| Nietje van Santfoort-decompositie-prijzen jogging | | R Software Module: rwasp_decompose.wasp (opens new window with default values) | | Title produced by software: Classical Decomposition | | Date of computation: Sat, 17 May 2008 10:33:15 -0600 | | | | Cite this page as follows: | | Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2008/May/17/t1211042030k3e9yj6jyhlrdrl.htm/, Retrieved Sat, 17 May 2008 18:33:56 +0200 | | | | User-defined keywords: | | | | | Dataseries X: | | » Textbox « » Textfile « » CSV « | | 71,42
71,47
71,64
71,55
71,62
71,65
71,65
71,65
71,6
71,7
71,73
71,83
71,83
71,87
71,91
71,99
72,1
72,12
72,12
72,12
72,25
72,59
72,72
72,76
72,76
72,91
73
73,16
73,16
73,11
73,11
73,33
73,51
73,66
73,65
73,65
73,65
73,65
73,71
73,73
73,85
73,77
73,77
73,78
73,88
74,3
74,53
74,71
74,71
74,78
74,9
74,65
74,65
74,53
74,53
74,53
74,65
74,85
74,96
74,96
74,96
75,19
74,98
75,54
75,61
75,59
75,58
75,44
75,37
75,22
75,33
75,33
| | | | Text written by user: | | | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 71.42 | NA | NA | 0.0641232638888839 | NA | | 2 | 71.47 | NA | NA | 0.06912326388889 | NA | | 3 | 71.64 | NA | NA | 0.084852430555553 | NA | | 4 | 71.55 | NA | NA | 0.0227690972222157 | NA | | 5 | 71.62 | NA | NA | 0.013810763888887 | NA | | 6 | 71.65 | NA | NA | -0.109939236111111 | NA | | 7 | 71.65 | 71.4677690972222 | 71.6429166666667 | -0.175147569444438 | 0.182230902777789 | | 8 | 71.65 | 71.4918315972222 | 71.6766666666667 | -0.184835069444440 | 0.158168402777790 | | 9 | 71.6 | 71.5856857638889 | 71.7045833333333 | -0.118897569444443 | 0.0143142361111046 | | 10 | 71.7 | 71.8238107638889 | 71.7341666666667 | 0.0896440972222224 | -0.123810763888883 | | 11 | 71.73 | 71.9036024305556 | 71.7725 | 0.131102430555561 | -0.173602430555547 | | 12 | 71.83 | 71.9254774305555 | 71.8120833333333 | 0.113394097222219 | -0.0954774305555475 | | 13 | 71.83 | 71.9153732638889 | 71.85125 | 0.0641232638888839 | -0.085373263888897 | | 14 | 71.87 | 71.9595399305556 | 71.8904166666667 | 0.06912326388889 | -0.0895399305555458 | | 15 | 71.91 | 72.0219357638889 | 71.9370833333333 | 0.084852430555553 | -0.111935763888894 | | 16 | 71.99 | 72.0240190972222 | 72.00125 | 0.0227690972222157 | -0.0340190972222132 | | 17 | 72.1 | 72.0933940972222 | 72.0795833333333 | 0.013810763888887 | 0.00660590277777828 | | 18 | 72.12 | 72.0496440972222 | 72.1595833333333 | -0.109939236111111 | 0.0703559027777771 | | 19 | 72.12 | 72.0619357638889 | 72.2370833333333 | -0.175147569444438 | 0.0580642361111074 | | 20 | 72.12 | 72.1343315972222 | 72.3191666666667 | -0.184835069444440 | -0.0143315972222098 | | 21 | 72.25 | 72.2890190972222 | 72.4079166666667 | -0.118897569444443 | -0.0390190972222229 | | 22 | 72.59 | 72.5917274305556 | 72.5020833333333 | 0.0896440972222224 | -0.00172743055554747 | | 23 | 72.72 | 72.7261024305556 | 72.595 | 0.131102430555561 | -0.0061024305555577 | | 24 | 72.76 | 72.7938107638889 | 72.6804166666667 | 0.113394097222219 | -0.0338107638888658 | | 25 | 72.76 | 72.8270399305555 | 72.7629166666667 | 0.0641232638888839 | -0.0670399305555378 | | 26 | 72.91 | 72.9237065972222 | 72.8545833333333 | 0.06912326388889 | -0.0137065972222103 | | 27 | 73 | 73.0423524305556 | 72.9575 | 0.084852430555553 | -0.0423524305555674 | | 28 | 73.16 | 73.0773524305555 | 73.0545833333333 | 0.0227690972222157 | 0.0826475694444468 | | 29 | 73.16 | 73.1517274305556 | 73.1379166666667 | 0.013810763888887 | 0.00827256944444343 | | 30 | 73.11 | 73.1038107638889 | 73.21375 | -0.109939236111111 | 0.00618923611112621 | | 31 | 73.11 | 73.1127690972222 | 73.2879166666667 | -0.175147569444438 | -0.0027690972222274 | | 32 | 73.33 | 73.1709982638889 | 73.3558333333333 | -0.184835069444440 | 0.159001736111122 | | 33 | 73.51 | 73.2973524305556 | 73.41625 | -0.118897569444443 | 0.212647569444442 | | 34 | 73.66 | 73.5592274305556 | 73.4695833333333 | 0.0896440972222224 | 0.100772569444445 | | 35 | 73.65 | 73.6531857638889 | 73.5220833333333 | 0.131102430555561 | -0.00318576388887948 | | 36 | 73.65 | 73.6917274305556 | 73.5783333333333 | 0.113394097222219 | -0.0417274305555537 | | 37 | 73.65 | 73.6974565972222 | 73.6333333333333 | 0.0641232638888839 | -0.0474565972222223 | | 38 | 73.65 | 73.7487065972222 | 73.6795833333333 | 0.06912326388889 | -0.0987065972222183 | | 39 | 73.71 | 73.7986024305556 | 73.71375 | 0.084852430555553 | -0.088602430555568 | | 40 | 73.73 | 73.7786024305556 | 73.7558333333333 | 0.0227690972222157 | -0.0486024305555475 | | 41 | 73.85 | 73.8329774305556 | 73.8191666666667 | 0.013810763888887 | 0.0170225694444355 | | 42 | 73.77 | 73.7900607638889 | 73.9 | -0.109939236111111 | -0.0200607638888926 | | 43 | 73.77 | 73.8131857638889 | 73.9883333333333 | -0.175147569444438 | -0.0431857638888999 | | 44 | 73.78 | 73.8947482638889 | 74.0795833333333 | -0.184835069444440 | -0.114748263888885 | | 45 | 73.88 | 74.0573524305556 | 74.17625 | -0.118897569444443 | -0.177352430555558 | | 46 | 74.3 | 74.3538107638889 | 74.2641666666667 | 0.0896440972222224 | -0.0538107638888903 | | 47 | 74.53 | 74.4669357638889 | 74.3358333333333 | 0.131102430555561 | 0.0630642361111171 | | 48 | 74.71 | 74.5142274305556 | 74.4008333333333 | 0.113394097222219 | 0.195772569444443 | | 49 | 74.71 | 74.5282899305556 | 74.4641666666667 | 0.0641232638888839 | 0.181710069444421 | | 50 | 74.78 | 74.5962065972222 | 74.5270833333333 | 0.06912326388889 | 0.183793402777781 | | 51 | 74.9 | 74.6752690972222 | 74.5904166666667 | 0.084852430555553 | 0.224730902777793 | | 52 | 74.65 | 74.6681857638889 | 74.6454166666667 | 0.0227690972222157 | -0.0181857638888800 | | 53 | 74.65 | 74.7000607638889 | 74.68625 | 0.013810763888887 | -0.0500607638888653 | | 54 | 74.53 | 74.6046440972222 | 74.7145833333333 | -0.109939236111111 | -0.0746440972222047 | | 55 | 74.53 | 74.5602690972222 | 74.7354166666667 | -0.175147569444438 | -0.0302690972222166 | | 56 | 74.53 | 74.5780815972222 | 74.7629166666667 | -0.184835069444440 | -0.0480815972222217 | | 57 | 74.65 | 74.6644357638889 | 74.7833333333333 | -0.118897569444443 | -0.0144357638888835 | | 58 | 74.85 | 74.9133940972222 | 74.82375 | 0.0896440972222224 | -0.0633940972222149 | | 59 | 74.96 | 75.0319357638889 | 74.9008333333333 | 0.131102430555561 | -0.071935763888888 | | 60 | 74.96 | 75.0983940972222 | 74.985 | 0.113394097222219 | -0.138394097222218 | | 61 | 74.96 | 75.1370399305556 | 75.0729166666667 | 0.0641232638888839 | -0.177039930555566 | | 62 | 75.19 | 75.2237065972222 | 75.1545833333333 | 0.06912326388889 | -0.0337065972222206 | | 63 | 74.98 | 75.3073524305556 | 75.2225 | 0.084852430555553 | -0.32735243055555 | | 64 | 75.54 | 75.2906857638889 | 75.2679166666667 | 0.0227690972222157 | 0.249314236111118 | | 65 | 75.61 | 75.3125607638889 | 75.29875 | 0.013810763888887 | 0.297439236111103 | | 66 | 75.59 | 75.2196440972222 | 75.3295833333333 | -0.109939236111111 | 0.370355902777789 | | 67 | 75.58 | NA | NA | -0.175147569444438 | NA | | 68 | 75.44 | NA | NA | -0.184835069444440 | NA | | 69 | 75.37 | NA | NA | -0.118897569444443 | NA | | 70 | 75.22 | NA | NA | 0.0896440972222224 | NA | | 71 | 75.33 | NA | NA | 0.131102430555561 | NA | | 72 | 75.33 | NA | NA | 0.113394097222219 | NA |
| | | Charts produced by software: |  | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/17/t1211042030k3e9yj6jyhlrdrl/1kcut1211041993.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/17/t1211042030k3e9yj6jyhlrdrl/1kcut1211041993.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/17/t1211042030k3e9yj6jyhlrdrl/2ucay1211041993.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/17/t1211042030k3e9yj6jyhlrdrl/2ucay1211041993.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/17/t1211042030k3e9yj6jyhlrdrl/3ffek1211041993.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/17/t1211042030k3e9yj6jyhlrdrl/3ffek1211041993.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/17/t1211042030k3e9yj6jyhlrdrl/466cn1211041993.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/17/t1211042030k3e9yj6jyhlrdrl/466cn1211041993.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')
| | |
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This work is licensed under a
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