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opgave 9

*Unverified author*

R Software Module: /rwasp_decompose.wasp (opens new window with default values)

Title produced by software: Classical Decomposition

Date of computation: Sat, 11 Dec 2010 22:55:11 +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/11/t1292108018un4r9ggsj2qwyuk.htm/, Retrieved Sat, 11 Dec 2010 23:53:43 +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/11/t1292108018un4r9ggsj2qwyuk.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:

KDGP2W92

Dataseries X:

» Textbox « » Textfile « » CSV «

96,1 96,5 96,9 97,8 98,9 100,2 101,2 101 101,6 102,4 103,7 103,7 104,6 104,5 104,5 105,6 106,1 107,6 107,7 108,3 108,1 108,1 108 108,2 108,9 109,8 109,9 109,8 110,9 111,1 112,2 112,7 114,6 114,2 114,7 114,7 116 116,3 116,4 116,6 118,1 117,2 108,3 109,5 110,5 110,6 111,2 111,1 111 112,4 112,5 112,4 111,8 111,6 112,9 112,8 113,7 113,8 114 113,8 113,9 114,4 114,4 114,5 113,8 114,3 115 115,4 115,3 114,9 114,3 114,5 115,5 115,8 115,8 116 114,9 114,1 114,1 113,5 115 114,7 115,4 116,1 116,6 117,2 118,2 118 117,7 118,5 117,5 118 117,7 116,3 115 115,7 113,6 114,8 114,9 117,3 117,3 117,7 120 119,6 119,2 117,3 117,5 119 112,5 118,9 118,4 119,4 120,6 118,6 122 122,6 120,6 117,4 116,4 122,2 121 122,4 124,9 126,1 124,5 123,2 126,4 123,9 116 126,6 125,9 126,6 116,7 126,4 129 128,7 128,4 129,2 133,3 128,9 132,7 127,7 131,8 133,9

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	9 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Classical Decomposition by Moving Averages
t	Observations	Fit	Trend	Seasonal	Random
1	96.1	NA	NA	-1.60160984848485	NA
2	96.5	NA	NA	0.225662878787878	NA
3	96.9	NA	NA	0.547632575757575	NA
4	97.8	NA	NA	0.833996212121216	NA
5	98.9	NA	NA	0.604450757575756	NA
6	100.2	NA	NA	0.292708333333332	NA
7	101.2	100.735511363636	100.354166666667	0.381344696969696	0.464488636363654
8	101	101.231723484848	101.041666666667	0.190056818181812	-0.231723484848473
9	101.6	101.192329545455	101.691666666667	-0.499337121212123	0.407670454545453
10	102.4	101.958996212121	102.333333333333	-0.374337121212119	0.441003787878799
11	103.7	102.337026515152	102.958333333333	-0.621306818181812	1.36297348484848
12	103.7	103.587405303030	103.566666666667	0.0207386363636383	0.112594696969708
13	104.6	102.544223484848	104.145833333333	-1.60160984848485	2.05577651515152
14	104.5	104.946496212121	104.720833333333	0.225662878787878	-0.44649621212119
15	104.5	105.843465909091	105.295833333333	0.547632575757575	-1.34346590909090
16	105.6	106.638162878788	105.804166666667	0.833996212121216	-1.03816287878787
17	106.1	106.825284090909	106.220833333333	0.604450757575756	-0.7252840909091
18	107.6	106.880208333333	106.5875	0.292708333333332	0.71979166666668
19	107.7	107.335511363636	106.954166666667	0.381344696969696	0.36448863636366
20	108.3	107.544223484848	107.354166666667	0.190056818181812	0.755776515151524
21	108.1	107.300662878788	107.8	-0.499337121212123	0.799337121212133
22	108.1	107.825662878788	108.2	-0.374337121212119	0.274337121212127
23	108	107.953693181818	108.575	-0.621306818181812	0.0463068181818045
24	108.2	108.941571969697	108.920833333333	0.0207386363636383	-0.741571969696963
25	108.9	107.652556818182	109.254166666667	-1.60160984848485	1.24744318181821
26	109.8	109.850662878788	109.625	0.225662878787878	-0.0506628787878611
27	109.9	110.626799242424	110.079166666667	0.547632575757575	-0.726799242424221
28	109.8	111.438162878788	110.604166666667	0.833996212121216	-1.63816287878788
29	110.9	111.741950757576	111.1375	0.604450757575756	-0.841950757575745
30	111.1	111.980208333333	111.6875	0.292708333333332	-0.880208333333343
31	112.2	112.635511363636	112.254166666667	0.381344696969696	-0.435511363636351
32	112.7	113.010890151515	112.820833333333	0.190056818181812	-0.310890151515153
33	114.6	112.863162878788	113.3625	-0.499337121212123	1.73683712121212
34	114.2	113.542329545455	113.916666666667	-0.374337121212119	0.657670454545453
35	114.7	113.878693181818	114.5	-0.621306818181812	0.82130681818181
36	114.7	115.074905303030	115.054166666667	0.0207386363636383	-0.374905303030275
37	116	113.544223484848	115.145833333333	-1.60160984848485	2.45577651515154
38	116.3	115.075662878788	114.85	0.225662878787878	1.22433712121213
39	116.4	115.093465909091	114.545833333333	0.547632575757575	1.30653409090908
40	116.6	115.058996212121	114.225	0.833996212121216	1.54100378787878
41	118.1	114.533617424242	113.929166666667	0.604450757575756	3.56638257575756
42	117.2	113.926041666667	113.633333333333	0.292708333333332	3.27395833333334
43	108.3	113.656344696970	113.275	0.381344696969696	-5.35634469696967
44	109.5	113.094223484848	112.904166666667	0.190056818181812	-3.59422348484848
45	110.5	112.079829545455	112.579166666667	-0.499337121212123	-1.57982954545454
46	110.6	111.867329545455	112.241666666667	-0.374337121212119	-1.26732954545453
47	111.2	111.182859848485	111.804166666667	-0.621306818181812	0.0171401515151643
48	111.1	111.329071969697	111.308333333333	0.0207386363636383	-0.229071969696946
49	111	109.665056818182	111.266666666667	-1.60160984848485	1.33494318181819
50	112.4	111.821496212121	111.595833333333	0.225662878787878	0.578503787878802
51	112.5	112.414299242424	111.866666666667	0.547632575757575	0.0857007575757507
52	112.4	112.967329545455	112.133333333333	0.833996212121216	-0.567329545454541
53	111.8	112.987784090909	112.383333333333	0.604450757575756	-1.18778409090909
54	111.6	112.905208333333	112.6125	0.292708333333332	-1.30520833333335
55	112.9	113.227178030303	112.845833333333	0.381344696969696	-0.327178030303017
56	112.8	113.240056818182	113.05	0.190056818181812	-0.44005681818183
57	113.7	112.713162878788	113.2125	-0.499337121212123	0.986837121212147
58	113.8	113.004829545455	113.379166666667	-0.374337121212119	0.79517045454547
59	114	112.928693181818	113.55	-0.621306818181812	1.07130681818184
60	113.8	113.766571969697	113.745833333333	0.0207386363636383	0.0334280303030283
61	113.9	112.344223484848	113.945833333333	-1.60160984848485	1.55577651515155
62	114.4	114.367329545455	114.141666666667	0.225662878787878	0.0326704545454675
63	114.4	114.864299242424	114.316666666667	0.547632575757575	-0.464299242424246
64	114.5	115.263162878788	114.429166666667	0.833996212121216	-0.763162878787867
65	113.8	115.091950757576	114.4875	0.604450757575756	-1.29195075757576
66	114.3	114.821875	114.529166666667	0.292708333333332	-0.521874999999994
67	115	115.006344696970	114.625	0.381344696969696	-0.0063446969696912
68	115.4	114.940056818182	114.75	0.190056818181812	0.459943181818176
69	115.3	114.367329545455	114.866666666667	-0.499337121212123	0.932670454545459
70	114.9	114.613162878788	114.9875	-0.374337121212119	0.286837121212145
71	114.3	114.474526515152	115.095833333333	-0.621306818181812	-0.174526515151513
72	114.5	115.154071969697	115.133333333333	0.0207386363636383	-0.654071969696957
73	115.5	113.485890151515	115.0875	-1.60160984848485	2.01410984848484
74	115.8	115.196496212121	114.970833333333	0.225662878787878	0.603503787878793
75	115.8	115.426799242424	114.879166666667	0.547632575757575	0.373200757575759
76	116	115.692329545455	114.858333333333	0.833996212121216	0.307670454545459
77	114.9	115.500284090909	114.895833333333	0.604450757575756	-0.600284090909099
78	114.1	115.301041666667	115.008333333333	0.292708333333332	-1.20104166666668
79	114.1	115.502178030303	115.120833333333	0.381344696969696	-1.40217803030303
80	113.5	115.415056818182	115.225	0.190056818181812	-1.91505681818182
81	115	114.883996212121	115.383333333333	-0.499337121212123	0.116003787878810
82	114.7	115.192329545455	115.566666666667	-0.374337121212119	-0.49232954545451
83	115.4	115.145359848485	115.766666666667	-0.621306818181812	0.25464015151519
84	116.1	116.087405303030	116.066666666667	0.0207386363636383	0.0125946969697281
85	116.6	114.790056818182	116.391666666667	-1.60160984848485	1.8099431818182
86	117.2	116.946496212121	116.720833333333	0.225662878787878	0.253503787878799
87	118.2	117.568465909091	117.020833333333	0.547632575757575	0.631534090909099
88	118	118.033996212121	117.2	0.833996212121216	-0.0339962121212096
89	117.7	117.854450757576	117.25	0.604450757575756	-0.154450757575745
90	118.5	117.509375	117.216666666667	0.292708333333332	0.990625000000009
91	117.5	117.456344696970	117.075	0.381344696969696	0.0436553030303344
92	118	117.040056818182	116.85	0.190056818181812	0.95994318181819
93	117.7	116.113162878788	116.6125	-0.499337121212123	1.58683712121213
94	116.3	116.071496212121	116.445833333333	-0.374337121212119	0.228503787878779
95	115	115.778693181818	116.4	-0.621306818181812	-0.778693181818184
96	115.7	116.370738636364	116.35	0.0207386363636383	-0.670738636363623
97	113.6	114.819223484848	116.420833333333	-1.60160984848485	-1.21922348484847
98	114.8	116.817329545455	116.591666666667	0.225662878787878	-2.01732954545453
99	114.9	117.268465909091	116.720833333333	0.547632575757575	-2.36846590909089
100	117.3	117.658996212121	116.825	0.833996212121216	-0.358996212121212
101	117.3	117.575284090909	116.970833333333	0.604450757575756	-0.275284090909111
102	117.7	117.505208333333	117.2125	0.292708333333332	0.19479166666666
103	120	117.685511363636	117.304166666667	0.381344696969696	2.31448863636363
104	119.6	117.619223484848	117.429166666667	0.190056818181812	1.98077651515152
105	119.2	117.246496212121	117.745833333333	-0.499337121212123	1.95350378787879
106	117.3	117.604829545455	117.979166666667	-0.374337121212119	-0.304829545454552
107	117.5	117.582859848485	118.204166666667	-0.621306818181812	-0.0828598484848584
108	119	118.399905303030	118.379166666667	0.0207386363636383	0.600094696969705
109	112.5	116.898390151515	118.5	-1.60160984848485	-4.39839015151517
110	118.9	118.933996212121	118.708333333333	0.225662878787878	-0.0339962121212238
111	118.4	119.439299242424	118.891666666667	0.547632575757575	-1.03929924242425
112	119.4	119.788162878788	118.954166666667	0.833996212121216	-0.388162878787881
113	120.6	119.516950757576	118.9125	0.604450757575756	1.08304924242424
114	118.6	119.292708333333	119	0.292708333333332	-0.692708333333329
115	122	119.868844696970	119.4875	0.381344696969696	2.13115530303030
116	122.6	120.177556818182	119.9875	0.190056818181812	2.42244318181818
117	120.6	119.904829545455	120.404166666667	-0.499337121212123	0.695170454545448
118	117.4	120.579829545455	120.954166666667	-0.374337121212119	-3.17982954545454
119	116.4	120.774526515152	121.395833333333	-0.621306818181812	-4.37452651515153
120	122.2	121.770738636364	121.75	0.0207386363636383	0.429261363636371
121	121	120.523390151515	122.125	-1.60160984848485	0.47660984848487
122	122.4	122.588162878788	122.3625	0.225662878787878	-0.188162878787864
123	124.9	122.772632575758	122.225	0.547632575757575	2.12736742424242
124	126.1	123.250662878788	122.416666666667	0.833996212121216	2.84933712121212
125	124.5	123.800284090909	123.195833333333	0.604450757575756	0.699715909090912
126	123.2	124.067708333333	123.775	0.292708333333332	-0.867708333333312
127	126.4	124.160511363636	123.779166666667	0.381344696969696	2.23948863636365
128	123.9	123.956723484848	123.766666666667	0.190056818181812	-0.0567234848484617
129	116	123.604829545455	124.104166666667	-0.499337121212123	-7.60482954545455
130	126.6	124.008996212121	124.383333333333	-0.374337121212119	2.59100378787879
131	125.9	124.032859848485	124.654166666667	-0.621306818181812	1.86714015151514
132	126.6	125.087405303030	125.066666666667	0.0207386363636383	1.5125946969697
133	116.7	124.002556818182	125.604166666667	-1.60160984848485	-7.3025568181818
134	126.4	126.325662878788	126.1	0.225662878787878	0.0743371212121389
135	129	127.551799242424	127.004166666667	0.547632575757575	1.44820075757579
136	128.7	128.579829545455	127.745833333333	0.833996212121216	0.120170454545459
137	128.4	128.641950757576	128.0375	0.604450757575756	-0.241950757575722
138	129.2	128.880208333333	128.5875	0.292708333333332	0.319791666666674
139	133.3	NA	NA	0.381344696969696	NA
140	128.9	NA	NA	0.190056818181812	NA
141	132.7	NA	NA	-0.499337121212123	NA
142	127.7	NA	NA	-0.374337121212119	NA
143	131.8	NA	NA	-0.621306818181812	NA
144	133.9	NA	NA	0.0207386363636383	NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Dec/11/t1292108018un4r9ggsj2qwyuk/1zstf1292108101.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/11/t1292108018un4r9ggsj2qwyuk/1zstf1292108101.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/11/t1292108018un4r9ggsj2qwyuk/2zstf1292108101.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/11/t1292108018un4r9ggsj2qwyuk/2zstf1292108101.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/11/t1292108018un4r9ggsj2qwyuk/3a1si1292108101.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/11/t1292108018un4r9ggsj2qwyuk/3a1si1292108101.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/11/t1292108018un4r9ggsj2qwyuk/4a1si1292108101.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/11/t1292108018un4r9ggsj2qwyuk/4a1si1292108101.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.

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