Tijdreeks 2 - 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: Thu, 05 Aug 2010 16:48:06 +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/t1281026872zddyx2m2e7od41w.htm/, Retrieved Thu, 05 Aug 2010 18:47:54 +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/t1281026872zddyx2m2e7od41w.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 «

430 429 428 426 424 423 424 426 427 427 428 430 432 435 426 411 405 403 402 399 392 387 380 379 386 385 365 356 338 338 343 338 320 316 317 315 317 321 303 303 290 285 300 291 278 273 277 269 275 278 255 254 245 240 261 247 229 213 218 206 217 219 196 193 188 171 190 180 149 135 151 134 145 151 137 124 125 109 131 133 103 85 104 82

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 3 seconds R Server 'RServer@AstonUniversity' @ vre.aston.ac.uk Classical Decomposition by Moving Averages t Observations Fit Trend Seasonal Random 1 430 NA NA 7.29108796296295 NA 2 429 NA NA 14.1938657407407 NA 3 428 NA NA 0.645254629629646 NA 4 426 NA NA -1.56307870370372 NA 5 424 NA NA -5.27141203703703 NA 6 423 NA NA -8.10474537037038 NA 7 424 434.249421296296 426.916666666667 7.33275462962963 -10.2494212962963 8 426 431.992476851852 427.25 4.74247685185185 -5.99247685185179 9 427 421.777199074074 427.416666666667 -5.63946759259259 5.22280092592604 10 427 417.853587962963 426.708333333333 -8.85474537037036 9.14641203703712 11 428 423.943865740741 425.291666666667 -1.34780092592593 4.0561342592593 12 430 420.242476851852 423.666666666667 -3.42418981481481 9.75752314814815 13 432 429.20775462963 421.916666666667 7.29108796296295 2.79224537037044 14 435 434.068865740741 419.875 14.1938657407407 0.931134259259295 15 426 417.936921296296 417.291666666667 0.645254629629646 8.06307870370375 16 411 412.603587962963 414.166666666667 -1.56307870370372 -1.60358796296299 17 405 405.228587962963 410.5 -5.27141203703703 -0.228587962962933 18 403 398.27025462963 406.375 -8.10474537037038 4.72974537037038 19 402 409.666087962963 402.333333333333 7.33275462962963 -7.66608796296293 20 399 403.075810185185 398.333333333333 4.74247685185185 -4.07581018518516 21 392 388.068865740741 393.708333333333 -5.63946759259259 3.9311342592593 22 387 380.02025462963 388.875 -8.85474537037036 6.97974537037044 23 380 382.443865740741 383.791666666667 -1.34780092592593 -2.4438657407407 24 379 374.867476851852 378.291666666667 -3.42418981481481 4.13252314814815 25 386 380.416087962963 373.125 7.29108796296295 5.58391203703707 26 385 382.318865740741 368.125 14.1938657407407 2.68113425925924 27 365 363.228587962963 362.583333333333 0.645254629629646 1.77141203703707 28 356 355.061921296296 356.625 -1.56307870370372 0.938078703703695 29 338 345.77025462963 351.041666666667 -5.27141203703703 -7.77025462962962 30 338 337.64525462963 345.75 -8.10474537037038 0.354745370370381 31 343 347.541087962963 340.208333333333 7.33275462962963 -4.54108796296293 32 338 339.409143518519 334.666666666667 4.74247685185185 -1.40914351851853 33 320 323.777199074074 329.416666666667 -5.63946759259259 -3.77719907407408 34 316 315.77025462963 324.625 -8.85474537037036 0.229745370370381 35 317 319.068865740741 320.416666666667 -1.34780092592593 -2.0688657407407 36 315 312.784143518518 316.208333333333 -3.42418981481481 2.21585648148152 37 317 319.499421296296 312.208333333333 7.29108796296295 -2.4994212962963 38 321 322.652199074074 308.458333333333 14.1938657407407 -1.65219907407408 39 303 305.39525462963 304.75 0.645254629629646 -2.39525462962956 40 303 299.64525462963 301.208333333333 -1.56307870370372 3.35474537037032 41 290 292.478587962963 297.75 -5.27141203703703 -2.47858796296293 42 285 286.061921296296 294.166666666667 -8.10474537037038 -1.06192129629625 43 300 297.83275462963 290.5 7.33275462962963 2.16724537037044 44 291 291.700810185185 286.958333333333 4.74247685185185 -0.700810185185162 45 278 277.527199074074 283.166666666667 -5.63946759259259 0.472800925925981 46 273 270.27025462963 279.125 -8.85474537037036 2.72974537037044 47 277 273.860532407407 275.208333333333 -1.34780092592593 3.13946759259261 48 269 268.034143518519 271.458333333333 -3.42418981481481 0.965856481481467 49 275 275.249421296296 267.958333333333 7.29108796296295 -0.249421296296248 50 278 278.693865740741 264.5 14.1938657407407 -0.693865740740762 51 255 261.27025462963 260.625 0.645254629629646 -6.27025462962959 52 254 254.52025462963 256.083333333333 -1.56307870370372 -0.520254629629534 53 245 245.853587962963 251.125 -5.27141203703703 -0.853587962962905 54 240 237.936921296296 246.041666666667 -8.10474537037038 2.06307870370375 55 261 248.33275462963 241 7.33275462962963 12.6672453703704 56 247 240.867476851852 236.125 4.74247685185185 6.13252314814818 57 229 225.568865740741 231.208333333333 -5.63946759259259 3.43113425925927 58 213 217.353587962963 226.208333333333 -8.85474537037036 -4.35358796296299 59 218 219.943865740741 221.291666666667 -1.34780092592593 -1.94386574074076 60 206 212.617476851852 216.041666666667 -3.42418981481481 -6.61747685185185 61 217 217.499421296296 210.208333333333 7.29108796296295 -0.499421296296276 62 219 218.652199074074 204.458333333333 14.1938657407407 0.347800925925952 63 196 198.978587962963 198.333333333333 0.645254629629646 -2.97858796296293 64 193 190.186921296296 191.75 -1.56307870370372 2.81307870370375 65 188 180.436921296296 185.708333333333 -5.27141203703703 7.5630787037037 66 171 171.811921296296 179.916666666667 -8.10474537037038 -0.811921296296305 67 190 181.249421296296 173.916666666667 7.33275462962963 8.75057870370372 68 180 172.825810185185 168.083333333333 4.74247685185185 7.1741898148148 69 149 157.152199074074 162.791666666667 -5.63946759259259 -8.15219907407408 70 135 148.603587962963 157.458333333333 -8.85474537037036 -13.603587962963 71 151 150.610532407407 151.958333333333 -1.34780092592593 0.389467592592581 72 134 143.325810185185 146.75 -3.42418981481481 -9.3258101851852 73 145 148.999421296296 141.708333333333 7.29108796296295 -3.99942129629628 74 151 151.485532407407 137.291666666667 14.1938657407407 -0.485532407407391 75 137 134.061921296296 133.416666666667 0.645254629629646 2.9380787037037 76 124 127.853587962963 129.416666666667 -1.56307870370372 -3.85358796296295 77 125 120.103587962963 125.375 -5.27141203703703 4.89641203703704 78 109 113.14525462963 121.25 -8.10474537037038 -4.1452546296296 79 131 NA NA 7.33275462962963 NA 80 133 NA NA 4.74247685185185 NA 81 103 NA NA -5.63946759259259 NA 82 85 NA NA -8.85474537037036 NA 83 104 NA NA -1.34780092592593 NA 84 82 NA NA -3.42418981481481 NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Aug/05/t1281026872zddyx2m2e7od41w/1vymk1281026882.png (open in new window) http://www.freestatistics.org/blog/date/2010/Aug/05/t1281026872zddyx2m2e7od41w/1vymk1281026882.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Aug/05/t1281026872zddyx2m2e7od41w/2vymk1281026882.png (open in new window) http://www.freestatistics.org/blog/date/2010/Aug/05/t1281026872zddyx2m2e7od41w/2vymk1281026882.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Aug/05/t1281026872zddyx2m2e7od41w/357351281026882.png (open in new window) http://www.freestatistics.org/blog/date/2010/Aug/05/t1281026872zddyx2m2e7od41w/357351281026882.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Aug/05/t1281026872zddyx2m2e7od41w/4gy3q1281026882.png (open in new window) http://www.freestatistics.org/blog/date/2010/Aug/05/t1281026872zddyx2m2e7od41w/4gy3q1281026882.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

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