| Ruts Wouter decompositie opgave 9 eigen reeks | | 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 14:18:31 -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/t1211746776cu5vp1uz00jwjhc.htm/, Retrieved Sun, 25 May 2008 22:19:36 +0200 | | | | User-defined keywords: | | | | | Dataseries X: | | » Textbox « » Textfile « » CSV « | | 6,5300
6,5400
6,5400
6,5100
6,5100
6,4900
6,4600
6,4600
6,5200
6,4800
6,4900
6,4800
6,5300
6,4900
6,4800
6,5700
6,5300
6,5700
6,5500
6,5700
6,6200
6,5600
6,6500
6,5900
6,6800
6,7500
6,7700
6,8200
6,8800
6,8100
6,8700
6,9100
6,9800
7,0400
6,9900
7,0800
7,1300
7,1000
7,0200
7,0300
7,1200
7,1100
7,0900
7,0200
7,0300
7,0600
7,0500
7,1100
7,0600
7,0500
7,1100
7,0900
7,1300
7,0300
7,0600
7,1100
7,0800
7,1300
7,0000
7,0200
6,9600
6,9800
7,0200
7,0200
7,0600
7,0200
6,9400
6,9700
6,9700
6,9400
6,9300
7,0000
6,9700
6,9700
6,9800
6,9200
7,0000
6,9400
6,9700
6,9300
6,9200
6,8400
6,8600
6,8600
6,8400
| | | | Text written by user: | | | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 6.53 | NA | NA | 1.00018275833522 | NA | | 2 | 6.54 | NA | NA | 0.999240706850688 | NA | | 3 | 6.54 | NA | NA | 0.998904810145195 | NA | | 4 | 6.51 | NA | NA | 1.00172331632599 | NA | | 5 | 6.51 | NA | NA | 1.00596047545515 | NA | | 6 | 6.49 | NA | NA | 0.999695577374594 | NA | | 7 | 6.46 | 6.48550582038267 | 6.50083333333333 | 0.997642223363569 | 0.996067258115395 | | 8 | 6.46 | 6.48942023994354 | 6.49875 | 0.998564376217509 | 0.995466430150039 | | 9 | 6.52 | 6.4962246954401 | 6.49416666666667 | 1.00031690421251 | 1.00365986487145 | | 10 | 6.48 | 6.49795118415443 | 6.49416666666667 | 1.00058275644621 | 0.997237408585308 | | 11 | 6.49 | 6.47533491041755 | 6.4975 | 0.996588674169688 | 1.00226476155833 | | 12 | 6.48 | 6.50555089954231 | 6.50166666666667 | 1.00059742110366 | 0.996072446448139 | | 13 | 6.53 | 6.50993952831437 | 6.50875 | 1.00018275833522 | 1.00308151429032 | | 14 | 6.49 | 6.51213495660484 | 6.51708333333333 | 0.999240706850688 | 0.996600967769812 | | 15 | 6.48 | 6.51868630687252 | 6.52583333333333 | 0.998904810145195 | 0.994065321592215 | | 16 | 6.57 | 6.54459233332983 | 6.53333333333333 | 1.00172331632599 | 1.00388223824741 | | 17 | 6.53 | 6.58233471106155 | 6.54333333333333 | 1.00596047545515 | 0.992049217586338 | | 18 | 6.57 | 6.55258796986656 | 6.55458333333333 | 0.999695577374594 | 1.00265727529543 | | 19 | 6.55 | 6.54993688064156 | 6.56541666666667 | 0.997642223363569 | 1.00000963663614 | | 20 | 6.57 | 6.57305000645175 | 6.5825 | 0.998564376217509 | 0.999535983075017 | | 21 | 6.62 | 6.60750995103375 | 6.60541666666667 | 1.00031690421251 | 1.00189028076519 | | 22 | 6.56 | 6.63177912782912 | 6.62791666666667 | 1.00058275644621 | 0.989176489981714 | | 23 | 6.65 | 6.63022140019475 | 6.65291666666667 | 0.996588674169688 | 1.00298309794069 | | 24 | 6.59 | 6.6814892794197 | 6.6775 | 1.00059742110366 | 0.986307052874946 | | 25 | 6.68 | 6.70205796647793 | 6.70083333333333 | 1.00018275833522 | 0.99670877712663 | | 26 | 6.75 | 6.72322455592704 | 6.72833333333333 | 0.999240706850688 | 1.00398253008660 | | 27 | 6.77 | 6.75009925455616 | 6.7575 | 0.998904810145195 | 1.0029482152326 | | 28 | 6.82 | 6.80420562614432 | 6.7925 | 1.00172331632599 | 1.00232126639368 | | 29 | 6.88 | 6.86735684577384 | 6.82666666666667 | 1.00596047545515 | 1.00184105100552 | | 30 | 6.81 | 6.85916128026143 | 6.86125 | 0.999695577374594 | 0.992832756330879 | | 31 | 6.87 | 6.88414702546836 | 6.90041666666667 | 0.997642223363569 | 0.997944984990004 | | 32 | 6.91 | 6.92379574359815 | 6.93375 | 0.998564376217509 | 0.998007488362015 | | 33 | 6.98 | 6.96095525718884 | 6.95875 | 1.00031690421251 | 1.00273593811589 | | 34 | 7.04 | 6.98198309258529 | 6.97791666666667 | 1.00058275644621 | 1.00830951703053 | | 35 | 6.99 | 6.97279875694058 | 6.99666666666667 | 0.996588674169688 | 1.00246690656923 | | 36 | 7.08 | 7.02336006496346 | 7.01916666666667 | 1.00059742110366 | 1.00806450680481 | | 37 | 7.13 | 7.0421201043119 | 7.04083333333333 | 1.00018275833522 | 1.01247918160815 | | 38 | 7.1 | 7.04922683653708 | 7.05458333333333 | 0.999240706850688 | 1.00720265706301 | | 39 | 7.02 | 7.05351659063776 | 7.06125 | 0.998904810145195 | 0.995248243878486 | | 40 | 7.03 | 7.07634046041288 | 7.06416666666667 | 1.00172331632599 | 0.993451352337819 | | 41 | 7.12 | 7.10962566027929 | 7.0675 | 1.00596047545515 | 1.00145919633697 | | 42 | 7.11 | 7.0690973515101 | 7.07125 | 0.999695577374594 | 1.00578612041340 | | 43 | 7.09 | 7.0529148349207 | 7.06958333333333 | 0.997642223363569 | 1.00525813311905 | | 44 | 7.02 | 7.05444124948661 | 7.06458333333333 | 0.998564376217509 | 0.995117792002433 | | 45 | 7.03 | 7.06848932439168 | 7.06625 | 1.00031690421251 | 0.994554801934996 | | 46 | 7.06 | 7.07662154496583 | 7.0725 | 1.00058275644621 | 0.99765120335174 | | 47 | 7.05 | 7.05128011503145 | 7.07541666666667 | 0.996588674169688 | 0.99981845636387 | | 48 | 7.11 | 7.07672526075565 | 7.0725 | 1.00059742110366 | 1.00470199675956 | | 49 | 7.06 | 7.06920838735015 | 7.06791666666667 | 1.00018275833522 | 0.998697394836086 | | 50 | 7.05 | 7.06504814772888 | 7.07041666666667 | 0.999240706850688 | 0.99787005729979 | | 51 | 7.11 | 7.06850016278994 | 7.07625 | 0.998904810145195 | 1.00587109517639 | | 52 | 7.09 | 7.09345323373345 | 7.08125 | 1.00172331632599 | 0.999513180164912 | | 53 | 7.13 | 7.12429591721301 | 7.08208333333333 | 1.00596047545515 | 1.00080065214209 | | 54 | 7.03 | 7.07409582939697 | 7.07625 | 0.999695577374594 | 0.99376657731809 | | 55 | 7.06 | 7.05166778214149 | 7.06833333333333 | 0.997642223363569 | 1.00118159534963 | | 56 | 7.11 | 7.05111270156588 | 7.06125 | 0.998564376217509 | 1.00835149017276 | | 57 | 7.08 | 7.0568189605092 | 7.05458333333333 | 1.00031690421251 | 1.00328491344620 | | 58 | 7.13 | 7.05202388553652 | 7.04791666666667 | 1.00058275644621 | 1.01105726749216 | | 59 | 7 | 7.01806049255912 | 7.04208333333333 | 0.996588674169688 | 0.997426569266784 | | 60 | 7.02 | 7.0429550977934 | 7.03875 | 1.00059742110366 | 0.996740700817389 | | 61 | 6.96 | 7.03461873362439 | 7.03333333333333 | 1.00018275833522 | 0.98939263996388 | | 62 | 6.98 | 7.01716786385895 | 7.0225 | 0.999240706850688 | 0.994703295605855 | | 63 | 7.02 | 7.00440377080562 | 7.01208333333333 | 0.998904810145195 | 1.00222663194537 | | 64 | 7.02 | 7.01164582956683 | 6.99958333333333 | 1.00172331632599 | 1.00119147068124 | | 65 | 7.06 | 7.0304062728372 | 6.98875 | 1.00596047545515 | 1.00420939075415 | | 66 | 7.02 | 6.98287360796154 | 6.985 | 0.999695577374594 | 1.00531677846727 | | 67 | 6.94 | 6.96811524593479 | 6.98458333333333 | 0.997642223363569 | 0.99596515773025 | | 68 | 6.97 | 6.97455609938921 | 6.98458333333333 | 0.998564376217509 | 0.999346754212844 | | 69 | 6.97 | 6.98471278366388 | 6.9825 | 1.00031690421251 | 0.997893573562782 | | 70 | 6.94 | 6.98073236413973 | 6.97666666666666 | 1.00058275644621 | 0.994165029968922 | | 71 | 6.93 | 6.94622305896272 | 6.97 | 0.996588674169688 | 0.997664477684489 | | 72 | 7 | 6.96832720680276 | 6.96416666666667 | 1.00059742110366 | 1.00454525056836 | | 73 | 6.97 | 6.963355712093 | 6.96208333333333 | 1.00018275833522 | 1.0009541790168 | | 74 | 6.97 | 6.95638072085887 | 6.96166666666667 | 0.999240706850688 | 1.00195781106406 | | 75 | 6.98 | 6.95029642692276 | 6.95791666666667 | 0.998904810145195 | 1.00427371312714 | | 76 | 6.92 | 6.9636465873262 | 6.95166666666667 | 1.00172331632599 | 0.99373222251031 | | 77 | 7 | 6.98597635183793 | 6.94458333333333 | 1.00596047545515 | 1.00200739989026 | | 78 | 6.94 | 6.93372190874062 | 6.93583333333333 | 0.999695577374594 | 1.00090544318650 | | 79 | 6.97 | 6.90825671253298 | 6.92458333333333 | 0.997642223363569 | 1.00893760756676 | | 80 | 6.93 | NA | NA | 0.998564376217509 | NA | | 81 | 6.92 | NA | NA | 1.00031690421251 | NA | | 82 | 6.84 | NA | NA | 1.00058275644621 | NA | | 83 | 6.86 | NA | NA | 0.996588674169688 | NA | | 84 | 6.86 | NA | NA | 1.00059742110366 | NA | | 85 | 6.84 | NA | NA | NA | NA |
| | | Charts produced by software: |  | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t1211746776cu5vp1uz00jwjhc/1lhzi1211746703.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t1211746776cu5vp1uz00jwjhc/1lhzi1211746703.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t1211746776cu5vp1uz00jwjhc/2jm241211746703.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t1211746776cu5vp1uz00jwjhc/2jm241211746703.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t1211746776cu5vp1uz00jwjhc/3wy081211746703.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t1211746776cu5vp1uz00jwjhc/3wy081211746703.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t1211746776cu5vp1uz00jwjhc/440zu1211746703.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t1211746776cu5vp1uz00jwjhc/440zu1211746703.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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