| Classical Decomposition koers euro in USD SVEN VAN LAERE 2MAR04B | | R Software Module: rwasp_decompose.wasp (opens new window with default values) | | Title produced by software: Classical Decomposition | | Date of computation: Sat, 24 May 2008 06:25:04 -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/24/t121163245383kzqp4jdac4sna.htm/, Retrieved Sat, 24 May 2008 14:34:13 +0200 | | | | User-defined keywords: | | | | | Dataseries X: | | » Textbox « » Textfile « » CSV « | | 1,1591
1,1203
1,0886
1,0701
1,0630
1,0377
1,0370
1,0606
1,0497
1,0706
1,0328
1,0110
1,0131
0,9834
0,9643
0,9449
0,9059
0,9505
0,9386
0,9045
0,8695
0,8525
0,8552
0,8983
0,9376
0,9205
0,9083
0,8925
0,8753
0,8530
0,8615
0,9014
0,9114
0,9050
0,8883
0,8912
0,8832
0,8706
0,8766
0,8860
0,9170
0,9561
0,9935
0,9781
0,9806
0,9812
1,0013
1,0194
1,0622
1,0785
1,0805
1,0862
1,1556
1,1674
1,1365
1,1155
1,1266
1,1714
1,1710
1,2298
1,2638
1,2640
1,2261
1,1989
1,2000
1,2146
1,2266
1,2191
1,2224
1,2507
1,2997
1,3406
| | | | Text written by user: | | | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 1.1591 | NA | NA | 0.0172850694444445 | NA | | 2 | 1.1203 | NA | NA | 0.00490173611111115 | NA | | 3 | 1.0886 | NA | NA | -0.00229618055555559 | NA | | 4 | 1.0701 | NA | NA | -0.00917222222222226 | NA | | 5 | 1.063 | NA | NA | -0.000611805555555606 | NA | | 6 | 1.0377 | NA | NA | 0.0139694444444444 | NA | | 7 | 1.037 | 1.07047881944444 | 1.060625 | 0.00985381944444448 | -0.0334788194444444 | | 8 | 1.0606 | 1.04550694444444 | 1.0488375 | -0.00333055555555554 | 0.0150930555555555 | | 9 | 1.0497 | 1.02612361111111 | 1.03795416666667 | -0.0118305555555556 | 0.0235763888888889 | | 10 | 1.0706 | 1.01585486111111 | 1.02755833333333 | -0.0117034722222222 | 0.0547451388888889 | | 11 | 1.0328 | 0.999807986111111 | 1.01579583333333 | -0.0159878472222222 | 0.0329920138888886 | | 12 | 1.011 | 1.01453923611111 | 1.00561666666667 | 0.00892256944444452 | -0.00353923611111129 | | 13 | 1.0131 | 1.01516840277778 | 0.997883333333333 | 0.0172850694444445 | -0.00206840277777776 | | 14 | 0.9834 | 0.992180902777778 | 0.987279166666666 | 0.00490173611111115 | -0.00878090277777754 | | 15 | 0.9643 | 0.97097048611111 | 0.973266666666667 | -0.00229618055555559 | -0.00667048611111087 | | 16 | 0.9449 | 0.947498611111111 | 0.956670833333333 | -0.00917222222222226 | -0.00259861111111104 | | 17 | 0.9059 | 0.939571527777778 | 0.940183333333333 | -0.000611805555555606 | -0.0336715277777776 | | 18 | 0.9505 | 0.942056944444444 | 0.9280875 | 0.0139694444444444 | 0.00844305555555569 | | 19 | 0.9386 | 0.930099652777778 | 0.920245833333333 | 0.00985381944444448 | 0.00850034722222226 | | 20 | 0.9045 | 0.911148611111111 | 0.914479166666667 | -0.00333055555555554 | -0.00664861111111104 | | 21 | 0.8695 | 0.897694444444444 | 0.909525 | -0.0118305555555556 | -0.0281944444444443 | | 22 | 0.8525 | 0.893304861111111 | 0.905008333333333 | -0.0117034722222222 | -0.040804861111111 | | 23 | 0.8552 | 0.885562152777778 | 0.90155 | -0.0159878472222222 | -0.0303621527777777 | | 24 | 0.8983 | 0.905135069444444 | 0.8962125 | 0.00892256944444452 | -0.00683506944444434 | | 25 | 0.9376 | 0.906222569444444 | 0.8889375 | 0.0172850694444445 | 0.0313774305555556 | | 26 | 0.9205 | 0.890497569444444 | 0.885595833333333 | 0.00490173611111115 | 0.0300024305555556 | | 27 | 0.9083 | 0.884916319444444 | 0.8872125 | -0.00229618055555559 | 0.0233836805555555 | | 28 | 0.8925 | 0.881973611111111 | 0.891145833333333 | -0.00917222222222226 | 0.0105263888888888 | | 29 | 0.8753 | 0.894100694444444 | 0.8947125 | -0.000611805555555606 | -0.0188006944444444 | | 30 | 0.853 | 0.909765277777778 | 0.895795833333333 | 0.0139694444444444 | -0.0567652777777777 | | 31 | 0.8615 | 0.903087152777778 | 0.893233333333333 | 0.00985381944444448 | -0.0415871527777777 | | 32 | 0.9014 | 0.885556944444444 | 0.8888875 | -0.00333055555555554 | 0.0158430555555557 | | 33 | 0.9114 | 0.873656944444445 | 0.8854875 | -0.0118305555555556 | 0.0377430555555555 | | 34 | 0.905 | 0.872192361111111 | 0.883895833333333 | -0.0117034722222222 | 0.0328076388888888 | | 35 | 0.8883 | 0.869374652777778 | 0.8853625 | -0.0159878472222222 | 0.0189253472222223 | | 36 | 0.8912 | 0.900318402777778 | 0.891395833333333 | 0.00892256944444452 | -0.00911840277777776 | | 37 | 0.8832 | 0.918476736111111 | 0.901191666666667 | 0.0172850694444445 | -0.0352767361111113 | | 38 | 0.8706 | 0.914789236111111 | 0.9098875 | 0.00490173611111115 | -0.044189236111111 | | 39 | 0.8766 | 0.913670486111111 | 0.915966666666667 | -0.00229618055555559 | -0.0370704861111111 | | 40 | 0.886 | 0.912852777777778 | 0.922025 | -0.00917222222222226 | -0.0268527777777777 | | 41 | 0.917 | 0.929296527777778 | 0.929908333333333 | -0.000611805555555606 | -0.0122965277777776 | | 42 | 0.9561 | 0.953927777777778 | 0.939958333333333 | 0.0139694444444444 | 0.00217222222222224 | | 43 | 0.9935 | 0.962612152777778 | 0.952758333333333 | 0.00985381944444448 | 0.0308878472222222 | | 44 | 0.9781 | 0.965548611111111 | 0.968879166666667 | -0.00333055555555554 | 0.0125513888888887 | | 45 | 0.9806 | 0.974206944444444 | 0.9860375 | -0.0118305555555556 | 0.00639305555555558 | | 46 | 0.9812 | 0.991171527777778 | 1.002875 | -0.0117034722222222 | -0.00997152777777754 | | 47 | 1.0013 | 1.00517048611111 | 1.02115833333333 | -0.0159878472222222 | -0.00387048611111118 | | 48 | 1.0194 | 1.04882673611111 | 1.03990416666667 | 0.00892256944444452 | -0.0294267361111109 | | 49 | 1.0622 | 1.07195173611111 | 1.05466666666667 | 0.0172850694444445 | -0.00975173611111102 | | 50 | 1.0785 | 1.07125173611111 | 1.06635 | 0.00490173611111115 | 0.00724826388888866 | | 51 | 1.0805 | 1.07586215277778 | 1.07815833333333 | -0.00229618055555559 | 0.00463784722222216 | | 52 | 1.0862 | 1.08299444444444 | 1.09216666666667 | -0.00917222222222226 | 0.00320555555555568 | | 53 | 1.1556 | 1.10655069444444 | 1.1071625 | -0.000611805555555606 | 0.0490493055555552 | | 54 | 1.1674 | 1.13696944444444 | 1.123 | 0.0139694444444444 | 0.0304305555555555 | | 55 | 1.1365 | 1.15002048611111 | 1.14016666666667 | 0.00985381944444448 | -0.0135204861111111 | | 56 | 1.1155 | 1.15296527777778 | 1.15629583333333 | -0.00333055555555554 | -0.0374652777777778 | | 57 | 1.1266 | 1.15826111111111 | 1.17009166666667 | -0.0118305555555556 | -0.0316611111111111 | | 58 | 1.1714 | 1.16915069444444 | 1.18085416666667 | -0.0117034722222222 | 0.00224930555555547 | | 59 | 1.171 | 1.17141215277778 | 1.1874 | -0.0159878472222222 | -0.000412152777777841 | | 60 | 1.2298 | 1.20013923611111 | 1.19121666666667 | 0.00892256944444452 | 0.0296607638888886 | | 61 | 1.2638 | 1.21422256944444 | 1.1969375 | 0.0172850694444445 | 0.0495774305555556 | | 62 | 1.264 | 1.20991006944444 | 1.20500833333333 | 0.00490173611111115 | 0.0540899305555556 | | 63 | 1.2261 | 1.21102048611111 | 1.21331666666667 | -0.00229618055555559 | 0.0150795138888891 | | 64 | 1.1989 | 1.21144027777778 | 1.2206125 | -0.00917222222222226 | -0.0125402777777774 | | 65 | 1.2 | 1.22866736111111 | 1.22927916666667 | -0.000611805555555606 | -0.028667361111111 | | 66 | 1.2146 | 1.25322777777778 | 1.23925833333333 | 0.0139694444444444 | -0.0386277777777777 | | 67 | 1.2266 | NA | NA | 0.00985381944444448 | NA | | 68 | 1.2191 | NA | NA | -0.00333055555555554 | NA | | 69 | 1.2224 | NA | NA | -0.0118305555555556 | NA | | 70 | 1.2507 | NA | NA | -0.0117034722222222 | NA | | 71 | 1.2997 | NA | NA | -0.0159878472222222 | NA | | 72 | 1.3406 | NA | NA | 0.00892256944444452 | NA |
| | | Charts produced by software: |  | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/24/t121163245383kzqp4jdac4sna/13ujh1211631899.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/24/t121163245383kzqp4jdac4sna/13ujh1211631899.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/24/t121163245383kzqp4jdac4sna/2bbsj1211631899.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/24/t121163245383kzqp4jdac4sna/2bbsj1211631899.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/24/t121163245383kzqp4jdac4sna/3uyt01211631899.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/24/t121163245383kzqp4jdac4sna/3uyt01211631899.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/24/t121163245383kzqp4jdac4sna/40v4k1211631899.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/24/t121163245383kzqp4jdac4sna/40v4k1211631899.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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This work is licensed under a
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Software written by Ed van Stee & Patrick Wessa
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