| opgave 9 oef 2 | | R Software Module: rwasp_decompose.wasp (opens new window with default values) | | Title produced by software: Classical Decomposition | | Date of computation: Mon, 19 May 2008 07:01:06 -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/19/t1211202387mr17v9saxfe2drn.htm/, Retrieved Mon, 19 May 2008 15:06:32 +0200 | | | | User-defined keywords: | | | | | Dataseries X: | | » Textbox « » Textfile « » CSV « | | 3,42
3,42
3,43
3,47
3,51
3,52
3,52
3,52
3,52
3,52
3,52
3,52
3,52
3,52
3,58
3,6
3,61
3,61
3,61
3,63
3,68
3,69
3,69
3,69
3,69
3,69
3,69
3,69
3,69
3,78
3,79
3,79
3,8
3,8
3,8
3,8
3,81
3,95
3,99
4
4,06
4,16
4,19
4,2
4,2
4,2
4,2
4,2
4,23
4,38
4,43
4,44
4,44
4,44
4,44
4,44
4,45
4,45
4,45
4,45
4,45
4,45
4,45
4,45
4,46
4,46
4,46
4,48
4,58
4,67
4,68
4,68
| | | | Text written by user: | | | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 3.42 | NA | NA | -0.0538715277777776 | NA | | 2 | 3.42 | NA | NA | -0.000538194444444399 | NA | | 3 | 3.43 | NA | NA | 0.0176909722222225 | NA | | 4 | 3.47 | NA | NA | 0.00831597222222232 | NA | | 5 | 3.51 | NA | NA | 0.00644097222222236 | NA | | 6 | 3.52 | NA | NA | 0.0345659722222221 | NA | | 7 | 3.52 | 3.52019097222222 | 3.495 | 0.0251909722222223 | -0.000190972222222641 | | 8 | 3.52 | 3.51664930555556 | 3.50333333333333 | 0.013315972222222 | 0.00335069444444436 | | 9 | 3.52 | 3.52581597222222 | 3.51375 | 0.0120659722222222 | -0.00581597222222285 | | 10 | 3.52 | 3.52206597222222 | 3.52541666666667 | -0.00335069444444439 | -0.00206597222222316 | | 11 | 3.52 | 3.51394097222222 | 3.535 | -0.0210590277777779 | 0.006059027777777 | | 12 | 3.52 | 3.50414930555556 | 3.54291666666667 | -0.0387673611111114 | 0.0158506944444441 | | 13 | 3.52 | 3.49654513888889 | 3.55041666666667 | -0.0538715277777776 | 0.0234548611111105 | | 14 | 3.52 | 3.55821180555556 | 3.55875 | -0.000538194444444399 | -0.038211805555556 | | 15 | 3.58 | 3.58769097222222 | 3.57 | 0.0176909722222225 | -0.00769097222222248 | | 16 | 3.6 | 3.59206597222222 | 3.58375 | 0.00831597222222232 | 0.00793402777777752 | | 17 | 3.61 | 3.60435763888889 | 3.59791666666667 | 0.00644097222222236 | 0.00564236111111116 | | 18 | 3.61 | 3.64664930555556 | 3.61208333333333 | 0.0345659722222221 | -0.0366493055555552 | | 19 | 3.61 | 3.65144097222222 | 3.62625 | 0.0251909722222223 | -0.041440972222222 | | 20 | 3.63 | 3.65373263888889 | 3.64041666666667 | 0.013315972222222 | -0.0237326388888883 | | 21 | 3.68 | 3.66414930555556 | 3.65208333333333 | 0.0120659722222222 | 0.0158506944444445 | | 22 | 3.69 | 3.65706597222222 | 3.66041666666667 | -0.00335069444444439 | 0.0329340277777774 | | 23 | 3.69 | 3.64644097222222 | 3.6675 | -0.0210590277777779 | 0.0435590277777775 | | 24 | 3.69 | 3.63914930555556 | 3.67791666666667 | -0.0387673611111114 | 0.0508506944444438 | | 25 | 3.69 | 3.63862847222222 | 3.6925 | -0.0538715277777776 | 0.0513715277777766 | | 26 | 3.69 | 3.70612847222222 | 3.70666666666667 | -0.000538194444444399 | -0.0161284722222232 | | 27 | 3.69 | 3.73602430555556 | 3.71833333333333 | 0.0176909722222225 | -0.0460243055555565 | | 28 | 3.69 | 3.73623263888889 | 3.72791666666667 | 0.00831597222222232 | -0.0462326388888896 | | 29 | 3.69 | 3.74352430555556 | 3.73708333333333 | 0.00644097222222236 | -0.0535243055555563 | | 30 | 3.78 | 3.78081597222222 | 3.74625 | 0.0345659722222221 | -0.00081597222222296 | | 31 | 3.79 | 3.78102430555556 | 3.75583333333333 | 0.0251909722222223 | 0.00897569444444413 | | 32 | 3.79 | 3.78498263888889 | 3.77166666666667 | 0.013315972222222 | 0.00501736111111128 | | 33 | 3.8 | 3.80706597222222 | 3.795 | 0.0120659722222222 | -0.0070659722222226 | | 34 | 3.8 | 3.81706597222222 | 3.82041666666667 | -0.00335069444444439 | -0.0170659722222224 | | 35 | 3.8 | 3.82769097222222 | 3.84875 | -0.0210590277777779 | -0.0276909722222221 | | 36 | 3.8 | 3.84123263888889 | 3.88 | -0.0387673611111114 | -0.0412326388888880 | | 37 | 3.81 | 3.85862847222222 | 3.9125 | -0.0538715277777776 | -0.0486284722222212 | | 38 | 3.95 | 3.94571180555555 | 3.94625 | -0.000538194444444399 | 0.00428819444444573 | | 39 | 3.99 | 3.99769097222222 | 3.98 | 0.0176909722222225 | -0.0076909722222207 | | 40 | 4 | 4.02164930555556 | 4.01333333333333 | 0.00831597222222232 | -0.0216493055555551 | | 41 | 4.06 | 4.05310763888889 | 4.04666666666667 | 0.00644097222222236 | 0.00689236111111136 | | 42 | 4.16 | 4.11456597222222 | 4.08 | 0.0345659722222221 | 0.0454340277777776 | | 43 | 4.19 | 4.13935763888889 | 4.11416666666667 | 0.0251909722222223 | 0.0506423611111115 | | 44 | 4.2 | 4.16289930555556 | 4.14958333333333 | 0.013315972222222 | 0.0371006944444439 | | 45 | 4.2 | 4.19789930555556 | 4.18583333333333 | 0.0120659722222222 | 0.00210069444444461 | | 46 | 4.2 | 4.21914930555556 | 4.2225 | -0.00335069444444439 | -0.0191493055555556 | | 47 | 4.2 | 4.23560763888889 | 4.25666666666667 | -0.0210590277777779 | -0.0356076388888891 | | 48 | 4.2 | 4.24539930555556 | 4.28416666666667 | -0.0387673611111114 | -0.0453993055555557 | | 49 | 4.23 | 4.25237847222222 | 4.30625 | -0.0538715277777776 | -0.022378472222222 | | 50 | 4.38 | 4.32612847222222 | 4.32666666666667 | -0.000538194444444399 | 0.053871527777777 | | 51 | 4.43 | 4.36477430555556 | 4.34708333333333 | 0.0176909722222225 | 0.065225694444444 | | 52 | 4.44 | 4.37623263888889 | 4.36791666666667 | 0.00831597222222232 | 0.0637673611111111 | | 53 | 4.44 | 4.39519097222222 | 4.38875 | 0.00644097222222236 | 0.0448090277777782 | | 54 | 4.44 | 4.44414930555556 | 4.40958333333333 | 0.0345659722222221 | -0.00414930555555593 | | 55 | 4.44 | 4.45435763888889 | 4.42916666666667 | 0.0251909722222223 | -0.0143576388888889 | | 56 | 4.44 | 4.45456597222222 | 4.44125 | 0.013315972222222 | -0.0145659722222229 | | 57 | 4.45 | 4.45706597222222 | 4.445 | 0.0120659722222222 | -0.0070659722222226 | | 58 | 4.45 | 4.44289930555556 | 4.44625 | -0.00335069444444439 | 0.0071006944444445 | | 59 | 4.45 | 4.42644097222222 | 4.4475 | -0.0210590277777779 | 0.0235590277777771 | | 60 | 4.45 | 4.41039930555556 | 4.44916666666667 | -0.0387673611111114 | 0.0396006944444443 | | 61 | 4.45 | 4.39696180555556 | 4.45083333333333 | -0.0538715277777776 | 0.0530381944444436 | | 62 | 4.45 | 4.45279513888889 | 4.45333333333333 | -0.000538194444444399 | -0.00279513888888960 | | 63 | 4.45 | 4.47810763888889 | 4.46041666666667 | 0.0176909722222225 | -0.0281076388888906 | | 64 | 4.45 | 4.48331597222222 | 4.475 | 0.00831597222222232 | -0.0333159722222236 | | 65 | 4.46 | 4.50019097222222 | 4.49375 | 0.00644097222222236 | -0.0401909722222236 | | 66 | 4.46 | 4.54748263888889 | 4.51291666666667 | 0.0345659722222221 | -0.0874826388888899 | | 67 | 4.46 | NA | NA | 0.0251909722222223 | NA | | 68 | 4.48 | NA | NA | 0.013315972222222 | NA | | 69 | 4.58 | NA | NA | 0.0120659722222222 | NA | | 70 | 4.67 | NA | NA | -0.00335069444444439 | NA | | 71 | 4.68 | NA | NA | -0.0210590277777779 | NA | | 72 | 4.68 | NA | NA | -0.0387673611111114 | NA |
| | | Charts produced by software: |  | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t1211202387mr17v9saxfe2drn/1yof31211202064.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t1211202387mr17v9saxfe2drn/1yof31211202064.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t1211202387mr17v9saxfe2drn/2n5qn1211202064.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t1211202387mr17v9saxfe2drn/2n5qn1211202064.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t1211202387mr17v9saxfe2drn/3bolp1211202064.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t1211202387mr17v9saxfe2drn/3bolp1211202064.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t1211202387mr17v9saxfe2drn/44e611211202064.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t1211202387mr17v9saxfe2drn/44e611211202064.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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