| Classical decomposition ruwe aardolie_Jan De Cleermaecker | | R Software Module: rwasp_decompose.wasp (opens new window with default values) | | Title produced by software: Classical Decomposition | | Date of computation: Sat, 31 May 2008 07:56:15 -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/31/t12122422328u5oz0a47z4yp8m.htm/, Retrieved Sat, 31 May 2008 13:57:17 +0000 | | | | User-defined keywords: | | | | | Dataseries X: | | » Textbox « » Textfile « » CSV « | | 68,4
70,6
83,9
90,1
90,6
87,1
90,8
94,1
99,8
96,8
87
96,3
107,1
115,2
106,1
89,5
91,3
97,6
100,7
104,6
94,7
101,8
102,5
105,3
110,3
109,8
117,3
118,8
131,3
125,9
133,1
147
145,8
164,4
149,8
137,7
151,7
156,8
180
180,4
170,4
191,6
199,5
218,2
217,5
205
194
199,3
219,3
211,1
215,2
240,2
242,2
240,7
255,4
253
218,2
203,7
205,6
215,6
188,5
202,9
214
230,3
230
241
259,6
247,8
270,3
289,7
322,7
315
320,2 | | | | Text written by user: | | | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 68.4 | NA | NA | 1.00303776605987 | NA | | 2 | 70.6 | NA | NA | 0.999525670381087 | NA | | 3 | 83.9 | NA | NA | 1.01224647878114 | NA | | 4 | 90.1 | NA | NA | 0.985604024462152 | NA | | 5 | 90.6 | NA | NA | 0.98701818727222 | NA | | 6 | 87.1 | NA | NA | 1.00337907906274 | NA | | 7 | 90.8 | 92.952666829621 | 89.5708333333333 | 1.03775596776802 | 0.976841257996752 | | 8 | 94.1 | 100.719234299844 | 93.0416666666667 | 1.08251752046406 | 0.934280335371314 | | 9 | 99.8 | 96.0699003085396 | 95.825 | 1.00255570371552 | 1.03882693413318 | | 10 | 96.8 | 96.930793046281 | 96.725 | 1.00212760967982 | 0.998650655357595 | | 11 | 87 | 91.7849068869117 | 96.7291666666667 | 0.948885533183666 | 0.947868260161693 | | 12 | 96.3 | 90.9117785543822 | 97.1958333333333 | 0.935346459169705 | 1.05926868367661 | | 13 | 107.1 | 98.3436736381446 | 98.0458333333333 | 1.00303776605987 | 1.08903802388016 | | 14 | 115.2 | 98.8489241103963 | 98.8958333333333 | 0.999525670381087 | 1.16541480887888 | | 15 | 106.1 | 100.334714515519 | 99.1208333333333 | 1.01224647878114 | 1.05746052612319 | | 16 | 89.5 | 97.6897855579403 | 99.1166666666666 | 0.985604024462152 | 0.916165385038307 | | 17 | 91.3 | 98.6730306967598 | 99.9708333333333 | 0.98701818727222 | 0.925278157114496 | | 18 | 97.6 | 101.332925493012 | 100.991666666667 | 1.00337907906274 | 0.963161771212566 | | 19 | 100.7 | 105.332230728454 | 101.5 | 1.03775596776802 | 0.956022665651167 | | 20 | 104.6 | 109.776297554393 | 101.408333333333 | 1.08251752046406 | 0.952846856109095 | | 21 | 94.7 | 101.909787282682 | 101.65 | 1.00255570371552 | 0.92925323980234 | | 22 | 101.8 | 103.557361865289 | 103.3375 | 1.00212760967982 | 0.983030063400273 | | 23 | 102.5 | 100.795365762435 | 106.225 | 0.948885533183666 | 1.01691183145843 | | 24 | 105.3 | 102.019017757022 | 109.070833333333 | 0.935346459169705 | 1.03216049629876 | | 25 | 110.3 | 111.939014692281 | 111.6 | 1.00303776605987 | 0.985357967489827 | | 26 | 109.8 | 114.662253153884 | 114.716666666667 | 0.999525670381087 | 0.95759499730606 | | 27 | 117.3 | 120.065085464428 | 118.6125 | 1.01224647878114 | 0.976970112054376 | | 28 | 118.8 | 121.574256417407 | 123.35 | 0.985604024462152 | 0.977180560266957 | | 29 | 131.3 | 126.268414182579 | 127.929166666667 | 0.98701818727222 | 1.03984833301340 | | 30 | 125.9 | 131.693504126985 | 131.25 | 1.00337907906274 | 0.956007669737463 | | 31 | 133.1 | 139.396570370439 | 134.325 | 1.03775596776802 | 0.95482980425052 | | 32 | 147 | 149.396438803378 | 138.008333333333 | 1.08251752046406 | 0.983959197270212 | | 33 | 145.8 | 142.943556772672 | 142.579166666667 | 1.00255570371552 | 1.01998301491735 | | 34 | 164.4 | 148.072705393608 | 147.758333333333 | 1.00212760967982 | 1.11026538998521 | | 35 | 149.8 | 144.187110456980 | 151.954166666667 | 0.948885533183666 | 1.03892781764772 | | 36 | 137.7 | 146.214137952791 | 156.320833333333 | 0.935346459169705 | 0.941769393356886 | | 37 | 151.7 | 162.316586492638 | 161.825 | 1.00303776605987 | 0.934593335640906 | | 38 | 156.8 | 167.478855452938 | 167.558333333333 | 0.999525670381087 | 0.936237589968852 | | 39 | 180 | 175.637417149512 | 173.5125 | 1.01224647878114 | 1.02483857324533 | | 40 | 180.4 | 175.626423792285 | 178.191666666667 | 0.985604024462152 | 1.02718028474668 | | 41 | 170.4 | 179.365880082044 | 181.725 | 0.98701818727222 | 0.950013458089448 | | 42 | 191.6 | 186.762292582879 | 186.133333333333 | 1.00337907906274 | 1.02590302009157 | | 43 | 199.5 | 198.747563760371 | 191.516666666667 | 1.03775596776802 | 1.00378588912182 | | 44 | 218.2 | 212.818434033566 | 196.595833333333 | 1.08251752046406 | 1.02528712322723 | | 45 | 217.5 | 200.836971346811 | 200.325 | 1.00255570371552 | 1.08296793434718 | | 46 | 205 | 204.71796853076 | 204.283333333333 | 1.00212760967982 | 1.00137765859667 | | 47 | 194 | 199.044555344160 | 209.766666666667 | 0.948885533183666 | 0.974656150049228 | | 48 | 199.3 | 200.916316706566 | 214.804166666667 | 0.935346459169705 | 0.991955274051104 | | 49 | 219.3 | 219.844981700196 | 219.179166666667 | 1.00303776605987 | 0.997521063724167 | | 50 | 211.1 | 222.85257759205 | 222.958333333333 | 0.999525670381087 | 0.94726299458127 | | 51 | 215.2 | 227.186069081441 | 224.4375 | 1.01224647878114 | 0.947241179312167 | | 52 | 240.2 | 221.181863139613 | 224.4125 | 0.985604024462152 | 1.08598416068311 | | 53 | 242.2 | 221.922814256598 | 224.841666666667 | 0.98701818727222 | 1.09137044251772 | | 54 | 240.7 | 226.767852614343 | 226.004166666667 | 1.00337907906274 | 1.06143792969346 | | 55 | 255.4 | 233.910195134911 | 225.4 | 1.03775596776802 | 1.09187203171155 | | 56 | 253 | 242.240358141846 | 223.775 | 1.08251752046406 | 1.04441721412851 | | 57 | 218.2 | 223.954234948318 | 223.383333333333 | 1.00255570371552 | 0.974306201668183 | | 58 | 203.7 | 223.395121856168 | 222.920833333333 | 1.00212760967982 | 0.911837278752897 | | 59 | 205.6 | 210.652588366774 | 222 | 0.948885533183666 | 0.976014591579683 | | 60 | 215.6 | 207.183137983003 | 221.504166666667 | 0.935346459169705 | 1.04062522702831 | | 61 | 188.5 | 222.365114087422 | 221.691666666667 | 1.00303776605987 | 0.8477049143864 | | 62 | 202.9 | 221.544864839968 | 221.65 | 0.999525670381087 | 0.915841584261337 | | 63 | 214 | 226.342530349124 | 223.604166666667 | 1.01224647878114 | 0.945469681150574 | | 64 | 230.3 | 226.056496377265 | 229.358333333333 | 0.985604024462152 | 1.01877187203527 | | 65 | 230 | 234.733487812235 | 237.820833333333 | 0.98701818727222 | 0.97983462923696 | | 66 | 241 | 247.675764174313 | 246.841666666667 | 1.00337907906274 | 0.973046356810211 | | 67 | 259.6 | 266.154137850103 | 256.470833333333 | 1.03775596776802 | 0.975374653563364 | | 68 | 247.8 | NA | NA | 1.08251752046406 | NA | | 69 | 270.3 | NA | NA | 1.00255570371552 | NA | | 70 | 289.7 | NA | NA | 1.00212760967982 | NA | | 71 | 322.7 | NA | NA | 0.948885533183666 | NA | | 72 | 315 | NA | NA | 0.935346459169705 | NA | | 73 | 320.2 | NA | NA | NA | NA |
| | | Charts produced by software: |  | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/31/t12122422328u5oz0a47z4yp8m/1vmjx1212242166.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/31/t12122422328u5oz0a47z4yp8m/1vmjx1212242166.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/31/t12122422328u5oz0a47z4yp8m/2kbmk1212242167.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/31/t12122422328u5oz0a47z4yp8m/2kbmk1212242167.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/31/t12122422328u5oz0a47z4yp8m/3lb781212242167.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/31/t12122422328u5oz0a47z4yp8m/3lb781212242167.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/31/t12122422328u5oz0a47z4yp8m/443f81212242167.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/31/t12122422328u5oz0a47z4yp8m/443f81212242167.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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