| Opgave9,oef2 Willem Dierickx | | 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 15:42:41 -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/t1211752070c06n74ne5edt5u7.htm/, Retrieved Sun, 25 May 2008 23:47:55 +0200 | | | | User-defined keywords: | | | | | Dataseries X: | | » Textbox « » Textfile « » CSV « | | 3,35
3,35
3,35
3,4
3,42
3,42
3,42
3,42
3,42
3,42
3,42
3,42
3,42
3,42
3,42
3,43
3,47
3,51
3,52
3,52
3,52
3,52
3,52
3,52
3,52
3,52
3,52
3,58
3,6
3,61
3,61
3,61
3,63
3,68
3,69
3,69
3,69
3,69
3,69
3,69
3,69
3,69
3,78
3,79
3,79
3,8
3,8
3,8
3,8
3,81
3,95
3,99
4
4,06
4,16
4,19
4,2
4,2
4,2
4,2
4,2
4,23
4,38
4,43
4,44
4,44
4,44
4,44
4,44
4,45
4,45
4,45
4,45
4,45
4,45
4,45
4,45
4,46
4,46
4,46
4,48
4,58
4,67
4,68
4,68
| | | | Text written by user: | | | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 3.35 | NA | NA | -0.0384652777777779 | NA | | 2 | 3.35 | NA | NA | -0.0474652777777776 | NA | | 3 | 3.35 | NA | NA | -0.00646527777777777 | NA | | 4 | 3.4 | NA | NA | 0.0084513888888891 | NA | | 5 | 3.42 | NA | NA | 0.00728472222222233 | NA | | 6 | 3.42 | NA | NA | 0.0121180555555556 | NA | | 7 | 3.42 | 3.43870138888889 | 3.40375 | 0.0349513888888888 | -0.0187013888888887 | | 8 | 3.42 | 3.43536805555556 | 3.40958333333333 | 0.0257847222222223 | -0.0153680555555558 | | 9 | 3.42 | 3.43003472222222 | 3.41541666666667 | 0.0146180555555554 | -0.0100347222222221 | | 10 | 3.42 | 3.43111805555556 | 3.41958333333333 | 0.0115347222222222 | -0.0111180555555559 | | 11 | 3.42 | 3.41978472222222 | 3.42291666666667 | -0.00313194444444445 | 0.000215277777777523 | | 12 | 3.42 | 3.40953472222222 | 3.42875 | -0.019215277777778 | 0.0104652777777776 | | 13 | 3.42 | 3.39820138888889 | 3.43666666666667 | -0.0384652777777779 | 0.0217986111111110 | | 14 | 3.42 | 3.39753472222222 | 3.445 | -0.0474652777777776 | 0.0224652777777772 | | 15 | 3.42 | 3.44686805555556 | 3.45333333333333 | -0.00646527777777777 | -0.0268680555555565 | | 16 | 3.43 | 3.47011805555556 | 3.46166666666667 | 0.0084513888888891 | -0.0401180555555563 | | 17 | 3.47 | 3.47728472222222 | 3.47 | 0.00728472222222233 | -0.00728472222222276 | | 18 | 3.51 | 3.49045138888889 | 3.47833333333333 | 0.0121180555555556 | 0.0195486111111101 | | 19 | 3.52 | 3.52161805555556 | 3.48666666666667 | 0.0349513888888888 | -0.00161805555555583 | | 20 | 3.52 | 3.52078472222222 | 3.495 | 0.0257847222222223 | -0.000784722222222811 | | 21 | 3.52 | 3.51795138888889 | 3.50333333333333 | 0.0146180555555554 | 0.00204861111111088 | | 22 | 3.52 | 3.52528472222222 | 3.51375 | 0.0115347222222222 | -0.00528472222222298 | | 23 | 3.52 | 3.52228472222222 | 3.52541666666667 | -0.00313194444444445 | -0.00228472222222287 | | 24 | 3.52 | 3.51578472222222 | 3.535 | -0.019215277777778 | 0.00421527777777708 | | 25 | 3.52 | 3.50445138888889 | 3.54291666666667 | -0.0384652777777779 | 0.0155486111111109 | | 26 | 3.52 | 3.50295138888889 | 3.55041666666667 | -0.0474652777777776 | 0.0170486111111106 | | 27 | 3.52 | 3.55228472222222 | 3.55875 | -0.00646527777777777 | -0.0322847222222227 | | 28 | 3.58 | 3.57845138888889 | 3.57 | 0.0084513888888891 | 0.00154861111111071 | | 29 | 3.6 | 3.59103472222222 | 3.58375 | 0.00728472222222233 | 0.00896527777777756 | | 30 | 3.61 | 3.61003472222222 | 3.59791666666667 | 0.0121180555555556 | -3.47222222223387e-05 | | 31 | 3.61 | 3.64703472222222 | 3.61208333333333 | 0.0349513888888888 | -0.0370347222222218 | | 32 | 3.61 | 3.65203472222222 | 3.62625 | 0.0257847222222223 | -0.0420347222222222 | | 33 | 3.63 | 3.65503472222222 | 3.64041666666667 | 0.0146180555555554 | -0.0250347222222218 | | 34 | 3.68 | 3.66361805555556 | 3.65208333333333 | 0.0115347222222222 | 0.0163819444444444 | | 35 | 3.69 | 3.65728472222222 | 3.66041666666667 | -0.00313194444444445 | 0.0327152777777777 | | 36 | 3.69 | 3.64828472222222 | 3.6675 | -0.019215277777778 | 0.0417152777777776 | | 37 | 3.69 | 3.63945138888889 | 3.67791666666667 | -0.0384652777777779 | 0.0505486111111106 | | 38 | 3.69 | 3.64503472222222 | 3.6925 | -0.0474652777777776 | 0.0449652777777767 | | 39 | 3.69 | 3.70020138888889 | 3.70666666666667 | -0.00646527777777777 | -0.0102013888888899 | | 40 | 3.69 | 3.72678472222222 | 3.71833333333333 | 0.0084513888888891 | -0.0367847222222233 | | 41 | 3.69 | 3.73520138888889 | 3.72791666666667 | 0.00728472222222233 | -0.0452013888888896 | | 42 | 3.69 | 3.74920138888889 | 3.73708333333333 | 0.0121180555555556 | -0.0592013888888898 | | 43 | 3.78 | 3.78120138888889 | 3.74625 | 0.0349513888888888 | -0.00120138888888954 | | 44 | 3.79 | 3.78161805555556 | 3.75583333333333 | 0.0257847222222223 | 0.00838194444444396 | | 45 | 3.79 | 3.78628472222222 | 3.77166666666667 | 0.0146180555555554 | 0.0037152777777778 | | 46 | 3.8 | 3.80653472222222 | 3.795 | 0.0115347222222222 | -0.00653472222222273 | | 47 | 3.8 | 3.81728472222222 | 3.82041666666667 | -0.00313194444444445 | -0.0172847222222221 | | 48 | 3.8 | 3.82953472222222 | 3.84875 | -0.019215277777778 | -0.029534722222222 | | 49 | 3.8 | 3.84153472222222 | 3.88 | -0.0384652777777779 | -0.0415347222222211 | | 50 | 3.81 | 3.86503472222222 | 3.9125 | -0.0474652777777776 | -0.0550347222222212 | | 51 | 3.95 | 3.93978472222222 | 3.94625 | -0.00646527777777777 | 0.0102152777777791 | | 52 | 3.99 | 3.98845138888889 | 3.98 | 0.0084513888888891 | 0.00154861111111249 | | 53 | 4 | 4.02061805555556 | 4.01333333333333 | 0.00728472222222233 | -0.0206180555555551 | | 54 | 4.06 | 4.05878472222222 | 4.04666666666667 | 0.0121180555555556 | 0.00121527777777786 | | 55 | 4.16 | 4.11495138888889 | 4.08 | 0.0349513888888888 | 0.0450486111111115 | | 56 | 4.19 | 4.13995138888889 | 4.11416666666667 | 0.0257847222222223 | 0.0500486111111114 | | 57 | 4.2 | 4.16420138888889 | 4.14958333333333 | 0.0146180555555554 | 0.0357986111111108 | | 58 | 4.2 | 4.19736805555556 | 4.18583333333333 | 0.0115347222222222 | 0.00263194444444448 | | 59 | 4.2 | 4.21936805555556 | 4.2225 | -0.00313194444444445 | -0.0193680555555558 | | 60 | 4.2 | 4.23745138888889 | 4.25666666666667 | -0.019215277777778 | -0.037451388888889 | | 61 | 4.2 | 4.24570138888889 | 4.28416666666667 | -0.0384652777777779 | -0.0457013888888893 | | 62 | 4.23 | 4.25878472222222 | 4.30625 | -0.0474652777777776 | -0.0287847222222224 | | 63 | 4.38 | 4.32020138888889 | 4.32666666666667 | -0.00646527777777777 | 0.0597986111111108 | | 64 | 4.43 | 4.35553472222222 | 4.34708333333333 | 0.0084513888888891 | 0.0744652777777777 | | 65 | 4.44 | 4.37520138888889 | 4.36791666666667 | 0.00728472222222233 | 0.0647986111111107 | | 66 | 4.44 | 4.40086805555556 | 4.38875 | 0.0121180555555556 | 0.0391319444444447 | | 67 | 4.44 | 4.44453472222222 | 4.40958333333333 | 0.0349513888888888 | -0.00453472222222207 | | 68 | 4.44 | 4.45495138888889 | 4.42916666666667 | 0.0257847222222223 | -0.0149513888888890 | | 69 | 4.44 | 4.45586805555556 | 4.44125 | 0.0146180555555554 | -0.0158680555555559 | | 70 | 4.45 | 4.45653472222222 | 4.445 | 0.0115347222222222 | -0.00653472222222273 | | 71 | 4.45 | 4.44311805555556 | 4.44625 | -0.00313194444444445 | 0.00688194444444434 | | 72 | 4.45 | 4.42828472222222 | 4.4475 | -0.019215277777778 | 0.0217152777777772 | | 73 | 4.45 | 4.41070138888889 | 4.44916666666667 | -0.0384652777777779 | 0.0392986111111107 | | 74 | 4.45 | 4.40336805555556 | 4.45083333333333 | -0.0474652777777776 | 0.0466319444444432 | | 75 | 4.45 | 4.44686805555556 | 4.45333333333333 | -0.00646527777777777 | 0.0031319444444442 | | 76 | 4.45 | 4.46886805555556 | 4.46041666666667 | 0.0084513888888891 | -0.0188680555555569 | | 77 | 4.45 | 4.48228472222222 | 4.475 | 0.00728472222222233 | -0.032284722222224 | | 78 | 4.46 | 4.50586805555556 | 4.49375 | 0.0121180555555556 | -0.0458680555555571 | | 79 | 4.46 | 4.54786805555556 | 4.51291666666667 | 0.0349513888888888 | -0.087868055555556 | | 80 | 4.46 | NA | NA | 0.0257847222222223 | NA | | 81 | 4.48 | NA | NA | 0.0146180555555554 | NA | | 82 | 4.58 | NA | NA | 0.0115347222222222 | NA | | 83 | 4.67 | NA | NA | -0.00313194444444445 | NA | | 84 | 4.68 | NA | NA | -0.019215277777778 | NA | | 85 | 4.68 | NA | NA | NA | NA |
| | | Charts produced by software: |  | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t1211752070c06n74ne5edt5u7/1142a1211751754.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t1211752070c06n74ne5edt5u7/1142a1211751754.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t1211752070c06n74ne5edt5u7/2tagy1211751754.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t1211752070c06n74ne5edt5u7/2tagy1211751754.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t1211752070c06n74ne5edt5u7/30qxv1211751754.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t1211752070c06n74ne5edt5u7/30qxv1211751754.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t1211752070c06n74ne5edt5u7/4kzxq1211751754.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t1211752070c06n74ne5edt5u7/4kzxq1211751754.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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