| US DOllar per euro-decompositie- Raf Deceulaer | | 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 13:10:23 -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/t1211224270lwut01ooft88wva.htm/, Retrieved Mon, 19 May 2008 21:11:10 +0200 | | | | User-defined keywords: | | | | | Dataseries X: | | » Textbox « » Textfile « » CSV « | | 1,0137
0,9834
0,9643
0,947
0,906
0,9492
0,9397
0,9041
0,8721
0,8552
0,8564
0,8973
0,9383
0,9217
0,9095
0,892
0,8742
0,8532
0,8607
0,9005
0,9111
0,9059
0,8883
0,8924
0,8833
0,87
0,8758
0,8858
0,917
0,9554
0,9922
0,9778
0,9808
0,9811
1,0014
1,0183
1,0622
1,0773
1,0807
1,0848
1,1582
1,1663
1,1372
1,1139
1,1222
1,1692
1,1702
1,2286
1,2613
1,2646
1,2262
1,1985
1,2007
1,2138
1,2266
1,2176
1,2218
1,249
1,2991
1,3408
1,3119
1,3014
1,3201
1,2938
1,2694
1,2165
1,2037
1,2292
1,2256
1,2015
1,1786
1,1856
1,2103
1,1938
1,202
1,2271
1,277
1,265
1,2684
1,2811
1,2727
1,2611
1,2881
1,3213
1,2999
1,3074
1,3242
1,3516
1,3511
1,3419
1,3716
1,3622
1,3896
1,4227
1,4684
1,457
1,4718 | | | | Text written by user: | | | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 1.0137 | NA | NA | 0.0224529513888889 | NA | | 2 | 0.9834 | NA | NA | 0.0111355902777777 | NA | | 3 | 0.9643 | NA | NA | 0.00331892361111117 | NA | | 4 | 0.947 | NA | NA | -0.00766510416666668 | NA | | 5 | 0.906 | NA | NA | 0.00560156250000001 | NA | | 6 | 0.9492 | NA | NA | -0.00472413194444452 | NA | | 7 | 0.9397 | 0.913811979166667 | 0.920891666666667 | -0.00707968749999999 | 0.0258880208333334 | | 8 | 0.9041 | 0.9081265625 | 0.915179166666666 | -0.00705260416666664 | -0.00402656249999978 | | 9 | 0.8721 | 0.9000640625 | 0.910325 | -0.0102609375000000 | -0.0279640624999998 | | 10 | 0.8552 | 0.895017534722222 | 0.90575 | -0.0107324652777778 | -0.0398175347222223 | | 11 | 0.8564 | 0.894547395833333 | 0.902133333333333 | -0.00758593749999995 | -0.0381473958333333 | | 12 | 0.8973 | 0.909400173611111 | 0.896808333333333 | 0.0125918402777778 | -0.0121001736111112 | | 13 | 0.9383 | 0.911969618055556 | 0.889516666666667 | 0.0224529513888889 | 0.0263303819444445 | | 14 | 0.9217 | 0.897210590277778 | 0.886075 | 0.0111355902777777 | 0.0244894097222224 | | 15 | 0.9095 | 0.890868923611111 | 0.88755 | 0.00331892361111117 | 0.0186310763888887 | | 16 | 0.892 | 0.883622395833333 | 0.8912875 | -0.00766510416666668 | 0.00837760416666655 | | 17 | 0.8742 | 0.900330729166667 | 0.894729166666667 | 0.00560156250000001 | -0.0261307291666667 | | 18 | 0.8532 | 0.891130034722222 | 0.895854166666667 | -0.00472413194444452 | -0.0379300347222222 | | 19 | 0.8607 | 0.886278645833333 | 0.893358333333333 | -0.00707968749999999 | -0.0255786458333334 | | 20 | 0.9005 | 0.881859895833333 | 0.8889125 | -0.00705260416666664 | 0.0186401041666666 | | 21 | 0.9111 | 0.875093229166667 | 0.885354166666667 | -0.0102609375000000 | 0.0360067708333334 | | 22 | 0.9059 | 0.872959201388889 | 0.883691666666667 | -0.0107324652777778 | 0.032940798611111 | | 23 | 0.8883 | 0.877630729166667 | 0.885216666666667 | -0.00758593749999995 | 0.0106692708333332 | | 24 | 0.8924 | 0.903850173611111 | 0.891258333333333 | 0.0125918402777778 | -0.0114501736111112 | | 25 | 0.8833 | 0.923448784722222 | 0.900995833333333 | 0.0224529513888889 | -0.0401487847222223 | | 26 | 0.87 | 0.920831423611111 | 0.909695833333333 | 0.0111355902777777 | -0.050831423611111 | | 27 | 0.8758 | 0.919139756944444 | 0.915820833333333 | 0.00331892361111117 | -0.0433397569444445 | | 28 | 0.8858 | 0.914193229166667 | 0.921858333333333 | -0.00766510416666668 | -0.0283932291666665 | | 29 | 0.917 | 0.935305729166667 | 0.929704166666667 | 0.00560156250000001 | -0.0183057291666666 | | 30 | 0.9554 | 0.934938368055555 | 0.9396625 | -0.00472413194444452 | 0.0204616319444447 | | 31 | 0.9922 | 0.9452828125 | 0.9523625 | -0.00707968749999999 | 0.0469171875000001 | | 32 | 0.9778 | 0.9614015625 | 0.968454166666667 | -0.00705260416666664 | 0.0163984375000001 | | 33 | 0.9808 | 0.975368229166667 | 0.985629166666667 | -0.0102609375000000 | 0.00543177083333335 | | 34 | 0.9811 | 0.991725868055556 | 1.00245833333333 | -0.0107324652777778 | -0.0106258680555558 | | 35 | 1.0014 | 1.0132140625 | 1.0208 | -0.00758593749999995 | -0.0118140624999998 | | 36 | 1.0183 | 1.05222934027778 | 1.0396375 | 0.0125918402777778 | -0.0339293402777778 | | 37 | 1.0622 | 1.07691961805556 | 1.05446666666667 | 0.0224529513888889 | -0.0147196180555556 | | 38 | 1.0773 | 1.07731475694444 | 1.06617916666667 | 0.0111355902777777 | -1.47569444446383e-05 | | 39 | 1.0807 | 1.08106059027778 | 1.07774166666667 | 0.00331892361111117 | -0.000360590277777684 | | 40 | 1.0848 | 1.08380572916667 | 1.09147083333333 | -0.00766510416666668 | 0.000994270833333255 | | 41 | 1.1582 | 1.11194322916667 | 1.10634166666667 | 0.00560156250000001 | 0.046256770833333 | | 42 | 1.1663 | 1.11741336805556 | 1.1221375 | -0.00472413194444452 | 0.0488866319444443 | | 43 | 1.1372 | 1.13211614583333 | 1.13919583333333 | -0.00707968749999999 | 0.0050838541666669 | | 44 | 1.1139 | 1.14824322916667 | 1.15529583333333 | -0.00705260416666664 | -0.034343229166667 | | 45 | 1.1222 | 1.1589015625 | 1.1691625 | -0.0102609375000000 | -0.0367015625 | | 46 | 1.1692 | 1.16923003472222 | 1.1799625 | -0.0107324652777778 | -3.0034722221961e-05 | | 47 | 1.1702 | 1.17888489583333 | 1.18647083333333 | -0.00758593749999995 | -0.00868489583333343 | | 48 | 1.2286 | 1.20281267361111 | 1.19022083333333 | 0.0125918402777778 | 0.0257873263888886 | | 49 | 1.2613 | 1.21837795138889 | 1.195925 | 0.0224529513888889 | 0.0429220486111113 | | 50 | 1.2646 | 1.21510642361111 | 1.20397083333333 | 0.0111355902777777 | 0.0494935763888891 | | 51 | 1.2262 | 1.21576059027778 | 1.21244166666667 | 0.00331892361111117 | 0.0104394097222225 | | 52 | 1.1985 | 1.2122515625 | 1.21991666666667 | -0.00766510416666668 | -0.0137515625000002 | | 53 | 1.2007 | 1.2342140625 | 1.2286125 | 0.00560156250000001 | -0.0335140624999999 | | 54 | 1.2138 | 1.23393420138889 | 1.23865833333333 | -0.00472413194444452 | -0.020134201388889 | | 55 | 1.2266 | 1.23836197916667 | 1.24544166666667 | -0.00707968749999999 | -0.0117619791666665 | | 56 | 1.2176 | 1.24203072916667 | 1.24908333333333 | -0.00705260416666664 | -0.0244307291666663 | | 57 | 1.2218 | 1.24426822916667 | 1.25452916666667 | -0.0102609375000000 | -0.0224682291666667 | | 58 | 1.249 | 1.25168003472222 | 1.2624125 | -0.0107324652777778 | -0.00268003472222222 | | 59 | 1.2991 | 1.26165989583333 | 1.26924583333333 | -0.00758593749999995 | 0.0374401041666668 | | 60 | 1.3408 | 1.28481267361111 | 1.27222083333333 | 0.0125918402777778 | 0.055987326388889 | | 61 | 1.3119 | 1.29383211805556 | 1.27137916666667 | 0.0224529513888889 | 0.0180678819444446 | | 62 | 1.3014 | 1.28204392361111 | 1.27090833333333 | 0.0111355902777777 | 0.0193560763888889 | | 63 | 1.3201 | 1.27486892361111 | 1.27155 | 0.00331892361111117 | 0.045231076388889 | | 64 | 1.2938 | 1.2620640625 | 1.26972916666667 | -0.00766510416666668 | 0.0317359374999999 | | 65 | 1.2694 | 1.26833072916667 | 1.26272916666667 | 0.00560156250000001 | 0.00106927083333352 | | 66 | 1.2165 | 1.24651753472222 | 1.25124166666667 | -0.00472413194444452 | -0.0300175347222222 | | 67 | 1.2037 | 1.23346197916667 | 1.24054166666667 | -0.00707968749999999 | -0.0297619791666666 | | 68 | 1.2292 | 1.22477239583333 | 1.231825 | -0.00705260416666664 | 0.00442760416666688 | | 69 | 1.2256 | 1.21215989583333 | 1.22242083333333 | -0.0102609375000000 | 0.0134401041666665 | | 70 | 1.2015 | 1.20398836805556 | 1.21472083333333 | -0.0107324652777778 | -0.00248836805555541 | | 71 | 1.1786 | 1.20467239583333 | 1.21225833333333 | -0.00758593749999995 | -0.0260723958333331 | | 72 | 1.1856 | 1.22718767361111 | 1.21459583333333 | 0.0125918402777778 | -0.0415876736111109 | | 73 | 1.2103 | 1.24176545138889 | 1.2193125 | 0.0224529513888889 | -0.0314654513888892 | | 74 | 1.1938 | 1.23530642361111 | 1.22417083333333 | 0.0111355902777777 | -0.0415064236111111 | | 75 | 1.202 | 1.23161475694444 | 1.22829583333333 | 0.00331892361111117 | -0.0296147569444443 | | 76 | 1.2271 | 1.2250765625 | 1.23274166666667 | -0.00766510416666668 | 0.00202343750000034 | | 77 | 1.277 | 1.2453890625 | 1.2397875 | 0.00560156250000001 | 0.0316109374999998 | | 78 | 1.265 | 1.24528003472222 | 1.25000416666667 | -0.00472413194444452 | 0.0197199652777775 | | 79 | 1.2684 | 1.25231197916667 | 1.25939166666667 | -0.00707968749999999 | 0.0160880208333332 | | 80 | 1.2811 | 1.26080572916667 | 1.26785833333333 | -0.00705260416666664 | 0.0202942708333333 | | 81 | 1.2727 | 1.26742239583333 | 1.27768333333333 | -0.0102609375000000 | 0.00527760416666689 | | 82 | 1.2611 | 1.27723003472222 | 1.2879625 | -0.0107324652777778 | -0.0161300347222220 | | 83 | 1.2881 | 1.2886515625 | 1.2962375 | -0.00758593749999995 | -0.00055156249999988 | | 84 | 1.3213 | 1.31512100694444 | 1.30252916666667 | 0.0125918402777778 | 0.00617899305555558 | | 85 | 1.2999 | 1.33248628472222 | 1.31003333333333 | 0.0224529513888889 | -0.0325862847222222 | | 86 | 1.3074 | 1.32884809027778 | 1.3177125 | 0.0111355902777777 | -0.0214480902777778 | | 87 | 1.3242 | 1.32928142361111 | 1.3259625 | 0.00331892361111117 | -0.00508142361111097 | | 88 | 1.3516 | 1.3299015625 | 1.33756666666667 | -0.00766510416666668 | 0.0216984375 | | 89 | 1.3511 | 1.3574140625 | 1.3518125 | 0.00560156250000001 | -0.00631406249999977 | | 90 | 1.3419 | 1.36025503472222 | 1.36497916666667 | -0.00472413194444452 | -0.0183550347222221 | | 91 | 1.3716 | 1.37071614583333 | 1.37779583333333 | -0.00707968749999999 | 0.000883854166666698 | | 92 | 1.3622 | NA | NA | -0.00705260416666664 | NA | | 93 | 1.3896 | NA | NA | -0.0102609375000000 | NA | | 94 | 1.4227 | NA | NA | -0.0107324652777778 | NA | | 95 | 1.4684 | NA | NA | -0.00758593749999995 | NA | | 96 | 1.457 | NA | NA | 0.0125918402777778 | NA | | 97 | 1.4718 | NA | NA | NA | NA |
| | | Charts produced by software: |  | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t1211224270lwut01ooft88wva/15i1u1211224217.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t1211224270lwut01ooft88wva/15i1u1211224217.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t1211224270lwut01ooft88wva/2rkmd1211224217.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t1211224270lwut01ooft88wva/2rkmd1211224217.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t1211224270lwut01ooft88wva/3p4z21211224217.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t1211224270lwut01ooft88wva/3p4z21211224217.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t1211224270lwut01ooft88wva/49xv41211224217.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t1211224270lwut01ooft88wva/49xv41211224217.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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