| Hans Van de Paer classical decomposition | | 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 13:12:07 -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/t12112244896kzelgynn01aa4p.htm/, Retrieved Mon, 19 May 2008 21:14:49 +0200 | | | | User-defined keywords: | | classical decomposition gem prijs kinderfiets jan 00 - dec 05 | | | | Dataseries X: | | » Textbox « » Textfile « » CSV « | | 217,8
218,79
218,99
219,53
219,55
219,74
219,74
219,74
219,8
219,97
220,07
220,07
220,1
225,8
233,17
233,83
233,63
233,63
233,65
233,8
233,84
233,74
233,88
233,88
233,81
234,68
236,14
236,91
236,87
236,78
236,78
236,9
236,94
236,97
236,96
236,94
236,99
237,24
237,62
237,54
237,41
237,4
237,41
237,28
237,17
237,18
237,18
237,18
236,77
239,23
240,23
240,33
240,33
240,34
240,34
240,27
240,29
240,29
240,29
240,29
240,31
239,95
242,33
242,11
241,53
241,53
241,53
241,41
241,41
241,66
241,8
241,99
| | | | Text written by user: | | | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 217.8 | NA | NA | -2.33953124999998 | NA | | 2 | 218.79 | NA | NA | -0.447968749999971 | NA | | 3 | 218.99 | NA | NA | 1.67723958333333 | NA | | 4 | 219.53 | NA | NA | 1.61463541666665 | NA | | 5 | 219.55 | NA | NA | 1.09984374999999 | NA | | 6 | 219.74 | NA | NA | 0.656093749999991 | NA | | 7 | 219.74 | 219.82078125 | 219.578333333333 | 0.242447916666671 | -0.0807812499999727 | | 8 | 219.74 | 219.86828125 | 219.96625 | -0.0979687499999914 | -0.128281250000015 | | 9 | 219.8 | 220.505885416667 | 220.849166666667 | -0.343281250000003 | -0.705885416666689 | | 10 | 219.97 | 221.495885416667 | 222.035833333333 | -0.539947916666675 | -1.52588541666668 | | 11 | 220.07 | 222.54234375 | 223.218333333333 | -0.675989583333339 | -2.47234375000002 | | 12 | 220.07 | 223.538177083333 | 224.38375 | -0.845572916666667 | -3.46817708333333 | | 13 | 220.1 | 223.202552083333 | 225.542083333333 | -2.33953124999998 | -3.10255208333336 | | 14 | 225.8 | 226.25953125 | 226.7075 | -0.447968749999971 | -0.459531250000026 | | 15 | 233.17 | 229.555572916667 | 227.878333333333 | 1.67723958333333 | 3.61442708333337 | | 16 | 233.83 | 230.65171875 | 229.037083333333 | 1.61463541666665 | 3.17828125000003 | | 17 | 233.63 | 231.28609375 | 230.18625 | 1.09984374999999 | 2.34390625000003 | | 18 | 233.63 | 231.993177083333 | 231.337083333333 | 0.656093749999991 | 1.63682291666669 | | 19 | 233.65 | 232.726197916667 | 232.48375 | 0.242447916666671 | 0.923802083333385 | | 20 | 233.8 | 233.32703125 | 233.425 | -0.0979687499999914 | 0.472968750000007 | | 21 | 233.84 | 233.57546875 | 233.91875 | -0.343281250000003 | 0.264531250000005 | | 22 | 233.74 | 233.630885416667 | 234.170833333333 | -0.539947916666675 | 0.109114583333337 | | 23 | 233.88 | 233.758177083333 | 234.434166666667 | -0.675989583333339 | 0.121822916666673 | | 24 | 233.88 | 233.85484375 | 234.700416666667 | -0.845572916666667 | 0.0251562499999807 | | 25 | 233.81 | 232.622552083333 | 234.962083333333 | -2.33953124999998 | 1.18744791666671 | | 26 | 234.68 | 234.773697916667 | 235.221666666667 | -0.447968749999971 | -0.093697916666656 | | 27 | 236.14 | 237.157239583333 | 235.48 | 1.67723958333333 | -1.01723958333338 | | 28 | 236.91 | 237.358385416667 | 235.74375 | 1.61463541666665 | -0.448385416666696 | | 29 | 236.87 | 237.106510416667 | 236.006666666667 | 1.09984374999999 | -0.236510416666704 | | 30 | 236.78 | 236.91859375 | 236.2625 | 0.656093749999991 | -0.138593750000041 | | 31 | 236.78 | 236.764947916667 | 236.5225 | 0.242447916666671 | 0.0150520833333303 | | 32 | 236.9 | 236.663697916667 | 236.761666666667 | -0.0979687499999914 | 0.236302083333300 | | 33 | 236.94 | 236.58671875 | 236.93 | -0.343281250000003 | 0.353281249999981 | | 34 | 236.97 | 236.47796875 | 237.017916666667 | -0.539947916666675 | 0.492031249999997 | | 35 | 236.96 | 236.390677083333 | 237.066666666667 | -0.675989583333339 | 0.569322916666692 | | 36 | 236.94 | 236.269427083333 | 237.115 | -0.845572916666667 | 0.670572916666657 | | 37 | 236.99 | 234.827552083333 | 237.167083333333 | -2.33953124999998 | 2.16244791666665 | | 38 | 237.24 | 236.761197916667 | 237.209166666667 | -0.447968749999971 | 0.478802083333306 | | 39 | 237.62 | 238.911822916667 | 237.234583333333 | 1.67723958333333 | -1.29182291666666 | | 40 | 237.54 | 238.867552083333 | 237.252916666667 | 1.61463541666665 | -1.32755208333336 | | 41 | 237.41 | 238.370677083333 | 237.270833333333 | 1.09984374999999 | -0.960677083333337 | | 42 | 237.4 | 237.94609375 | 237.29 | 0.656093749999991 | -0.546093749999983 | | 43 | 237.41 | 237.53328125 | 237.290833333333 | 0.242447916666671 | -0.123281249999991 | | 44 | 237.28 | 237.266614583333 | 237.364583333333 | -0.0979687499999914 | 0.0133854166666652 | | 45 | 237.17 | 237.21296875 | 237.55625 | -0.343281250000003 | -0.04296875 | | 46 | 237.18 | 237.241302083333 | 237.78125 | -0.539947916666675 | -0.0613020833333167 | | 47 | 237.18 | 237.343177083333 | 238.019166666667 | -0.675989583333339 | -0.163177083333295 | | 48 | 237.18 | 237.417760416667 | 238.263333333333 | -0.845572916666667 | -0.237760416666589 | | 49 | 236.77 | 236.168385416667 | 238.507916666667 | -2.33953124999998 | 0.601614583333372 | | 50 | 239.23 | 238.306614583333 | 238.754583333333 | -0.447968749999971 | 0.923385416666719 | | 51 | 240.23 | 240.68640625 | 239.009166666667 | 1.67723958333333 | -0.456406249999958 | | 52 | 240.33 | 240.883385416667 | 239.26875 | 1.61463541666665 | -0.553385416666657 | | 53 | 240.33 | 240.627760416667 | 239.527916666667 | 1.09984374999999 | -0.297760416666648 | | 54 | 240.34 | 240.443177083333 | 239.787083333333 | 0.656093749999991 | -0.103177083333350 | | 55 | 240.34 | 240.306614583333 | 240.064166666667 | 0.242447916666671 | 0.0333854166666470 | | 56 | 240.27 | 240.143697916667 | 240.241666666667 | -0.0979687499999914 | 0.126302083333314 | | 57 | 240.29 | 240.015885416667 | 240.359166666667 | -0.343281250000003 | 0.274114583333301 | | 58 | 240.29 | 239.980885416667 | 240.520833333333 | -0.539947916666675 | 0.309114583333326 | | 59 | 240.29 | 239.969010416667 | 240.645 | -0.675989583333339 | 0.320989583333301 | | 60 | 240.29 | 239.899010416667 | 240.744583333333 | -0.845572916666667 | 0.390989583333294 | | 61 | 240.31 | 238.50421875 | 240.84375 | -2.33953124999998 | 1.80578124999997 | | 62 | 239.95 | 240.492864583333 | 240.940833333333 | -0.447968749999971 | -0.542864583333397 | | 63 | 242.33 | 242.712239583333 | 241.035 | 1.67723958333333 | -0.382239583333302 | | 64 | 242.11 | 242.753385416667 | 241.13875 | 1.61463541666665 | -0.64338541666666 | | 65 | 241.53 | 242.35859375 | 241.25875 | 1.09984374999999 | -0.828593749999982 | | 66 | 241.53 | 242.04859375 | 241.3925 | 0.656093749999991 | -0.51859374999998 | | 67 | 241.53 | NA | NA | 0.242447916666671 | NA | | 68 | 241.41 | NA | NA | -0.0979687499999914 | NA | | 69 | 241.41 | NA | NA | -0.343281250000003 | NA | | 70 | 241.66 | NA | NA | -0.539947916666675 | NA | | 71 | 241.8 | NA | NA | -0.675989583333339 | NA | | 72 | 241.99 | NA | NA | -0.845572916666667 | NA |
| | | Charts produced by software: |  | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t12112244896kzelgynn01aa4p/1b8xh1211224322.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t12112244896kzelgynn01aa4p/1b8xh1211224322.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t12112244896kzelgynn01aa4p/2de1d1211224322.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t12112244896kzelgynn01aa4p/2de1d1211224322.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t12112244896kzelgynn01aa4p/3kp741211224322.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t12112244896kzelgynn01aa4p/3kp741211224322.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t12112244896kzelgynn01aa4p/4nxq31211224322.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t12112244896kzelgynn01aa4p/4nxq31211224322.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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