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opgave 9 visproducten MULTIPLICATIEF

*Unverified author*

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

Title produced by software: Classical Decomposition

Date of computation: Mon, 13 Dec 2010 11:04:02 +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/13/t1292238160vkie4a5ym9mgkfv.htm/, Retrieved Mon, 13 Dec 2010 12:02:46 +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/13/t1292238160vkie4a5ym9mgkfv.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	3 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	0.986879411358426	NA
2	96.5	NA	NA	1.00194101635727	NA
3	96.9	NA	NA	1.00444245173066	NA
4	97.8	NA	NA	1.00693116507260	NA
5	98.9	NA	NA	1.00508662549837	NA
6	100.2	NA	NA	1.00255627399729	NA
7	101.2	100.666308590829	100.354166666667	1.00311040323018	1.00530158914777
8	101	101.191905025087	101.041666666667	1.00148689509364	0.998103553589202
9	101.6	101.290522575395	101.691666666667	0.99605529042427	1.00305534433762
10	102.4	101.998320765395	102.333333333333	0.996726261551092	1.00393809654503
11	103.7	102.420239476673	102.958333333333	0.994773673589697	1.01249519167175
12	103.7	103.567757440794	103.566666666667	1.0000105320965	1.00127686996874
13	104.6	102.779378695433	104.145833333333	0.986879411358426	1.01771387731349
14	104.5	104.924098183781	104.720833333333	1.00194101635727	0.995958047854386
15	104.5	105.763604990357	105.295833333333	1.00444245173066	0.988052553707186
16	105.6	106.537512811202	105.804166666667	1.00693116507260	0.991200162398537
17	106.1	106.761138932624	106.220833333333	1.00508662549837	0.993807307235251
18	107.6	106.859966854686	106.5875	1.00255627399729	1.00692526085396
19	107.7	107.286837252148	106.954166666667	1.00311040323018	1.00385101060329
20	108.3	107.513791050365	107.354166666667	1.00148689509364	1.00731263349524
21	108.1	107.374760307736	107.8	0.99605529042427	1.00675428462131
22	108.1	107.845781499828	108.2	0.996726261551092	1.00235724102173
23	108	108.007551610001	108.575	0.994773673589697	0.999930082573961
24	108.2	108.921980498061	108.920833333333	1.0000105320965	0.993371581247794
25	108.9	107.820687688455	109.254166666667	0.986879411358426	1.01001025252838
26	109.8	109.837783918166	109.625	1.00194101635727	0.999656002544679
27	109.9	110.568188051135	110.079166666667	1.00444245173066	0.99395677850101
28	109.8	111.370782403551	110.604166666667	1.00693116507260	0.98589592018974
29	110.9	111.702814841325	111.1375	1.00508662549837	0.992812939920403
30	111.1	111.973003852072	111.6875	1.00255627399729	0.992203443490493
31	112.2	112.603322389268	112.254166666667	1.00311040323018	0.996418201695027
32	112.7	112.988586076877	112.820833333333	1.00148689509364	0.997445882925902
33	114.6	112.915317860721	113.3625	0.99605529042427	1.01491987244243
34	114.2	113.543733295029	113.916666666667	0.996726261551092	1.00577985843804
35	114.7	113.901585626020	114.5	0.994773673589697	1.00700968620930
36	114.7	115.055378428253	115.054166666667	1.0000105320965	0.996911240194875
37	116	113.635052220375	115.145833333333	0.986879411358426	1.02081178063823
38	116.3	115.072925728633	114.85	1.00194101635727	1.01066344897027
39	116.4	115.054697668865	114.545833333333	1.00444245173066	1.01169271970977
40	116.6	115.016712330418	114.225	1.00693116507260	1.01376571836825
41	118.1	114.508681670841	113.929166666667	1.00508662549837	1.03136284757415
42	117.2	113.923811268558	113.633333333333	1.00255627399729	1.02875771706512
43	108.3	113.627330925899	113.275	1.00311040323018	0.953115761124644
44	109.5	113.072043318135	112.904166666667	1.00148689509364	0.968409137985728
45	110.5	112.135074549889	112.579166666667	0.99605529042427	0.985418705463458
46	110.6	111.874216806931	112.241666666667	0.996726261551092	0.98861027282873
47	111.2	111.219841597635	111.804166666667	0.994773673589697	0.999821600198762
48	111.1	111.309505643441	111.308333333333	1.0000105320965	0.998117809954953
49	111	109.806782503814	111.266666666667	0.986879411358426	1.01086651907084
50	112.4	111.812442671237	111.595833333333	1.00194101635727	1.00525484744565
51	112.5	112.363628933604	111.866666666667	1.00444245173066	1.00121365843815
52	112.4	112.910547976808	112.133333333333	1.00693116507260	0.995478296882302
53	111.8	112.954985262258	112.383333333333	1.00508662549837	0.989774818175785
54	111.6	112.900368405519	112.6125	1.00255627399729	0.988482159767196
55	112.9	113.196829377846	112.845833333333	1.00311040323018	0.997377758904754
56	112.8	113.218093490336	113.05	1.00148689509364	0.996307184854938
57	113.7	112.765909567158	113.2125	0.99605529042427	1.00828344697815
58	113.8	113.007992929445	113.379166666667	0.996726261551092	1.00700841639626
59	114	112.95655063611	113.55	0.994773673589697	1.00923761710157
60	113.8	113.747031315426	113.745833333333	1.0000105320965	1.00046567091871
61	113.9	112.450796926745	113.945833333333	0.986879411358426	1.01288744155543
62	114.4	114.363217508713	114.141666666667	1.00194101635727	1.00032162868524
63	114.4	114.824512940344	114.316666666667	1.00444245173066	0.996302941510718
64	114.5	115.222294109954	114.429166666667	1.00693116507260	0.993731299003088
65	113.8	115.069855036744	114.4875	1.00508662549837	0.988964485647968
66	114.3	114.821934597348	114.529166666667	1.00255627399729	0.995454399900351
67	115	114.981529970260	114.625	1.00311040323018	1.00016063475364
68	115.4	114.920621211995	114.75	1.00148689509364	1.00417139050371
69	115.3	114.413551026734	114.866666666667	0.99605529042427	1.00774776209033
70	114.9	114.611061000106	114.9875	0.996726261551092	1.00252103939509
71	114.3	114.494304939867	115.095833333333	0.994773673589697	0.998302929215828
72	114.5	115.134545928710	115.133333333333	1.0000105320965	0.9944886573913
73	115.5	113.577484254713	115.0875	0.986879411358426	1.01692690904278
74	115.8	115.193993601443	114.970833333333	1.00194101635727	1.00526074649911
75	115.8	115.389511819442	114.879166666667	1.00444245173066	1.00355741326993
76	116	115.654435401631	114.858333333333	1.00693116507260	1.00298790614618
77	114.9	115.480265408823	114.895833333333	1.00508662549837	0.994975198517526
78	114.1	115.302326145305	115.008333333333	1.00255627399729	0.989572403389421
79	114.1	115.478905545195	115.120833333333	1.00311040323018	0.98805924303937
80	113.5	115.396327487165	115.225	1.00148689509364	0.983566829825016
81	115	114.928179593454	115.383333333333	0.99605529042427	1.00062491554987
82	114.7	115.188331626588	115.566666666667	0.996726261551092	0.99576058078373
83	115.4	115.161632279234	115.766666666667	0.994773673589697	1.00206985361399
84	116.1	116.067889092000	116.066666666667	1.0000105320965	1.00027665625912
85	116.6	114.864539487026	116.391666666667	0.986879411358426	1.01510875785272
86	117.2	116.947390380068	116.720833333333	1.00194101635727	1.00216002784766
87	118.2	117.540692736899	117.020833333333	1.00444245173066	1.0056091830646
88	118	118.012332546509	117.2	1.00693116507260	0.99989549781584
89	117.7	117.846406839683	117.25	1.00508662549837	0.998757646977878
90	118.5	117.516304583715	117.216666666667	1.00255627399729	1.00837071434274
91	117.5	117.439150458174	117.075	1.00311040323018	1.00051813676775
92	118	117.023743691692	116.85	1.00148689509364	1.00834237802954
93	117.7	116.152497554600	116.6125	0.99605529042427	1.01332302342162
94	116.3	116.064620131535	116.445833333333	0.996726261551092	1.00202800705502
95	115	115.791655605841	116.4	0.994773673589697	0.99316310314678
96	115.7	116.351225409428	116.35	1.0000105320965	0.994402934673562
97	113.6	114.893323469857	116.420833333333	0.986879411358426	0.988743266964536
98	114.8	116.817972998788	116.591666666667	1.00194101635727	0.982725492088368
99	114.9	117.239360001380	116.720833333333	1.00444245173066	0.980046291609303
100	117.3	117.634733359607	116.825	1.00693116507260	0.99715446832711
101	117.3	117.565820156732	116.970833333333	1.00508662549837	0.997738967359923
102	117.7	117.512127265907	117.2125	1.00255627399729	1.00159875187748
103	120	117.669029925581	117.304166666667	1.00311040323018	1.01980954611331
104	119.6	117.603771518434	117.429166666667	1.00148689509364	1.01697418761144
105	119.2	117.281360217081	117.745833333333	0.99605529042427	1.01635928999602
106	117.3	117.59293373258	117.979166666667	0.996726261551092	0.997508917217372
107	117.5	117.586393108609	118.204166666667	0.994773673589697	0.999265279712007
108	119	118.380413447474	118.379166666667	1.0000105320965	1.00523386035310
109	112.5	116.945210245974	118.5	0.986879411358426	0.961988949896932
110	118.9	118.938748150078	118.708333333333	1.00194101635727	0.999674217606284
111	118.4	119.419837157012	118.891666666667	1.00444245173066	0.991460069103338
112	119.4	119.778657631907	118.954166666667	1.00693116507260	0.996838688632905
113	120.6	119.517363354574	118.9125	1.00508662549837	1.00905840469567
114	118.6	119.304196605677	119	1.00255627399729	0.994097469948986
115	122	119.859154305967	119.4875	1.00311040323018	1.01786134489626
116	122.6	120.165908825048	119.9875	1.00148689509364	1.02025608759382
117	120.6	119.929207197459	120.404166666667	0.99605529042427	1.00559323969712
118	117.4	120.558194360694	120.954166666667	0.996726261551092	0.973803569492377
119	116.4	120.761379083483	121.395833333333	0.994773673589697	0.963884321986191
120	122.2	121.751282282749	121.75	1.0000105320965	1.00368552764980
121	121	120.522648112148	122.125	0.986879411358426	1.00396068204051
122	122.4	122.600007614017	122.3625	1.00194101635727	0.998368616626465
123	124.9	122.767978662780	122.225	1.00444245173066	1.01736626570252
124	126.1	123.265156790971	122.416666666667	1.00693116507260	1.02299792806686
125	124.5	123.822484400459	123.195833333333	1.00508662549837	1.00547166859736
126	123.2	124.091402814014	123.775	1.00255627399729	0.992816562680413
127	126.4	124.164169786496	123.779166666667	1.00311040323018	1.01800704838883
128	123.9	123.950694716090	123.766666666667	1.00148689509364	0.999591009020113
129	116	123.614611772029	124.104166666667	0.99605529042427	0.93840039083671
130	126.6	123.976134832597	124.383333333333	0.996726261551092	1.02116427626128
131	125.9	124.002683303262	124.654166666667	0.994773673589697	1.01530061000452
132	126.6	125.067983880869	125.066666666667	1.0000105320965	1.01224946682270
133	116.7	123.956166064166	125.604166666667	0.986879411358426	0.941461838530812
134	126.4	126.344762162652	126.1	1.00194101635727	1.00043719926653
135	129	127.568376546677	127.004166666667	1.00444245173066	1.01122240081812
136	128.7	128.631260791504	127.745833333333	1.00693116507260	1.00053438960384
137	128.4	128.688778812247	128.0375	1.00508662549837	0.99775599073274
138	129.2	128.916204882626	128.5875	1.00255627399729	1.00220139211849
139	133.3	NA	NA	1.00311040323018	NA
140	128.9	NA	NA	1.00148689509364	NA
141	132.7	NA	NA	0.99605529042427	NA
142	127.7	NA	NA	0.996726261551092	NA
143	131.8	NA	NA	0.994773673589697	NA
144	133.9	NA	NA	1.0000105320965	NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Dec/13/t1292238160vkie4a5ym9mgkfv/1k0ne1292238238.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/13/t1292238160vkie4a5ym9mgkfv/1k0ne1292238238.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/13/t1292238160vkie4a5ym9mgkfv/2k0ne1292238238.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/13/t1292238160vkie4a5ym9mgkfv/2k0ne1292238238.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/13/t1292238160vkie4a5ym9mgkfv/3u9mh1292238238.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/13/t1292238160vkie4a5ym9mgkfv/3u9mh1292238238.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/13/t1292238160vkie4a5ym9mgkfv/4504k1292238238.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/13/t1292238160vkie4a5ym9mgkfv/4504k1292238238.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')

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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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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