| Classical Decomposition eigen reeks - Wouters Danai | | 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 07:39:49 -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/t12112044442a2js6uzdwua45z.htm/, Retrieved Mon, 19 May 2008 15:40:50 +0200 | | | | User-defined keywords: | | | | | Dataseries X: | | » Textbox « » Textfile « » CSV « | | 4356,5
4340,3
4321,5
4302,8
4285,7
4270,5
4253
4236,9
4231,6
4223,7
4209,2
4192,5
4178,5
4167
4159
4148,1
4142,7
4147,6
4146,1
4141
4142,4
4149
4145,3
4154,7
4157,9
4146,7
4140,1
4125,8
4102,7
4076,7
4060,5
4041,7
4016,2
3997,2
3993
3991,3
3971,8
3947,3
3929,8
3914,7
3902,8
3893,3
3887,1
3881,8
3883,4
3883,2
3876,4
3872,4
3872,6
3868,7
3858,7
3818,2
3810,3
3806,8
3811,4
3818,2
3826,8
3833,6
3833
3839,5
3855,1
3860,4
3855,8
3856,3
3861,6
3858,4
3854,1
3851,8
3851,3
3844,8
3833,3
3826,9
3813,1
3795,5
3779,7
3765,5
3747,7
3735,4
3735,8
3705,8
3674,3
3665,8
3652,5
3649,7
3649,5
3647,3
3646,8
3640,6
3629,5
3618,4
3611,9
3611,4
3607,7
3606,9
3603,9
3596,9
3604,2
3612,2
3623,5
3639
3647,5
3660,6
3679,4
3691,4
3697,4
3707,1
3722,7
| | | | Text written by user: | | | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 4356.5 | NA | NA | 10.9116898148149 | NA | | 2 | 4340.3 | NA | NA | 7.62488425925908 | NA | | 3 | 4321.5 | NA | NA | 4.76655092592627 | NA | | 4 | 4302.8 | NA | NA | -3.23900462962951 | NA | | 5 | 4285.7 | NA | NA | -5.63206018518526 | NA | | 6 | 4270.5 | NA | NA | -6.26331018518524 | NA | | 7 | 4253 | 4258.57974537037 | 4261.26666666667 | -2.68692129629633 | -5.57974537036898 | | 8 | 4236.9 | 4242.10821759259 | 4246.62916666667 | -4.52094907407387 | -5.20821759259343 | | 9 | 4231.6 | 4227.63252314815 | 4232.6375 | -5.00497685185211 | 3.96747685185255 | | 10 | 4223.7 | 4218.03043981481 | 4219.42083333333 | -1.39039351851855 | 5.66956018518522 | | 11 | 4209.2 | 4206.03113425926 | 4207.01666666667 | -0.985532407407416 | 3.16886574074124 | | 12 | 4192.5 | 4202.35752314815 | 4195.9375 | 6.42002314814807 | -9.85752314814727 | | 13 | 4178.5 | 4197.27418981481 | 4186.3625 | 10.9116898148149 | -18.7741898148142 | | 14 | 4167 | 4185.53738425926 | 4177.9125 | 7.62488425925908 | -18.5373842592589 | | 15 | 4159 | 4174.96655092593 | 4170.2 | 4.76655092592627 | -15.9665509259257 | | 16 | 4148.1 | 4160.1318287037 | 4163.37083333333 | -3.23900462962951 | -12.0318287037035 | | 17 | 4142.7 | 4151.96377314815 | 4157.59583333333 | -5.63206018518526 | -9.26377314814908 | | 18 | 4147.6 | 4147.09502314815 | 4153.35833333333 | -6.26331018518524 | 0.504976851852007 | | 19 | 4146.1 | 4148.2380787037 | 4150.925 | -2.68692129629633 | -2.13807870370329 | | 20 | 4141 | 4144.69988425926 | 4149.22083333333 | -4.52094907407387 | -3.69988425925931 | | 21 | 4142.4 | 4142.58252314815 | 4147.5875 | -5.00497685185211 | -0.182523148147993 | | 22 | 4149 | 4144.48043981481 | 4145.87083333333 | -1.39039351851855 | 4.51956018518649 | | 23 | 4145.3 | 4142.28946759259 | 4143.275 | -0.985532407407416 | 3.01053240740839 | | 24 | 4154.7 | 4145.07418981481 | 4138.65416666667 | 6.42002314814807 | 9.6258101851854 | | 25 | 4157.9 | 4143.04502314815 | 4132.13333333333 | 10.9116898148149 | 14.8549768518515 | | 26 | 4146.7 | 4132.05405092593 | 4124.42916666667 | 7.62488425925908 | 14.6459490740735 | | 27 | 4140.1 | 4119.79988425926 | 4115.03333333333 | 4.76655092592627 | 20.3001157407416 | | 28 | 4125.8 | 4100.21099537037 | 4103.45 | -3.23900462962951 | 25.5890046296299 | | 29 | 4102.7 | 4085.14710648148 | 4090.77916666667 | -5.63206018518526 | 17.5528935185184 | | 30 | 4076.7 | 4071.36168981481 | 4077.625 | -6.26331018518524 | 5.33831018518504 | | 31 | 4060.5 | 4060.3755787037 | 4063.0625 | -2.68692129629633 | 0.124421296296532 | | 32 | 4041.7 | 4042.47905092593 | 4047 | -4.52094907407387 | -0.77905092592573 | | 33 | 4016.2 | 4024.92418981481 | 4029.92916666667 | -5.00497685185211 | -8.72418981481496 | | 34 | 3997.2 | 4010.98043981481 | 4012.37083333333 | -1.39039351851855 | -13.7804398148146 | | 35 | 3993 | 3994.26030092593 | 3995.24583333333 | -0.985532407407416 | -1.26030092592600 | | 36 | 3991.3 | 3985.69502314815 | 3979.275 | 6.42002314814807 | 5.60497685185192 | | 37 | 3971.8 | 3975.32002314815 | 3964.40833333333 | 10.9116898148149 | -3.52002314814808 | | 38 | 3947.3 | 3958.14571759259 | 3950.52083333333 | 7.62488425925908 | -10.8457175925928 | | 39 | 3929.8 | 3943.09155092593 | 3938.325 | 4.76655092592627 | -13.291550925926 | | 40 | 3914.7 | 3924.80266203704 | 3928.04166666667 | -3.23900462962951 | -10.1026620370376 | | 41 | 3902.8 | 3912.80127314815 | 3918.43333333333 | -5.63206018518526 | -10.0012731481479 | | 42 | 3893.3 | 3902.35752314815 | 3908.62083333333 | -6.26331018518524 | -9.057523148148 | | 43 | 3887.1 | 3896.84641203704 | 3899.53333333333 | -2.68692129629633 | -9.7464120370364 | | 44 | 3881.8 | 3887.60405092593 | 3892.125 | -4.52094907407387 | -5.80405092592537 | | 45 | 3883.4 | 3880.88252314815 | 3885.8875 | -5.00497685185211 | 2.51747685185182 | | 46 | 3883.2 | 3877.51377314815 | 3878.90416666667 | -1.39039351851855 | 5.68622685185119 | | 47 | 3876.4 | 3870.04363425926 | 3871.02916666667 | -0.985532407407416 | 6.35636574074033 | | 48 | 3872.4 | 3869.99085648148 | 3863.57083333333 | 6.42002314814807 | 2.40914351851825 | | 49 | 3872.6 | 3867.72418981481 | 3856.8125 | 10.9116898148149 | 4.8758101851854 | | 50 | 3868.7 | 3858.63321759259 | 3851.00833333333 | 7.62488425925908 | 10.0667824074071 | | 51 | 3858.7 | 3850.76655092593 | 3846 | 4.76655092592627 | 7.9334490740739 | | 52 | 3818.2 | 3838.33599537037 | 3841.575 | -3.23900462962951 | -20.1359953703704 | | 53 | 3810.3 | 3832.06793981481 | 3837.7 | -5.63206018518526 | -21.7679398148143 | | 54 | 3806.8 | 3828.25752314815 | 3834.52083333333 | -6.26331018518524 | -21.4575231481485 | | 55 | 3811.4 | 3829.73391203704 | 3832.42083333333 | -2.68692129629633 | -18.3339120370374 | | 56 | 3818.2 | 3826.82488425926 | 3831.34583333333 | -4.52094907407387 | -8.62488425925949 | | 57 | 3826.8 | 3825.87418981482 | 3830.87916666667 | -5.00497685185211 | 0.925810185184673 | | 58 | 3833.6 | 3830.95543981482 | 3832.34583333333 | -1.39039351851855 | 2.64456018518467 | | 59 | 3833 | 3835.08530092593 | 3836.07083333333 | -0.985532407407416 | -2.08530092592582 | | 60 | 3839.5 | 3846.77835648148 | 3840.35833333333 | 6.42002314814807 | -7.27835648148175 | | 61 | 3855.1 | 3855.19918981482 | 3844.2875 | 10.9116898148149 | -0.0991898148154178 | | 62 | 3860.4 | 3855.09155092593 | 3847.46666666667 | 7.62488425925908 | 5.30844907407436 | | 63 | 3855.8 | 3854.65405092593 | 3849.8875 | 4.76655092592627 | 1.14594907407445 | | 64 | 3856.3 | 3848.13599537037 | 3851.375 | -3.23900462962951 | 8.1640046296302 | | 65 | 3861.6 | 3846.22210648148 | 3851.85416666667 | -5.63206018518526 | 15.3778935185182 | | 66 | 3858.4 | 3845.07835648148 | 3851.34166666667 | -6.26331018518524 | 13.3216435185186 | | 67 | 3854.1 | 3846.37974537037 | 3849.06666666667 | -2.68692129629633 | 7.72025462962984 | | 68 | 3851.8 | 3840.09155092593 | 3844.6125 | -4.52094907407387 | 11.7084490740745 | | 69 | 3851.3 | 3833.73252314815 | 3838.7375 | -5.00497685185211 | 17.5674768518525 | | 70 | 3844.8 | 3830.39293981481 | 3831.78333333333 | -1.39039351851855 | 14.4070601851859 | | 71 | 3833.3 | 3822.26863425926 | 3823.25416666667 | -0.985532407407416 | 11.0313657407410 | | 72 | 3826.9 | 3819.80335648148 | 3813.38333333333 | 6.42002314814807 | 7.0966435185187 | | 73 | 3813.1 | 3814.24085648148 | 3803.32916666667 | 10.9116898148149 | -1.14085648148102 | | 74 | 3795.5 | 3799.94155092593 | 3792.31666666667 | 7.62488425925908 | -4.44155092592518 | | 75 | 3779.7 | 3783.62488425926 | 3778.85833333333 | 4.76655092592627 | -3.92488425925922 | | 76 | 3765.5 | 3760.78599537037 | 3764.025 | -3.23900462962951 | 4.71400462963038 | | 77 | 3747.7 | 3743.40127314815 | 3749.03333333333 | -5.63206018518526 | 4.29872685185273 | | 78 | 3735.4 | 3727.85335648148 | 3734.11666666667 | -6.26331018518524 | 7.54664351851943 | | 79 | 3735.8 | 3717.22974537037 | 3719.91666666667 | -2.68692129629633 | 18.5702546296307 | | 80 | 3705.8 | 3702.40405092593 | 3706.925 | -4.52094907407387 | 3.39594907407445 | | 81 | 3674.3 | 3690.20752314815 | 3695.2125 | -5.00497685185211 | -15.9075231481479 | | 82 | 3665.8 | 3683.08043981481 | 3684.47083333333 | -1.39039351851855 | -17.2804398148146 | | 83 | 3652.5 | 3673.35613425926 | 3674.34166666667 | -0.985532407407416 | -20.8561342592589 | | 84 | 3649.7 | 3670.96168981481 | 3664.54166666667 | 6.42002314814807 | -21.2616898148144 | | 85 | 3649.5 | 3665.41585648148 | 3654.50416666667 | 10.9116898148149 | -15.9158564814820 | | 86 | 3647.3 | 3653.03321759259 | 3645.40833333333 | 7.62488425925908 | -5.73321759259215 | | 87 | 3646.8 | 3643.46655092593 | 3638.7 | 4.76655092592627 | 3.33344907407354 | | 88 | 3640.6 | 3630.23182870370 | 3633.47083333333 | -3.23900462962951 | 10.3681712962957 | | 89 | 3629.5 | 3623.35960648148 | 3628.99166666667 | -5.63206018518526 | 6.14039351851852 | | 90 | 3618.4 | 3618.50335648148 | 3624.76666666667 | -6.26331018518524 | -0.103356481481114 | | 91 | 3611.9 | 3617.99224537037 | 3620.67916666667 | -2.68692129629633 | -6.09224537037016 | | 92 | 3611.4 | 3612.80821759259 | 3617.32916666667 | -4.52094907407387 | -1.40821759259279 | | 93 | 3607.7 | 3609.89085648148 | 3614.89583333333 | -5.00497685185211 | -2.19085648148166 | | 94 | 3606.9 | 3612.46793981482 | 3613.85833333333 | -1.39039351851855 | -5.56793981481496 | | 95 | 3603.9 | 3613.55613425926 | 3614.54166666667 | -0.985532407407416 | -9.65613425925858 | | 96 | 3596.9 | 3623.47002314815 | 3617.05 | 6.42002314814807 | -26.5700231481474 | | 97 | 3604.2 | NA | 3621.62083333333 | NA | NA | | 98 | 3612.2 | NA | 3627.76666666667 | NA | NA | | 99 | 3623.5 | NA | 3634.8375 | NA | NA | | 100 | 3639 | NA | 3642.75 | NA | NA | | 101 | 3647.5 | NA | 3651.875 | NA | NA | | 102 | 3660.6 | NA | NA | NA | NA | | 103 | 3679.4 | NA | NA | NA | NA | | 104 | 3691.4 | NA | NA | NA | NA | | 105 | 3697.4 | NA | NA | NA | NA | | 106 | 3707.1 | NA | NA | NA | NA | | 107 | 3722.7 | NA | NA | NA | NA |
| | | Charts produced by software: |  | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t12112044442a2js6uzdwua45z/1cax81211204386.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t12112044442a2js6uzdwua45z/1cax81211204386.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t12112044442a2js6uzdwua45z/26x8i1211204386.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t12112044442a2js6uzdwua45z/26x8i1211204386.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t12112044442a2js6uzdwua45z/33af21211204386.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t12112044442a2js6uzdwua45z/33af21211204386.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t12112044442a2js6uzdwua45z/4eyrc1211204386.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t12112044442a2js6uzdwua45z/4eyrc1211204386.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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