| classical decomposition vruchtensappen - sanne peelmans | | R Software Module: rwasp_decompose.wasp (opens new window with default values) | | Title produced by software: Classical Decomposition | | Date of computation: Tue, 20 May 2008 06:10:20 -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/20/t1211285475kfvh9qo2d2nag16.htm/, Retrieved Tue, 20 May 2008 14:11:19 +0200 | | | | User-defined keywords: | | | | | Dataseries X: | | » Textbox « » Textfile « » CSV « | | 1,08
1,08
1,09
1,1
1,1
1,11
1,1
1,1
1,11
1,11
1,11
1,11
1,11
1,12
1,11
1,11
1,12
1,12
1,11
1,12
1,11
1,11
1,1
1,1
1,1
1,11
1,1
1,1
1,09
1,1
1,1
1,11
1,13
1,13
1,13
1,13
1,14
1,14
1,14
1,15
1,15
1,15
1,15
1,15
1,15
1,14
1,14
1,14
1,13
1,12
1,13
1,13
1,13
1,12
1,13
1,12
1,12
1,11
1,11
1,11
1,11
1,14
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1,15
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1,16
1,13
1,13
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1,11
1,11
| | | | Text written by user: | | | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 1.08 | NA | NA | -0.000772569444444473 | NA | | 2 | 1.08 | NA | NA | 0.00120659722222228 | NA | | 3 | 1.09 | NA | NA | -0.00160590277777771 | NA | | 4 | 1.1 | NA | NA | 0.00078993055555555 | NA | | 5 | 1.1 | NA | NA | 0.000789930555555438 | NA | | 6 | 1.11 | NA | NA | 0.00078993055555555 | NA | | 7 | 1.1 | 1.10203993055556 | 1.10125 | 0.00078993055555555 | -0.00203993055555562 | | 8 | 1.1 | 1.10724826388889 | 1.10416666666667 | 0.0030815972222223 | -0.00724826388888888 | | 9 | 1.11 | 1.11162326388889 | 1.10666666666667 | 0.0049565972222222 | -0.00162326388888911 | | 10 | 1.11 | 1.10703993055556 | 1.10791666666667 | -0.000876736111111156 | 0.00296006944444427 | | 11 | 1.11 | 1.10495659722222 | 1.10916666666667 | -0.00421006944444445 | 0.00504340277777771 | | 12 | 1.11 | 1.10547743055556 | 1.11041666666667 | -0.00493923611111107 | 0.0045225694444444 | | 13 | 1.11 | 1.11047743055556 | 1.11125 | -0.000772569444444473 | -0.000477430555555713 | | 14 | 1.12 | 1.11370659722222 | 1.1125 | 0.00120659722222228 | 0.00629340277777746 | | 15 | 1.11 | 1.11172743055556 | 1.11333333333333 | -0.00160590277777771 | -0.00172743055555546 | | 16 | 1.11 | 1.11412326388889 | 1.11333333333333 | 0.00078993055555555 | -0.00412326388888884 | | 17 | 1.12 | 1.11370659722222 | 1.11291666666667 | 0.000789930555555438 | 0.0062934027777779 | | 18 | 1.12 | 1.11287326388889 | 1.11208333333333 | 0.00078993055555555 | 0.00712673611111114 | | 19 | 1.11 | 1.11203993055556 | 1.11125 | 0.00078993055555555 | -0.00203993055555562 | | 20 | 1.12 | 1.11349826388889 | 1.11041666666667 | 0.0030815972222223 | 0.00650173611111104 | | 21 | 1.11 | 1.11453993055556 | 1.10958333333333 | 0.0049565972222222 | -0.00453993055555557 | | 22 | 1.11 | 1.10787326388889 | 1.10875 | -0.000876736111111156 | 0.00212673611111103 | | 23 | 1.1 | 1.10287326388889 | 1.10708333333333 | -0.00421006944444445 | -0.00287326388888887 | | 24 | 1.1 | 1.10006076388889 | 1.105 | -0.00493923611111107 | -6.07638888887596e-05 | | 25 | 1.1 | 1.10297743055556 | 1.10375 | -0.000772569444444473 | -0.00297743055555544 | | 26 | 1.11 | 1.10412326388889 | 1.10291666666667 | 0.00120659722222228 | 0.00587673611111095 | | 27 | 1.1 | 1.10172743055556 | 1.10333333333333 | -0.00160590277777771 | -0.00172743055555546 | | 28 | 1.1 | 1.10578993055556 | 1.105 | 0.00078993055555555 | -0.00578993055555554 | | 29 | 1.09 | 1.10787326388889 | 1.10708333333333 | 0.000789930555555438 | -0.0178732638888888 | | 30 | 1.1 | 1.11037326388889 | 1.10958333333333 | 0.00078993055555555 | -0.0103732638888889 | | 31 | 1.1 | 1.11328993055556 | 1.1125 | 0.00078993055555555 | -0.0132899305555556 | | 32 | 1.11 | 1.11849826388889 | 1.11541666666667 | 0.0030815972222223 | -0.00849826388888864 | | 33 | 1.13 | 1.12328993055556 | 1.11833333333333 | 0.0049565972222222 | 0.00671006944444441 | | 34 | 1.13 | 1.12120659722222 | 1.12208333333333 | -0.000876736111111156 | 0.00879340277777763 | | 35 | 1.13 | 1.12245659722222 | 1.12666666666667 | -0.00421006944444445 | 0.00754340277777787 | | 36 | 1.13 | 1.12631076388889 | 1.13125 | -0.00493923611111107 | 0.00368923611111116 | | 37 | 1.14 | 1.13464409722222 | 1.13541666666667 | -0.000772569444444473 | 0.00535590277777787 | | 38 | 1.14 | 1.14037326388889 | 1.13916666666667 | 0.00120659722222228 | -0.000373263888888919 | | 39 | 1.14 | 1.14006076388889 | 1.14166666666667 | -0.00160590277777771 | -6.07638888889817e-05 | | 40 | 1.15 | 1.14370659722222 | 1.14291666666667 | 0.00078993055555555 | 0.00629340277777768 | | 41 | 1.15 | 1.14453993055556 | 1.14375 | 0.000789930555555438 | 0.00546006944444444 | | 42 | 1.15 | 1.14537326388889 | 1.14458333333333 | 0.00078993055555555 | 0.00462673611111097 | | 43 | 1.15 | 1.14537326388889 | 1.14458333333333 | 0.00078993055555555 | 0.00462673611111097 | | 44 | 1.15 | 1.14641493055556 | 1.14333333333333 | 0.0030815972222223 | 0.00358506944444459 | | 45 | 1.15 | 1.14703993055556 | 1.14208333333333 | 0.0049565972222222 | 0.00296006944444427 | | 46 | 1.14 | 1.13995659722222 | 1.14083333333333 | -0.000876736111111156 | 4.34027777778123e-05 | | 47 | 1.14 | 1.13495659722222 | 1.13916666666667 | -0.00421006944444445 | 0.00504340277777793 | | 48 | 1.14 | 1.13214409722222 | 1.13708333333333 | -0.00493923611111107 | 0.00785590277777803 | | 49 | 1.13 | 1.13422743055556 | 1.135 | -0.000772569444444473 | -0.00422743055555541 | | 50 | 1.12 | 1.13412326388889 | 1.13291666666667 | 0.00120659722222228 | -0.0141232638888886 | | 51 | 1.13 | 1.12881076388889 | 1.13041666666667 | -0.00160590277777771 | 0.00118923611111121 | | 52 | 1.13 | 1.12870659722222 | 1.12791666666667 | 0.00078993055555555 | 0.00129340277777756 | | 53 | 1.13 | 1.12620659722222 | 1.12541666666667 | 0.000789930555555438 | 0.00379340277777773 | | 54 | 1.12 | 1.12370659722222 | 1.12291666666667 | 0.00078993055555555 | -0.00370659722222233 | | 55 | 1.13 | 1.12162326388889 | 1.12083333333333 | 0.00078993055555555 | 0.00837673611111112 | | 56 | 1.12 | 1.12391493055556 | 1.12083333333333 | 0.0030815972222223 | -0.00391493055555547 | | 57 | 1.12 | 1.12745659722222 | 1.1225 | 0.0049565972222222 | -0.00745659722222225 | | 58 | 1.11 | 1.12328993055556 | 1.12416666666667 | -0.000876736111111156 | -0.0132899305555556 | | 59 | 1.11 | 1.12203993055556 | 1.12625 | -0.00421006944444445 | -0.0120399305555556 | | 60 | 1.11 | 1.12381076388889 | 1.12875 | -0.00493923611111107 | -0.0138107638888889 | | 61 | 1.11 | 1.13047743055556 | 1.13125 | -0.000772569444444473 | -0.0204774305555555 | | 62 | 1.14 | 1.13412326388889 | 1.13291666666667 | 0.00120659722222228 | 0.00587673611111095 | | 63 | 1.15 | 1.13214409722222 | 1.13375 | -0.00160590277777771 | 0.0178559027777776 | | 64 | 1.15 | 1.13537326388889 | 1.13458333333333 | 0.00078993055555555 | 0.0146267361111112 | | 65 | 1.16 | 1.13620659722222 | 1.13541666666667 | 0.000789930555555438 | 0.0237934027777780 | | 66 | 1.15 | 1.13662326388889 | 1.13583333333333 | 0.00078993055555555 | 0.0133767361111112 | | 67 | 1.16 | 1.13662326388889 | 1.13583333333333 | 0.00078993055555555 | 0.023376736111111 | | 68 | 1.13 | NA | NA | 0.0030815972222223 | NA | | 69 | 1.13 | NA | NA | 0.0049565972222222 | NA | | 70 | 1.12 | NA | NA | -0.000876736111111156 | NA | | 71 | 1.12 | NA | NA | -0.00421006944444445 | NA | | 72 | 1.11 | NA | NA | -0.00493923611111107 | NA | | 73 | 1.11 | NA | NA | NA | NA |
| | | Charts produced by software: |  | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/20/t1211285475kfvh9qo2d2nag16/12rpx1211285418.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/20/t1211285475kfvh9qo2d2nag16/12rpx1211285418.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/20/t1211285475kfvh9qo2d2nag16/2cvhw1211285418.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/20/t1211285475kfvh9qo2d2nag16/2cvhw1211285418.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/20/t1211285475kfvh9qo2d2nag16/3zkzg1211285418.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/20/t1211285475kfvh9qo2d2nag16/3zkzg1211285418.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/20/t1211285475kfvh9qo2d2nag16/4ooda1211285418.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/20/t1211285475kfvh9qo2d2nag16/4ooda1211285418.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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