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tijdreeks additief beursspel

*The author of this computation has been verified*
R Software Module: /rwasp_decompose.wasp (opens new window with default values)
Title produced by software: Classical Decomposition
Date of computation: Thu, 09 Dec 2010 17:38:16 +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/Dec/09/t1291916401clprnyr04aizm95.htm/, Retrieved Thu, 09 Dec 2010 18:40:03 +0100
 
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/Dec/09/t1291916401clprnyr04aizm95.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:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
10 10 10 10 10 9,94 10,06 10,06 10,06 10,06 10,06 10,06 10,06 10,06 10,06 10,06 10,06 10,06 10,06 10,06 9,94 9,94 9,94 9,94 9,94 9,94 10,06 10,06 9,94 10,06 10,06 10,06 10,18 10,28 10,28 10,18 10,28 10,28 10,28 10,18 10,28 10,28 10,18 10,18 10,18 10,28 10,28 10,18 10,18 10,18 10,18 10,18 10,18 10,28 10,28 10,28 10,18 10,18 10,18 10,28 10,18 10,18 10,28 10,18 10,18 10,18 10,28 10,28 10,28 10,28 10,28 10,28 10,18 10,18 10,18 10,18 10,18 10,18 10,18 10,18 10,18 10,28 10,28 10,28 10,28 10,28 10,28 10,28 10,28 10,18 10,28 10,28 10,28 10,28 10,18 10,28 10,28 10,28 10,18 10,18 10,28 10,28 10,28 10,28 10,28 10,28 10,28 10,18 10,28 10,28 10,28 10,42 10,42 10,42 10,42 10,42 10,42 10,42 10,42 10,42 10,42 10,34 10,34 10,34 10,42 10,42 10,42 10,42 10,34 10,42 10,42 10,42 10,42 10,42 10,42 10,42 10,42 10,42 10,42 10,42 10,42 10,42 10,42 10,42 10,42 10,42 10,34 10,34 10,34 10,3 etc...
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time6 seconds
R Server'RServer@AstonUniversity' @ vre.aston.ac.uk


Classical Decomposition by Moving Averages
tObservationsFitTrendSeasonalRandom
110NANA0.0048040674603174NA
210NANA-0.00397569444444439NA
310NANA-0.0123983134920636NA
410NANA-0.018172123015873NA
510NANA-0.0123685515873019NA
69.94NANA0.00736359126984129NA
710.0610.035667162698410.02750.008167162698412940.0243328373015874
810.0610.034327876984110.03250.001827876984127220.025672123015875
910.0610.034774305555610.0375-0.002725694444444380.0252256944444458
1010.0610.055607638888910.04250.0131076388888890.00439236111111363
1110.0610.053375496031710.04750.005875496031746140.00662450396825598
1210.0610.063494543650810.0550.00849454365079334-0.00349454365079005
1310.0610.064804067460310.060.0048040674603174-0.00480406746031647
1410.0610.056024305555610.06-0.003975694444444390.00397569444444557
1510.0610.042601686507910.055-0.01239831349206360.0173983134920661
1610.0610.026827876984110.045-0.0181721230158730.0331721230158752
1710.0610.022631448412710.035-0.01236855158730190.0373685515873046
1810.0610.032363591269810.0250.007363591269841290.0276364087301602
1910.0610.023167162698410.0150.008167162698412940.0368328373015885
2010.0610.006827876984110.0050.001827876984127220.0531721230158748
219.949.9972743055555510-0.00272569444444438-0.0572743055555538
229.9410.0131076388889100.013107638888889-0.073107638888887
239.9410.00087549603179.9950.00587549603174614-0.0608754960317466
249.949.99849454365089.990.00849454365079334-0.0584945436507933
259.949.994804067460329.990.0048040674603174-0.054804067460319
269.949.986024305555569.99-0.00397569444444439-0.0460243055555569
2710.069.9876016865079310-0.01239831349206360.0723983134920658
2810.0610.005994543650810.0241666666667-0.0181721230158730.0540054563492074
299.9410.040131448412710.0525-0.0123685515873019-0.100131448412696
3010.0610.084030257936510.07666666666670.00736359126984129-0.0240302579365057
3110.0610.109000496031710.10083333333330.00816716269841294-0.0490004960317432
3210.0610.130994543650810.12916666666670.00182787698412722-0.0709945436507908
3310.1810.149774305555610.1525-0.002725694444444380.0302256944444448
3410.2810.179774305555610.16666666666670.0131076388888890.100225694444445
3510.2810.191708829365110.18583333333330.005875496031746140.0882911706349212
3610.1810.217661210317510.20916666666670.00849454365079334-0.0376612103174594
3710.2810.228137400793710.22333333333330.00480406746031740.0518625992063484
3810.2810.229357638888910.2333333333333-0.003975694444444390.0506423611111089
3910.2810.225935019841310.2383333333333-0.01239831349206360.0540649801587296
4010.1810.220161210317510.2383333333333-0.018172123015873-0.0401612103174607
4110.2810.22596478174610.2383333333333-0.01236855158730190.0540352182539685
4210.2810.245696924603210.23833333333330.007363591269841290.0343030753968243
4310.1810.242333829365110.23416666666670.00816716269841294-0.0623338293650804
4410.1810.227661210317510.22583333333330.00182787698412722-0.0476612103174592
4510.1810.214774305555610.2175-0.00272569444444438-0.0347743055555547
4610.2810.226440972222210.21333333333330.0131076388888890.0535590277777764
4710.2810.215042162698410.20916666666670.005875496031746140.0649578373015878
4810.1810.213494543650810.2050.00849454365079334-0.0334945436507912
4910.1810.21397073412710.20916666666670.0048040674603174-0.0339707341269833
5010.1810.213524305555610.2175-0.00397569444444439-0.0335243055555576
5110.1810.209268353174610.2216666666667-0.0123983134920636-0.0292683531746043
5210.1810.199327876984110.2175-0.018172123015873-0.0193278769841267
5310.1810.196798115079410.2091666666667-0.0123685515873019-0.0167981150793626
5410.2810.216530257936510.20916666666670.007363591269841290.0634697420634929
5510.2810.221500496031710.21333333333330.008167162698412940.058499503968255
5610.2810.215161210317510.21333333333330.001827876984127220.0648387896825415
5710.1810.214774305555610.2175-0.00272569444444438-0.0347743055555529
5810.1810.234774305555610.22166666666670.013107638888889-0.0547743055555543
5910.1810.227542162698410.22166666666670.00587549603174614-0.0475421626984147
6010.2810.225994543650810.21750.008494543650793340.0540054563492056
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6210.1810.209357638888910.2133333333333-0.00397569444444439-0.0293576388888876
6310.2810.205101686507910.2175-0.01239831349206360.0748983134920636
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6510.1810.221798115079410.2341666666667-0.0123685515873019-0.0417981150793647
6610.1810.245696924603210.23833333333330.00736359126984129-0.0656969246031736
6710.2810.246500496031710.23833333333330.008167162698412940.0334995039682529
6810.2810.240161210317510.23833333333330.001827876984127220.0398387896825412
6910.2810.231440972222210.2341666666667-0.002725694444444380.048559027777781
7010.2810.243107638888910.230.0131076388888890.0368923611111143
7110.2810.235875496031710.230.005875496031746140.0441245039682538
7210.2810.238494543650810.230.008494543650793340.0415054563492063
7310.1810.230637400793710.22583333333330.0048040674603174-0.0506374007936525
7410.1810.213524305555610.2175-0.00397569444444439-0.0335243055555576
7510.1810.196768353174610.2091666666667-0.0123983134920636-0.016768353174605
7610.1810.186827876984110.205-0.018172123015873-0.00682787698412923
7710.1810.192631448412710.205-0.0123685515873019-0.0126314484126979
7810.1810.212363591269810.2050.00736359126984129-0.0323635912698403
7910.1810.217333829365110.20916666666670.00816716269841294-0.0373338293650782
8010.1810.219327876984110.21750.00182787698412722-0.0393278769841263
8110.1810.223107638888910.2258333333333-0.00272569444444438-0.0431076388888876
8210.2810.247274305555610.23416666666670.0131076388888890.0327256944444461
8310.2810.248375496031710.24250.005875496031746140.0316245039682546
8410.2810.255161210317510.24666666666670.008494543650793340.0248387896825424
8510.2810.255637400793610.25083333333330.00480406746031740.0243625992063503
8610.2810.255190972222210.2591666666667-0.003975694444444390.0248090277777777
8710.2810.255101686507910.2675-0.01239831349206360.0248983134920628
8810.2810.253494543650810.2716666666667-0.0181721230158730.0265054563492058
8910.2810.255131448412710.2675-0.01236855158730190.0248685515873017
9010.1810.270696924603210.26333333333330.00736359126984129-0.0906969246031757
9110.2810.271500496031710.26333333333330.008167162698412940.0084995039682525
9210.2810.265161210317510.26333333333330.001827876984127220.014838789682539
9310.2810.256440972222210.2591666666667-0.002725694444444380.0235590277777789
9410.2810.263940972222210.25083333333330.0131076388888890.0160590277777786
9510.1810.252542162698410.24666666666670.00587549603174614-0.0725421626984133
9610.2810.259327876984110.25083333333330.008494543650793340.0206721230158724
9710.2810.259804067460310.2550.00480406746031740.0201959325396803
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10210.2810.266530257936510.25916666666670.007363591269841290.0134697420634904
10310.2810.263167162698410.2550.008167162698412940.0168328373015871
10410.2810.256827876984110.2550.001827876984127220.0231721230158755
10510.2810.256440972222210.2591666666667-0.002725694444444380.0235590277777789
10610.2810.286440972222210.27333333333330.013107638888889-0.00644097222222229
10710.2810.295042162698410.28916666666670.00587549603174614-0.0150421626984141
10810.1810.309327876984110.30083333333330.00849454365079334-0.129327876984126
10910.2810.317304067460310.31250.0048040674603174-0.0373040674603189
11010.2810.320190972222210.3241666666667-0.00397569444444439-0.0401909722222236
11110.2810.323435019841310.3358333333333-0.0123983134920636-0.0434350198412705
11210.4210.329327876984110.3475-0.0181721230158730.0906721230158745
11310.4210.346798115079410.3591666666667-0.01236855158730190.0732018849206373
11410.4210.382363591269810.3750.007363591269841290.0376364087301582
11510.4210.399000496031710.39083333333330.008167162698412940.0209995039682536
11610.4210.400994543650810.39916666666670.001827876984127220.0190054563492055
11710.4210.401440972222210.4041666666667-0.002725694444444380.0185590277777781
11810.4210.416440972222210.40333333333330.0131076388888890.0035590277777775
11910.4210.405875496031710.40.005875496031746140.0141245039682527
12010.4210.408494543650810.40.008494543650793340.011505456349207
12110.4210.404804067460310.40.00480406746031740.0151959325396813
12210.3410.396024305555610.4-0.00397569444444439-0.0560243055555567
12310.3410.384268353174610.3966666666667-0.0123983134920636-0.0442683531746031
12410.3410.375161210317510.3933333333333-0.018172123015873-0.0351612103174599
12510.4210.38096478174610.3933333333333-0.01236855158730190.0390352182539697
12610.4210.400696924603210.39333333333330.007363591269841290.0193030753968255
12710.4210.401500496031710.39333333333330.008167162698412940.0184995039682558
12810.4210.398494543650810.39666666666670.001827876984127220.0215054563492068
12910.3410.400607638888910.4033333333333-0.00272569444444438-0.0606076388888894
13010.4210.423107638888910.410.013107638888889-0.00310763888889021
13110.4210.419208829365110.41333333333330.005875496031746140.00079117063491907
13210.4210.421827876984110.41333333333330.00849454365079334-0.00182787698412668
13310.4210.418137400793710.41333333333330.00480406746031740.00186259920634946
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13710.4210.407631448412710.42-0.01236855158730190.0123685515873024
13810.4210.427363591269810.420.00736359126984129-0.00736359126984176
13910.4210.428167162698410.420.00816716269841294-0.00816716269841322
14010.4210.421827876984110.420.00182787698412722-0.00182787698412668
14110.4210.413940972222210.4166666666667-0.002725694444444380.006059027777777
14210.4210.423107638888910.410.013107638888889-0.00310763888888843
14310.4210.409208829365110.40333333333330.005875496031746140.0107911706349189
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14510.4210.398137400793710.39333333333330.00480406746031740.021862599206349
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15010.3410.380696924603210.37333333333330.00736359126984129-0.040696924603175
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15210.4210.375161210317510.37333333333330.001827876984127220.044838789682542
15310.3410.370607638888910.3733333333333-0.00272569444444438-0.0306076388888883
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15710.4210.374804067460310.370.00480406746031740.0451959325396825
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16610.4210.403107638888910.390.0131076388888890.0168923611111129
16710.3410.402542162698410.39666666666670.00587549603174614-0.0625421626984135
16810.4210.411827876984110.40333333333330.008494543650793340.00817212301587311
16910.4210.414804067460310.410.00480406746031740.00519593253967976
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17610.4210.411827876984110.410.001827876984127220.00817212301587311
17710.4210.400607638888910.4033333333333-0.002725694444444380.0193923611111106
17810.4210.413107638888910.40.0131076388888890.00689236111111136
17910.4210.405875496031710.40.005875496031746140.0141245039682527
18010.4210.408494543650810.40.008494543650793340.011505456349207
18110.3410.404804067460310.40.0048040674603174-0.0648040674603187
18210.3410.396024305555610.4-0.00397569444444439-0.0560243055555567
18310.3410.387601686507910.4-0.0123983134920636-0.0476016865079369
18410.4210.381827876984110.4-0.0181721230158730.0381721230158725
18510.4210.387631448412710.4-0.01236855158730190.0323685515873038
18610.4210.407363591269810.40.007363591269841290.0126364087301596
18710.4210.411500496031710.40333333333330.008167162698412940.00849950396825427
18810.4210.411827876984110.410.001827876984127220.00817212301587311
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19310.4210.414804067460310.410.00480406746031740.00519593253968154
19410.4210.402690972222210.4066666666667-0.003975694444444390.0173090277777774
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19610.4210.393911210317510.4120833333333-0.0181721230158730.0260887896825395
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19810.3410.441113591269810.433750.00736359126984129-0.101113591269842
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20010.4210.457244543650810.45541666666670.00182787698412722-0.0372445436507931
20110.4210.463524305555610.46625-0.00272569444444438-0.0435243055555556
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34410.8510.797661210317510.79583333333330.001827876984127220.0523387896825405
34510.85NANA-0.00272569444444438NA
34610.75NANA0.013107638888889NA
34710.75NANA0.00587549603174614NA
34810.75NANA0.00849454365079334NA
34910.75NANANANA
35010.75NANANANA
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/09/t1291916401clprnyr04aizm95/1ex091291916288.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/09/t1291916401clprnyr04aizm95/1ex091291916288.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/09/t1291916401clprnyr04aizm95/2ex091291916288.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/09/t1291916401clprnyr04aizm95/2ex091291916288.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/09/t1291916401clprnyr04aizm95/3pozc1291916288.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/09/t1291916401clprnyr04aizm95/3pozc1291916288.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/09/t1291916401clprnyr04aizm95/4pozc1291916288.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/09/t1291916401clprnyr04aizm95/4pozc1291916288.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')
 





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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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