| Classical Decompostion, kwartz uurwerken, Daniëlle Versmissen | | R Software Module: rwasp_decompose.wasp (opens new window with default values) | | Title produced by software: Classical Decomposition | | Date of computation: Sun, 25 May 2008 08:20:53 -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/25/t12117253223bwmury4hjjqg5j.htm/, Retrieved Sun, 25 May 2008 16:22:07 +0200 | | | | User-defined keywords: | | | | | Dataseries X: | | » Textbox « » Textfile « » CSV « | | 120,05
120,05
120,08
120,12
120,18
120,2
120,25
120,25
120,24
120,29
120,25
120,26
120,32
120,31
120,36
120,4
120,4
120,39
120,44
120,5
120,53
120,64
120,78
120,94
121
121,05
121,15
121,07
121,18
121,46
121,71
121,71
121,74
121,76
121,76
121,82
121,82
121,82
121,94
121,99
122,18
122,41
122,48
122,52
122,62
122,63
122,74
122,58
122,59
122,61
122,63
122,37
122,36
122,47
122,46
122,45
122,49
122,5
122,37
122,37
122,51
122,51
122,55
122,56
122,72
122,97
123,03
123,05
123,08
123,08
123,12
123,07
123,04
123,06
123,39
124,02
124,05
123,99
124,46
124,46
124,6
124,84
124,84
124,99
| | | | Text written by user: | | | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 120.05 | NA | NA | 0.999946242484007 | NA | | 2 | 120.05 | NA | NA | 0.999662380256842 | NA | | 3 | 120.08 | NA | NA | 0.999818813414997 | NA | | 4 | 120.12 | NA | NA | 0.9990416352703 | NA | | 5 | 120.18 | NA | NA | 0.999391118272827 | NA | | 6 | 120.2 | NA | NA | 1.00041001636649 | NA | | 7 | 120.25 | 120.282983293415 | 120.19625 | 1.00072159733282 | 0.999725785871686 | | 8 | 120.25 | 120.281810659693 | 120.218333333333 | 1.00052801702202 | 0.99973553225115 | | 9 | 120.24 | 120.302040478502 | 120.240833333333 | 1.00050903793222 | 0.999484294046427 | | 10 | 120.29 | 120.300568283810 | 120.264166666667 | 1.00030268049206 | 0.999912151006756 | | 11 | 120.25 | 120.293534652118 | 120.285 | 1.00007095358622 | 0.999638096492517 | | 12 | 120.26 | 120.253662655382 | 120.302083333333 | 0.9995975075692 | 1.00005269980538 | | 13 | 120.32 | 120.311448674337 | 120.317916666667 | 0.999946242484007 | 1.00007107657465 | | 14 | 120.31 | 120.295622106182 | 120.33625 | 0.999662380256842 | 1.00011952133890 | | 15 | 120.36 | 120.336942609112 | 120.35875 | 0.999818813414997 | 1.00019160691960 | | 16 | 120.4 | 120.270043529363 | 120.385416666667 | 0.9990416352703 | 1.00108053898397 | | 17 | 120.4 | 120.348760527244 | 120.422083333333 | 0.999391118272827 | 1.00042575820916 | | 18 | 120.39 | 120.521895696712 | 120.4725 | 1.00041001636649 | 0.998905628757753 | | 19 | 120.44 | 120.616140191860 | 120.529166666667 | 1.00072159733282 | 0.998539663169622 | | 20 | 120.5 | 120.652006025991 | 120.588333333333 | 1.00052801702202 | 0.998740128481924 | | 21 | 120.53 | 120.713499820351 | 120.652083333333 | 1.00050903793222 | 0.99847987324844 | | 22 | 120.64 | 120.749454111681 | 120.712916666667 | 1.00030268049206 | 0.999093543631427 | | 23 | 120.78 | 120.781902634453 | 120.773333333333 | 1.00007095358622 | 0.99998424735485 | | 24 | 120.94 | 120.801775288699 | 120.850416666667 | 0.9995975075692 | 1.00114422748317 | | 25 | 121 | 120.941414807102 | 120.947916666667 | 0.999946242484007 | 1.00048440968705 | | 26 | 121.05 | 121.010380708066 | 121.05125 | 0.999662380256842 | 1.00032740407643 | | 27 | 121.15 | 121.130132201088 | 121.152083333333 | 0.999818813414997 | 1.00016402028588 | | 28 | 121.07 | 121.132965741828 | 121.249166666667 | 0.9990416352703 | 0.999480193179105 | | 29 | 121.18 | 121.262786987497 | 121.336666666667 | 0.999391118272827 | 0.999317292719771 | | 30 | 121.46 | 121.463948462123 | 121.414166666667 | 1.00041001636649 | 0.99996749272378 | | 31 | 121.71 | 121.572663251977 | 121.485 | 1.00072159733282 | 1.00112966800553 | | 32 | 121.71 | 121.615431129048 | 121.55125 | 1.00052801702202 | 1.0007776058521 | | 33 | 121.74 | 121.678157284424 | 121.61625 | 1.00050903793222 | 1.00050824829169 | | 34 | 121.76 | 121.724332432377 | 121.6875 | 1.00030268049206 | 1.00029301920914 | | 35 | 121.76 | 121.776139840810 | 121.7675 | 1.00007095358622 | 0.999867463028218 | | 36 | 121.82 | 121.799706800423 | 121.84875 | 0.9995975075692 | 1.00016661123504 | | 37 | 121.82 | 121.913862527918 | 121.920416666667 | 0.999946242484007 | 0.999230091427081 | | 38 | 121.82 | 121.945065033606 | 121.98625 | 0.999662380256842 | 0.998974414966512 | | 39 | 121.94 | 122.034551636056 | 122.056666666667 | 0.999818813414997 | 0.999225206019207 | | 40 | 121.99 | 122.012538648214 | 122.129583333333 | 0.9990416352703 | 0.999815275967015 | | 41 | 122.18 | 122.132257260395 | 122.206666666667 | 0.999391118272827 | 1.00039091015491 | | 42 | 122.41 | 122.329303126280 | 122.279166666667 | 1.00041001636649 | 1.00065966920155 | | 43 | 122.48 | 122.431198989023 | 122.342916666667 | 1.00072159733282 | 1.00039859946958 | | 44 | 122.52 | 122.472550130297 | 122.407916666667 | 1.00052801702202 | 1.00038743269126 | | 45 | 122.62 | 122.531924996793 | 122.469583333333 | 1.00050903793222 | 1.00071879229196 | | 46 | 122.63 | 122.551249314918 | 122.514166666667 | 1.00030268049206 | 1.00064259389866 | | 47 | 122.74 | 122.546194475071 | 122.5375 | 1.00007095358622 | 1.00158148954163 | | 48 | 122.58 | 122.498175558837 | 122.5475 | 0.9995975075692 | 1.00066796457000 | | 49 | 122.59 | 122.542578727880 | 122.549166666667 | 0.999946242484007 | 1.00038697791913 | | 50 | 122.61 | 122.504042914566 | 122.545416666667 | 0.999662380256842 | 1.00086492725393 | | 51 | 122.63 | 122.514881257668 | 122.537083333333 | 0.999818813414997 | 1.00093963068935 | | 52 | 122.37 | 122.408825163538 | 122.52625 | 0.9990416352703 | 0.999682823820212 | | 53 | 122.36 | 122.430825356979 | 122.505416666667 | 0.999391118272827 | 0.999421507150899 | | 54 | 122.47 | 122.531469317088 | 122.48125 | 1.00041001636649 | 0.999498338529438 | | 55 | 122.46 | 122.557540090686 | 122.469166666667 | 1.00072159733282 | 0.999204128194694 | | 56 | 122.45 | 122.526328511212 | 122.461666666667 | 1.00052801702202 | 0.999377044002383 | | 57 | 122.49 | 122.516500482458 | 122.454166666667 | 1.00050903793222 | 0.99978369866627 | | 58 | 122.5 | 122.495815874707 | 122.45875 | 1.00030268049206 | 1.00003415729152 | | 59 | 122.37 | 122.490357180163 | 122.481666666667 | 1.00007095358622 | 0.9990174150608 | | 60 | 122.37 | 122.468187633610 | 122.5175 | 0.9995975075692 | 0.999198260090994 | | 61 | 122.51 | 122.555494700178 | 122.562083333333 | 0.999946242484007 | 0.999628782860453 | | 62 | 122.51 | 122.569437495275 | 122.610833333333 | 0.999662380256842 | 0.999515070832586 | | 63 | 122.55 | 122.638192244656 | 122.660416666667 | 0.999818813414997 | 0.999280874554316 | | 64 | 122.56 | 122.591566529323 | 122.709166666667 | 0.9990416352703 | 0.999742506518057 | | 65 | 122.72 | 122.689834221798 | 122.764583333333 | 0.999391118272827 | 1.00024587023362 | | 66 | 122.97 | 122.875360260214 | 122.825 | 1.00041001636649 | 1.00077020925583 | | 67 | 123.03 | 122.964917174267 | 122.87625 | 1.00072159733282 | 1.00052927962893 | | 68 | 123.05 | 122.986154512368 | 122.92125 | 1.00052801702202 | 1.00051912744068 | | 69 | 123.08 | 123.041767727373 | 122.979166666667 | 1.00050903793222 | 1.00031072597000 | | 70 | 123.08 | 123.112252401560 | 123.075 | 1.00030268049206 | 0.999738024437609 | | 71 | 123.12 | 123.199990860978 | 123.19125 | 1.00007095358622 | 0.999350723482858 | | 72 | 123.07 | 123.239543710284 | 123.289166666667 | 0.9995975075692 | 0.998624275089152 | | 73 | 123.04 | 123.384616792905 | 123.39125 | 0.999946242484007 | 0.997206971161704 | | 74 | 123.06 | 123.467884059531 | 123.509583333333 | 0.999662380256842 | 0.996696435978978 | | 75 | 123.39 | 123.609266267185 | 123.631666666667 | 0.999818813414997 | 0.998226134060928 | | 76 | 124.02 | 123.649718128013 | 123.768333333333 | 0.9990416352703 | 1.00299460344587 | | 77 | 124.05 | 123.837884768914 | 123.913333333333 | 0.999391118272827 | 1.00171284604451 | | 78 | 123.99 | 124.115868680508 | 124.065 | 1.00041001636649 | 0.99898587761705 | | 79 | 124.46 | NA | NA | 1.00072159733282 | NA | | 80 | 124.46 | NA | NA | 1.00052801702202 | NA | | 81 | 124.6 | NA | NA | 1.00050903793222 | NA | | 82 | 124.84 | NA | NA | 1.00030268049206 | NA | | 83 | 124.84 | NA | NA | 1.00007095358622 | NA | | 84 | 124.99 | NA | NA | 0.9995975075692 | NA |
| | | Charts produced by software: |  | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t12117253223bwmury4hjjqg5j/14to01211725244.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t12117253223bwmury4hjjqg5j/14to01211725244.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t12117253223bwmury4hjjqg5j/2i4vy1211725244.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t12117253223bwmury4hjjqg5j/2i4vy1211725244.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t12117253223bwmury4hjjqg5j/3k74z1211725244.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t12117253223bwmury4hjjqg5j/3k74z1211725244.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t12117253223bwmury4hjjqg5j/40dvi1211725244.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t12117253223bwmury4hjjqg5j/40dvi1211725244.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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