| Classical Decomposition Eigen Reeks Dimitri Troquay | | 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 08:36:15 -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/t1211726251qwkchuqorzxbp4x.htm/, Retrieved Sun, 25 May 2008 16:37:35 +0200 | | | | User-defined keywords: | | | | | Dataseries X: | | » Textbox « » Textfile « » CSV « | | 8,16
8,43
8,43
8,43
8,43
8,43
8,43
8,43
8,43
8,43
8,43
8,43
8,43
8,43
8,68
8,68
8,68
8,68
8,68
8,68
8,68
8,68
8,68
8,68
8,68
8,68
8,92
8,92
8,92
8,92
8,92
8,92
8,92
8,92
8,92
8,92
8,92
8,92
9,3
9,3
9,3
9,3
9,3
9,3
9,3
9,3
9,3
9,3
9,3
9,3
9,6
9,6
9,6
9,6
9,6
9,6
9,6
9,6
9,6
9,6
9,6
9,6
9,9
9,9
9,9
9,9
9,9
9,9
9,9
9,9
9,9
9,9
9,9
9,9
10,2
10,2
10,2
10,2
10,2
10,2
10,2
10,2
10,2
10,2
| | | | Text written by user: | | | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 8.16 | NA | NA | -0.109694444444444 | NA | | 2 | 8.43 | NA | NA | -0.134194444444444 | NA | | 3 | 8.43 | NA | NA | 0.135305555555555 | NA | | 4 | 8.43 | NA | NA | 0.110805555555556 | NA | | 5 | 8.43 | NA | NA | 0.0863055555555551 | NA | | 6 | 8.43 | NA | NA | 0.0618055555555553 | NA | | 7 | 8.43 | 8.45605555555555 | 8.41875 | 0.0373055555555552 | -0.0260555555555531 | | 8 | 8.43 | 8.44280555555555 | 8.43 | 0.0128055555555558 | -0.0128055555555537 | | 9 | 8.43 | 8.42830555555555 | 8.44041666666666 | -0.0121111111111109 | 0.00169444444444622 | | 10 | 8.43 | 8.42380555555555 | 8.46125 | -0.0374444444444443 | 0.00619444444444639 | | 11 | 8.43 | 8.41930555555555 | 8.48208333333333 | -0.0627777777777777 | 0.0106944444444448 | | 12 | 8.43 | 8.41480555555555 | 8.50291666666666 | -0.0881111111111107 | 0.0151944444444467 | | 13 | 8.43 | 8.41405555555555 | 8.52375 | -0.109694444444444 | 0.0159444444444468 | | 14 | 8.43 | 8.41038888888889 | 8.54458333333333 | -0.134194444444444 | 0.0196111111111126 | | 15 | 8.68 | 8.70072222222222 | 8.56541666666667 | 0.135305555555555 | -0.0207222222222221 | | 16 | 8.68 | 8.69705555555556 | 8.58625 | 0.110805555555556 | -0.0170555555555563 | | 17 | 8.68 | 8.69338888888889 | 8.60708333333333 | 0.0863055555555551 | -0.0133888888888887 | | 18 | 8.68 | 8.68972222222222 | 8.62791666666667 | 0.0618055555555553 | -0.00972222222222285 | | 19 | 8.68 | 8.68605555555556 | 8.64875 | 0.0373055555555552 | -0.00605555555555704 | | 20 | 8.68 | 8.68238888888889 | 8.66958333333333 | 0.0128055555555558 | -0.00238888888888944 | | 21 | 8.68 | 8.67788888888889 | 8.69 | -0.0121111111111109 | 0.00211111111111073 | | 22 | 8.68 | 8.67255555555556 | 8.71 | -0.0374444444444443 | 0.00744444444444348 | | 23 | 8.68 | 8.66722222222222 | 8.73 | -0.0627777777777777 | 0.0127777777777762 | | 24 | 8.68 | 8.66188888888889 | 8.75 | -0.0881111111111107 | 0.0181111111111107 | | 25 | 8.68 | 8.66030555555556 | 8.77 | -0.109694444444444 | 0.0196944444444433 | | 26 | 8.68 | 8.65580555555556 | 8.79 | -0.134194444444444 | 0.0241944444444435 | | 27 | 8.92 | 8.94530555555556 | 8.81 | 0.135305555555555 | -0.0253055555555566 | | 28 | 8.92 | 8.94080555555556 | 8.83 | 0.110805555555556 | -0.0208055555555564 | | 29 | 8.92 | 8.93630555555555 | 8.85 | 0.0863055555555551 | -0.0163055555555545 | | 30 | 8.92 | 8.93180555555555 | 8.87 | 0.0618055555555553 | -0.0118055555555543 | | 31 | 8.92 | 8.92730555555555 | 8.89 | 0.0373055555555552 | -0.00730555555555412 | | 32 | 8.92 | 8.92280555555555 | 8.91 | 0.0128055555555558 | -0.00280555555555395 | | 33 | 8.92 | 8.92372222222222 | 8.93583333333333 | -0.0121111111111109 | -0.00372222222222085 | | 34 | 8.92 | 8.93005555555555 | 8.9675 | -0.0374444444444443 | -0.0100555555555548 | | 35 | 8.92 | 8.93638888888889 | 8.99916666666667 | -0.0627777777777777 | -0.0163888888888888 | | 36 | 8.92 | 8.94272222222222 | 9.03083333333333 | -0.0881111111111107 | -0.022722222222221 | | 37 | 8.92 | 8.95280555555555 | 9.0625 | -0.109694444444444 | -0.0328055555555533 | | 38 | 8.92 | 8.95997222222222 | 9.09416666666667 | -0.134194444444444 | -0.0399722222222216 | | 39 | 9.3 | 9.26113888888889 | 9.12583333333333 | 0.135305555555555 | 0.0388611111111103 | | 40 | 9.3 | 9.26830555555556 | 9.1575 | 0.110805555555556 | 0.0316944444444438 | | 41 | 9.3 | 9.27547222222222 | 9.18916666666667 | 0.0863055555555551 | 0.0245277777777773 | | 42 | 9.3 | 9.28263888888889 | 9.22083333333333 | 0.0618055555555553 | 0.0173611111111107 | | 43 | 9.3 | 9.28980555555556 | 9.2525 | 0.0373055555555552 | 0.0101944444444442 | | 44 | 9.3 | 9.29697222222222 | 9.28416666666667 | 0.0128055555555558 | 0.00302777777777763 | | 45 | 9.3 | 9.30038888888889 | 9.3125 | -0.0121111111111109 | -0.000388888888890548 | | 46 | 9.3 | 9.30005555555556 | 9.3375 | -0.0374444444444443 | -5.55555555550313e-05 | | 47 | 9.3 | 9.29972222222222 | 9.3625 | -0.0627777777777777 | 0.000277777777776933 | | 48 | 9.3 | 9.29938888888889 | 9.3875 | -0.0881111111111107 | 0.000611111111110674 | | 49 | 9.3 | 9.30280555555556 | 9.4125 | -0.109694444444444 | -0.00280555555555573 | | 50 | 9.3 | 9.30330555555556 | 9.4375 | -0.134194444444444 | -0.00330555555555456 | | 51 | 9.6 | 9.59780555555556 | 9.4625 | 0.135305555555555 | 0.00219444444444328 | | 52 | 9.6 | 9.59830555555556 | 9.4875 | 0.110805555555556 | 0.00169444444444444 | | 53 | 9.6 | 9.59880555555555 | 9.5125 | 0.0863055555555551 | 0.00119444444444561 | | 54 | 9.6 | 9.59930555555555 | 9.5375 | 0.0618055555555553 | 0.000694444444446773 | | 55 | 9.6 | 9.59980555555555 | 9.5625 | 0.0373055555555552 | 0.000194444444446162 | | 56 | 9.6 | 9.60030555555555 | 9.5875 | 0.0128055555555558 | -0.000305555555554449 | | 57 | 9.6 | 9.60038888888889 | 9.6125 | -0.0121111111111109 | -0.000388888888890548 | | 58 | 9.6 | 9.60005555555555 | 9.6375 | -0.0374444444444443 | -5.55555555550313e-05 | | 59 | 9.6 | 9.59972222222222 | 9.6625 | -0.0627777777777777 | 0.000277777777776933 | | 60 | 9.6 | 9.59938888888889 | 9.6875 | -0.0881111111111107 | 0.000611111111110674 | | 61 | 9.6 | 9.60280555555556 | 9.7125 | -0.109694444444444 | -0.00280555555555573 | | 62 | 9.6 | 9.60330555555556 | 9.7375 | -0.134194444444444 | -0.00330555555555634 | | 63 | 9.9 | 9.89780555555556 | 9.7625 | 0.135305555555555 | 0.00219444444444328 | | 64 | 9.9 | 9.89830555555556 | 9.7875 | 0.110805555555556 | 0.00169444444444267 | | 65 | 9.9 | 9.89880555555556 | 9.8125 | 0.0863055555555551 | 0.00119444444444383 | | 66 | 9.9 | 9.89930555555556 | 9.8375 | 0.0618055555555553 | 0.000694444444443221 | | 67 | 9.9 | 9.89980555555556 | 9.8625 | 0.0373055555555552 | 0.000194444444442610 | | 68 | 9.9 | 9.90030555555556 | 9.8875 | 0.0128055555555558 | -0.000305555555556225 | | 69 | 9.9 | 9.90038888888889 | 9.9125 | -0.0121111111111109 | -0.000388888888888772 | | 70 | 9.9 | 9.90005555555556 | 9.9375 | -0.0374444444444443 | -5.55555555550313e-05 | | 71 | 9.9 | 9.89972222222222 | 9.9625 | -0.0627777777777777 | 0.000277777777776933 | | 72 | 9.9 | 9.89938888888889 | 9.9875 | -0.0881111111111107 | 0.00061111111111245 | | 73 | 9.9 | 9.90280555555555 | 10.0125 | -0.109694444444444 | -0.00280555555555395 | | 74 | 9.9 | 9.90330555555555 | 10.0375 | -0.134194444444444 | -0.00330555555555279 | | 75 | 10.2 | 10.1978055555556 | 10.0625 | 0.135305555555555 | 0.00219444444444505 | | 76 | 10.2 | 10.1983055555556 | 10.0875 | 0.110805555555556 | 0.00169444444444622 | | 77 | 10.2 | 10.1988055555556 | 10.1125 | 0.0863055555555551 | 0.00119444444444916 | | 78 | 10.2 | 10.1993055555556 | 10.1375 | 0.0618055555555553 | 0.00069444444444855 | | 79 | 10.2 | NA | NA | 0.0373055555555552 | NA | | 80 | 10.2 | NA | NA | 0.0128055555555558 | NA | | 81 | 10.2 | NA | NA | -0.0121111111111109 | NA | | 82 | 10.2 | NA | NA | -0.0374444444444443 | NA | | 83 | 10.2 | NA | NA | -0.0627777777777777 | NA | | 84 | 10.2 | NA | NA | -0.0881111111111107 | NA |
| | | Charts produced by software: |  | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t1211726251qwkchuqorzxbp4x/1ikct1211726169.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t1211726251qwkchuqorzxbp4x/1ikct1211726169.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t1211726251qwkchuqorzxbp4x/2zbt11211726169.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t1211726251qwkchuqorzxbp4x/2zbt11211726169.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t1211726251qwkchuqorzxbp4x/3ty8f1211726169.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t1211726251qwkchuqorzxbp4x/3ty8f1211726169.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t1211726251qwkchuqorzxbp4x/4vdr01211726169.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t1211726251qwkchuqorzxbp4x/4vdr01211726169.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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