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: Thu, 19 Aug 2010 12:53:16 +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/19/t1282222461flm4jag0m2621q6.htm/, Retrieved Thu, 19 Aug 2010 14:54:52 +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/19/t1282222461flm4jag0m2621q6.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:

Quaglia Laura

Dataseries X:

» Textbox « » Textfile « » CSV «

93 92 91 89 87 86 87 89 90 90 91 93 93 87 89 92 98 92 92 87 92 98 101 102 102 90 87 92 105 90 88 83 98 109 118 118 115 107 101 111 128 115 111 105 120 132 135 142 139 127 113 130 143 139 137 134 139 157 152 153 147 132 117 123 139 134 134 128 118 144 140 151 144 135 122 124 146 146 147 148 132 161 159 173

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 5 seconds R Server 'George Udny Yule' @ 72.249.76.132 Classical Decomposition by Moving Averages t Observations Fit Trend Seasonal Random 1 93 NA NA 1.06032665885055 NA 2 92 NA NA 0.964717831922137 NA 3 91 NA NA 0.897206751729183 NA 4 89 NA NA 0.950709737393792 NA 5 87 NA NA 1.06206980447575 NA 6 86 NA NA 0.986625000979252 NA 7 87 86.3157698935925 89.8333333333333 0.96084344965038 1.00792705790901 8 89 82.699371171132 89.625 0.922726596051683 1.07618714313837 9 90 86.5086284445164 89.3333333333333 0.968380169155034 1.04035865113412 10 90 94.9991004274987 89.375 1.06292699779019 0.947377391943686 11 91 96.3513920117732 89.9583333333333 1.07106688665241 0.944459629487041 12 93 99.0442771250334 90.6666666666667 1.09240011534963 0.938973989204817 13 93 96.622266787756 91.125 1.06032665885055 0.9625110555964 14 87 88.030502162895 91.25 0.964717831922137 0.988293805697165 15 89 81.870116095288 91.25 0.897206751729183 1.08708774635685 16 92 87.1483925944309 91.6666666666666 0.950709737393792 1.05567064705539 17 98 98.1529510969675 92.4166666666667 1.06206980447575 0.99844170658897 18 92 91.9616719662745 93.2083333333333 0.986625000979252 1.00041678269768 19 92 90.2792491234003 93.9583333333333 0.96084344965038 1.01906031444998 20 87 87.1592163853819 94.4583333333333 0.922726596051683 0.99817326965541 21 92 91.5119259851507 94.5 0.968380169155034 1.00533344708457 22 98 100.358024041358 94.4166666666667 1.06292699779019 0.976503881340013 23 101 101.438959723372 94.7083333333333 1.07106688665241 0.995672671283605 24 102 103.686977615269 94.9166666666667 1.09240011534963 0.983730091723486 25 102 100.377590371185 94.6666666666667 1.06032665885055 1.01616306610684 26 90 91.0050488113216 94.3333333333333 0.964717831922137 0.988956120298278 27 87 84.711270809097 94.4166666666667 0.897206751729183 1.02701800089932 28 92 90.4362637695845 95.125 0.950709737393792 1.01729103088999 29 105 102.268471589311 96.2916666666667 1.06206980447575 1.02670938920118 30 90 96.3603750956403 97.6666666666667 0.986625000979252 0.933993873629825 31 88 95.0033960841813 98.875 0.96084344965038 0.92628267648479 32 83 92.3880004296747 100.125 0.922726596051683 0.89838506747615 33 98 98.2098888218064 101.416666666667 0.968380169155034 0.997862854501473 34 109 109.260037647850 102.791666666667 1.06292699779019 0.997620011365102 35 118 111.971117442121 104.541666666667 1.07106688665241 1.05384319363425 36 118 116.386128956209 106.541666666667 1.09240011534963 1.01386652394289 37 115 115.089622762736 108.541666666667 1.06032665885055 0.999221278508132 38 107 106.520927274736 110.416666666667 0.964717831922137 1.00449745169819 39 101 100.711457881601 112.25 0.897206751729183 1.00286503764784 40 111 108.499748780066 114.125 0.950709737393792 1.02304384340098 41 128 122.978832776588 115.791666666667 1.06206980447575 1.04082952415505 42 115 115.928437615062 117.5 0.986625000979252 0.991991286744112 43 111 114.820792233220 119.5 0.96084344965038 0.96672386456401 44 105 111.957493654271 121.333333333333 0.922726596051683 0.937855935970165 45 120 118.787967416351 122.666666666667 0.968380169155034 1.01020332791284 46 132 131.758659101076 123.958333333333 1.06292699779019 1.00183168909406 47 135 134.285010914046 125.375 1.07106688665241 1.00532441469891 48 142 138.734814649403 127 1.09240011534963 1.02353544320399 49 139 136.870499546625 129.083333333333 1.06032665885055 1.01555850574396 50 127 126.739805168771 131.375 0.964717831922137 1.00205298430815 51 113 119.664950511880 133.375 0.897206751729183 0.944303235965337 52 130 128.543879076786 135.208333333333 0.950709737393792 1.01132781221224 53 143 145.459310304658 136.958333333333 1.06206980447575 0.983092795507504 54 139 136.277578260259 138.125 0.986625000979252 1.01997703345257 55 137 133.477169213932 138.916666666667 0.96084344965038 1.0263927592023 56 134 128.681913207708 139.458333333333 0.922726596051683 1.04132738362157 57 139 135.411826986846 139.833333333333 0.968380169155034 1.02649822466026 58 157 148.499759316272 139.708333333333 1.06292699779019 1.05724077077879 59 152 149.146063966348 139.25 1.07106688665241 1.01913517499393 60 153 151.707066019180 138.875 1.09240011534963 1.00852256928267 61 147 146.899422528253 138.541666666667 1.06032665885055 1.00068466893890 62 132 133.291847110575 138.166666666667 0.964717831922137 0.990308131077938 63 117 122.954708601553 137.041666666667 0.897206751729183 0.95156990188273 64 123 128.940008134033 135.625 0.950709737393792 0.953932001246204 65 139 142.936894519028 134.583333333333 1.06206980447575 0.972457114503042 66 134 132.207750131220 134 0.986625000979252 1.01355631471681 67 134 128.552846534474 133.791666666667 0.96084344965038 1.04237287319862 68 128 123.453129163415 133.791666666667 0.922726596051683 1.03683074594704 69 118 129.883990187919 134.125 0.968380169155034 0.908503040515425 70 144 142.830815328057 134.375 1.06292699779019 1.00818580128705 71 140 144.281635189469 134.708333333333 1.07106688665241 0.970324461710972 72 151 148.020215629875 135.5 1.09240011534963 1.02013092845085 73 144 144.778769210552 136.541666666667 1.06032665885055 0.994620970914465 74 135 133.050667652595 137.916666666667 0.964717831922137 1.01465105272899 75 122 125.010807407600 139.333333333333 0.897206751729183 0.975915623056631 76 124 133.693556821002 140.625 0.950709737393792 0.927494211003898 77 146 150.946670961116 142.125 1.06206980447575 0.967229015852952 78 146 141.909562640849 143.833333333333 0.986625000979252 1.0288242545677 79 147 NA NA 0.96084344965038 NA 80 148 NA NA 0.922726596051683 NA 81 132 NA NA 0.968380169155034 NA 82 161 NA NA 1.06292699779019 NA 83 159 NA NA 1.07106688665241 NA 84 173 NA NA 1.09240011534963 NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Aug/19/t1282222461flm4jag0m2621q6/16ynb1282222390.png (open in new window) http://www.freestatistics.org/blog/date/2010/Aug/19/t1282222461flm4jag0m2621q6/16ynb1282222390.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Aug/19/t1282222461flm4jag0m2621q6/26ynb1282222390.png (open in new window) http://www.freestatistics.org/blog/date/2010/Aug/19/t1282222461flm4jag0m2621q6/26ynb1282222390.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Aug/19/t1282222461flm4jag0m2621q6/3z7me1282222390.png (open in new window) http://www.freestatistics.org/blog/date/2010/Aug/19/t1282222461flm4jag0m2621q6/3z7me1282222390.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Aug/19/t1282222461flm4jag0m2621q6/4ag3z1282222390.png (open in new window) http://www.freestatistics.org/blog/date/2010/Aug/19/t1282222461flm4jag0m2621q6/4ag3z1282222390.ps (open in new window)

Parameters (Session):

par1 = multiplicative ; par2 = 12 ;

Parameters (R input):

par1 = multiplicative ; 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