Tijdreeks B stap 24

*Unverified author*

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

Title produced by software: Classical Decomposition

Date of computation: Wed, 04 Aug 2010 15:48:15 +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/Aug/04/t12809368975xfhkhxlb1b0axb.htm/, Retrieved Wed, 04 Aug 2010 17:48:22 +0200

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/Aug/04/t12809368975xfhkhxlb1b0axb.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:

Bogaerts Yannik

Dataseries X:

» Textbox « » Textfile « » CSV «

83 82 81 79 77 76 77 79 80 80 81 83 83 76 77 72 64 70 69 78 84 91 96 101 99 98 98 97 92 106 100 107 111 115 117 120 117 108 111 118 113 129 122 135 146 151 147 151 156 144 151 159 148 170 163 179 184 192 197 199 205 194 200 211 211 230 229 236 239 250 254 254 264 258 264 277 274 284 279 290 287 297 302 294

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 2 seconds R Server 'George Udny Yule' @ 72.249.76.132 Classical Decomposition by Moving Averages t Observations Fit Trend Seasonal Random 1 83 NA NA 5.29282407407409 NA 2 82 NA NA -5.24189814814815 NA 3 81 NA NA -4.31134259259258 NA 4 79 NA NA -1.75578703703705 NA 5 77 NA NA -10.1307870370370 NA 6 76 NA NA 1.36921296296296 NA 7 77 73.8136574074074 79.8333333333333 -6.01967592592593 3.18634259259261 8 79 80.0844907407407 79.5833333333333 0.5011574074074 -1.08449074074073 9 80 82.1747685185185 79.1666666666667 3.00810185185185 -2.17476851851850 10 80 84.9039351851852 78.7083333333333 6.19560185185186 -4.90393518518519 11 81 83.494212962963 77.875 5.61921296296297 -2.49421296296295 12 83 82.556712962963 77.0833333333333 5.47337962962963 0.443287037037038 13 83 81.792824074074 76.5 5.29282407407409 1.20717592592592 14 76 70.8831018518518 76.125 -5.24189814814815 5.11689814814815 15 77 71.9386574074074 76.25 -4.31134259259258 5.06134259259258 16 72 75.1192129629629 76.875 -1.75578703703705 -3.11921296296295 17 64 67.8275462962963 77.9583333333333 -10.1307870370370 -3.82754629629629 18 70 80.7025462962963 79.3333333333333 1.36921296296296 -10.7025462962963 19 69 74.7303240740741 80.75 -6.01967592592593 -5.73032407407408 20 78 82.8344907407407 82.3333333333333 0.5011574074074 -4.83449074074075 21 84 87.1331018518518 84.125 3.00810185185185 -3.13310185185183 22 91 92.2372685185185 86.0416666666667 6.19560185185186 -1.23726851851852 23 96 93.869212962963 88.25 5.61921296296297 2.13078703703704 24 101 96.3900462962963 90.9166666666667 5.47337962962963 4.60995370370371 25 99 99.0011574074074 93.7083333333333 5.29282407407409 -0.00115740740741899 26 98 90.9664351851852 96.2083333333333 -5.24189814814815 7.03356481481482 27 98 94.230324074074 98.5416666666667 -4.31134259259258 3.76967592592592 28 97 98.9108796296296 100.666666666667 -1.75578703703705 -1.91087962962965 29 92 92.4108796296296 102.541666666667 -10.1307870370370 -0.410879629629619 30 106 105.577546296296 104.208333333333 1.36921296296296 0.422453703703709 31 100 99.730324074074 105.75 -6.01967592592593 0.269675925925924 32 107 107.417824074074 106.916666666667 0.5011574074074 -0.417824074074062 33 111 110.883101851852 107.875 3.00810185185185 0.116898148148167 34 115 115.487268518519 109.291666666667 6.19560185185186 -0.487268518518533 35 117 116.660879629630 111.041666666667 5.61921296296297 0.339120370370381 36 120 118.348379629630 112.875 5.47337962962963 1.65162037037037 37 117 120.042824074074 114.75 5.29282407407409 -3.04282407407409 38 108 111.591435185185 116.833333333333 -5.24189814814815 -3.59143518518516 39 111 115.146990740741 119.458333333333 -4.31134259259258 -4.14699074074075 40 118 120.660879629630 122.416666666667 -1.75578703703705 -2.66087962962963 41 113 115.035879629630 125.166666666667 -10.1307870370370 -2.03587962962960 42 129 129.077546296296 127.708333333333 1.36921296296296 -0.0775462962962905 43 122 124.605324074074 130.625 -6.01967592592593 -2.60532407407408 44 135 134.251157407407 133.75 0.5011574074074 0.74884259259261 45 146 139.924768518519 136.916666666667 3.00810185185185 6.07523148148147 46 151 146.487268518519 140.291666666667 6.19560185185186 4.51273148148150 47 147 149.077546296296 143.458333333333 5.61921296296297 -2.07754629629630 48 151 152.098379629630 146.625 5.47337962962963 -1.09837962962959 49 156 155.334490740741 150.041666666667 5.29282407407409 0.665509259259267 50 144 148.341435185185 153.583333333333 -5.24189814814815 -4.34143518518516 51 151 152.688657407407 157 -4.31134259259258 -1.68865740740742 52 159 158.535879629630 160.291666666667 -1.75578703703705 0.464120370370381 53 148 153.952546296296 164.083333333333 -10.1307870370370 -5.95254629629630 54 170 169.535879629630 168.166666666667 1.36921296296296 0.464120370370381 55 163 166.188657407407 172.208333333333 -6.01967592592593 -3.18865740740742 56 179 176.834490740741 176.333333333333 0.5011574074074 2.16550925925927 57 184 183.466435185185 180.458333333333 3.00810185185185 0.533564814814838 58 192 190.862268518519 184.666666666667 6.19560185185186 1.13773148148150 59 197 195.077546296296 189.458333333333 5.61921296296297 1.92245370370372 60 199 200.056712962963 194.583333333333 5.47337962962963 -1.05671296296296 61 205 205.126157407407 199.833333333333 5.29282407407409 -0.126157407407362 62 194 199.716435185185 204.958333333333 -5.24189814814815 -5.71643518518519 63 200 205.313657407407 209.625 -4.31134259259258 -5.31365740740739 64 211 212.577546296296 214.333333333333 -1.75578703703705 -1.57754629629628 65 211 208.994212962963 219.125 -10.1307870370370 2.00578703703704 66 230 225.160879629630 223.791666666667 1.36921296296296 4.83912037037038 67 229 222.521990740741 228.541666666667 -6.01967592592593 6.4780092592593 68 236 234.167824074074 233.666666666667 0.5011574074074 1.83217592592595 69 239 242.008101851852 239 3.00810185185185 -3.00810185185185 70 250 250.612268518518 244.416666666667 6.19560185185186 -0.612268518518476 71 254 255.410879629630 249.791666666667 5.61921296296297 -1.41087962962959 72 254 260.140046296296 254.666666666667 5.47337962962963 -6.14004629629628 73 264 264.292824074074 259 5.29282407407409 -0.292824074074019 74 258 258.091435185185 263.333333333333 -5.24189814814815 -0.091435185185162 75 264 263.271990740741 267.583333333333 -4.31134259259258 0.728009259259295 76 277 269.785879629630 271.541666666667 -1.75578703703705 7.21412037037038 77 274 265.369212962963 275.5 -10.1307870370370 8.63078703703707 78 284 280.535879629630 279.166666666667 1.36921296296296 3.46412037037038 79 279 NA NA -6.01967592592593 NA 80 290 NA NA 0.5011574074074 NA 81 287 NA NA 3.00810185185185 NA 82 297 NA NA 6.19560185185186 NA 83 302 NA NA 5.61921296296297 NA 84 294 NA NA 5.47337962962963 NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Aug/04/t12809368975xfhkhxlb1b0axb/183g51280936892.png (open in new window) http://www.freestatistics.org/blog/date/2010/Aug/04/t12809368975xfhkhxlb1b0axb/183g51280936892.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Aug/04/t12809368975xfhkhxlb1b0axb/283g51280936892.png (open in new window) http://www.freestatistics.org/blog/date/2010/Aug/04/t12809368975xfhkhxlb1b0axb/283g51280936892.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Aug/04/t12809368975xfhkhxlb1b0axb/3w9pj1280936892.png (open in new window) http://www.freestatistics.org/blog/date/2010/Aug/04/t12809368975xfhkhxlb1b0axb/3w9pj1280936892.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Aug/04/t12809368975xfhkhxlb1b0axb/4617m1280936892.png (open in new window) http://www.freestatistics.org/blog/date/2010/Aug/04/t12809368975xfhkhxlb1b0axb/4617m1280936892.ps (open in new window)

Parameters (Session):

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

Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.

Privacy Policy

We may request personal information to be submitted to our servers in order to be able to:

• personalize online software applications according to your needs
• enforce strict security rules with respect to the data that you upload (e.g. statistical data)
• manage user sessions of online applications
• alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.

FreeStatistics.org is powered by