Additief model - Aant L Verkochte rose wijn- Sophie Rousseau

*Unverified author*

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

Title produced by software: Classical Decomposition

Date of computation: Sat, 14 May 2011 13:31:55 +0000

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2011/May/14/t1305379703d2n3y5x6g663ot0.htm/, Retrieved Sat, 14 May 2011 15:28:23 +0200

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords:

KDGP2W92

Dataseries X:

» Textbox « » Textfile « » CSV «

112 118 129 99 116 168 118 129 205 147 150 267 126 129 124 97 102 127 222 214 118 141 154 226 89 77 82 97 127 121 117 117 106 112 134 169 75 108 115 85 101 108 109 124 105 95 135 164 88 85 112 87 91 87 87 142 95 108 139 159 61 82 124 93 108 75 87 103 90 108 123 129 57 65 67 71 76 67 110 118 99 85 107 141 58 65 70 86 93 74 87 73 101 100 96 157 63 115 70 66 67 83 79 77 102 116 100 135 71 60 89 74 73 91 86 74 87 87 109 137 43 69 73 77 69 76 78 70 83 65 110 132 54 55 66 65 60 65 96 55 71 63 74 106 34 47 56 53 53 55 67 52 46 51 58 91 33 40 46 45 41 55 57 54 46 52 48 77 30 35 42 48 44 45 0 0 46 51 63 84 30 39 45 52 28 40 62

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 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 Classical Decomposition by Moving Averages t Observations Fit Trend Seasonal Random 1 112 NA NA -28.109375 NA 2 118 NA NA -16.6599702380952 NA 3 129 NA NA -8.37425595238095 NA 4 99 NA NA -14.186755952381 NA 5 116 NA NA -9.28497023809524 NA 6 168 NA NA -6.76711309523809 NA 7 118 152.075148809524 147.083333333333 4.99181547619048 -34.0751488095238 8 129 153.027529761905 148.125 4.90252976190476 -24.0275297619047 9 205 148.209077380952 148.375 -0.165922619047619 56.7909226190476 10 147 151.072172619048 148.083333333333 2.98883928571429 -4.07217261904759 11 150 166.188244047619 147.416666666667 18.7715773809524 -16.188244047619 12 267 197.018601190476 145.125 51.8936011904762 69.9813988095238 13 126 119.640625 147.75 -28.109375 6.359375 14 129 138.965029761905 155.625 -16.6599702380952 -9.96502976190476 15 124 147.167410714286 155.541666666667 -8.37425595238095 -23.1674107142857 16 97 137.479910714286 151.666666666667 -14.186755952381 -40.4799107142857 17 102 142.298363095238 151.583333333333 -9.28497023809524 -40.2983630952381 18 127 143.274553571429 150.041666666667 -6.76711309523809 -16.2745535714285 19 222 151.783482142857 146.791666666667 4.99181547619048 70.2165178571429 20 214 147.985863095238 143.083333333333 4.90252976190476 66.0141369047619 21 118 139.000744047619 139.166666666667 -0.165922619047619 -21.000744047619 22 141 140.405505952381 137.416666666667 2.98883928571429 0.594494047619094 23 154 157.229910714286 138.458333333333 18.7715773809524 -3.22991071428569 24 226 191.143601190476 139.25 51.8936011904762 34.8563988095238 25 89 106.515625 134.625 -28.109375 -17.515625 26 77 109.548363095238 126.208333333333 -16.6599702380952 -32.5483630952381 27 82 113.292410714286 121.666666666667 -8.37425595238095 -31.2924107142857 28 97 105.771577380952 119.958333333333 -14.186755952381 -8.77157738095237 29 127 108.631696428571 117.916666666667 -9.28497023809524 18.3683035714286 30 121 107.941220238095 114.708333333333 -6.76711309523809 13.0587797619048 31 117 116.74181547619 111.75 4.99181547619048 0.258184523809547 32 117 117.360863095238 112.458333333333 4.90252976190476 -0.360863095238059 33 106 114.959077380952 115.125 -0.165922619047619 -8.95907738095237 34 112 118.988839285714 116 2.98883928571429 -6.98883928571428 35 134 133.188244047619 114.416666666667 18.7715773809524 0.811755952380963 36 169 164.685267857143 112.791666666667 51.8936011904762 4.31473214285715 37 75 83.8072916666667 111.916666666667 -28.109375 -8.80729166666666 38 108 95.2150297619047 111.875 -16.6599702380952 12.7849702380953 39 115 103.750744047619 112.125 -8.37425595238095 11.2492559523809 40 85 97.188244047619 111.375 -14.186755952381 -12.1882440476191 41 101 101.423363095238 110.708333333333 -9.28497023809524 -0.423363095238074 42 108 103.774553571429 110.541666666667 -6.76711309523809 4.22544642857143 43 109 115.86681547619 110.875 4.99181547619048 -6.86681547619047 44 124 115.360863095238 110.458333333333 4.90252976190476 8.63913690476193 45 105 109.209077380952 109.375 -0.165922619047619 -4.20907738095238 46 95 112.322172619048 109.333333333333 2.98883928571429 -17.3221726190476 47 135 127.771577380952 109 18.7715773809524 7.22842261904763 48 164 159.60193452381 107.708333333333 51.8936011904762 4.39806547619048 49 88 77.8072916666667 105.916666666667 -28.109375 10.1927083333333 50 85 89.0900297619048 105.75 -16.6599702380952 -4.09002976190477 51 112 97.7090773809524 106.083333333333 -8.37425595238095 14.2909226190476 52 87 92.0215773809524 106.208333333333 -14.186755952381 -5.02157738095238 53 91 97.6316964285714 106.916666666667 -9.28497023809524 -6.63169642857142 54 87 100.107886904762 106.875 -6.76711309523809 -13.1078869047619 55 87 110.533482142857 105.541666666667 4.99181547619048 -23.5334821428571 56 142 109.194196428571 104.291666666667 4.90252976190476 32.8058035714286 57 95 104.500744047619 104.666666666667 -0.165922619047619 -9.50074404761904 58 108 108.405505952381 105.416666666667 2.98883928571429 -0.405505952380949 59 139 125.146577380952 106.375 18.7715773809524 13.8534226190476 60 159 158.47693452381 106.583333333333 51.8936011904762 0.523065476190482 61 61 77.9739583333333 106.083333333333 -28.109375 -16.9739583333333 62 82 87.7983630952381 104.458333333333 -16.6599702380952 -5.7983630952381 63 124 94.250744047619 102.625 -8.37425595238095 29.749255952381 64 93 88.2299107142857 102.416666666667 -14.186755952381 4.77008928571431 65 108 92.4650297619047 101.75 -9.28497023809524 15.5349702380953 66 75 93.0662202380952 99.8333333333333 -6.76711309523809 -18.0662202380952 67 87 103.408482142857 98.4166666666667 4.99181547619048 -16.4084821428571 68 103 102.444196428571 97.5416666666667 4.90252976190476 0.555803571428584 69 90 94.2924107142857 94.4583333333333 -0.165922619047619 -4.29241071428571 70 108 94.155505952381 91.1666666666667 2.98883928571429 13.8444940476191 71 123 107.688244047619 88.9166666666667 18.7715773809524 15.311755952381 72 129 139.143601190476 87.25 51.8936011904762 -10.1436011904762 73 57 59.765625 87.875 -28.109375 -2.76562499999999 74 65 72.7983630952381 89.4583333333333 -16.6599702380952 -7.79836309523809 75 67 82.0840773809524 90.4583333333333 -8.37425595238095 -15.0840773809524 76 71 75.688244047619 89.875 -14.186755952381 -4.68824404761905 77 76 78.9650297619048 88.25 -9.28497023809524 -2.96502976190476 78 67 81.3162202380952 88.0833333333333 -6.76711309523809 -14.3162202380952 79 110 93.6168154761905 88.625 4.99181547619048 16.3831845238095 80 118 93.5691964285714 88.6666666666667 4.90252976190476 24.4308035714286 81 99 88.625744047619 88.7916666666667 -0.165922619047619 10.3742559523809 82 85 92.530505952381 89.5416666666667 2.98883928571429 -7.53050595238095 83 107 109.646577380952 90.875 18.7715773809524 -2.64657738095238 84 141 143.768601190476 91.875 51.8936011904762 -2.7686011904762 85 58 63.0989583333333 91.2083333333333 -28.109375 -5.09895833333331 86 65 71.7150297619048 88.375 -16.6599702380952 -6.71502976190476 87 70 78.2090773809524 86.5833333333333 -8.37425595238095 -8.20907738095238 88 86 73.1049107142857 87.2916666666667 -14.186755952381 12.8950892857143 89 93 78.173363095238 87.4583333333333 -9.28497023809524 14.8266369047619 90 74 80.8995535714286 87.6666666666667 -6.76711309523809 -6.89955357142857 91 87 93.5334821428572 88.5416666666667 4.99181547619048 -6.53348214285715 92 73 95.735863095238 90.8333333333333 4.90252976190476 -22.7358630952381 93 101 92.750744047619 92.9166666666667 -0.165922619047619 8.24925595238095 94 100 95.0721726190476 92.0833333333333 2.98883928571429 4.92782738095238 95 96 108.938244047619 90.1666666666667 18.7715773809524 -12.9382440476191 96 157 141.35193452381 89.4583333333333 51.8936011904762 15.6480654761905 97 63 61.390625 89.5 -28.109375 1.60937500000001 98 115 72.6733630952381 89.3333333333333 -16.6599702380952 42.3266369047619 99 70 81.1674107142857 89.5416666666667 -8.37425595238095 -11.1674107142857 100 66 76.063244047619 90.25 -14.186755952381 -10.0632440476191 101 67 81.7983630952381 91.0833333333333 -9.28497023809524 -14.7983630952381 102 83 83.5662202380952 90.3333333333333 -6.76711309523809 -0.566220238095241 103 79 94.7418154761905 89.75 4.99181547619048 -15.7418154761905 104 77 92.6941964285714 87.7916666666667 4.90252976190476 -15.6941964285714 105 102 86.125744047619 86.2916666666667 -0.165922619047619 15.874255952381 106 116 90.405505952381 87.4166666666667 2.98883928571429 25.5944940476191 107 100 106.771577380952 88 18.7715773809524 -6.77157738095238 108 135 140.47693452381 88.5833333333333 51.8936011904762 -5.47693452380952 109 71 61.0989583333333 89.2083333333333 -28.109375 9.90104166666666 110 60 72.7150297619047 89.375 -16.6599702380952 -12.7150297619047 111 89 80.250744047619 88.625 -8.37425595238095 8.74925595238095 112 74 72.6049107142857 86.7916666666666 -14.186755952381 1.39508928571431 113 73 76.6733630952381 85.9583333333333 -9.28497023809524 -3.6733630952381 114 91 79.6495535714286 86.4166666666667 -6.76711309523809 11.3504464285714 115 86 90.3251488095238 85.3333333333333 4.99181547619048 -4.32514880952381 116 74 89.4441964285714 84.5416666666667 4.90252976190476 -15.4441964285714 117 87 84.0840773809524 84.25 -0.165922619047619 2.91592261904763 118 87 86.6971726190476 83.7083333333333 2.98883928571429 0.302827380952394 119 109 102.438244047619 83.6666666666667 18.7715773809524 6.56175595238095 120 137 134.768601190476 82.875 51.8936011904762 2.2313988095238 121 43 53.8072916666667 81.9166666666667 -28.109375 -10.8072916666667 122 69 64.7566964285714 81.4166666666667 -16.6599702380952 4.24330357142858 123 73 72.7090773809524 81.0833333333333 -8.37425595238095 0.29092261904762 124 77 65.813244047619 80 -14.186755952381 11.1867559523809 125 69 69.8400297619048 79.125 -9.28497023809524 -0.84002976190476 126 76 72.1912202380952 78.9583333333333 -6.76711309523809 3.80877976190476 127 78 84.2001488095238 79.2083333333333 4.99181547619048 -6.20014880952381 128 70 83.9858630952381 79.0833333333333 4.90252976190476 -13.9858630952381 129 83 78.0424107142857 78.2083333333333 -0.165922619047619 4.95758928571428 130 65 80.405505952381 77.4166666666667 2.98883928571429 -15.4055059523809 131 110 95.313244047619 76.5416666666667 18.7715773809524 14.686755952381 132 132 127.60193452381 75.7083333333333 51.8936011904762 4.39806547619048 133 54 47.890625 76 -28.109375 6.10937500000001 134 55 59.4650297619048 76.125 -16.6599702380952 -4.46502976190477 135 66 66.625744047619 75 -8.37425595238095 -0.625744047619051 136 65 60.2299107142857 74.4166666666667 -14.186755952381 4.77008928571429 137 60 63.5483630952381 72.8333333333333 -9.28497023809524 -3.54836309523809 138 65 63.4828869047619 70.25 -6.76711309523809 1.51711309523809 139 96 73.3251488095238 68.3333333333333 4.99181547619048 22.6748511904762 140 55 72.0691964285714 67.1666666666667 4.90252976190476 -17.0691964285714 141 71 66.250744047619 66.4166666666667 -0.165922619047619 4.74925595238096 142 63 68.4888392857143 65.5 2.98883928571429 -5.48883928571429 143 74 83.4799107142857 64.7083333333333 18.7715773809524 -9.4799107142857 144 106 115.893601190476 64 51.8936011904762 -9.89360119047619 145 34 34.265625 62.375 -28.109375 -0.265624999999993 146 47 44.3816964285714 61.0416666666667 -16.6599702380952 2.61830357142859 147 56 51.500744047619 59.875 -8.37425595238095 4.49925595238096 148 53 44.1465773809524 58.3333333333333 -14.186755952381 8.85342261904763 149 53 47.8816964285714 57.1666666666667 -9.28497023809524 5.11830357142858 150 55 49.1078869047619 55.875 -6.76711309523809 5.8921130952381 151 67 60.2001488095238 55.2083333333333 4.99181547619048 6.7998511904762 152 52 59.7775297619048 54.875 4.90252976190476 -7.77752976190476 153 46 54.000744047619 54.1666666666667 -0.165922619047619 -8.00074404761904 154 51 56.405505952381 53.4166666666667 2.98883928571429 -5.40550595238096 155 58 71.3549107142857 52.5833333333333 18.7715773809524 -13.3549107142857 156 91 103.97693452381 52.0833333333333 51.8936011904762 -12.9769345238095 157 33 23.5572916666667 51.6666666666667 -28.109375 9.44270833333334 158 40 34.6733630952381 51.3333333333333 -16.6599702380952 5.3266369047619 159 46 43.0424107142857 51.4166666666667 -8.37425595238095 2.95758928571429 160 45 37.2715773809524 51.4583333333333 -14.186755952381 7.72842261904761 161 41 41.7983630952381 51.0833333333333 -9.28497023809524 -0.798363095238095 162 55 43.3162202380952 50.0833333333333 -6.76711309523809 11.6837797619048 163 57 54.3668154761905 49.375 4.99181547619048 2.63318452380952 164 54 53.9441964285714 49.0416666666667 4.90252976190476 0.0558035714285694 165 46 48.500744047619 48.6666666666667 -0.165922619047619 -2.50074404761904 166 52 51.6138392857143 48.625 2.98883928571429 0.386160714285708 167 48 67.6465773809524 48.875 18.7715773809524 -19.6465773809524 168 77 100.47693452381 48.5833333333333 51.8936011904762 -23.4769345238095 169 30 17.6822916666667 45.7916666666667 -28.109375 12.3177083333333 170 35 24.5066964285714 41.1666666666667 -16.6599702380952 10.4933035714286 171 42 30.5424107142857 38.9166666666667 -8.37425595238095 11.4575892857143 172 48 24.688244047619 38.875 -14.186755952381 23.3117559523809 173 44 30.1733630952381 39.4583333333333 -9.28497023809524 13.8266369047619 174 45 33.6078869047619 40.375 -6.76711309523809 11.3921130952381 175 0 45.6584821428571 40.6666666666667 4.99181547619048 -45.6584821428571 176 0 45.7358630952381 40.8333333333333 4.90252976190476 -45.7358630952381 177 46 40.9590773809524 41.125 -0.165922619047619 5.04092261904762 178 51 44.405505952381 41.4166666666667 2.98883928571429 6.59449404761904 179 63 59.688244047619 40.9166666666667 18.7715773809524 3.31175595238095 180 84 91.9352678571429 40.0416666666667 51.8936011904762 -7.93526785714285 181 30 NA 42.4166666666667 NA NA 182 39 NA NA NA NA 183 45 NA NA NA NA 184 52 NA NA NA NA 185 28 NA NA NA NA 186 40 NA NA NA NA 187 62 NA NA NA NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2011/May/14/t1305379703d2n3y5x6g663ot0/1xy7w1305379911.png (open in new window) http://www.freestatistics.org/blog/date/2011/May/14/t1305379703d2n3y5x6g663ot0/1xy7w1305379911.ps (open in new window) http://www.freestatistics.org/blog/date/2011/May/14/t1305379703d2n3y5x6g663ot0/208zr1305379911.png (open in new window) http://www.freestatistics.org/blog/date/2011/May/14/t1305379703d2n3y5x6g663ot0/208zr1305379911.ps (open in new window) http://www.freestatistics.org/blog/date/2011/May/14/t1305379703d2n3y5x6g663ot0/30yrl1305379911.png (open in new window) http://www.freestatistics.org/blog/date/2011/May/14/t1305379703d2n3y5x6g663ot0/30yrl1305379911.ps (open in new window) http://www.freestatistics.org/blog/date/2011/May/14/t1305379703d2n3y5x6g663ot0/495yn1305379911.png (open in new window) http://www.freestatistics.org/blog/date/2011/May/14/t1305379703d2n3y5x6g663ot0/495yn1305379911.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

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