Home » date » 2010 » May » 28 »

Katleen van den Akker - Opgave 9 - Oefening 2

*Unverified author*
R Software Module: /rwasp_decompose.wasp (opens new window with default values)
Title produced by software: Classical Decomposition
Date of computation: Fri, 28 May 2010 08:24:59 +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/May/28/t1275035277g2mrh2k57aq19qb.htm/, Retrieved Fri, 28 May 2010 10:28:02 +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/May/28/t1275035277g2mrh2k57aq19qb.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:
KDGP2W52
 
Dataseries X:
» Textbox « » Textfile « » CSV «
285708 905858 225733 405481 845758 805651 395747 695853 175625 405534 965639 575634 576023 566089 336141 26271 586226 376484 176583 287042 997142 207694 418003 838258 848182 658215 208304 398599 438399 578393 988390 958304 318251 78307 408520 748640 258520 518618 388588 238842 328957 499266 109011 168896 798921 878732 897576 518317 228370 758167 658491 518170 398212 498286 78136 647990 357927 698061 407932 637934 397784 217980 47737 467672 67651 167524 687406 367345 157553 887453 227566 817279 697059 997185 847075 547122 996977 346998 967154 547097 586853 46728 236883 36784 277085 446998 586725 496845 86765 146966 197113 657096 337200 17273 457284 507696 547628 157435 67793 267631 518397 918560 918895 429509 289569 9010172 1810617 7111400 1611919 9712714 2913310 1013816 6714518 2414721 9114534 8214993 6215159 515612 9415340 3715267
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Classical Decomposition by Moving Averages
tObservationsFitTrendSeasonalRandom
1285708NANA0.984781292930434NA
2905858NANA1.28454386991626NA
3225733NANA0.850732143088349NA
4405481NANA0.766833504424508NA
5845758NANA0.852592036471024NA
6805651NANA0.75170531161351NA
7395747520351.181491217569448.2083333330.9137814007953170.760538294284012
8695853615721.025576262567387.6251.085185856100161.13014331344092
9175625527141.69936381557830.9166666670.9449847321366830.333164688378772
10405534605567.288066510546630.8333333331.107817655242360.669676199477043
11965639557992.47287654520016.5833333331.073028227868771.73055918661766
12575634679994.839129537491320.7916666671.384013969412630.846527012965084
13576023457240.8477766514643070.9847812929304341.25978027291510
14566089562811.817412931438141.3751.284543869916261.00582287451271
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1626271369095.3696836224813240.7668335044245080.0711767260112712
17586226383890.221821534450262.50.8525920364710241.52706676720859
18376484329537.8364423124383870.751705311613511.14246061716165
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22207694536790.090667271484547.3333333331.107817655242360.386918468896884
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24838258686685.393326673496154.9583333331.384013969412631.22073078610137
25848182530199.477742356538393.1250.9847812929304341.59974129663734
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76547122514127.069646369670454.6250.7668335044245081.06417660594360
77996977542088.780762737635812.6250.8525920364710241.83913970438056
78346998453789.619120117603680.2083333330.751705311613510.76466711749118
79967154505924.819551936553660.6666666670.9137814007953171.91165557138815
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81586853453087.025845187479464.9166666670.9449847321366831.29523240906156
8246728516821.446636182466522.1251.107817655242360.0904142045654972
83236883457648.41698543426501.751.073028227868770.51760913226876
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1044295092522110.878582432324128.041666671.085185856100160.170297429683745
1052895692684538.968503302840827.8750.9449847321366830.107865448554633
10690101723312908.895761682990482.1251.107817655242362.71971620213493
10718106173519258.831082933279744.8751.073028227868770.514488159838713
10871114004982805.462470363600256.6251.384013969412631.42718796741351
10916119193943144.679666494004081.6250.9847812929304340.408790224794981
11097127145998770.738705914669961.751.284543869916261.61911738638895
11129133104458905.374720745241256.50.8507321430883490.653368877598678
11210138163937088.911655175134216.083333330.7668335044245080.257503963651608
11367145184345780.582006565097139.541666670.8525920364710241.54506604125414
11424147213963364.344897905272497.458333330.751705311613510.609260413594958
1159114534NANA0.913781400795317NA
1168214993NANA1.08518585610016NA
1176215159NANA0.944984732136683NA
118515612NANA1.10781765524236NA
1199415340NANA1.07302822786877NA
1203715267NANA1.38401396941263NA
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/May/28/t1275035277g2mrh2k57aq19qb/1cb4l1275035096.png (open in new window)
http://www.freestatistics.org/blog/date/2010/May/28/t1275035277g2mrh2k57aq19qb/1cb4l1275035096.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/May/28/t1275035277g2mrh2k57aq19qb/2cb4l1275035096.png (open in new window)
http://www.freestatistics.org/blog/date/2010/May/28/t1275035277g2mrh2k57aq19qb/2cb4l1275035096.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/May/28/t1275035277g2mrh2k57aq19qb/3nl361275035096.png (open in new window)
http://www.freestatistics.org/blog/date/2010/May/28/t1275035277g2mrh2k57aq19qb/3nl361275035096.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/May/28/t1275035277g2mrh2k57aq19qb/4nl361275035096.png (open in new window)
http://www.freestatistics.org/blog/date/2010/May/28/t1275035277g2mrh2k57aq19qb/4nl361275035096.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

Creative Commons License

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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