| sven van roy - oefening 9 - eigen opgave | | 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 14:31:34 -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/t12117477366gsrk2gfu8s703k.htm/, Retrieved Sun, 25 May 2008 22:35:40 +0200 | | | | User-defined keywords: | | | | | Dataseries X: | | » Textbox « » Textfile « » CSV « | | 7,1
7,1
7,3
7,1
7,4
7,3
7,4
7,6
7,8
7,7
8
8,1
7,7
7,9
8,1
8,1
8,2
8,1
8,3
8,3
8,3
8,5
8,7
8,7
8,4
8,4
8,6
8,7
8,7
8,6
8
8,1
8,1
8,5
8,6
8,6
8,3
8,3
8,5
9,2
9,2
9
7,4
7,3
7,4
8,6
8,7
8,7
8,5
8,4
8,6
8,4
8,4
8,2
7,7
7,6
7,7
8,1
8,2
8,3
8,1
8
8,2
7,6
7,7
7,6
6,9
6,9
7
7,4
7,4
7,5 | | | | Text written by user: | | | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 7.1 | NA | NA | 0.991268649237307 | NA | | 2 | 7.1 | NA | NA | 0.993975349937138 | NA | | 3 | 7.3 | NA | NA | 1.01809627062146 | NA | | 4 | 7.1 | NA | NA | 1.03550986601162 | NA | | 5 | 7.4 | NA | NA | 1.03779566256016 | NA | | 6 | 7.3 | NA | NA | 1.01922553907837 | NA | | 7 | 7.4 | 7.09428077253001 | 7.51666666666667 | 0.943806754660312 | 1.04309375922275 | | 8 | 7.6 | 7.12118163825713 | 7.575 | 0.940089985248466 | 1.06723861095896 | | 9 | 7.8 | 7.2281880202983 | 7.64166666666667 | 0.9458915620892 | 1.07910862004363 | | 10 | 7.7 | 7.81150658098311 | 7.71666666666667 | 1.01229026967384 | 0.985725342502486 | | 11 | 8 | 8.01531465625141 | 7.79166666666667 | 1.02870348529430 | 0.998089325633714 | | 12 | 8.1 | 8.12038207557771 | 7.85833333333333 | 1.03334660558783 | 0.997490010274392 | | 13 | 7.7 | 7.85993433124414 | 7.92916666666667 | 0.991268649237307 | 0.979651950702898 | | 14 | 7.9 | 7.94766123553903 | 7.99583333333333 | 0.993975349937138 | 0.994003111843027 | | 15 | 8.1 | 8.19143291070853 | 8.04583333333333 | 1.01809627062146 | 0.988837983329021 | | 16 | 8.1 | 8.38762991469409 | 8.1 | 1.03550986601162 | 0.965707843858228 | | 17 | 8.2 | 8.4710070956473 | 8.1625 | 1.03779566256016 | 0.968007688744996 | | 18 | 8.1 | 8.37463651276062 | 8.21666666666667 | 1.01922553907837 | 0.967206157265196 | | 19 | 8.3 | 7.80606836666966 | 8.27083333333333 | 0.943806754660312 | 1.06327534043121 | | 20 | 8.3 | 7.82233208558828 | 8.32083333333333 | 0.940089985248466 | 1.06106464276706 | | 21 | 8.3 | 7.91001818797093 | 8.3625 | 0.9458915620892 | 1.04930226489518 | | 22 | 8.5 | 8.51167401750751 | 8.40833333333333 | 1.01229026967384 | 0.99862846985405 | | 23 | 8.7 | 8.69683071525888 | 8.45416666666667 | 1.02870348529430 | 1.00036441835479 | | 24 | 8.7 | 8.77914053663995 | 8.49583333333333 | 1.03334660558783 | 0.99098538902417 | | 25 | 8.4 | 8.4299138045556 | 8.50416666666666 | 0.991268649237307 | 0.996451469700743 | | 26 | 8.4 | 8.43222421863339 | 8.48333333333333 | 0.993975349937138 | 0.99617844381294 | | 27 | 8.6 | 8.6198817579284 | 8.46666666666667 | 1.01809627062146 | 0.99769349992416 | | 28 | 8.7 | 8.75868761668158 | 8.45833333333333 | 1.03550986601162 | 0.993299496539892 | | 29 | 8.7 | 8.77369749722734 | 8.45416666666667 | 1.03779566256016 | 0.991600178003558 | | 30 | 8.6 | 8.60820903213275 | 8.44583333333333 | 1.01922553907837 | 0.999046371654997 | | 31 | 8 | 7.96336949244638 | 8.4375 | 0.943806754660312 | 1.00459987541560 | | 32 | 8.1 | 7.92417516732353 | 8.42916666666667 | 0.940089985248466 | 1.02218840812625 | | 33 | 8.1 | 7.96519519575947 | 8.42083333333333 | 0.9458915620892 | 1.01692423109886 | | 34 | 8.5 | 8.541199150373 | 8.4375 | 1.01229026967384 | 0.995176420822455 | | 35 | 8.6 | 8.72254830239124 | 8.47916666666667 | 1.02870348529430 | 0.985950401403034 | | 36 | 8.6 | 8.80066859092303 | 8.51666666666666 | 1.03334660558783 | 0.977198483405 | | 37 | 8.3 | 8.43404409059408 | 8.50833333333333 | 0.991268649237307 | 0.984106783275704 | | 38 | 8.3 | 8.39909170696882 | 8.45 | 0.993975349937138 | 0.988202092508813 | | 39 | 8.5 | 8.53928246983753 | 8.3875 | 1.01809627062146 | 0.995399792666856 | | 40 | 9.2 | 8.65945125452213 | 8.3625 | 1.03550986601162 | 1.06242297919231 | | 41 | 9.2 | 8.68721452534733 | 8.37083333333333 | 1.03779566256016 | 1.05902760581732 | | 42 | 9 | 8.54026066286086 | 8.37916666666667 | 1.01922553907837 | 1.05383200294324 | | 43 | 7.4 | 7.92011168285778 | 8.39166666666667 | 0.943806754660312 | 0.93433025900588 | | 44 | 7.3 | 7.90067291769232 | 8.40416666666667 | 0.940089985248466 | 0.923971929486259 | | 45 | 7.4 | 7.95731276607539 | 8.4125 | 0.9458915620892 | 0.929962189188869 | | 46 | 8.6 | 8.48636676076567 | 8.38333333333333 | 1.01229026967384 | 1.01339009289107 | | 47 | 8.7 | 8.55538398603092 | 8.31666666666666 | 1.02870348529430 | 1.01690350943981 | | 48 | 8.7 | 8.52510949609961 | 8.25 | 1.03334660558783 | 1.02051475162640 | | 49 | 8.5 | 8.15731492601533 | 8.22916666666666 | 0.991268649237307 | 1.04200954322504 | | 50 | 8.4 | 8.20443820093946 | 8.25416666666667 | 0.993975349937138 | 1.0238360987396 | | 51 | 8.6 | 8.42898870718687 | 8.27916666666667 | 1.01809627062146 | 1.02028847098434 | | 52 | 8.4 | 8.5645295168044 | 8.27083333333333 | 1.03550986601162 | 0.980789427313949 | | 53 | 8.4 | 8.5401934731513 | 8.22916666666667 | 1.03779566256016 | 0.98358427433851 | | 54 | 8.2 | 8.34915587428367 | 8.19166666666667 | 1.01922553907837 | 0.98213521504095 | | 55 | 7.7 | 7.69989010677038 | 8.15833333333333 | 0.943806754660312 | 1.00001427205169 | | 56 | 7.6 | 7.63823113014379 | 8.125 | 0.940089985248466 | 0.994994766524816 | | 57 | 7.7 | 7.65383922323844 | 8.09166666666667 | 0.9458915620892 | 1.00603106172147 | | 58 | 8.1 | 8.1405009186271 | 8.04166666666667 | 1.01229026967384 | 0.995024763336807 | | 59 | 8.2 | 8.2081965597441 | 7.97916666666667 | 1.02870348529430 | 0.999001417706748 | | 60 | 8.3 | 8.18927184928357 | 7.925 | 1.03334660558783 | 1.01352112284881 | | 61 | 8.1 | 7.79798004066681 | 7.86666666666667 | 0.991268649237307 | 1.03873053762104 | | 62 | 8 | 7.75714929346775 | 7.80416666666667 | 0.993975349937138 | 1.03130669493969 | | 63 | 8.2 | 7.8860040295221 | 7.74583333333333 | 1.01809627062146 | 1.03981686660347 | | 64 | 7.6 | 7.9604820949643 | 7.6875 | 1.03550986601162 | 0.954716047261468 | | 65 | 7.7 | 7.91319192702121 | 7.625 | 1.03779566256016 | 0.973058668488348 | | 66 | 7.6 | 7.7036463662007 | 7.55833333333333 | 1.01922553907837 | 0.986545804249863 | | 67 | 6.9 | NA | NA | 0.943806754660312 | NA | | 68 | 6.9 | NA | NA | 0.940089985248466 | NA | | 69 | 7 | NA | NA | 0.9458915620892 | NA | | 70 | 7.4 | NA | NA | 1.01229026967384 | NA | | 71 | 7.4 | NA | NA | 1.02870348529430 | NA | | 72 | 7.5 | NA | NA | 1.03334660558783 | NA |
| | | Charts produced by software: |  | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t12117477366gsrk2gfu8s703k/190u71211747487.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t12117477366gsrk2gfu8s703k/190u71211747487.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t12117477366gsrk2gfu8s703k/2dadz1211747487.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t12117477366gsrk2gfu8s703k/2dadz1211747487.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t12117477366gsrk2gfu8s703k/3vi8z1211747487.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t12117477366gsrk2gfu8s703k/3vi8z1211747487.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t12117477366gsrk2gfu8s703k/4ey261211747487.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t12117477366gsrk2gfu8s703k/4ey261211747487.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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