Tijdreeks 2 - 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, 29 Jul 2010 12:47:58 +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/Jul/29/t1280407660apkm2jh5ssxqof0.htm/, Retrieved Thu, 29 Jul 2010 14:47:46 +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/Jul/29/t1280407660apkm2jh5ssxqof0.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:

Habimana Christelle

Dataseries X:

» Textbox « » Textfile « » CSV «

376 375 374 372 370 369 370 372 373 373 374 376 371 374 369 363 357 366 362 366 361 362 358 363 360 360 348 345 332 333 323 327 332 337 336 337 343 337 326 321 309 302 293 287 292 292 289 302 310 295 276 264 257 243 227 226 226 229 224 240 244 226 208 199 193 180 167 164 166 173 169 191 193 166 143 147 139 129 115 108 106 116 108 135

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 1 seconds R Server 'Gwilym Jenkins' @ 72.249.127.135 Classical Decomposition by Moving Averages t Observations Fit Trend Seasonal Random 1 376 NA NA 18.6950231481481 NA 2 375 NA NA 11.7991898148148 NA 3 374 NA NA 0.820023148148155 NA 4 372 NA NA -0.707754629629636 NA 5 370 NA NA -5.74247685185185 NA 6 369 NA NA -7.8883101851852 NA 7 370 359.333912037037 372.625 -13.2910879629630 10.6660879629629 8 372 361.806134259259 372.375 -10.5688657407407 10.1938657407408 9 373 365.945023148148 372.125 -6.17997685185184 7.0549768518519 10 373 371.195023148148 371.541666666667 -0.346643518518512 1.80497685185190 11 374 370.778356481481 370.625 0.153356481481478 3.22164351851853 12 376 383.215856481481 369.958333333333 13.2575231481482 -7.21585648148141 13 371 388.195023148148 369.5 18.6950231481481 -17.1950231481481 14 374 380.715856481481 368.916666666667 11.7991898148148 -6.71585648148147 15 369 368.986689814815 368.166666666667 0.820023148148155 0.0133101851852189 16 363 366.500578703704 367.208333333333 -0.707754629629636 -3.50057870370375 17 357 360.340856481481 366.083333333333 -5.74247685185185 -3.34085648148147 18 366 356.986689814815 364.875 -7.8883101851852 9.01331018518516 19 362 350.583912037037 363.875 -13.2910879629630 11.416087962963 20 366 352.264467592593 362.833333333333 -10.5688657407407 13.7355324074074 21 361 355.195023148148 361.375 -6.17997685185184 5.80497685185185 22 362 359.403356481481 359.75 -0.346643518518512 2.59664351851853 23 358 358.111689814815 357.958333333333 0.153356481481478 -0.111689814814781 24 363 368.799189814815 355.541666666667 13.2575231481482 -5.79918981481484 25 360 371.236689814815 352.541666666667 18.6950231481481 -11.2366898148148 26 360 361.090856481481 349.291666666667 11.7991898148148 -1.09085648148147 27 348 347.278356481481 346.458333333333 0.820023148148155 0.721643518518533 28 345 343.500578703704 344.208333333333 -0.707754629629636 1.49942129629636 29 332 336.507523148148 342.25 -5.74247685185185 -4.50752314814815 30 333 332.361689814815 340.25 -7.8883101851852 0.638310185185219 31 323 325.167245370370 338.458333333333 -13.2910879629630 -2.16724537037032 32 327 326.222800925926 336.791666666667 -10.5688657407407 0.777199074074133 33 332 328.736689814815 334.916666666667 -6.17997685185184 3.26331018518516 34 337 332.653356481481 333 -0.346643518518512 4.34664351851853 35 336 331.195023148148 331.041666666667 0.153356481481478 4.8049768518519 36 337 342.049189814815 328.791666666667 13.2575231481482 -5.04918981481484 37 343 344.945023148148 326.25 18.6950231481481 -1.94502314814815 38 337 335.132523148148 323.333333333333 11.7991898148148 1.86747685185179 39 326 320.820023148148 320 0.820023148148155 5.17997685185185 40 321 315.750578703704 316.458333333333 -0.707754629629636 5.24942129629625 41 309 306.882523148148 312.625 -5.74247685185185 2.11747685185190 42 302 301.320023148148 309.208333333333 -7.8883101851852 0.679976851851904 43 293 293.083912037037 306.375 -13.2910879629630 -0.0839120370369528 44 287 292.681134259259 303.25 -10.5688657407407 -5.68113425925924 45 292 293.236689814815 299.416666666667 -6.17997685185184 -1.23668981481472 46 292 294.611689814815 294.958333333333 -0.346643518518512 -2.61168981481478 47 289 290.570023148148 290.416666666667 0.153356481481478 -1.57002314814815 48 302 299.049189814815 285.791666666667 13.2575231481482 2.95081018518522 49 310 299.278356481481 280.583333333333 18.6950231481481 10.7216435185185 50 295 287.090856481482 275.291666666667 11.7991898148148 7.90914351851848 51 276 270.820023148148 270 0.820023148148155 5.17997685185185 52 264 263.917245370370 264.625 -0.707754629629636 0.0827546296296191 53 257 253.549189814815 259.291666666667 -5.74247685185185 3.45081018518516 54 243 246.111689814815 254 -7.8883101851852 -3.11168981481481 55 227 235.375578703704 248.666666666667 -13.2910879629630 -8.37557870370367 56 226 232.472800925926 243.041666666667 -10.5688657407407 -6.4728009259259 57 226 231.153356481481 237.333333333333 -6.17997685185184 -5.15335648148147 58 229 231.445023148148 231.791666666667 -0.346643518518512 -2.44502314814812 59 224 226.570023148148 226.416666666667 0.153356481481478 -2.57002314814815 60 240 234.382523148148 221.125 13.2575231481482 5.61747685185185 61 244 234.695023148148 216 18.6950231481481 9.30497685185182 62 226 222.715856481481 210.916666666667 11.7991898148148 3.28414351851856 63 208 206.653356481481 205.833333333333 0.820023148148155 1.34664351851853 64 199 200.292245370370 201 -0.707754629629636 -1.29224537037032 65 193 190.632523148148 196.375 -5.74247685185185 2.36747685185185 66 180 184.153356481481 192.041666666667 -7.8883101851852 -4.15335648148147 67 167 174.583912037037 187.875 -13.2910879629630 -7.58391203703704 68 164 172.681134259259 183.25 -10.5688657407407 -8.6811342592593 69 166 171.861689814815 178.041666666667 -6.17997685185184 -5.86168981481484 70 173 172.820023148148 173.166666666667 -0.346643518518512 0.179976851851848 71 169 168.903356481481 168.75 0.153356481481478 0.0966435185185617 72 191 177.632523148148 164.375 13.2575231481482 13.3674768518519 73 193 178.778356481481 160.083333333333 18.6950231481481 14.2216435185185 74 166 167.382523148148 155.583333333333 11.7991898148148 -1.38252314814815 75 143 151.570023148148 150.75 0.820023148148155 -8.57002314814812 76 147 145.167245370370 145.875 -0.707754629629636 1.83275462962965 77 139 135.215856481481 140.958333333333 -5.74247685185185 3.78414351851853 78 129 128.195023148148 136.083333333333 -7.8883101851852 0.804976851851848 79 115 NA NA -13.2910879629630 NA 80 108 NA NA -10.5688657407407 NA 81 106 NA NA -6.17997685185184 NA 82 116 NA NA -0.346643518518512 NA 83 108 NA NA 0.153356481481478 NA 84 135 NA NA 13.2575231481482 NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Jul/29/t1280407660apkm2jh5ssxqof0/1m9kt1280407676.png (open in new window) http://www.freestatistics.org/blog/date/2010/Jul/29/t1280407660apkm2jh5ssxqof0/1m9kt1280407676.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Jul/29/t1280407660apkm2jh5ssxqof0/2m9kt1280407676.png (open in new window) http://www.freestatistics.org/blog/date/2010/Jul/29/t1280407660apkm2jh5ssxqof0/2m9kt1280407676.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Jul/29/t1280407660apkm2jh5ssxqof0/3f1jd1280407676.png (open in new window) http://www.freestatistics.org/blog/date/2010/Jul/29/t1280407660apkm2jh5ssxqof0/3f1jd1280407676.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Jul/29/t1280407660apkm2jh5ssxqof0/48s1g1280407676.png (open in new window) http://www.freestatistics.org/blog/date/2010/Jul/29/t1280407660apkm2jh5ssxqof0/48s1g1280407676.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')

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