Tijdsreeks 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: Sat, 07 Aug 2010 13:15:29 +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/07/t1281186906gpe8u0z4mxf9o7x.htm/, Retrieved Sat, 07 Aug 2010 15:15:12 +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/07/t1281186906gpe8u0z4mxf9o7x.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:

Gosselin Claudia

Dataseries X:

» Textbox « » Textfile « » CSV «

166 165 164 162 160 159 160 162 163 163 164 166 163 166 170 171 176 172 169 180 172 170 161 167 158 163 165 169 168 165 156 157 146 150 146 159 146 151 156 152 152 143 127 126 122 122 114 127 125 123 124 123 127 117 104 110 106 107 100 115 117 123 130 129 125 112 90 96 99 108 101 113 113 120 131 135 137 120 102 114 121 134 122 131

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 1 166 NA NA -2.25694444444445 NA 2 165 NA NA 2.47916666666667 NA 3 164 NA NA 8.10416666666667 NA 4 162 NA NA 9.09722222222222 NA 5 160 NA NA 10.5902777777778 NA 6 159 NA NA 1.79166666666666 NA 7 160 154.694444444444 162.708333333333 -8.01388888888889 5.30555555555557 8 162 159.458333333333 162.625 -3.16666666666665 2.54166666666669 9 163 156.458333333333 162.916666666667 -6.45833333333334 6.54166666666666 10 163 159.5 163.541666666667 -4.04166666666667 3.5 11 164 155.222222222222 164.583333333333 -9.36111111111112 8.7777777777778 12 166 167.027777777778 165.791666666667 1.23611111111111 -1.02777777777777 13 163 164.451388888889 166.708333333333 -2.25694444444445 -1.45138888888886 14 166 170.3125 167.833333333333 2.47916666666667 -4.3125 15 170 177.0625 168.958333333333 8.10416666666667 -7.0625 16 171 178.722222222222 169.625 9.09722222222222 -7.72222222222223 17 176 180.381944444444 169.791666666667 10.5902777777778 -4.38194444444446 18 172 171.5 169.708333333333 1.79166666666666 0.5 19 169 161.527777777778 169.541666666667 -8.01388888888889 7.47222222222223 20 180 166.041666666667 169.208333333333 -3.16666666666665 13.9583333333334 21 172 162.416666666667 168.875 -6.45833333333334 9.58333333333334 22 170 164.541666666667 168.583333333333 -4.04166666666667 5.45833333333331 23 161 158.805555555556 168.166666666667 -9.36111111111112 2.19444444444443 24 167 168.777777777778 167.541666666667 1.23611111111111 -1.7777777777778 25 158 164.451388888889 166.708333333333 -2.25694444444445 -6.45138888888889 26 163 167.6875 165.208333333333 2.47916666666667 -4.6875 27 165 171.270833333333 163.166666666667 8.10416666666667 -6.27083333333331 28 169 170.347222222222 161.25 9.09722222222222 -1.34722222222223 29 168 170.381944444444 159.791666666667 10.5902777777778 -2.38194444444443 30 165 160.625 158.833333333333 1.79166666666666 4.37500000000003 31 156 149.986111111111 158 -8.01388888888889 6.01388888888889 32 157 153.833333333333 157 -3.16666666666665 3.16666666666666 33 146 149.666666666667 156.125 -6.45833333333334 -3.66666666666666 34 150 151 155.041666666667 -4.04166666666667 -1 35 146 144.305555555556 153.666666666667 -9.36111111111112 1.69444444444443 36 159 153.319444444444 152.083333333333 1.23611111111111 5.68055555555554 37 146 147.701388888889 149.958333333333 -2.25694444444445 -1.70138888888889 38 151 149.9375 147.458333333333 2.47916666666667 1.06250000000003 39 156 153.270833333333 145.166666666667 8.10416666666667 2.72916666666666 40 152 152.097222222222 143 9.09722222222222 -0.0972222222222285 41 152 151.090277777778 140.5 10.5902777777778 0.909722222222229 42 143 139.625 137.833333333333 1.79166666666666 3.375 43 127 127.611111111111 135.625 -8.01388888888889 -0.611111111111143 44 126 130.416666666667 133.583333333333 -3.16666666666665 -4.41666666666669 45 122 124.625 131.083333333333 -6.45833333333334 -2.625 46 122 124.5 128.541666666667 -4.04166666666667 -2.50000000000001 47 114 116.930555555556 126.291666666667 -9.36111111111112 -2.93055555555556 48 127 125.402777777778 124.166666666667 1.23611111111111 1.59722222222224 49 125 119.868055555556 122.125 -2.25694444444445 5.13194444444443 50 123 122.979166666667 120.5 2.47916666666667 0.0208333333333286 51 124 127.270833333333 119.166666666667 8.10416666666667 -3.27083333333333 52 123 126.972222222222 117.875 9.09722222222222 -3.97222222222221 53 127 127.256944444444 116.666666666667 10.5902777777778 -0.256944444444429 54 117 117.375 115.583333333333 1.79166666666666 -0.374999999999986 55 104 106.736111111111 114.75 -8.01388888888889 -2.73611111111109 56 110 111.25 114.416666666667 -3.16666666666665 -1.24999999999999 57 106 108.208333333333 114.666666666667 -6.45833333333334 -2.20833333333333 58 107 111.125 115.166666666667 -4.04166666666667 -4.12499999999999 59 100 105.972222222222 115.333333333333 -9.36111111111112 -5.97222222222223 60 115 116.277777777778 115.041666666667 1.23611111111111 -1.27777777777777 61 117 111.993055555556 114.25 -2.25694444444445 5.00694444444446 62 123 115.5625 113.083333333333 2.47916666666667 7.43750000000001 63 130 120.3125 112.208333333333 8.10416666666667 9.6875 64 129 121.055555555556 111.958333333333 9.09722222222222 7.94444444444446 65 125 122.631944444444 112.041666666667 10.5902777777778 2.36805555555559 66 112 113.791666666667 112 1.79166666666666 -1.79166666666666 67 90 103.736111111111 111.75 -8.01388888888889 -13.7361111111111 68 96 108.291666666667 111.458333333333 -3.16666666666665 -12.2916666666667 69 99 104.916666666667 111.375 -6.45833333333334 -5.91666666666666 70 108 107.625 111.666666666667 -4.04166666666667 0.375000000000014 71 101 103.055555555556 112.416666666667 -9.36111111111112 -2.05555555555554 72 113 114.486111111111 113.25 1.23611111111111 -1.4861111111111 73 113 111.826388888889 114.083333333333 -2.25694444444445 1.1736111111111 74 120 117.8125 115.333333333333 2.47916666666667 2.18749999999999 75 131 125.104166666667 117 8.10416666666667 5.89583333333331 76 135 128.097222222222 119 9.09722222222222 6.90277777777776 77 137 131.548611111111 120.958333333333 10.5902777777778 5.45138888888889 78 120 124.375 122.583333333333 1.79166666666666 -4.375 79 102 NA NA -8.01388888888889 NA 80 114 NA NA -3.16666666666665 NA 81 121 NA NA -6.45833333333334 NA 82 134 NA NA -4.04166666666667 NA 83 122 NA NA -9.36111111111112 NA 84 131 NA NA 1.23611111111111 NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Aug/07/t1281186906gpe8u0z4mxf9o7x/1q2cc1281186927.png (open in new window) http://www.freestatistics.org/blog/date/2010/Aug/07/t1281186906gpe8u0z4mxf9o7x/1q2cc1281186927.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Aug/07/t1281186906gpe8u0z4mxf9o7x/2q2cc1281186927.png (open in new window) http://www.freestatistics.org/blog/date/2010/Aug/07/t1281186906gpe8u0z4mxf9o7x/2q2cc1281186927.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Aug/07/t1281186906gpe8u0z4mxf9o7x/31btx1281186927.png (open in new window) http://www.freestatistics.org/blog/date/2010/Aug/07/t1281186906gpe8u0z4mxf9o7x/31btx1281186927.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Aug/07/t1281186906gpe8u0z4mxf9o7x/41btx1281186927.png (open in new window) http://www.freestatistics.org/blog/date/2010/Aug/07/t1281186906gpe8u0z4mxf9o7x/41btx1281186927.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

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