| DecompositieOpg9Oef2Verbetering-GrietjeCordeel | | 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 12:38:54 -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/t1212000232etk26xupf1c1101.htm/, Retrieved Wed, 28 May 2008 20:43:52 +0200 | | | | User-defined keywords: | | | | | Dataseries X: | | » Textbox « » Textfile « » CSV « | | 1,43
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1,57
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1,65 | | | | Text written by user: | | | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 1.43 | NA | NA | -0.00723958333333331 | NA | | 2 | 1.43 | NA | NA | -0.0104687500000000 | NA | | 3 | 1.43 | NA | NA | 0.00859375 | NA | | 4 | 1.43 | NA | NA | 0.00755208333333328 | NA | | 5 | 1.43 | NA | NA | 0.00390624999999999 | NA | | 6 | 1.43 | NA | NA | 0.000156250000000011 | NA | | 7 | 1.43 | 1.42640625 | 1.43 | -0.00359375000000002 | 0.00359375000000006 | | 8 | 1.43 | 1.42755208333333 | 1.43 | -0.00244791666666667 | 0.00244791666666666 | | 9 | 1.43 | 1.43598958333333 | 1.43 | 0.00598958333333342 | -0.00598958333333344 | | 10 | 1.43 | 1.43182291666667 | 1.43 | 0.00182291666666666 | -0.00182291666666656 | | 11 | 1.43 | 1.43005208333333 | 1.43 | 5.20833333333831e-05 | -5.2083333333286e-05 | | 12 | 1.43 | 1.42567708333333 | 1.43 | -0.00432291666666669 | 0.00432291666666673 | | 13 | 1.43 | 1.42276041666667 | 1.43 | -0.00723958333333331 | 0.00723958333333341 | | 14 | 1.43 | 1.41994791666667 | 1.43041666666667 | -0.0104687500000000 | 0.0100520833333335 | | 15 | 1.43 | 1.44151041666667 | 1.43291666666667 | 0.00859375 | -0.0115104166666664 | | 16 | 1.43 | 1.44463541666667 | 1.43708333333333 | 0.00755208333333328 | -0.0146354166666667 | | 17 | 1.43 | 1.44515625 | 1.44125 | 0.00390624999999999 | -0.0151562500000000 | | 18 | 1.43 | 1.44557291666667 | 1.44541666666667 | 0.000156250000000011 | -0.0155729166666667 | | 19 | 1.43 | 1.44598958333333 | 1.44958333333333 | -0.00359375000000002 | -0.0159895833333332 | | 20 | 1.44 | 1.45130208333333 | 1.45375 | -0.00244791666666667 | -0.0113020833333333 | | 21 | 1.48 | 1.46390625 | 1.45791666666667 | 0.00598958333333342 | 0.0160937500000000 | | 22 | 1.48 | 1.46390625 | 1.46208333333333 | 0.00182291666666666 | 0.0160937500000002 | | 23 | 1.48 | 1.46630208333333 | 1.46625 | 5.20833333333831e-05 | 0.0136979166666671 | | 24 | 1.48 | 1.46609375 | 1.47041666666667 | -0.00432291666666669 | 0.0139062500000002 | | 25 | 1.48 | 1.46734375 | 1.47458333333333 | -0.00723958333333331 | 0.0126562500000005 | | 26 | 1.48 | 1.46786458333333 | 1.47833333333333 | -0.0104687500000000 | 0.0121354166666670 | | 27 | 1.48 | 1.48859375 | 1.48 | 0.00859375 | -0.00859374999999973 | | 28 | 1.48 | 1.48755208333333 | 1.48 | 0.00755208333333328 | -0.00755208333333313 | | 29 | 1.48 | 1.48390625 | 1.48 | 0.00390624999999999 | -0.00390624999999978 | | 30 | 1.48 | 1.48015625 | 1.48 | 0.000156250000000011 | -0.000156249999999858 | | 31 | 1.48 | 1.47640625 | 1.48 | -0.00359375000000002 | 0.00359375000000028 | | 32 | 1.48 | 1.47755208333333 | 1.48 | -0.00244791666666667 | 0.00244791666666688 | | 33 | 1.48 | 1.48598958333333 | 1.48 | 0.00598958333333342 | -0.00598958333333321 | | 34 | 1.48 | 1.48182291666667 | 1.48 | 0.00182291666666666 | -0.00182291666666634 | | 35 | 1.48 | 1.48005208333333 | 1.48 | 5.20833333333831e-05 | -5.20833333330639e-05 | | 36 | 1.48 | 1.47567708333333 | 1.48 | -0.00432291666666669 | 0.00432291666666695 | | 37 | 1.48 | 1.47276041666667 | 1.48 | -0.00723958333333331 | 0.00723958333333363 | | 38 | 1.48 | 1.46953125 | 1.48 | -0.0104687500000000 | 0.0104687500000002 | | 39 | 1.48 | 1.48859375 | 1.48 | 0.00859375 | -0.00859374999999973 | | 40 | 1.48 | 1.48755208333333 | 1.48 | 0.00755208333333328 | -0.00755208333333313 | | 41 | 1.48 | 1.48390625 | 1.48 | 0.00390624999999999 | -0.00390624999999978 | | 42 | 1.48 | 1.48015625 | 1.48 | 0.000156250000000011 | -0.000156249999999858 | | 43 | 1.48 | 1.47640625 | 1.48 | -0.00359375000000002 | 0.00359375000000028 | | 44 | 1.48 | 1.47755208333333 | 1.48 | -0.00244791666666667 | 0.00244791666666688 | | 45 | 1.48 | 1.48973958333333 | 1.48375 | 0.00598958333333342 | -0.00973958333333313 | | 46 | 1.48 | 1.49348958333333 | 1.49166666666667 | 0.00182291666666666 | -0.0134895833333331 | | 47 | 1.48 | 1.50005208333333 | 1.5 | 5.20833333333831e-05 | -0.0200520833333331 | | 48 | 1.48 | 1.50401041666667 | 1.50833333333333 | -0.00432291666666669 | -0.0240104166666664 | | 49 | 1.48 | 1.50942708333333 | 1.51666666666667 | -0.00723958333333331 | -0.029427083333333 | | 50 | 1.48 | 1.51494791666667 | 1.52541666666667 | -0.0104687500000000 | -0.0349479166666666 | | 51 | 1.57 | 1.54359375 | 1.535 | 0.00859375 | 0.0264062500000002 | | 52 | 1.58 | 1.55255208333333 | 1.545 | 0.00755208333333328 | 0.0274479166666668 | | 53 | 1.58 | 1.55932291666667 | 1.55541666666667 | 0.00390624999999999 | 0.0206770833333336 | | 54 | 1.58 | 1.56640625 | 1.56625 | 0.000156250000000011 | 0.0135937500000003 | | 55 | 1.58 | 1.57348958333333 | 1.57708333333333 | -0.00359375000000002 | 0.00651041666666696 | | 56 | 1.59 | 1.58588541666667 | 1.58833333333333 | -0.00244791666666667 | 0.00411458333333359 | | 57 | 1.6 | 1.60265625 | 1.59666666666667 | 0.00598958333333342 | -0.00265624999999958 | | 58 | 1.6 | 1.60307291666667 | 1.60125 | 0.00182291666666666 | -0.00307291666666631 | | 59 | 1.61 | 1.60588541666667 | 1.60583333333333 | 5.20833333333831e-05 | 0.00411458333333359 | | 60 | 1.61 | 1.60651041666667 | 1.61083333333333 | -0.00432291666666669 | 0.00348958333333349 | | 61 | 1.61 | 1.60859375 | 1.61583333333333 | -0.00723958333333331 | 0.00140625000000005 | | 62 | 1.62 | 1.60994791666667 | 1.62041666666667 | -0.0104687500000000 | 0.0100520833333335 | | 63 | 1.63 | 1.63276041666667 | 1.62416666666667 | 0.00859375 | -0.00276041666666682 | | 64 | 1.63 | 1.63546875 | 1.62791666666667 | 0.00755208333333328 | -0.00546874999999991 | | 65 | 1.64 | 1.63557291666667 | 1.63166666666667 | 0.00390624999999999 | 0.0044270833333333 | | 66 | 1.64 | 1.63515625 | 1.635 | 0.000156250000000011 | 0.00484374999999981 | | 67 | 1.64 | 1.63473958333333 | 1.63833333333333 | -0.00359375000000002 | 0.00526041666666655 | | 68 | 1.64 | NA | NA | -0.00244791666666667 | NA | | 69 | 1.64 | NA | NA | 0.00598958333333342 | NA | | 70 | 1.65 | NA | NA | 0.00182291666666666 | NA | | 71 | 1.65 | NA | NA | 5.20833333333831e-05 | NA | | 72 | 1.65 | NA | NA | -0.00432291666666669 | NA | | 73 | 1.65 | NA | NA | NA | NA |
| | | Charts produced by software: |  | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/28/t1212000232etk26xupf1c1101/1gvxq1211999928.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/28/t1212000232etk26xupf1c1101/1gvxq1211999928.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/28/t1212000232etk26xupf1c1101/212h41211999928.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/28/t1212000232etk26xupf1c1101/212h41211999928.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/28/t1212000232etk26xupf1c1101/3dx2c1211999928.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/28/t1212000232etk26xupf1c1101/3dx2c1211999928.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/28/t1212000232etk26xupf1c1101/43sbf1211999928.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/28/t1212000232etk26xupf1c1101/43sbf1211999928.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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