| Robin Van Wijnsberghe - Decomposition eigen reeks - 2mar03 | | R Software Module: rwasp_decompose.wasp (opens new window with default values) | | Title produced by software: Classical Decomposition | | Date of computation: Wed, 28 May 2008 06:33:27 -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/28/t1211978428khufw1578sanqvr.htm/, Retrieved Wed, 28 May 2008 14:40:33 +0200 | | | | User-defined keywords: | | | | | Dataseries X: | | » Textbox « » Textfile « » CSV « | | 1,61
1,6
1,59
1,6
1,6
1,59
1,59
1,58
1,59
1,59
1,58
1,58
1,58
1,57
1,57
1,57
1,57
1,58
1,58
1,57
1,58
1,57
1,57
1,57
1,57
1,57
1,57
1,59
1,6
1,6
1,6
1,6
1,61
1,61
1,62
1,62
1,62
1,62
1,62
1,62
1,61
1,59
1,58
1,56
1,56
1,54
1,55
1,56
1,57
1,58
1,59
1,6
1,6
1,61
1,61
1,62
1,61
1,6
1,6
1,6
1,61
1,62
1,63
1,63
1,66
1,66
1,66
1,65
1,65
1,64
1,64
1,65
1,64 | | | | Text written by user: | | | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 1.61 | NA | NA | -0.000260416666666744 | NA | | 2 | 1.6 | NA | NA | -0.000885416666666842 | NA | | 3 | 1.59 | NA | NA | 0.000989583333333229 | NA | | 4 | 1.6 | NA | NA | 0.00817708333333346 | NA | | 5 | 1.6 | NA | NA | 0.00786458333333336 | NA | | 6 | 1.59 | NA | NA | 0.00744791666666663 | NA | | 7 | 1.59 | 1.59484375 | 1.59041666666667 | 0.00442708333333327 | -0.00484375000000004 | | 8 | 1.58 | 1.58651041666667 | 1.58791666666667 | -0.00140625000000009 | -0.00651041666666652 | | 9 | 1.59 | 1.58578125 | 1.58583333333333 | -5.2083333333323e-05 | 0.00421875000000016 | | 10 | 1.59 | 1.57244791666667 | 1.58375 | -0.0113020833333331 | 0.0175520833333331 | | 11 | 1.58 | 1.57338541666667 | 1.58125 | -0.00786458333333327 | 0.00661458333333331 | | 12 | 1.58 | 1.57244791666667 | 1.57958333333333 | -0.00713541666666654 | 0.00755208333333335 | | 13 | 1.58 | 1.57848958333333 | 1.57875 | -0.000260416666666744 | 0.00151041666666685 | | 14 | 1.57 | 1.57703125 | 1.57791666666667 | -0.000885416666666842 | -0.00703125000000004 | | 15 | 1.57 | 1.57807291666667 | 1.57708333333333 | 0.000989583333333229 | -0.00807291666666643 | | 16 | 1.57 | 1.58401041666667 | 1.57583333333333 | 0.00817708333333346 | -0.0140104166666664 | | 17 | 1.57 | 1.58244791666667 | 1.57458333333333 | 0.00786458333333336 | -0.0124479166666664 | | 18 | 1.58 | 1.58119791666667 | 1.57375 | 0.00744791666666663 | -0.00119791666666647 | | 19 | 1.58 | 1.57734375 | 1.57291666666667 | 0.00442708333333327 | 0.00265625000000003 | | 20 | 1.57 | 1.57109375 | 1.5725 | -0.00140625000000009 | -0.00109374999999989 | | 21 | 1.58 | 1.57244791666667 | 1.5725 | -5.2083333333323e-05 | 0.00755208333333335 | | 22 | 1.57 | 1.56203125 | 1.57333333333333 | -0.0113020833333331 | 0.00796874999999986 | | 23 | 1.57 | 1.56755208333333 | 1.57541666666667 | -0.00786458333333327 | 0.00244791666666666 | | 24 | 1.57 | 1.57036458333333 | 1.5775 | -0.00713541666666654 | -0.000364583333333446 | | 25 | 1.57 | 1.57890625 | 1.57916666666667 | -0.000260416666666744 | -0.00890625000000012 | | 26 | 1.57 | 1.58036458333333 | 1.58125 | -0.000885416666666842 | -0.0103645833333332 | | 27 | 1.57 | 1.58473958333333 | 1.58375 | 0.000989583333333229 | -0.0147395833333335 | | 28 | 1.59 | 1.59484375 | 1.58666666666667 | 0.00817708333333346 | -0.00484375000000004 | | 29 | 1.6 | 1.59828125 | 1.59041666666667 | 0.00786458333333336 | 0.00171875000000021 | | 30 | 1.6 | 1.60203125 | 1.59458333333333 | 0.00744791666666663 | -0.00203124999999993 | | 31 | 1.6 | 1.60317708333333 | 1.59875 | 0.00442708333333327 | -0.00317708333333333 | | 32 | 1.6 | 1.60151041666667 | 1.60291666666667 | -0.00140625000000009 | -0.00151041666666663 | | 33 | 1.61 | 1.60703125 | 1.60708333333333 | -5.2083333333323e-05 | 0.00296874999999996 | | 34 | 1.61 | 1.59911458333333 | 1.61041666666667 | -0.0113020833333331 | 0.0108854166666668 | | 35 | 1.62 | 1.60421875 | 1.61208333333333 | -0.00786458333333327 | 0.0157812500000001 | | 36 | 1.62 | 1.60494791666667 | 1.61208333333333 | -0.00713541666666654 | 0.0150520833333334 | | 37 | 1.62 | 1.61057291666667 | 1.61083333333333 | -0.000260416666666744 | 0.0094270833333332 | | 38 | 1.62 | 1.60744791666667 | 1.60833333333333 | -0.000885416666666842 | 0.0125520833333332 | | 39 | 1.62 | 1.60557291666667 | 1.60458333333333 | 0.000989583333333229 | 0.0144270833333333 | | 40 | 1.62 | 1.60776041666667 | 1.59958333333333 | 0.00817708333333346 | 0.0122395833333333 | | 41 | 1.61 | 1.60161458333333 | 1.59375 | 0.00786458333333336 | 0.00838541666666681 | | 42 | 1.59 | 1.59578125 | 1.58833333333333 | 0.00744791666666663 | -0.00578124999999985 | | 43 | 1.58 | 1.58817708333333 | 1.58375 | 0.00442708333333327 | -0.00817708333333345 | | 44 | 1.56 | 1.57859375 | 1.58 | -0.00140625000000009 | -0.0185937500000000 | | 45 | 1.56 | 1.57703125 | 1.57708333333333 | -5.2083333333323e-05 | -0.0170312500000001 | | 46 | 1.54 | 1.56369791666667 | 1.575 | -0.0113020833333331 | -0.0236979166666667 | | 47 | 1.55 | 1.56588541666667 | 1.57375 | -0.00786458333333327 | -0.0158854166666664 | | 48 | 1.56 | 1.56703125 | 1.57416666666667 | -0.00713541666666654 | -0.0070312499999996 | | 49 | 1.57 | 1.57598958333333 | 1.57625 | -0.000260416666666744 | -0.00598958333333321 | | 50 | 1.58 | 1.57911458333333 | 1.58 | -0.000885416666666842 | 0.00088541666666675 | | 51 | 1.59 | 1.58557291666667 | 1.58458333333333 | 0.000989583333333229 | 0.0044270833333333 | | 52 | 1.6 | 1.59734375 | 1.58916666666667 | 0.00817708333333346 | 0.00265625000000025 | | 53 | 1.6 | 1.60161458333333 | 1.59375 | 0.00786458333333336 | -0.00161458333333320 | | 54 | 1.61 | 1.60494791666667 | 1.5975 | 0.00744791666666663 | 0.00505208333333362 | | 55 | 1.61 | 1.60526041666667 | 1.60083333333333 | 0.00442708333333327 | 0.00473958333333369 | | 56 | 1.62 | 1.60276041666667 | 1.60416666666667 | -0.00140625000000009 | 0.0172395833333334 | | 57 | 1.61 | 1.60744791666667 | 1.6075 | -5.2083333333323e-05 | 0.00255208333333368 | | 58 | 1.6 | 1.59911458333333 | 1.61041666666667 | -0.0113020833333331 | 0.00088541666666675 | | 59 | 1.6 | 1.60630208333333 | 1.61416666666667 | -0.00786458333333327 | -0.00630208333333315 | | 60 | 1.6 | 1.61161458333333 | 1.61875 | -0.00713541666666654 | -0.0116145833333330 | | 61 | 1.61 | 1.62265625 | 1.62291666666667 | -0.000260416666666744 | -0.0126562500000000 | | 62 | 1.62 | 1.62536458333333 | 1.62625 | -0.000885416666666842 | -0.00536458333333290 | | 63 | 1.63 | 1.63015625 | 1.62916666666667 | 0.000989583333333229 | -0.000156249999999636 | | 64 | 1.63 | 1.64067708333333 | 1.6325 | 0.00817708333333346 | -0.0106770833333332 | | 65 | 1.66 | 1.64369791666667 | 1.63583333333333 | 0.00786458333333336 | 0.0163020833333336 | | 66 | 1.66 | 1.64703125 | 1.63958333333333 | 0.00744791666666663 | 0.0129687500000006 | | 67 | 1.66 | 1.64734375 | 1.64291666666667 | 0.00442708333333327 | 0.0126562500000003 | | 68 | 1.65 | NA | NA | -0.00140625000000009 | NA | | 69 | 1.65 | NA | NA | -5.2083333333323e-05 | NA | | 70 | 1.64 | NA | NA | -0.0113020833333331 | NA | | 71 | 1.64 | NA | NA | -0.00786458333333327 | NA | | 72 | 1.65 | NA | NA | -0.00713541666666654 | NA | | 73 | 1.64 | NA | NA | NA | NA |
| | | Charts produced by software: |  | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/28/t1211978428khufw1578sanqvr/18m3o1211978000.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/28/t1211978428khufw1578sanqvr/18m3o1211978000.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/28/t1211978428khufw1578sanqvr/2g3wy1211978000.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/28/t1211978428khufw1578sanqvr/2g3wy1211978000.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/28/t1211978428khufw1578sanqvr/318oc1211978000.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/28/t1211978428khufw1578sanqvr/318oc1211978000.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/28/t1211978428khufw1578sanqvr/4p0c01211978001.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/28/t1211978428khufw1578sanqvr/4p0c01211978001.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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