| classical decomposition vruchtensappen - sanne peelmans | | R Software Module: rwasp_decompose.wasp (opens new window with default values) | | Title produced by software: Classical Decomposition | | Date of computation: Tue, 27 May 2008 12:16:43 -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/27/t1211912310xri2z1aqbm12xc4.htm/, Retrieved Tue, 27 May 2008 20:18:35 +0200 | | | | User-defined keywords: | | | | | Dataseries X: | | » Textbox « » Textfile « » CSV « | | 1,08
1,08
1,09
1,1
1,1
1,11
1,1
1,1
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1,11
1,12
1,11
1,11
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1,11
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1,11
1,11
1,1
1,1
1,1
1,11
1,1
1,1
1,09
1,1
1,1
1,11
1,13
1,13
1,13
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1,14
1,14
1,14
1,15
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1,11
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| | | | Text written by user: | | | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 1.08 | NA | NA | 0.999311583863834 | NA | | 2 | 1.08 | NA | NA | 1.00115886493703 | NA | | 3 | 1.09 | NA | NA | 0.998573025789527 | NA | | 4 | 1.1 | NA | NA | 1.00066648711199 | NA | | 5 | 1.1 | NA | NA | 1.00065273192827 | NA | | 6 | 1.11 | NA | NA | 1.00068929179717 | NA | | 7 | 1.1 | 1.10199066299218 | 1.10125 | 1.00067256571367 | 0.998193575445756 | | 8 | 1.1 | 1.10720485600840 | 1.10416666666667 | 1.00275156770572 | 0.99349275252064 | | 9 | 1.11 | 1.11155274388024 | 1.10666666666667 | 1.00441513001227 | 0.998603085738582 | | 10 | 1.11 | 1.10708226438935 | 1.10791666666667 | 0.999246872709453 | 1.00263551833906 | | 11 | 1.11 | 1.10500569552127 | 1.10916666666667 | 0.996248560950803 | 1.00451970926392 | | 12 | 1.11 | 1.10554562128537 | 1.11041666666667 | 0.995613317480258 | 1.00402912247932 | | 13 | 1.11 | 1.11048499756869 | 1.11125 | 0.999311583863834 | 0.999563256082029 | | 14 | 1.12 | 1.11378923724245 | 1.1125 | 1.00115886493703 | 1.00557624598073 | | 15 | 1.11 | 1.11174463537901 | 1.11333333333333 | 0.998573025789527 | 0.998430722916498 | | 16 | 1.11 | 1.11407535565135 | 1.11333333333333 | 1.00066648711199 | 0.996341938962497 | | 17 | 1.12 | 1.11364310290851 | 1.11291666666667 | 1.00065273192827 | 1.00570819957928 | | 18 | 1.12 | 1.11284988325277 | 1.11208333333333 | 1.00068929179717 | 1.00642505054350 | | 19 | 1.11 | 1.11199738864931 | 1.11125 | 1.00067256571367 | 0.998203782967747 | | 20 | 1.12 | 1.11347205330656 | 1.11041666666667 | 1.00275156770572 | 1.00586269468916 | | 21 | 1.11 | 1.11448228800945 | 1.10958333333333 | 1.00441513001227 | 0.995978143342724 | | 22 | 1.11 | 1.10791497011661 | 1.10875 | 0.999246872709453 | 1.00188194034708 | | 23 | 1.1 | 1.10293017768595 | 1.10708333333333 | 0.996248560950803 | 0.997343279071301 | | 24 | 1.1 | 1.10015271581569 | 1.105 | 0.995613317480258 | 0.99986118671209 | | 25 | 1.1 | 1.10299016068971 | 1.10375 | 0.999311583863834 | 0.997289041374732 | | 26 | 1.11 | 1.10419479812014 | 1.10291666666667 | 1.00115886493703 | 1.00525740737934 | | 27 | 1.1 | 1.10175890512111 | 1.10333333333333 | 0.998573025789527 | 0.9984035480785 | | 28 | 1.1 | 1.10573646825875 | 1.105 | 1.00066648711199 | 0.99481208368954 | | 29 | 1.09 | 1.10780596197226 | 1.10708333333333 | 1.00065273192827 | 0.983926822400776 | | 30 | 1.1 | 1.11034816002328 | 1.10958333333333 | 1.00068929179717 | 0.990680256521466 | | 31 | 1.1 | 1.11324822935646 | 1.1125 | 1.00067256571367 | 0.988099483109788 | | 32 | 1.11 | 1.11848581114508 | 1.11541666666667 | 1.00275156770572 | 0.99241312579871 | | 33 | 1.13 | 1.12327092039705 | 1.11833333333333 | 1.00441513001227 | 1.00599061141952 | | 34 | 1.13 | 1.12123826175273 | 1.12208333333333 | 0.999246872709453 | 1.00781434111388 | | 35 | 1.13 | 1.12244004533790 | 1.12666666666667 | 0.996248560950803 | 1.00673528594556 | | 36 | 1.13 | 1.12628756539954 | 1.13125 | 0.995613317480258 | 1.00329616939271 | | 37 | 1.14 | 1.13463502751206 | 1.13541666666667 | 0.999311583863834 | 1.00472836846902 | | 38 | 1.14 | 1.14048680697410 | 1.13916666666667 | 1.00115886493703 | 0.999573158609878 | | 39 | 1.14 | 1.14003753777638 | 1.14166666666667 | 0.998573025789527 | 0.999967073210194 | | 40 | 1.15 | 1.14367840589508 | 1.14291666666667 | 1.00066648711199 | 1.00552742280726 | | 41 | 1.15 | 1.14449656214296 | 1.14375 | 1.00065273192827 | 1.00480861021263 | | 42 | 1.15 | 1.14537228523618 | 1.14458333333333 | 1.00068929179717 | 1.00404035860084 | | 43 | 1.15 | 1.14535314083977 | 1.14458333333333 | 1.00067256571367 | 1.00405714097647 | | 44 | 1.15 | 1.14647929241020 | 1.14333333333333 | 1.00275156770572 | 1.00307088633271 | | 45 | 1.15 | 1.14712577973485 | 1.14208333333333 | 1.00441513001227 | 1.00250558423142 | | 46 | 1.14 | 1.13997414061603 | 1.14083333333333 | 0.999246872709453 | 1.00002268418471 | | 47 | 1.14 | 1.13489315234979 | 1.13916666666667 | 0.996248560950803 | 1.00449984885329 | | 48 | 1.14 | 1.13209530975151 | 1.13708333333333 | 0.995613317480258 | 1.00698235403009 | | 49 | 1.13 | 1.13421864768545 | 1.135 | 0.999311583863834 | 0.996280569276426 | | 50 | 1.12 | 1.13422956406825 | 1.13291666666667 | 1.00115886493703 | 0.98745442323227 | | 51 | 1.13 | 1.12880359123624 | 1.13041666666667 | 0.998573025789527 | 1.00105989099702 | | 52 | 1.13 | 1.1286684085884 | 1.12791666666667 | 1.00066648711199 | 1.00117978974291 | | 53 | 1.13 | 1.12615126205761 | 1.12541666666667 | 1.00065273192827 | 1.00341760300953 | | 54 | 1.12 | 1.12369068391391 | 1.12291666666667 | 1.00068929179717 | 0.996715569536402 | | 55 | 1.13 | 1.12158716740407 | 1.12083333333333 | 1.00067256571367 | 1.00750082814821 | | 56 | 1.12 | 1.12391738213682 | 1.12083333333333 | 1.00275156770572 | 0.996514528381636 | | 57 | 1.12 | 1.12745598343877 | 1.1225 | 1.00441513001227 | 0.99338689620855 | | 58 | 1.11 | 1.12332002607088 | 1.12416666666667 | 0.999246872709453 | 0.98814226955655 | | 59 | 1.11 | 1.12202494177084 | 1.12625 | 0.996248560950803 | 0.98928282133206 | | 60 | 1.11 | 1.12379853210584 | 1.12875 | 0.995613317480258 | 0.987721525067322 | | 61 | 1.11 | 1.13047122924596 | 1.13125 | 0.999311583863834 | 0.981891419510413 | | 62 | 1.14 | 1.13422956406825 | 1.13291666666667 | 1.00115886493703 | 1.00508753793285 | | 63 | 1.15 | 1.13213216798888 | 1.13375 | 0.998573025789527 | 1.01578246119697 | | 64 | 1.15 | 1.13533951850248 | 1.13458333333333 | 1.00066648711199 | 1.0129128610945 | | 65 | 1.16 | 1.13615778937689 | 1.13541666666667 | 1.00065273192827 | 1.02098494667381 | | 66 | 1.15 | 1.13661625393295 | 1.13583333333333 | 1.00068929179717 | 1.01177507889821 | | 67 | 1.16 | 1.13659725588977 | 1.13583333333333 | 1.00067256571367 | 1.02059018178071 | | 68 | 1.13 | NA | NA | 1.00275156770572 | NA | | 69 | 1.13 | NA | NA | 1.00441513001227 | NA | | 70 | 1.12 | NA | NA | 0.999246872709453 | NA | | 71 | 1.12 | NA | NA | 0.996248560950803 | NA | | 72 | 1.11 | NA | NA | 0.995613317480258 | NA | | 73 | 1.11 | NA | NA | NA | NA |
| | | Charts produced by software: |  | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/27/t1211912310xri2z1aqbm12xc4/1go7d1211912196.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/27/t1211912310xri2z1aqbm12xc4/1go7d1211912196.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/27/t1211912310xri2z1aqbm12xc4/21jxx1211912196.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/27/t1211912310xri2z1aqbm12xc4/21jxx1211912196.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/27/t1211912310xri2z1aqbm12xc4/3vhhd1211912196.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/27/t1211912310xri2z1aqbm12xc4/3vhhd1211912196.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/27/t1211912310xri2z1aqbm12xc4/4q5xz1211912197.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/27/t1211912310xri2z1aqbm12xc4/4q5xz1211912197.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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