| cijferreeks - oliezaden - tim deelstra | | 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 14:19:46 -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/t1211747019x0fqe0uogvczf7z.htm/, Retrieved Sun, 25 May 2008 22:23:39 +0200 | | | | User-defined keywords: | | | | | Dataseries X: | | » Textbox « » Textfile « » CSV « | | 90,2
94,3
96
99
103,3
113,1
112,8
112,1
107,4
111
110,5
110,8
112,4
111,5
116,2
122,5
121,3
113,9
110,7
120,8
141,1
147,4
148
158,1
165
187
190,3
182,4
168,8
151,2
120,1
112,5
106,2
107,1
108,5
106,5
108,3
125,6
124
127,2
136,9
135,8
124,3
115,4
113,6
114,4
118,4
117
116,5
115,4
113,6
117,4
116,9
116,4
111,1
110,2
118,9
131,8
130,6
138,3
148,4
148,7
144,3
152,5
162,9
167,2
166,5
185,6
193,2
207,8
223,4
246,4
| | | | Text written by user: | | | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 90.2 | NA | NA | 0.998519023206978 | NA | | 2 | 94.3 | NA | NA | 1.06669196126953 | NA | | 3 | 96 | NA | NA | 1.07376666229617 | NA | | 4 | 99 | NA | NA | 1.08579573956445 | NA | | 5 | 103.3 | NA | NA | 1.07533405895404 | NA | | 6 | 113.1 | NA | NA | 1.02186372809591 | NA | | 7 | 112.8 | 97.4532878149492 | 105.966666666667 | 0.919659840971524 | 1.15747762368153 | | 8 | 112.1 | 96.6980676413774 | 107.608333333333 | 0.898611330981591 | 1.15927859505677 | | 9 | 107.4 | 101.726022877044 | 109.166666666667 | 0.93184143093475 | 1.05577704664434 | | 10 | 111 | 107.293333820361 | 110.9875 | 0.966715475349572 | 1.03454703146652 | | 11 | 110.5 | 109.532306553760 | 112.716666666667 | 0.971748986134205 | 1.00883477648455 | | 12 | 110.8 | 112.302775014385 | 113.5 | 0.98945176224128 | 0.98661854068884 | | 13 | 112.4 | 113.277822686902 | 113.445833333333 | 0.998519023206978 | 0.992250710103002 | | 14 | 111.5 | 121.305098745539 | 113.720833333333 | 1.06669196126953 | 0.919169937233169 | | 15 | 116.2 | 124.006627411929 | 115.4875 | 1.07376666229617 | 0.937046691980445 | | 16 | 122.5 | 128.567263862260 | 118.408333333333 | 1.08579573956445 | 0.952808641329098 | | 17 | 121.3 | 130.639646487178 | 121.4875 | 1.07533405895404 | 0.928508330064296 | | 18 | 113.9 | 127.754254839658 | 125.020833333333 | 1.02186372809591 | 0.89155543306917 | | 19 | 110.7 | 118.804723789505 | 129.183333333333 | 0.919659840971524 | 0.931781131835596 | | 20 | 120.8 | 120.881945086419 | 134.520833333333 | 0.898611330981591 | 0.999322106486946 | | 21 | 141.1 | 131.160564076695 | 140.754166666667 | 0.93184143093475 | 1.07578067381208 | | 22 | 147.4 | 141.466725873968 | 146.3375 | 0.966715475349572 | 1.04194112848358 | | 23 | 148 | 146.551893971365 | 150.8125 | 0.971748986134205 | 1.00988118262681 | | 24 | 158.1 | 152.717756786266 | 154.345833333333 | 0.98945176224128 | 1.03524307406680 | | 25 | 165 | 156.060202335391 | 156.291666666667 | 0.998519023206978 | 1.05728428856831 | | 26 | 187 | 166.763954494975 | 156.3375 | 1.06669196126953 | 1.12134544042391 | | 27 | 190.3 | 165.937215574595 | 154.5375 | 1.07376666229617 | 1.14681929150759 | | 28 | 182.4 | 164.393999118972 | 151.404166666667 | 1.08579573956445 | 1.10952955082014 | | 29 | 168.8 | 159.234571338198 | 148.079166666667 | 1.07533405895404 | 1.06007130600733 | | 30 | 151.2 | 147.437904902105 | 144.283333333333 | 1.02186372809591 | 1.02551647149621 | | 31 | 120.1 | 128.541622355791 | 139.770833333333 | 0.919659840971524 | 0.934327712681071 | | 32 | 112.5 | 121.177737982868 | 134.85 | 0.898611330981591 | 0.928388348162643 | | 33 | 106.2 | 120.700644014452 | 129.529166666667 | 0.93184143093475 | 0.879862745283147 | | 34 | 107.1 | 120.323852831843 | 124.466666666667 | 0.966715475349572 | 0.890097827482933 | | 35 | 108.5 | 117.423718111992 | 120.8375 | 0.971748986134205 | 0.924004125780781 | | 36 | 106.5 | 117.612832805080 | 118.866666666667 | 0.98945176224128 | 0.905513433015447 | | 37 | 108.3 | 118.224652347706 | 118.4 | 0.998519023206978 | 0.916052598585639 | | 38 | 125.6 | 126.611891252854 | 118.695833333333 | 1.06669196126953 | 0.992007928774766 | | 39 | 124 | 127.912453646032 | 119.125 | 1.07376666229617 | 0.969413035756013 | | 40 | 127.2 | 130.010467366098 | 119.7375 | 1.08579573956445 | 0.978382760841986 | | 41 | 136.9 | 129.528467959593 | 120.454166666667 | 1.07533405895404 | 1.05691051671133 | | 42 | 135.8 | 123.956327983568 | 121.304166666667 | 1.02186372809591 | 1.09554713510070 | | 43 | 124.3 | 112.275138918607 | 122.083333333333 | 0.919659840971524 | 1.10710172525469 | | 44 | 115.4 | 109.630582379754 | 122 | 0.898611330981591 | 1.05262598715622 | | 45 | 113.6 | 112.884824012487 | 121.141666666667 | 0.93184143093475 | 1.00633544848716 | | 46 | 114.4 | 116.295871684554 | 120.3 | 0.966715475349572 | 0.983697859114931 | | 47 | 118.4 | 115.694814707495 | 119.058333333333 | 0.971748986134205 | 1.02338207895786 | | 48 | 117 | 116.178127749830 | 117.416666666667 | 0.98945176224128 | 1.00707424251094 | | 49 | 116.5 | 115.886453635030 | 116.058333333333 | 0.998519023206978 | 1.00529437518989 | | 50 | 115.4 | 122.980694034699 | 115.291666666667 | 1.06669196126953 | 0.938358666015005 | | 51 | 113.6 | 123.800822134989 | 115.295833333333 | 1.07376666229617 | 0.917602953202794 | | 52 | 117.4 | 126.214706426537 | 116.241666666667 | 1.08579573956445 | 0.930161019455621 | | 53 | 116.9 | 126.324868575625 | 117.475 | 1.07533405895404 | 0.925391819663893 | | 54 | 116.4 | 121.469792911868 | 118.870833333333 | 1.02186372809591 | 0.958262932780776 | | 55 | 111.1 | 111.359310993639 | 121.0875 | 0.919659840971524 | 0.997671402675487 | | 56 | 110.2 | 111.2518269894 | 123.804166666667 | 0.898611330981591 | 0.990545530641036 | | 57 | 118.9 | 117.850762304844 | 126.470833333333 | 0.93184143093475 | 1.00890310486446 | | 58 | 131.8 | 124.911723358607 | 129.2125 | 0.966715475349572 | 1.05514515736540 | | 59 | 130.6 | 128.845817653178 | 132.591666666667 | 0.971748986134205 | 1.01361458508140 | | 60 | 138.3 | 135.183847016215 | 136.625 | 0.98945176224128 | 1.02305122285365 | | 61 | 148.4 | 140.841108223344 | 141.05 | 0.998519023206978 | 1.05366964142791 | | 62 | 148.7 | 156.270372325986 | 146.5 | 1.06669196126953 | 0.951555933390919 | | 63 | 144.3 | 164.004435582462 | 152.7375 | 1.07376666229617 | 0.87985425203604 | | 64 | 152.5 | 172.641522590747 | 159 | 1.08579573956445 | 0.883333266015653 | | 65 | 162.9 | 178.541298255002 | 166.033333333333 | 1.07533405895404 | 0.912393948022815 | | 66 | 167.2 | 178.217291945461 | 174.404166666667 | 1.02186372809591 | 0.938180566962983 | | 67 | 166.5 | NA | NA | 0.919659840971524 | NA | | 68 | 185.6 | NA | NA | 0.898611330981591 | NA | | 69 | 193.2 | NA | NA | 0.93184143093475 | NA | | 70 | 207.8 | NA | NA | 0.966715475349572 | NA | | 71 | 223.4 | NA | NA | 0.971748986134205 | NA | | 72 | 246.4 | NA | NA | 0.98945176224128 | NA |
| | | Charts produced by software: |  | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t1211747019x0fqe0uogvczf7z/1q15o1211746778.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t1211747019x0fqe0uogvczf7z/1q15o1211746778.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t1211747019x0fqe0uogvczf7z/2snck1211746778.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t1211747019x0fqe0uogvczf7z/2snck1211746778.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t1211747019x0fqe0uogvczf7z/36m0r1211746778.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t1211747019x0fqe0uogvczf7z/36m0r1211746778.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t1211747019x0fqe0uogvczf7z/4yxgk1211746778.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t1211747019x0fqe0uogvczf7z/4yxgk1211746778.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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