| opgave , oef 2 - Sandy Dorekens | | *Unverified author* | | R Software Module: rwasp_decompose.wasp (opens new window with default values) | | Title produced by software: Classical Decomposition | | Date of computation: Wed, 14 Jan 2009 08:53:43 -0700 | | | | Cite this page as follows: | | Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Jan/14/t1231948461kbatavtoqf8mcab.htm/, Retrieved Wed, 14 Jan 2009 16:54:25 +0100 | | | | BibTeX entries for LaTeX users: | @Manual{KEY,
author = {{YOUR NAME}},
publisher = {Office for Research Development and Education},
title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2009/Jan/14/t1231948461kbatavtoqf8mcab.htm/},
year = {2009},
}
@Manual{R,
title = {R: A Language and Environment for Statistical Computing},
author = {{R Development Core Team}},
organization = {R Foundation for Statistical Computing},
address = {Vienna, Austria},
year = {2009},
note = {{ISBN} 3-900051-07-0},
url = {http://www.R-project.org},
}
| | | | Original text written by user: | | | | | IsPrivate? | | No (this computation is public) | | | | User-defined keywords: | | | | | Dataseries X: | | » Textbox « » Textfile « » CSV « | | 9,026
9,787
9,536
9,49
9,736
9,694
9,647
9,753
10,07
10,137
9,984
9,732
9,103
9,155
9,308
9,394
9,948
10,177
10,002
9,728
10,002
10,063
10,018
9,96
10,236
10,893
10,756
10,94
10,997
10,827
10,166
10,186
10,457
10,368
10,244
10,511
10,812
10,738
10,171
9,721
9,897
9,828
9,924
10,371
10,846
10,413
10,709
10,662
10,57
10,297
10,635
10,872
10,296
10,383
10,431
10,574
10,653
10,805
10,872
10,625
10,407
10,463
10,556
10,646
10,702
11,353
11,346
11,451
11,964
12,574
13,031
13,812
14,544
14,931
14,886
16,005
17,064
15,168
16,05
15,839
15,137
14,954
15,648
15,305
| | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 9.026 | NA | NA | -0.0057436342592588 | NA | | 2 | 9.787 | NA | NA | 0.0416938657407400 | NA | | 3 | 9.536 | NA | NA | -0.0632575231481491 | NA | | 4 | 9.49 | NA | NA | 0.0791035879629625 | NA | | 5 | 9.736 | NA | NA | 0.227318865740741 | NA | | 6 | 9.694 | NA | NA | -0.0453825231481485 | NA | | 7 | 9.647 | 9.5176244212963 | 9.71920833333333 | -0.201583912037037 | 0.129375578703705 | | 8 | 9.753 | 9.5116244212963 | 9.69608333333333 | -0.184458912037037 | 0.241375578703703 | | 9 | 10.07 | 9.72441608796296 | 9.66025 | 0.064166087962963 | 0.345583912037036 | | 10 | 10.137 | 9.68985358796296 | 9.64675 | 0.0431035879629638 | 0.447146412037037 | | 11 | 9.984 | 9.68155497685185 | 9.65158333333333 | 0.0299716435185186 | 0.302445023148149 | | 12 | 9.732 | 9.6956105324074 | 9.68054166666667 | 0.0150688657407411 | 0.036389467592592 | | 13 | 9.103 | 9.70971469907407 | 9.71545833333333 | -0.0057436342592588 | -0.606714699074073 | | 14 | 9.155 | 9.77090219907407 | 9.72920833333333 | 0.0416938657407400 | -0.615902199074075 | | 15 | 9.308 | 9.66207581018518 | 9.72533333333333 | -0.0632575231481491 | -0.354075810185185 | | 16 | 9.394 | 9.79852025462963 | 9.71941666666667 | 0.0791035879629625 | -0.404520254629629 | | 17 | 9.948 | 9.94506886574074 | 9.71775 | 0.227318865740741 | 0.00293113425925817 | | 18 | 10.177 | 9.68328414351852 | 9.72866666666667 | -0.0453825231481485 | 0.493715856481481 | | 19 | 10.002 | 9.58379108796296 | 9.785375 | -0.201583912037037 | 0.418208912037038 | | 20 | 9.728 | 9.72054108796296 | 9.905 | -0.184458912037037 | 0.00745891203703941 | | 21 | 10.002 | 10.1019160879630 | 10.03775 | 0.064166087962963 | -0.0999160879629617 | | 22 | 10.063 | 10.2056035879630 | 10.1625 | 0.0431035879629638 | -0.142603587962965 | | 23 | 10.018 | 10.3005966435185 | 10.270625 | 0.0299716435185186 | -0.282596643518518 | | 24 | 9.96 | 10.3564855324074 | 10.3414166666667 | 0.0150688657407411 | -0.396485532407407 | | 25 | 10.236 | 10.3695896990741 | 10.3753333333333 | -0.0057436342592588 | -0.133589699074074 | | 26 | 10.893 | 10.4429438657407 | 10.40125 | 0.0416938657407400 | 0.45005613425926 | | 27 | 10.756 | 10.3760341435185 | 10.4392916666667 | -0.0632575231481491 | 0.37996585648148 | | 28 | 10.94 | 10.5500619212963 | 10.4709583333333 | 0.0791035879629625 | 0.389938078703702 | | 29 | 10.997 | 10.7204021990741 | 10.4930833333333 | 0.227318865740741 | 0.276597800925925 | | 30 | 10.827 | 10.4800758101852 | 10.5254583333333 | -0.0453825231481485 | 0.346924189814816 | | 31 | 10.166 | 10.3708327546296 | 10.5724166666667 | -0.201583912037037 | -0.204832754629630 | | 32 | 10.186 | 10.4054994212963 | 10.5899583333333 | -0.184458912037037 | -0.219499421296295 | | 33 | 10.457 | 10.6232910879630 | 10.559125 | 0.064166087962963 | -0.166291087962962 | | 34 | 10.368 | 10.5270619212963 | 10.4839583333333 | 0.0431035879629638 | -0.159061921296296 | | 35 | 10.244 | 10.4173049768519 | 10.3873333333333 | 0.0299716435185186 | -0.173304976851851 | | 36 | 10.511 | 10.3149438657407 | 10.299875 | 0.0150688657407411 | 0.19605613425926 | | 37 | 10.812 | 10.2424230324074 | 10.2481666666667 | -0.0057436342592588 | 0.569576967592592 | | 38 | 10.738 | 10.2874855324074 | 10.2457916666667 | 0.0416938657407400 | 0.450514467592591 | | 39 | 10.171 | 10.2064508101852 | 10.2697083333333 | -0.0632575231481491 | -0.0354508101851856 | | 40 | 9.721 | 10.3668952546296 | 10.2877916666667 | 0.0791035879629625 | -0.64589525462963 | | 41 | 9.897 | 10.5363605324074 | 10.3090416666667 | 0.227318865740741 | -0.639360532407407 | | 42 | 9.828 | 10.2893258101852 | 10.3347083333333 | -0.0453825231481485 | -0.461325810185183 | | 43 | 9.924 | 10.1293327546296 | 10.3309166666667 | -0.201583912037037 | -0.205332754629628 | | 44 | 10.371 | 10.1179994212963 | 10.3024583333333 | -0.184458912037037 | 0.253000578703704 | | 45 | 10.846 | 10.3675827546296 | 10.3034166666667 | 0.064166087962963 | 0.47841724537037 | | 46 | 10.413 | 10.4138119212963 | 10.3707083333333 | 0.0431035879629638 | -0.000811921296296703 | | 47 | 10.709 | 10.4652633101852 | 10.4352916666667 | 0.0299716435185186 | 0.243736689814813 | | 48 | 10.662 | 10.4901105324074 | 10.4750416666667 | 0.0150688657407411 | 0.171889467592594 | | 49 | 10.57 | 10.5135480324074 | 10.5192916666667 | -0.0057436342592588 | 0.0564519675925919 | | 50 | 10.297 | 10.5905688657407 | 10.548875 | 0.0416938657407400 | -0.29356886574074 | | 51 | 10.635 | 10.4860341435185 | 10.5492916666667 | -0.0632575231481491 | 0.148965856481482 | | 52 | 10.872 | 10.6366869212963 | 10.5575833333333 | 0.0791035879629625 | 0.235313078703705 | | 53 | 10.296 | 10.8080271990741 | 10.5807083333333 | 0.227318865740741 | -0.512027199074074 | | 54 | 10.383 | 10.5405758101852 | 10.5859583333333 | -0.0453825231481485 | -0.157575810185184 | | 55 | 10.431 | 10.3760410879630 | 10.577625 | -0.201583912037037 | 0.0549589120370353 | | 56 | 10.574 | 10.3932910879630 | 10.57775 | -0.184458912037037 | 0.180708912037037 | | 57 | 10.653 | 10.6455410879630 | 10.581375 | 0.064166087962963 | 0.00745891203703586 | | 58 | 10.805 | 10.6117702546296 | 10.5686666666667 | 0.0431035879629638 | 0.193229745370370 | | 59 | 10.872 | 10.6061383101852 | 10.5761666666667 | 0.0299716435185186 | 0.265861689814816 | | 60 | 10.625 | 10.6485688657407 | 10.6335 | 0.0150688657407411 | -0.0235688657407405 | | 61 | 10.407 | 10.7062980324074 | 10.7120416666667 | -0.0057436342592588 | -0.299298032407407 | | 62 | 10.463 | 10.8284021990741 | 10.7867083333333 | 0.0416938657407400 | -0.365402199074074 | | 63 | 10.556 | 10.8146174768519 | 10.877875 | -0.0632575231481491 | -0.258617476851853 | | 64 | 10.646 | 11.0853119212963 | 11.0062083333333 | 0.0791035879629625 | -0.439311921296294 | | 65 | 10.702 | 11.3971938657407 | 11.169875 | 0.227318865740741 | -0.695193865740741 | | 66 | 11.353 | 11.3472424768519 | 11.392625 | -0.0453825231481485 | 0.00575752314814615 | | 67 | 11.346 | 11.4962077546296 | 11.6977916666667 | -0.201583912037037 | -0.15020775462963 | | 68 | 11.451 | 11.8718744212963 | 12.0563333333333 | -0.184458912037037 | -0.420874421296297 | | 69 | 11.964 | 12.4870827546296 | 12.4229166666667 | 0.064166087962963 | -0.523082754629629 | | 70 | 12.574 | 12.8697285879630 | 12.826625 | 0.0431035879629638 | -0.295728587962962 | | 71 | 13.031 | 13.3449716435185 | 13.315 | 0.0299716435185186 | -0.313971643518517 | | 72 | 13.812 | 13.7541105324074 | 13.7390416666667 | 0.0150688657407411 | 0.0578894675925934 | | 73 | 14.544 | 14.0882563657407 | 14.094 | -0.0057436342592588 | 0.455743634259262 | | 74 | 14.931 | 14.5145271990741 | 14.4728333333333 | 0.0416938657407400 | 0.416472800925929 | | 75 | 14.886 | 14.7246174768518 | 14.787875 | -0.0632575231481491 | 0.161382523148150 | | 76 | 16.005 | 15.0983535879630 | 15.01925 | 0.0791035879629625 | 0.906646412037041 | | 77 | 17.064 | 15.4547771990741 | 15.2274583333333 | 0.227318865740741 | 1.60922280092593 | | 78 | 15.168 | 15.3533258101852 | 15.3987083333333 | -0.0453825231481485 | -0.185325810185184 | | 79 | 16.05 | NA | NA | -0.201583912037037 | NA | | 80 | 15.839 | NA | NA | -0.184458912037037 | NA | | 81 | 15.137 | NA | NA | 0.064166087962963 | NA | | 82 | 14.954 | NA | NA | 0.0431035879629638 | NA | | 83 | 15.648 | NA | NA | 0.0299716435185186 | NA | | 84 | 15.305 | NA | NA | 0.0150688657407411 | NA |
| | | Charts produced by software: |  | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/14/t1231948461kbatavtoqf8mcab/1j5dm1231948421.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/14/t1231948461kbatavtoqf8mcab/1j5dm1231948421.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/14/t1231948461kbatavtoqf8mcab/28mrg1231948421.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/14/t1231948461kbatavtoqf8mcab/28mrg1231948421.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/14/t1231948461kbatavtoqf8mcab/3n3hc1231948421.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/14/t1231948461kbatavtoqf8mcab/3n3hc1231948421.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/14/t1231948461kbatavtoqf8mcab/40jk91231948421.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/14/t1231948461kbatavtoqf8mcab/40jk91231948421.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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