Home » date » 2010 » Aug » 05 »

Tijdreeks 1 - Stap 29

*Unverified author*

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

Title produced by software: Classical Decomposition

Date of computation: Thu, 05 Aug 2010 13:11:05 +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/05/t1281013844ohvj0iwsq7jjv9d.htm/, Retrieved Thu, 05 Aug 2010 15:10:49 +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/05/t1281013844ohvj0iwsq7jjv9d.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:

Mathias Goossenaerts

Dataseries X:

» Textbox « » Textfile « » CSV «

36 35 34 32 52 51 36 26 27 27 28 30 28 29 25 28 55 53 42 32 37 41 37 38 39 32 36 39 83 83 66 53 72 77 69 72 81 71 63 66 114 116 109 97 111 120 110 106 115 110 103 112 163 166 156 140 166 176 163 162 171 167 163 168 222 216 197 178 204 220 196 195 213 218 216 225 280 272 252 230 248 259 240 237 252 250 255 255 313 291 271 247 268 283 259 259 267 270 279 269 334 326 301 276 301 313 291 287 289 298 320 312 385 380 351 322 350 363 344 345

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	'Gwilym Jenkins' @ 72.249.127.135

Classical Decomposition by Moving Averages
t	Observations	Fit	Trend	Seasonal	Random
1	36	NA	NA	-7.49652777777779	NA
2	35	NA	NA	-11.4363425925926	NA
3	34	NA	NA	-12.6354166666667	NA
4	32	NA	NA	-14.1307870370370	NA
5	52	NA	NA	35.6284722222222	NA
6	51	NA	NA	27.5960648148148	NA
7	36	40.3275462962963	34.1666666666667	6.16087962962964	-4.3275462962963
8	26	20.5775462962963	33.5833333333333	-13.0057870370370	5.42245370370371
9	27	34.6331018518518	32.9583333333333	1.67476851851851	-7.63310185185185
10	27	40.5821759259259	32.4166666666667	8.16550925925926	-13.5821759259259
11	28	24.0358796296296	32.375	-8.33912037037038	3.96412037037038
12	30	20.4016203703704	32.5833333333333	-12.1817129629630	9.59837962962963
13	28	25.4201388888889	32.9166666666667	-7.49652777777779	2.57986111111112
14	29	21.9803240740741	33.4166666666667	-11.4363425925926	7.01967592592593
15	25	21.4479166666667	34.0833333333333	-12.6354166666667	3.55208333333334
16	28	20.9525462962963	35.0833333333333	-14.1307870370370	7.04745370370371
17	55	71.6701388888889	36.0416666666667	35.6284722222222	-16.6701388888889
18	53	64.3460648148148	36.75	27.5960648148148	-11.3460648148148
19	42	43.7025462962963	37.5416666666667	6.16087962962964	-1.70254629629630
20	32	25.1192129629630	38.125	-13.0057870370370	6.88078703703704
21	37	40.3831018518518	38.7083333333333	1.67476851851851	-3.38310185185185
22	41	47.7905092592593	39.625	8.16550925925926	-6.79050925925926
23	37	32.9108796296296	41.25	-8.33912037037038	4.08912037037039
24	38	31.4849537037037	43.6666666666667	-12.1817129629630	6.51504629629628
25	39	38.4201388888889	45.9166666666667	-7.49652777777779	0.579861111111121
26	32	36.3553240740741	47.7916666666667	-11.4363425925926	-4.35532407407407
27	36	37.4895833333333	50.125	-12.6354166666667	-1.48958333333332
28	39	38.9525462962963	53.0833333333333	-14.1307870370370	0.0474537037037095
29	83	91.5451388888889	55.9166666666667	35.6284722222222	-8.5451388888889
30	83	86.2627314814815	58.6666666666667	27.5960648148148	-3.26273148148148
31	66	67.994212962963	61.8333333333333	6.16087962962964	-1.99421296296296
32	53	52.2025462962963	65.2083333333333	-13.0057870370370	0.797453703703724
33	72	69.6331018518518	67.9583333333333	1.67476851851851	2.36689814814817
34	77	78.3738425925926	70.2083333333333	8.16550925925926	-1.37384259259260
35	69	64.2858796296296	72.625	-8.33912037037038	4.71412037037040
36	72	63.1099537037037	75.2916666666667	-12.1817129629630	8.8900462962963
37	81	70.9618055555555	78.4583333333333	-7.49652777777779	10.0381944444445
38	71	70.6469907407407	82.0833333333333	-11.4363425925926	0.353009259259267
39	63	72.90625	85.5416666666667	-12.6354166666667	-9.90625
40	66	74.8275462962963	88.9583333333333	-14.1307870370370	-8.82754629629629
41	114	128.086805555556	92.4583333333333	35.6284722222222	-14.0868055555556
42	116	123.179398148148	95.5833333333333	27.5960648148148	-7.17939814814815
43	109	104.577546296296	98.4166666666667	6.16087962962964	4.42245370370370
44	97	88.4525462962963	101.458333333333	-13.0057870370370	8.54745370370372
45	111	106.424768518519	104.75	1.67476851851851	4.57523148148148
46	120	116.498842592593	108.333333333333	8.16550925925926	3.5011574074074
47	110	103.952546296296	112.291666666667	-8.33912037037038	6.04745370370374
48	106	104.234953703704	116.416666666667	-12.1817129629630	1.76504629629632
49	115	112.961805555556	120.458333333333	-7.49652777777779	2.03819444444446
50	110	112.771990740741	124.208333333333	-11.4363425925926	-2.77199074074073
51	103	115.65625	128.291666666667	-12.6354166666667	-12.6562500000000
52	112	118.785879629630	132.916666666667	-14.1307870370370	-6.78587962962959
53	163	173.086805555556	137.458333333333	35.6284722222222	-10.0868055555556
54	166	169.596064814815	142	27.5960648148148	-3.59606481481481
55	156	152.827546296296	146.666666666667	6.16087962962964	3.17245370370372
56	140	138.369212962963	151.375	-13.0057870370370	1.63078703703701
57	166	157.924768518519	156.25	1.67476851851851	8.0752314814815
58	176	169.248842592593	161.083333333333	8.16550925925926	6.75115740740739
59	163	157.535879629630	165.875	-8.33912037037038	5.46412037037038
60	162	158.234953703704	170.416666666667	-12.1817129629630	3.76504629629630
61	171	166.711805555556	174.208333333333	-7.49652777777779	4.28819444444449
62	167	166.063657407407	177.5	-11.4363425925926	0.93634259259261
63	163	168.03125	180.666666666667	-12.6354166666667	-5.03124999999997
64	168	169.952546296296	184.083333333333	-14.1307870370370	-1.95254629629630
65	222	222.920138888889	187.291666666667	35.6284722222222	-0.920138888888886
66	216	217.637731481481	190.041666666667	27.5960648148148	-1.63773148148150
67	197	199.327546296296	193.166666666667	6.16087962962964	-2.32754629629630
68	178	184.035879629630	197.041666666667	-13.0057870370370	-6.03587962962962
69	204	203.049768518518	201.375	1.67476851851851	0.950231481481524
70	220	214.123842592593	205.958333333333	8.16550925925926	5.87615740740742
71	196	202.410879629630	210.75	-8.33912037037038	-6.41087962962962
72	195	203.318287037037	215.5	-12.1817129629630	-8.31828703703704
73	213	212.628472222222	220.125	-7.49652777777779	0.371527777777771
74	218	213.146990740741	224.583333333333	-11.4363425925926	4.85300925925927
75	216	215.947916666667	228.583333333333	-12.6354166666667	0.0520833333333428
76	225	217.910879629630	232.041666666667	-14.1307870370370	7.08912037037038
77	280	271.128472222222	235.5	35.6284722222222	8.8715277777778
78	272	266.679398148148	239.083333333333	27.5960648148148	5.32060185185185
79	252	248.619212962963	242.458333333333	6.16087962962964	3.38078703703704
80	230	232.410879629630	245.416666666667	-13.0057870370370	-2.41087962962962
81	248	250.049768518518	248.375	1.67476851851851	-2.04976851851848
82	259	259.415509259259	251.25	8.16550925925926	-0.415509259259238
83	240	245.535879629630	253.875	-8.33912037037038	-5.53587962962959
84	237	243.859953703704	256.041666666667	-12.1817129629630	-6.85995370370367
85	252	250.128472222222	257.625	-7.49652777777779	1.87152777777777
86	250	247.688657407407	259.125	-11.4363425925926	2.31134259259261
87	255	248.03125	260.666666666667	-12.6354166666667	6.96875
88	255	248.369212962963	262.5	-14.1307870370370	6.63078703703707
89	313	299.920138888889	264.291666666667	35.6284722222222	13.0798611111111
90	291	293.596064814815	266	27.5960648148148	-2.59606481481484
91	271	273.702546296296	267.541666666667	6.16087962962964	-2.70254629629625
92	247	255.994212962963	269	-13.0057870370370	-8.99421296296299
93	268	272.508101851852	270.833333333333	1.67476851851851	-4.50810185185190
94	283	280.582175925926	272.416666666667	8.16550925925926	2.41782407407408
95	259	265.535879629630	273.875	-8.33912037037038	-6.53587962962968
96	259	264.026620370370	276.208333333333	-12.1817129629630	-5.02662037037044
97	267	271.420138888889	278.916666666667	-7.49652777777779	-4.42013888888891
98	270	269.938657407407	281.375	-11.4363425925926	0.0613425925925526
99	279	271.322916666667	283.958333333333	-12.6354166666667	7.67708333333331
100	269	272.452546296296	286.583333333333	-14.1307870370370	-3.45254629629630
101	334	324.795138888889	289.166666666667	35.6284722222222	9.20486111111114
102	326	319.262731481482	291.666666666667	27.5960648148148	6.73726851851848
103	301	299.910879629630	293.75	6.16087962962964	1.08912037037038
104	276	282.827546296296	295.833333333333	-13.0057870370370	-6.82754629629625
105	301	300.383101851852	298.708333333333	1.67476851851851	0.616898148148096
106	313	310.373842592593	302.208333333333	8.16550925925926	2.62615740740745
107	291	297.785879629630	306.125	-8.33912037037038	-6.78587962962968
108	287	298.318287037037	310.5	-12.1817129629630	-11.318287037037
109	289	307.336805555556	314.833333333333	-7.49652777777779	-18.3368055555556
110	298	307.396990740741	318.833333333333	-11.4363425925926	-9.39699074074065
111	320	310.15625	322.791666666667	-12.6354166666667	9.84375000000006
112	312	312.785879629630	326.916666666667	-14.1307870370370	-0.785879629629619
113	385	366.836805555556	331.208333333333	35.6284722222222	18.1631944444445
114	380	363.429398148148	335.833333333333	27.5960648148148	16.5706018518519
115	351	NA	NA	6.16087962962964	NA
116	322	NA	NA	-13.0057870370370	NA
117	350	NA	NA	1.67476851851851	NA
118	363	NA	NA	8.16550925925926	NA
119	344	NA	NA	-8.33912037037038	NA
120	345	NA	NA	-12.1817129629630	NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Aug/05/t1281013844ohvj0iwsq7jjv9d/14jrt1281013862.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Aug/05/t1281013844ohvj0iwsq7jjv9d/14jrt1281013862.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Aug/05/t1281013844ohvj0iwsq7jjv9d/24jrt1281013862.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Aug/05/t1281013844ohvj0iwsq7jjv9d/24jrt1281013862.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Aug/05/t1281013844ohvj0iwsq7jjv9d/397j71281013862.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Aug/05/t1281013844ohvj0iwsq7jjv9d/397j71281013862.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Aug/05/t1281013844ohvj0iwsq7jjv9d/497j71281013862.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Aug/05/t1281013844ohvj0iwsq7jjv9d/497j71281013862.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')

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.

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