| Sanne Aertgeerts - Sigaretten - Multi | | R Software Module: rwasp_decompose.wasp (opens new window with default values) | | Title produced by software: Classical Decomposition | | Date of computation: Sun, 18 May 2008 14:16:08 -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/18/t12111418422ojy26v21e5y9gc.htm/, Retrieved Sun, 18 May 2008 22:17:26 +0200 | | | | User-defined keywords: | | | | | Dataseries X: | | » Textbox « » Textfile « » CSV « | | 4,68
4,68
4,67
4,58
4,48
4,46
4,46
4,46
4,45
4,45
4,45
4,45
4,45
4,45
4,45
4,45
4,44
4,44
4,44
4,44
4,44
4,43
4,38
4,23
4,2
4,2
4,2
4,2
4,2
4,19
4,16
4,06
4
3,99
3,95
3,81
3,8
3,8
3,8
3,8
3,79
3,79
3,78
3,69
3,69
3,69
3,69
3,69
3,69
3,69
3,69
3,68
3,63
3,61
3,61
3,61
3,6
3,58
3,52
3,52
3,52
3,52
3,52
3,52
3,52
3,52
3,52
3,51
3,47
3,43
3,42
3,42
| | | | Text written by user: | | | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 4.68 | NA | NA | 0.990704281755185 | NA | | 2 | 4.68 | NA | NA | 0.995081361429131 | NA | | 3 | 4.67 | NA | NA | 0.999464552079333 | NA | | 4 | 4.58 | NA | NA | 1.00326872138442 | NA | | 5 | 4.48 | NA | NA | 1.00336794140971 | NA | | 6 | 4.46 | NA | NA | 1.00627418687881 | NA | | 7 | 4.46 | 4.55188553753471 | 4.51291666666667 | 1.00863496353830 | 0.97981374162926 | | 8 | 4.46 | 4.49974550161632 | 4.49375 | 1.00133418672964 | 0.991167166764866 | | 9 | 4.45 | 4.48299751548019 | 4.475 | 1.00178715429725 | 0.992639408037536 | | 10 | 4.45 | 4.47867268496321 | 4.46041666666667 | 1.00409289527433 | 0.993597950334822 | | 11 | 4.45 | 4.45054714734457 | 4.45333333333333 | 0.99937435943366 | 0.999877060656487 | | 12 | 4.45 | 4.39126069076300 | 4.45083333333333 | 0.986615395790228 | 1.01337641132547 | | 13 | 4.45 | 4.40780846690911 | 4.44916666666667 | 0.990704281755185 | 1.0095719978324 | | 14 | 4.45 | 4.42562435495606 | 4.4475 | 0.995081361429131 | 1.00550784320785 | | 15 | 4.45 | 4.44386926468274 | 4.44625 | 0.999464552079333 | 1.00137959398716 | | 16 | 4.45 | 4.45952946655374 | 4.445 | 1.00326872138442 | 0.997863122864147 | | 17 | 4.44 | 4.45620786978589 | 4.44125 | 1.00336794140971 | 0.996362855984394 | | 18 | 4.44 | 4.45695608605075 | 4.42916666666667 | 1.00627418687881 | 0.996195590505408 | | 19 | 4.44 | 4.44765992463575 | 4.40958333333333 | 1.00863496353830 | 0.998277762966247 | | 20 | 4.44 | 4.39460541200971 | 4.38875 | 1.00133418672964 | 1.01032961636697 | | 21 | 4.44 | 4.37572280770753 | 4.36791666666667 | 1.00178715429725 | 1.01468950276724 | | 22 | 4.43 | 4.36487549016545 | 4.34708333333333 | 1.00409289527433 | 1.01492013002004 | | 23 | 4.38 | 4.32395972848297 | 4.32666666666667 | 0.99937435943366 | 1.01296040551624 | | 24 | 4.23 | 4.24861254812167 | 4.30625 | 0.986615395790228 | 0.995619146742412 | | 25 | 4.2 | 4.24434226041951 | 4.28416666666667 | 0.990704281755185 | 0.989552619063496 | | 26 | 4.2 | 4.23572966181667 | 4.25666666666667 | 0.995081361429131 | 0.991564697308528 | | 27 | 4.2 | 4.22023907115498 | 4.2225 | 0.999464552079333 | 0.995204283261269 | | 28 | 4.2 | 4.19951565626161 | 4.18583333333333 | 1.00326872138442 | 1.00011533323793 | | 29 | 4.2 | 4.16355888687472 | 4.14958333333333 | 1.00336794140971 | 1.00875239527419 | | 30 | 4.19 | 4.13997971718393 | 4.11416666666667 | 1.00627418687881 | 1.01208225311067 | | 31 | 4.16 | 4.11523065123625 | 4.08 | 1.00863496353830 | 1.01087894034574 | | 32 | 4.06 | 4.05206567563261 | 4.04666666666667 | 1.00133418672964 | 1.00195809372368 | | 33 | 4 | 4.02050577924629 | 4.01333333333333 | 1.00178715429725 | 0.994899701586765 | | 34 | 3.99 | 3.99628972319184 | 3.98 | 1.00409289527433 | 0.99842610930951 | | 35 | 3.95 | 3.94378106591508 | 3.94625 | 0.99937435943366 | 1.00157689637964 | | 36 | 3.81 | 3.86013273602927 | 3.9125 | 0.986615395790228 | 0.987012691154026 | | 37 | 3.8 | 3.84393261321012 | 3.88 | 0.990704281755185 | 0.988570920036647 | | 38 | 3.8 | 3.82981938980037 | 3.84875 | 0.995081361429131 | 0.992213891370495 | | 39 | 3.8 | 3.81837103250642 | 3.82041666666667 | 0.999464552079333 | 0.99518877753104 | | 40 | 3.8 | 3.80740479765387 | 3.795 | 1.00326872138442 | 0.998055158816202 | | 41 | 3.79 | 3.78436941901697 | 3.77166666666667 | 1.00336794140971 | 1.00148785183464 | | 42 | 3.79 | 3.77939813355235 | 3.75583333333333 | 1.00627418687881 | 1.00280517322415 | | 43 | 3.78 | 3.77859873215534 | 3.74625 | 1.00863496353830 | 1.00037084325275 | | 44 | 3.69 | 3.74206930032423 | 3.73708333333333 | 1.00133418672964 | 0.986085425964795 | | 45 | 3.69 | 3.73457902895729 | 3.72791666666667 | 1.00178715429725 | 0.988063171615427 | | 46 | 3.69 | 3.73355208226172 | 3.71833333333333 | 1.00409289527433 | 0.988334947175737 | | 47 | 3.69 | 3.7043476256341 | 3.70666666666667 | 0.99937435943366 | 0.996126814466651 | | 48 | 3.69 | 3.64307734895542 | 3.6925 | 0.986615395790228 | 1.01287994916112 | | 49 | 3.69 | 3.64372778960543 | 3.67791666666667 | 0.990704281755185 | 1.01269914029434 | | 50 | 3.69 | 3.64946089304134 | 3.6675 | 0.995081361429131 | 1.01110824534001 | | 51 | 3.69 | 3.65845670417373 | 3.66041666666667 | 0.999464552079333 | 1.00862202244741 | | 52 | 3.68 | 3.66402097622268 | 3.65208333333333 | 1.00326872138442 | 1.00436106230860 | | 53 | 3.63 | 3.65267737670694 | 3.64041666666667 | 1.00336794140971 | 0.99379157413366 | | 54 | 3.61 | 3.6490017701693 | 3.62625 | 1.00627418687881 | 0.989311660386645 | | 55 | 3.61 | 3.64327354121396 | 3.61208333333333 | 1.00863496353830 | 0.99086713066215 | | 56 | 3.61 | 3.60271695933769 | 3.59791666666667 | 1.00133418672964 | 1.00202154117143 | | 57 | 3.6 | 3.59015471421277 | 3.58375 | 1.00178715429725 | 1.00274230125745 | | 58 | 3.58 | 3.58461163612936 | 3.57 | 1.00409289527433 | 0.998713490721595 | | 59 | 3.52 | 3.55652350163454 | 3.55875 | 0.99937435943366 | 0.989730560864352 | | 60 | 3.52 | 3.50289574480355 | 3.55041666666667 | 0.986615395790228 | 1.00488289016932 | | 61 | 3.52 | 3.50998271156848 | 3.54291666666667 | 0.990704281755185 | 1.00285394238510 | | 62 | 3.52 | 3.51761261265198 | 3.535 | 0.995081361429131 | 1.00067869535703 | | 63 | 3.52 | 3.52352898964302 | 3.52541666666667 | 0.999464552079333 | 0.998998450231745 | | 64 | 3.52 | 3.5252354697645 | 3.51375 | 1.00326872138442 | 0.998514859557778 | | 65 | 3.52 | 3.51513235473869 | 3.50333333333333 | 1.00336794140971 | 1.00138476870003 | | 66 | 3.52 | 3.51692828314146 | 3.495 | 1.00627418687881 | 1.00087340901242 | | 67 | 3.52 | NA | NA | 1.00863496353830 | NA | | 68 | 3.51 | NA | NA | 1.00133418672964 | NA | | 69 | 3.47 | NA | NA | 1.00178715429725 | NA | | 70 | 3.43 | NA | NA | 1.00409289527433 | NA | | 71 | 3.42 | NA | NA | 0.99937435943366 | NA | | 72 | 3.42 | NA | NA | 0.986615395790228 | NA |
| | | Charts produced by software: |  | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/18/t12111418422ojy26v21e5y9gc/14cfb1211141766.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/18/t12111418422ojy26v21e5y9gc/14cfb1211141766.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/18/t12111418422ojy26v21e5y9gc/26j681211141766.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/18/t12111418422ojy26v21e5y9gc/26j681211141766.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/18/t12111418422ojy26v21e5y9gc/381le1211141766.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/18/t12111418422ojy26v21e5y9gc/381le1211141766.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/18/t12111418422ojy26v21e5y9gc/4frlu1211141766.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/18/t12111418422ojy26v21e5y9gc/4frlu1211141766.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')
| | |
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