Home » date » 2010 » Aug » 15 »

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: Sun, 15 Aug 2010 13:40:30 +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/15/t1281879650glsoryy9anwyaqt.htm/, Retrieved Sun, 15 Aug 2010 15:40:55 +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/15/t1281879650glsoryy9anwyaqt.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:

Vanhille Olivier

Dataseries X:

» Textbox « » Textfile « » CSV «

31 30 29 27 25 24 25 27 28 28 29 31 31 27 25 16 20 21 25 24 28 27 23 36 37 30 27 22 22 25 33 35 35 29 25 34 31 29 21 19 18 25 23 22 20 15 17 25 26 26 23 24 24 42 40 45 47 40 39 49 55 54 48 44 48 62 57 60 56 57 54 62 65 68 69 67 72 82 72 77 79 78 76 79

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	31	NA	NA	4.50810185185185	NA
2	30	NA	NA	2.00115740740741	NA
3	29	NA	NA	-2.20023148148148	NA
4	27	NA	NA	-6.40162037037037	NA
5	25	NA	NA	-5.07523148148148	NA
6	24	NA	NA	3.09837962962963	NA
7	25	29.0011574074074	27.8333333333333	1.16782407407407	-4.00115740740741
8	27	30.0428240740741	27.7083333333333	2.33449074074074	-3.04282407407407
9	28	29.3761574074074	27.4166666666667	1.95949074074074	-1.37615740740740
10	28	25.1956018518518	26.7916666666667	-1.59606481481482	2.80439814814816
11	29	22.4247685185185	26.125	-3.70023148148148	6.57523148148148
12	31	29.6956018518518	25.7916666666667	3.90393518518518	1.30439814814816
13	31	30.1747685185185	25.6666666666667	4.50810185185185	0.82523148148148
14	27	27.5428240740741	25.5416666666667	2.00115740740741	-0.542824074074069
15	25	23.2164351851852	25.4166666666667	-2.20023148148148	1.78356481481482
16	16	18.9733796296296	25.375	-6.40162037037037	-2.97337962962963
17	20	20.0081018518518	25.0833333333333	-5.07523148148148	-0.00810185185184764
18	21	28.1400462962963	25.0416666666667	3.09837962962963	-7.14004629629629
19	25	26.6678240740741	25.5	1.16782407407407	-1.66782407407407
20	24	28.2094907407407	25.875	2.33449074074074	-4.20949074074074
21	28	28.0428240740741	26.0833333333333	1.95949074074074	-0.0428240740740726
22	27	24.8206018518519	26.4166666666667	-1.59606481481482	2.17939814814815
23	23	23.0497685185185	26.75	-3.70023148148148	-0.0497685185185155
24	36	30.9039351851852	27	3.90393518518518	5.09606481481482
25	37	32.0081018518519	27.5	4.50810185185185	4.99189814814815
26	30	30.2928240740741	28.2916666666667	2.00115740740741	-0.292824074074073
27	27	26.8414351851852	29.0416666666667	-2.20023148148148	0.158564814814817
28	22	23.0150462962963	29.4166666666667	-6.40162037037037	-1.01504629629630
29	22	24.5081018518519	29.5833333333333	-5.07523148148148	-2.50810185185185
30	25	32.6817129629630	29.5833333333333	3.09837962962963	-7.68171296296296
31	33	30.4178240740741	29.25	1.16782407407407	2.58217592592593
32	35	31.2928240740741	28.9583333333333	2.33449074074074	3.70717592592593
33	35	30.6261574074074	28.6666666666667	1.95949074074074	4.3738425925926
34	29	26.6956018518518	28.2916666666667	-1.59606481481482	2.30439814814815
35	25	24.2997685185185	28	-3.70023148148148	0.70023148148148
36	34	31.7372685185185	27.8333333333333	3.90393518518518	2.26273148148148
37	31	31.9247685185185	27.4166666666667	4.50810185185185	-0.924768518518523
38	29	28.4594907407407	26.4583333333333	2.00115740740741	0.540509259259263
39	21	23.0914351851852	25.2916666666667	-2.20023148148148	-2.09143518518518
40	19	17.6817129629630	24.0833333333333	-6.40162037037037	1.31828703703704
41	18	18.0914351851852	23.1666666666667	-5.07523148148148	-0.0914351851851833
42	25	25.5567129629630	22.4583333333333	3.09837962962963	-0.556712962962962
43	23	23.0428240740741	21.875	1.16782407407407	-0.0428240740740762
44	22	23.8761574074074	21.5416666666667	2.33449074074074	-1.87615740740741
45	20	23.4594907407407	21.5	1.95949074074074	-3.45949074074074
46	15	20.1956018518518	21.7916666666667	-1.59606481481482	-5.19560185185185
47	17	18.5497685185185	22.25	-3.70023148148148	-1.54976851851852
48	25	27.1122685185185	23.2083333333333	3.90393518518518	-2.11226851851852
49	26	29.1331018518519	24.625	4.50810185185185	-3.13310185185185
50	26	28.2928240740741	26.2916666666667	2.00115740740741	-2.29282407407407
51	23	26.1747685185185	28.375	-2.20023148148148	-3.17476851851852
52	24	24.1400462962963	30.5416666666667	-6.40162037037037	-0.140046296296298
53	24	27.4247685185185	32.5	-5.07523148148148	-3.42476851851852
54	42	37.5150462962963	34.4166666666667	3.09837962962963	4.48495370370371
55	40	37.7928240740741	36.625	1.16782407407407	2.20717592592592
56	45	41.3344907407407	39	2.33449074074074	3.66550925925926
57	47	43.1678240740741	41.2083333333333	1.95949074074074	3.83217592592592
58	40	41.4872685185185	43.0833333333333	-1.59606481481482	-1.48726851851852
59	39	41.2164351851852	44.9166666666667	-3.70023148148148	-2.21643518518518
60	49	50.6539351851852	46.75	3.90393518518518	-1.65393518518518
61	55	52.7997685185185	48.2916666666667	4.50810185185185	2.20023148148148
62	54	51.6261574074074	49.625	2.00115740740741	2.37384259259260
63	48	48.4247685185185	50.625	-2.20023148148148	-0.424768518518526
64	44	45.306712962963	51.7083333333333	-6.40162037037037	-1.30671296296296
65	48	47.9664351851852	53.0416666666667	-5.07523148148148	0.0335648148148167
66	62	57.306712962963	54.2083333333333	3.09837962962963	4.69328703703705
67	57	56.3344907407407	55.1666666666667	1.16782407407407	0.665509259259267
68	60	58.5011574074074	56.1666666666667	2.33449074074074	1.49884259259260
69	56	59.5844907407407	57.625	1.95949074074074	-3.58449074074073
70	57	57.8622685185185	59.4583333333333	-1.59606481481482	-0.862268518518512
71	54	57.7164351851852	61.4166666666667	-3.70023148148148	-3.71643518518518
72	62	67.1539351851852	63.25	3.90393518518518	-5.15393518518518
73	65	69.2164351851852	64.7083333333333	4.50810185185185	-4.21643518518517
74	68	68.042824074074	66.0416666666667	2.00115740740741	-0.042824074074062
75	69	65.5081018518518	67.7083333333333	-2.20023148148148	3.49189814814815
76	67	63.1400462962963	69.5416666666667	-6.40162037037037	3.85995370370371
77	72	66.2581018518518	71.3333333333333	-5.07523148148148	5.74189814814815
78	82	76.056712962963	72.9583333333333	3.09837962962963	5.94328703703702
79	72	NA	NA	1.16782407407407	NA
80	77	NA	NA	2.33449074074074	NA
81	79	NA	NA	1.95949074074074	NA
82	78	NA	NA	-1.59606481481482	NA
83	76	NA	NA	-3.70023148148148	NA
84	79	NA	NA	3.90393518518518	NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Aug/15/t1281879650glsoryy9anwyaqt/1is9u1281879628.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Aug/15/t1281879650glsoryy9anwyaqt/1is9u1281879628.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Aug/15/t1281879650glsoryy9anwyaqt/2sjqx1281879628.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Aug/15/t1281879650glsoryy9anwyaqt/2sjqx1281879628.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Aug/15/t1281879650glsoryy9anwyaqt/3sjqx1281879628.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Aug/15/t1281879650glsoryy9anwyaqt/3sjqx1281879628.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Aug/15/t1281879650glsoryy9anwyaqt/4la701281879628.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Aug/15/t1281879650glsoryy9anwyaqt/4la701281879628.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