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: Sat, 14 Aug 2010 11:18:56 +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/14/t1281784806nskcetud9rswcba.htm/, Retrieved Sat, 14 Aug 2010 13:20:11 +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/14/t1281784806nskcetud9rswcba.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:

Reuben Vermoet

Dataseries X:

» Textbox « » Textfile « » CSV «

172 171 170 168 166 165 166 168 169 169 170 172 173 172 165 152 148 145 141 149 146 144 149 150 149 156 150 137 130 126 125 123 117 111 114 121 122 131 125 116 106 98 99 96 95 83 85 98 102 110 101 90 88 83 88 85 86 80 79 97 105 116 99 87 82 81 85 84 78 77 79 85 96 108 98 86 80 74 75 82 71 66 71 75

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 4 seconds R Server 'George Udny Yule' @ 72.249.76.132 Classical Decomposition by Moving Averages t Observations Fit Trend Seasonal Random 1 172 NA NA 8.93055555555556 NA 2 171 NA NA 17.8263888888889 NA 3 170 NA NA 9.9375 NA 4 168 NA NA -0.333333333333324 NA 5 166 NA NA -4.59722222222223 NA 6 165 NA NA -7.73611111111111 NA 7 166 164.006944444444 168.875 -4.86805555555555 1.9930555555556 8 168 165.222222222222 168.958333333333 -3.73611111111111 2.7777777777778 9 169 163.659722222222 168.791666666667 -5.13194444444445 5.34027777777777 10 169 159.354166666667 167.916666666667 -8.5625 9.64583333333334 11 170 161.104166666667 166.5 -5.39583333333334 8.89583333333334 12 172 168.583333333333 164.916666666667 3.66666666666667 3.41666666666666 13 173 171.972222222222 163.041666666667 8.93055555555556 1.0277777777778 14 172 179.034722222222 161.208333333333 17.8263888888889 -7.03472222222223 15 165 169.395833333333 159.458333333333 9.9375 -4.39583333333331 16 152 157.125 157.458333333333 -0.333333333333324 -5.125 17 148 150.944444444444 155.541666666667 -4.59722222222223 -2.94444444444446 18 145 146.013888888889 153.75 -7.73611111111111 -1.01388888888886 19 141 146.965277777778 151.833333333333 -4.86805555555555 -5.9652777777778 20 149 146.430555555556 150.166666666667 -3.73611111111111 2.56944444444446 21 146 143.743055555556 148.875 -5.13194444444445 2.25694444444446 22 144 139.0625 147.625 -8.5625 4.93749999999997 23 149 140.854166666667 146.25 -5.39583333333334 8.14583333333334 24 150 148.375 144.708333333333 3.66666666666667 1.625 25 149 152.180555555556 143.25 8.93055555555556 -3.18055555555554 26 156 159.326388888889 141.5 17.8263888888889 -3.32638888888889 27 150 149.145833333333 139.208333333333 9.9375 0.854166666666657 28 137 136.291666666667 136.625 -0.333333333333324 0.708333333333314 29 130 129.194444444444 133.791666666667 -4.59722222222223 0.805555555555543 30 126 123.388888888889 131.125 -7.73611111111111 2.61111111111111 31 125 123.923611111111 128.791666666667 -4.86805555555555 1.07638888888889 32 123 122.888888888889 126.625 -3.73611111111111 0.111111111111114 33 117 119.409722222222 124.541666666667 -5.13194444444445 -2.40972222222223 34 111 114.0625 122.625 -8.5625 -3.06249999999999 35 114 115.354166666667 120.75 -5.39583333333334 -1.35416666666666 36 121 122.25 118.583333333333 3.66666666666667 -1.25 37 122 125.263888888889 116.333333333333 8.93055555555556 -3.26388888888887 38 131 131.951388888889 114.125 17.8263888888889 -0.951388888888872 39 125 122.020833333333 112.083333333333 9.9375 2.97916666666667 40 116 109.666666666667 110 -0.333333333333324 6.33333333333333 41 106 103.027777777778 107.625 -4.59722222222223 2.97222222222223 42 98 97.7222222222222 105.458333333333 -7.73611111111111 0.277777777777757 43 99 98.7986111111111 103.666666666667 -4.86805555555555 0.201388888888886 44 96 98.2222222222222 101.958333333333 -3.73611111111111 -2.22222222222221 45 95 94.9513888888889 100.083333333333 -5.13194444444445 0.0486111111111143 46 83 89.4375 98 -8.5625 -6.43749999999999 47 85 90.7708333333333 96.1666666666667 -5.39583333333334 -5.77083333333333 48 98 98.4583333333333 94.7916666666667 3.66666666666667 -0.458333333333329 49 102 102.638888888889 93.7083333333333 8.93055555555556 -0.638888888888886 50 110 110.618055555556 92.7916666666667 17.8263888888889 -0.618055555555557 51 101 101.895833333333 91.9583333333333 9.9375 -0.895833333333329 52 90 91.125 91.4583333333333 -0.333333333333324 -1.125 53 88 86.4861111111111 91.0833333333333 -4.59722222222223 1.51388888888889 54 83 83.0555555555555 90.7916666666667 -7.73611111111111 -0.0555555555555429 55 88 86.0069444444444 90.875 -4.86805555555555 1.99305555555556 56 85 87.5138888888889 91.25 -3.73611111111111 -2.51388888888889 57 86 86.2847222222222 91.4166666666667 -5.13194444444445 -0.284722222222214 58 80 82.6458333333333 91.2083333333333 -8.5625 -2.64583333333333 59 79 85.4375 90.8333333333333 -5.39583333333334 -6.43749999999999 60 97 94.1666666666667 90.5 3.66666666666667 2.83333333333334 61 105 99.2222222222222 90.2916666666667 8.93055555555556 5.77777777777777 62 116 107.951388888889 90.125 17.8263888888889 8.04861111111111 63 99 99.6875 89.75 9.9375 -0.687499999999986 64 87 88.9583333333333 89.2916666666666 -0.333333333333324 -1.95833333333331 65 82 84.5694444444444 89.1666666666667 -4.59722222222223 -2.56944444444444 66 81 80.9305555555556 88.6666666666667 -7.73611111111111 0.0694444444444287 67 85 82.9236111111111 87.7916666666667 -4.86805555555555 2.07638888888889 68 84 83.3472222222222 87.0833333333333 -3.73611111111111 0.652777777777786 69 78 81.5763888888889 86.7083333333333 -5.13194444444445 -3.57638888888889 70 77 78.0625 86.625 -8.5625 -1.0625 71 79 81.1041666666667 86.5 -5.39583333333334 -2.10416666666666 72 85 89.7916666666667 86.125 3.66666666666667 -4.79166666666666 73 96 94.3472222222222 85.4166666666667 8.93055555555556 1.65277777777777 74 108 102.743055555556 84.9166666666667 17.8263888888889 5.25694444444444 75 98 94.4791666666667 84.5416666666667 9.9375 3.52083333333334 76 86 83.4583333333333 83.7916666666666 -0.333333333333324 2.54166666666669 77 80 78.4027777777778 83 -4.59722222222223 1.59722222222223 78 74 74.5138888888889 82.25 -7.73611111111111 -0.513888888888872 79 75 NA NA -4.86805555555555 NA 80 82 NA NA -3.73611111111111 NA 81 71 NA NA -5.13194444444445 NA 82 66 NA NA -8.5625 NA 83 71 NA NA -5.39583333333334 NA 84 75 NA NA 3.66666666666667 NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Aug/14/t1281784806nskcetud9rswcba/1857u1281784731.png (open in new window) http://www.freestatistics.org/blog/date/2010/Aug/14/t1281784806nskcetud9rswcba/1857u1281784731.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Aug/14/t1281784806nskcetud9rswcba/2857u1281784731.png (open in new window) http://www.freestatistics.org/blog/date/2010/Aug/14/t1281784806nskcetud9rswcba/2857u1281784731.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Aug/14/t1281784806nskcetud9rswcba/36he31281784731.png (open in new window) http://www.freestatistics.org/blog/date/2010/Aug/14/t1281784806nskcetud9rswcba/36he31281784731.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Aug/14/t1281784806nskcetud9rswcba/46he31281784731.png (open in new window) http://www.freestatistics.org/blog/date/2010/Aug/14/t1281784806nskcetud9rswcba/46he31281784731.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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