Home » date » 2010 » Nov » 29 »

Klassieke Decompositie

*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: Mon, 29 Nov 2010 13:42:11 +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/Nov/29/t129103819128cwkqs7k0guykp.htm/, Retrieved Mon, 29 Nov 2010 14:43:17 +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/Nov/29/t129103819128cwkqs7k0guykp.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 «
12008 9169 8788 8417 8247 8197 8236 8253 7733 8366 8626 8863 10102 8463 9114 8563 8872 8301 8301 8278 7736 7973 8268 9476 11100 8962 9173 8738 8459 8078 8411 8291 7810 8616 8312 9692 9911 8915 9452 9112 8472 8230 8384 8625 8221 8649 8625 10443 10357 8586 8892 8329 8101 7922 8120 7838 7735 8406 8209 9451 10041 9411 10405 8467 8464 8102 7627 7513 7510 8291 8064 9383 9706 8579 9474 8318 8213 8059 9111 7708 7680 8014 8007 8718 9486 9113 9025 8476 7952 7759 7835 7600 7651 8319 8812 8630
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Classical Decomposition by Moving Averages
tObservationsFitTrendSeasonalRandom
112008NANA1472.82787698413NA
29169NANA239.958829365079NA
38788NANA745.190972222223NA
48417NANA-44.3268849206347NA
58247NANA-255.154265873016NA
68197NANA-552.303075396825NA
782368324.488591269848662.5-338.011408730159-88.488591269841
882537990.429067460328553.66666666667-563.237599206349262.570932539684
977337676.232638888898537.83333333333-861.60069444444556.7673611111131
1083668249.851686507948557.5-307.648313492064116.148313492064
1186268254.238591269848589.625-335.386408730159371.761408730159
1288639419.690972222228620799.690972222222-556.690972222223
131010210099.86954365088627.041666666671472.827876984132.13045634920672
1484638870.750496031758630.79166666667239.958829365079-407.750496031746
1591149377.149305555558631.95833333333745.190972222223-263.149305555555
1685638571.38144841278615.70833333333-44.3268849206347-8.38144841269786
1788728329.262400793658584.41666666667-255.154265873016542.73759920635
1883018042.738591269848595.04166666667-552.303075396825258.261408730159
1983018324.15525793658662.16666666667-338.011408730159-23.1552579365070
2082788161.304067460328724.54166666666-563.237599206349116.695932539686
2177367886.190972222228747.79166666667-861.600694444445-150.190972222221
2279738449.89335317468757.54166666667-307.648313492064-476.893353174602
2382688412.238591269848747.625-335.386408730159-144.238591269841
2494769520.815972222228721.125799.690972222222-44.8159722222226
251110010189.24454365088716.416666666671472.82787698413910.755456349205
2689628961.500496031758721.54166666667239.9588293650790.49950396825443
2791739470.357638888898725.16666666667745.190972222223-297.357638888889
2887388710.714781746038755.04166666667-44.326884920634727.2852182539682
2984598528.512400793658783.66666666667-255.154265873016-69.5124007936502
3080788242.196924603188794.5-552.303075396825-164.196924603177
3184118415.946924603178753.95833333333-338.011408730159-4.94692460317492
3282918139.220734126998702.45833333333-563.237599206349151.779265873016
3378107850.524305555568712.125-861.600694444445-40.5243055555566
3486168431.685019841278739.33333333333-307.648313492064184.314980158730
3583128420.071924603178755.45833333333-335.386408730159-108.071924603175
3696929562.024305555568762.33333333333799.690972222222129.975694444443
37991110240.36954365088767.541666666671472.82787698413-329.369543650795
3889159020.292162698418780.33333333333239.958829365079-105.292162698413
3994529556.565972222228811.375745.190972222223-104.565972222223
4091128785.548115079378829.875-44.3268849206347326.451884920634
4184728589.137400793658844.29166666667-255.154265873016-117.137400793652
4282308336.321924603178888.625-552.303075396825-106.321924603175
4383848600.488591269848938.5-338.011408730159-216.488591269841
4486258380.137400793658943.375-563.237599206349244.86259920635
4582218044.732638888898906.33333333333-861.600694444445176.267361111111
4686498542.726686507938850.375-307.648313492064106.273313492065
4786258466.90525793658802.29166666667-335.386408730159158.094742063493
48104439573.690972222228774799.690972222222869.30902777778
491035710222.99454365088750.166666666671472.82787698413134.005456349207
5085868946.333829365088706.375239.958829365079-360.333829365080
5188929398.524305555558653.33333333333745.190972222223-506.524305555555
5283298578.63144841278622.95833333333-44.3268849206347-249.631448412698
5381018340.345734126988595.5-255.154265873016-239.345734126984
5479227984.53025793658536.83333333333-552.303075396825-62.530257936507
5581208144.321924603178482.33333333333-338.011408730159-24.3219246031731
5678387940.304067460328503.54166666667-563.237599206349-102.304067460318
5777357739.357638888898600.95833333333-861.600694444445-4.35763888888869
5884068362.101686507948669.75-307.64831349206443.8983134920636
5982098355.238591269848690.625-335.386408730159-146.238591269839
6094519512.940972222228713.25799.690972222222-61.9409722222226
611004110173.03621031758700.208333333331472.82787698413-132.036210317459
6294118906.083829365088666.125239.958829365079504.91617063492
63104059388.399305555558643.20833333333745.1909722222231016.60069444445
6484678584.714781746038629.04166666667-44.3268849206347-117.714781746032
6584648363.054067460328618.20833333333-255.154265873016100.945932539684
6681028057.03025793658609.33333333333-552.30307539682544.9697420634948
6776278254.53025793658592.54166666666-338.011408730159-627.530257936505
6875137980.679067460328543.91666666666-563.237599206349-467.679067460315
6975107608.857638888898470.45833333333-861.600694444445-98.8576388888869
7082918117.810019841278425.45833333333-307.648313492064173.189980158731
7180648073.40525793658408.79166666667-335.386408730159-9.40525793650704
7293839196.232638888898396.54166666667799.690972222222186.767361111111
7397069929.411210317468456.583333333331472.82787698413-223.411210317459
7485798766.500496031758526.54166666667239.958829365079-187.500496031746
7594749286.940972222228541.75745.190972222223187.059027777777
7683188492.964781746038537.29166666667-44.3268849206347-174.964781746032
7782138268.220734126988523.375-255.154265873016-55.2207341269841
7880597940.988591269848493.29166666667-552.303075396825118.011408730159
7991118118.40525793658456.41666666667-338.011408730159992.594742063493
8077087906.262400793658469.5-563.237599206349-198.26240079365
8176807611.440972222228473.04166666667-861.60069444444568.5590277777792
8280148153.26835317468460.91666666667-307.648313492064-139.268353174602
8380078121.238591269848456.625-335.386408730159-114.238591269839
8487189232.940972222228433.25799.690972222222-514.940972222221
8594869840.411210317468367.583333333331472.82787698413-354.411210317459
8691138549.875496031758309.91666666667239.958829365079563.124503968254
8790259049.399305555558304.20833333333745.190972222223-24.3993055555547
8884768271.38144841278315.70833333333-44.3268849206347204.618551587302
8979528106.804067460328361.95833333333-255.154265873016-154.804067460316
9077597839.53025793658391.83333333333-552.303075396825-80.530257936507
917835NANA-338.011408730159NA
927600NANA-563.237599206349NA
937651NANA-861.600694444445NA
948319NANA-307.648313492064NA
958812NANA-335.386408730159NA
968630NANA799.690972222222NA
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Nov/29/t129103819128cwkqs7k0guykp/1assh1291038128.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/29/t129103819128cwkqs7k0guykp/1assh1291038128.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/29/t129103819128cwkqs7k0guykp/2assh1291038128.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/29/t129103819128cwkqs7k0guykp/2assh1291038128.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/29/t129103819128cwkqs7k0guykp/3kk921291038128.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/29/t129103819128cwkqs7k0guykp/3kk921291038128.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/29/t129103819128cwkqs7k0guykp/4kk921291038128.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/29/t129103819128cwkqs7k0guykp/4kk921291038128.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$trend)) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,x[i])
a<-table.element(a,m$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


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