778 41 22397 23412.5642361111 22944.7083333333 467.855902777777 -1015.56423611111 42 23843 23253.4704861111 23125.0833333333 128.387152777779 589.52951388889 43 21705 20308.2309027778 23147.9583333333 -2839.72743055556 1396.76909722222 44 18089 17163.9809027778 23099.0833333333 -5935.10243055556 925.019097222226 45 20764 19544.0434027778 23486.0833333333 -3942.03993055556 1219.95659722222 46 25316 24768.9496527778 24023.7916666667 745.157986111112 547.050347222219 47 17704 18906.5954861111 24282.5833333333 -5375.98784722222 -1202.59548611111 48 15548 13613.0538194444 24314.1666666667 -10701.1128472222 1934.94618055555 49 28029 32373.7309027778 24179.7916666667 8193.93923611111 -4344.73090277778 50 29383 29331.3246527778 24002.5833333333 5328.74131944445 51.6753472222226 51 36438 32198.2725694444 23963 8235.27256944445 4239.72743055555 52 32034 29535.4496527778 23840.8333333333 5694.61631944445 2498.55034722222 53 22679 24264.1475694444 23796.2916666667 467.855902777777 -1585.14756944445 54 24319 23913.1788194444 23784.7916666667 128.387152777779 405.821180555558 55 18004 20943.9392361111 23783.6666666667 -2839.72743055556 -2939.93923611111 56 17537 17761.9809027778 23697.0833333333 -5935.10243055556 -224.980902777777 57 20366 19291.1267361111 23233.1666666667 -3942.03993055556 1074.87326388889 58 22782 23441.0746527778 22695.9166666667 745.157986111112 -659.074652777777 59 19169 17077.1788194444 22453.1666666667 -5375.98784722222 2091.82118055556 60 13807 11854.1788194444 22555.2916666667 -10701.1128472222 1952.82118055555 61 29743 30861.3559027778 22667.4166666667 8193.93923611111 -1118.35590277778 62 25591 28044.4496527778 22715.7083333333 5328.74131944445 -2453.44965277778 63 29096 30972.2725694444 22737 8235.27256944445 -1876.27256944444 64 26482 28278.3246527778 22583.7083333333 5694.61631944445 -1796.32465277778 65 22405 22897.9392361111 22430.0833333333 467.855902777777 -492.939236111106 66 27044 22400.1788194444 22271.7916666667 128.387152777779 4643.82118055556 67 17970 NA NA -2839.72743055556 NA 68 18730 NA NA -5935.10243055556 NA 69 19684 NA NA -3942.03993055556 NA 70 19785 NA NA 745.157986111112 NA 71 18479 NA NA -5375.98784722222 NA 72 10698 NA NA -10701.1128472222 NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Jun/01/t1212339112vbph4yjvqpave33/183ai1212339041.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Jun/01/t1212339112vbph4yjvqpave33/183ai1212339041.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Jun/01/t1212339112vbph4yjvqpave33/2wy2r1212339041.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Jun/01/t1212339112vbph4yjvqpave33/2wy2r1212339041.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Jun/01/t1212339112vbph4yjvqpave33/39gfo1212339041.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Jun/01/t1212339112vbph4yjvqpave33/39gfo1212339041.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Jun/01/t1212339112vbph4yjvqpave33/4d0cv1212339041.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Jun/01/t1212339112vbph4yjvqpave33/4d0cv1212339041.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')

Copyright

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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