| Decompositie tijdsreeksen - Blue Jeans Dames - Kim Liekens | | 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 07:40:23 -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/24/t1211636472ouoecmpln3zpalx.htm/, Retrieved Sat, 24 May 2008 15:41:12 +0200 | | | | User-defined keywords: | | | | | Dataseries X: | | » Textbox « » Textfile « » CSV « | | 44,13
44,13
44,14
44,14
44,14
44,14
44,15
44,17
44,19
44,26
44,27
44,29
44,29
44,29
44,29
44,32
44,33
44,34
44,34
44,34
44,37
44,47
44,51
44,51
44,51
44,52
44,7
44,84
44,9
44,91
44,94
44,94
44,95
45,28
45,34
45,34
45,34
45,36
45,44
45,62
45,75
45,77
45,77
45,77
46,09
46,25
46,28
46,29
46,29
46,29
46,3
46,34
46,34
46,35
46,42
46,52
46,59
46,66
46,67
46,72
46,72
46,72
46,76
46,89
47,02
47,02
47,04
47,18
47,22
47,8
47,88
47,91
| | | | Text written by user: | | | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 44.13 | NA | NA | 0.99981394728005 | NA | | 2 | 44.13 | NA | NA | 0.998920056057169 | NA | | 3 | 44.14 | NA | NA | 0.999332584251624 | NA | | 4 | 44.14 | NA | NA | 1.00038570492657 | NA | | 5 | 44.14 | NA | NA | 1.00038552819624 | NA | | 6 | 44.14 | NA | NA | 0.999552473570032 | NA | | 7 | 44.15 | 44.1409330682872 | 44.1858333333333 | 0.998983831204281 | 1.00020540870078 | | 8 | 44.17 | 44.1289663945525 | 44.1991666666667 | 0.998411728604669 | 1.00092985648204 | | 9 | 44.19 | 44.1958959386291 | 44.2120833333333 | 0.999633869442837 | 0.999866595336424 | | 10 | 44.26 | 44.3194102694314 | 44.2258333333333 | 1.00211588858920 | 0.998659497744437 | | 11 | 44.27 | 44.3157849784974 | 44.24125 | 1.00168473943429 | 0.998966847173764 | | 12 | 44.29 | 44.2920052909672 | 44.2575 | 1.00077964844303 | 0.999954725667667 | | 13 | 44.29 | 44.2655127483901 | 44.27375 | 0.99981394728005 | 1.00055319028493 | | 14 | 44.29 | 44.2409206327019 | 44.28875 | 0.998920056057169 | 1.00110936586753 | | 15 | 44.29 | 44.2737645909611 | 44.3033333333333 | 0.999332584251624 | 1.00036670495922 | | 16 | 44.32 | 44.3366776149685 | 44.3195833333333 | 1.00038570492657 | 0.999623841571682 | | 17 | 44.33 | 44.3554270110078 | 44.3383333333333 | 1.00038552819624 | 0.999426744082488 | | 18 | 44.34 | 44.3376488463827 | 44.3575 | 0.999552473570032 | 1.00005302837833 | | 19 | 44.34 | 44.330739996216 | 44.3758333333333 | 0.998983831204281 | 1.00020888448478 | | 20 | 44.34 | 44.3240726865173 | 44.3945833333333 | 0.998411728604669 | 1.00035933777104 | | 21 | 44.37 | 44.4049860229876 | 44.42125 | 0.999633869442837 | 0.999212114987053 | | 22 | 44.47 | 44.554072406676 | 44.46 | 1.00211588858920 | 0.99811302531655 | | 23 | 44.51 | 44.5803966971646 | 44.5054166666667 | 1.00168473943429 | 0.998420904649125 | | 24 | 44.51 | 44.5876522787781 | 44.5529166666667 | 1.00077964844303 | 0.998258435355766 | | 25 | 44.51 | 44.5933684052691 | 44.6016666666667 | 0.99981394728005 | 0.998130475264586 | | 26 | 44.52 | 44.6034453697127 | 44.6516666666667 | 0.998920056057169 | 0.9981291721072 | | 27 | 44.7 | 44.6709992932011 | 44.7008333333333 | 0.999332584251624 | 1.00064920658274 | | 28 | 44.84 | 44.7760136703821 | 44.75875 | 1.00038570492657 | 1.00142903140259 | | 29 | 44.9 | 44.8443654379137 | 44.8270833333333 | 1.00038552819624 | 1.00124061432340 | | 30 | 44.91 | 44.8761577415186 | 44.89625 | 0.999552473570032 | 1.00075412557992 | | 31 | 44.94 | 44.9197242133635 | 44.9654166666667 | 0.998983831204281 | 1.00045137825291 | | 32 | 44.94 | 44.9634721977112 | 45.035 | 0.998411728604669 | 0.999477971861069 | | 33 | 44.95 | 45.0843205400965 | 45.1008333333333 | 0.999633869442837 | 0.997020681725102 | | 34 | 45.28 | 45.2597290115576 | 45.1641666666667 | 1.00211588858920 | 1.00044788134806 | | 35 | 45.34 | 45.3082876078202 | 45.2320833333333 | 1.00168473943429 | 1.00069992475669 | | 36 | 45.34 | 45.3386540066306 | 45.3033333333333 | 1.00077964844303 | 1.00002968754585 | | 37 | 45.34 | 45.3653080903982 | 45.37375 | 0.99981394728005 | 0.99944212678226 | | 38 | 45.36 | 45.3938408640679 | 45.4429166666667 | 0.998920056057169 | 0.999254505381705 | | 39 | 45.44 | 45.4946158980552 | 45.525 | 0.999332584251624 | 0.998799508535745 | | 40 | 45.62 | 45.6305097933402 | 45.6129166666667 | 1.00038570492657 | 0.999769676179648 | | 41 | 45.75 | 45.7101157471069 | 45.6925 | 1.00038552819624 | 1.00087254762411 | | 42 | 45.77 | 45.7507661558923 | 45.77125 | 0.999552473570032 | 1.00042040485272 | | 43 | 45.77 | 45.8038249039793 | 45.8504166666667 | 0.998983831204281 | 0.999261526650881 | | 44 | 45.77 | 45.8558026801517 | 45.92875 | 0.998411728604669 | 0.99812885883276 | | 45 | 46.09 | 45.9864901072686 | 46.0033333333333 | 0.999633869442837 | 1.00225087612666 | | 46 | 46.25 | 46.1666438907308 | 46.0691666666667 | 1.00211588858920 | 1.00180554838395 | | 47 | 46.28 | 46.2014565004825 | 46.12375 | 1.00168473943429 | 1.00170002215226 | | 48 | 46.29 | 46.2084983177356 | 46.1725 | 1.00077964844303 | 1.00176378123574 | | 49 | 46.29 | 46.2151499455862 | 46.22375 | 0.99981394728005 | 1.00161959994724 | | 50 | 46.29 | 46.2321012777759 | 46.2820833333333 | 0.998920056057169 | 1.00125234892259 | | 51 | 46.3 | 46.3032425141454 | 46.3341666666667 | 0.999332584251624 | 0.99992997220131 | | 52 | 46.34 | 46.3899692743303 | 46.3720833333333 | 1.00038570492657 | 0.998922843125099 | | 53 | 46.34 | 46.4233072632501 | 46.4054166666667 | 1.00038552819624 | 0.998205486249014 | | 54 | 46.35 | 46.418800392395 | 46.4395833333333 | 0.999552473570032 | 0.998517833468048 | | 55 | 46.42 | 46.428189798482 | 46.4754166666667 | 0.998983831204281 | 0.999823602890452 | | 56 | 46.52 | 46.4373775120639 | 46.51125 | 0.998411728604669 | 1.00177922381415 | | 57 | 46.59 | 46.531290566115 | 46.5483333333333 | 0.999633869442837 | 1.00126171944020 | | 58 | 46.66 | 46.6889967976579 | 46.5904166666667 | 1.00211588858920 | 0.999378937230466 | | 59 | 46.67 | 46.7202457217811 | 46.6416666666667 | 1.00168473943429 | 0.998924540720947 | | 60 | 46.72 | 46.7343246246884 | 46.6979166666667 | 1.00077964844303 | 0.999693488141672 | | 61 | 46.72 | 46.7429683919212 | 46.7516666666667 | 0.99981394728005 | 0.999508623591711 | | 62 | 46.72 | 46.7544532237558 | 46.805 | 0.998920056057169 | 0.999263102840902 | | 63 | 46.76 | 46.8274757323008 | 46.85875 | 0.999332584251624 | 0.998559056809158 | | 64 | 46.89 | 46.9506020964662 | 46.9325 | 1.00038570492657 | 0.99870923707556 | | 65 | 47.02 | 47.0485482183728 | 47.0304166666667 | 1.00038552819624 | 0.999393217868482 | | 66 | 47.02 | 47.1093245595529 | 47.1304166666667 | 0.999552473570032 | 0.998103887916287 | | 67 | 47.04 | NA | NA | 0.998983831204281 | NA | | 68 | 47.18 | NA | NA | 0.998411728604669 | NA | | 69 | 47.22 | NA | NA | 0.999633869442837 | NA | | 70 | 47.8 | NA | NA | 1.00211588858920 | NA | | 71 | 47.88 | NA | NA | 1.00168473943429 | NA | | 72 | 47.91 | NA | NA | 1.00077964844303 | NA |
| | | Charts produced by software: |  | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/24/t1211636472ouoecmpln3zpalx/1h6cc1211636415.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/24/t1211636472ouoecmpln3zpalx/1h6cc1211636415.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/24/t1211636472ouoecmpln3zpalx/2xijr1211636415.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/24/t1211636472ouoecmpln3zpalx/2xijr1211636415.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/24/t1211636472ouoecmpln3zpalx/3gac61211636415.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/24/t1211636472ouoecmpln3zpalx/3gac61211636415.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/24/t1211636472ouoecmpln3zpalx/44o5h1211636415.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/24/t1211636472ouoecmpln3zpalx/44o5h1211636415.ps (open in new window) |
| | | | Parameters (Session): | | par1 = multiplicative ; par2 = 12 ; | | | | Parameters (R input): | | par1 = multiplicative ; 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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