| opdracht 9 oefening 2 stap 1 - Esther Blangenois 2MAR03(juiste) | | *Unverified author* | | R Software Module: rwasp_decompose.wasp (opens new window with default values) | | Title produced by software: Classical Decomposition | | Date of computation: Thu, 15 Jan 2009 11:45:58 -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/15/t1232045303fbb692r38aban1l.htm/, Retrieved Thu, 15 Jan 2009 19:48:23 +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/15/t1232045303fbb692r38aban1l.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 « | | 1,27
1,23
1,27
1,22
1,29
1,36
1,44
1,62
1,57
1,22
1,14
1,14
1,17
1,16
1,14
1,15
1,16
1,21
1,22
1,22
1,17
0,95
1
1,01
1,01
1
1
1
1,06
1,22
1,24
1,34
1,3
1,05
1
1
1,01
1,02
1,06
1,09
1,09
1,15
1,25
1,37
1,51
1,35
1,32
1,3
1,39
1,4
1,39
1,42
1,44
1,44
1,45
1,39
1,48
1,32
1,29
1,31
1,27
1,38
1,38
1,45
1,5
1,63
1,73
1,84
1,75
1,34
1,36
1,33
1,37
1,39
1,4
1,4
1,43
1,52
1,54
1,85
1,83
1,29
1,2
1,2
1,21
1,21
1,19
1,18
1,17
1,22
1,25
1,3
1,33
1,18
1,18
1,19
| | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 1.27 | NA | NA | -0.0903670634920634 | NA | | 2 | 1.23 | NA | NA | -0.0687599206349207 | NA | | 3 | 1.27 | NA | NA | -0.0654265873015874 | NA | | 4 | 1.22 | NA | NA | -0.045188492063492 | NA | | 5 | 1.29 | NA | NA | -0.0223313492063492 | NA | | 6 | 1.36 | NA | NA | 0.0542757936507935 | NA | | 7 | 1.44 | 1.41909722222222 | 1.31 | 0.109097222222222 | 0.0209027777777775 | | 8 | 1.62 | 1.52106150793651 | 1.30291666666667 | 0.218144841269841 | 0.0989384920634921 | | 9 | 1.57 | 1.51046626984127 | 1.29458333333333 | 0.215882936507937 | 0.0595337301587304 | | 10 | 1.22 | 1.20427579365079 | 1.28625 | -0.0819742063492062 | 0.0157242063492062 | | 11 | 1.14 | 1.16689484126984 | 1.27791666666667 | -0.111021825396825 | -0.0268948412698413 | | 12 | 1.14 | 1.15391865079365 | 1.26625 | -0.112331349206349 | -0.0139186507936508 | | 13 | 1.17 | 1.16046626984127 | 1.25083333333333 | -0.0903670634920634 | 0.00953373015873016 | | 14 | 1.16 | 1.15624007936508 | 1.225 | -0.0687599206349207 | 0.00375992063492059 | | 15 | 1.14 | 1.12624007936508 | 1.19166666666667 | -0.0654265873015874 | 0.0137599206349206 | | 16 | 1.15 | 1.11856150793651 | 1.16375 | -0.045188492063492 | 0.031438492063492 | | 17 | 1.16 | 1.12433531746032 | 1.14666666666667 | -0.0223313492063492 | 0.0356646825396825 | | 18 | 1.21 | 1.18969246031746 | 1.13541666666667 | 0.0542757936507935 | 0.0203075396825396 | | 19 | 1.22 | 1.23243055555556 | 1.12333333333333 | 0.109097222222222 | -0.0124305555555555 | | 20 | 1.22 | 1.32814484126984 | 1.11 | 0.218144841269841 | -0.108144841269841 | | 21 | 1.17 | 1.31338293650794 | 1.0975 | 0.215882936507937 | -0.143382936507937 | | 22 | 0.95 | 1.00344246031746 | 1.08541666666667 | -0.0819742063492062 | -0.0534424603174604 | | 23 | 1 | 0.963978174603175 | 1.075 | -0.111021825396825 | 0.0360218253968254 | | 24 | 1.01 | 0.95891865079365 | 1.07125 | -0.112331349206349 | 0.0510813492063491 | | 25 | 1.01 | 0.982132936507937 | 1.0725 | -0.0903670634920634 | 0.0278670634920635 | | 26 | 1 | 1.00957341269841 | 1.07833333333333 | -0.0687599206349207 | -0.0095734126984126 | | 27 | 1 | 1.02332341269841 | 1.08875 | -0.0654265873015874 | -0.023323412698413 | | 28 | 1 | 1.05314484126984 | 1.09833333333333 | -0.045188492063492 | -0.0531448412698414 | | 29 | 1.06 | 1.08016865079365 | 1.1025 | -0.0223313492063492 | -0.0201686507936509 | | 30 | 1.22 | 1.15635912698413 | 1.10208333333333 | 0.0542757936507935 | 0.0636408730158728 | | 31 | 1.24 | 1.21076388888889 | 1.10166666666667 | 0.109097222222222 | 0.029236111111111 | | 32 | 1.34 | 1.32064484126984 | 1.1025 | 0.218144841269841 | 0.0193551587301588 | | 33 | 1.3 | 1.32171626984127 | 1.10583333333333 | 0.215882936507937 | -0.0217162698412698 | | 34 | 1.05 | 1.03010912698413 | 1.11208333333333 | -0.0819742063492062 | 0.0198908730158729 | | 35 | 1 | 1.00606150793651 | 1.11708333333333 | -0.111021825396825 | -0.00606150793650784 | | 36 | 1 | 1.00308531746032 | 1.11541666666667 | -0.112331349206349 | -0.00308531746031759 | | 37 | 1.01 | 1.02254960317460 | 1.11291666666667 | -0.0903670634920634 | -0.0125496031746031 | | 38 | 1.02 | 1.04582341269841 | 1.11458333333333 | -0.0687599206349207 | -0.0258234126984127 | | 39 | 1.06 | 1.05915674603175 | 1.12458333333333 | -0.0654265873015874 | 0.000843253968254132 | | 40 | 1.09 | 1.10064484126984 | 1.14583333333333 | -0.045188492063492 | -0.010644841269841 | | 41 | 1.09 | 1.14933531746032 | 1.17166666666667 | -0.0223313492063492 | -0.0593353174603173 | | 42 | 1.15 | 1.25177579365079 | 1.1975 | 0.0542757936507935 | -0.101775793650794 | | 43 | 1.25 | 1.33493055555556 | 1.22583333333333 | 0.109097222222222 | -0.0849305555555553 | | 44 | 1.37 | 1.47564484126984 | 1.2575 | 0.218144841269841 | -0.105644841269841 | | 45 | 1.51 | 1.50296626984127 | 1.28708333333333 | 0.215882936507937 | 0.00703373015873021 | | 46 | 1.35 | 1.23260912698413 | 1.31458333333333 | -0.0819742063492062 | 0.117390873015873 | | 47 | 1.32 | 1.23189484126984 | 1.34291666666667 | -0.111021825396825 | 0.0881051587301585 | | 48 | 1.3 | 1.25725198412698 | 1.36958333333333 | -0.112331349206349 | 0.0427480158730156 | | 49 | 1.39 | 1.29963293650794 | 1.39 | -0.0903670634920634 | 0.0903670634920635 | | 50 | 1.4 | 1.33040674603175 | 1.39916666666667 | -0.0687599206349207 | 0.069593253968254 | | 51 | 1.39 | 1.33332341269841 | 1.39875 | -0.0654265873015874 | 0.0566765873015871 | | 52 | 1.42 | 1.35106150793651 | 1.39625 | -0.045188492063492 | 0.0689384920634921 | | 53 | 1.44 | 1.37141865079365 | 1.39375 | -0.0223313492063492 | 0.0685813492063494 | | 54 | 1.44 | 1.44719246031746 | 1.39291666666667 | 0.0542757936507935 | -0.00719246031746024 | | 55 | 1.45 | 1.49743055555556 | 1.38833333333333 | 0.109097222222222 | -0.0474305555555554 | | 56 | 1.39 | 1.60064484126984 | 1.3825 | 0.218144841269841 | -0.210644841269841 | | 57 | 1.48 | 1.59713293650794 | 1.38125 | 0.215882936507937 | -0.117132936507937 | | 58 | 1.32 | 1.30010912698413 | 1.38208333333333 | -0.0819742063492062 | 0.0198908730158731 | | 59 | 1.29 | 1.27481150793651 | 1.38583333333333 | -0.111021825396825 | 0.0151884920634924 | | 60 | 1.31 | 1.28391865079365 | 1.39625 | -0.112331349206349 | 0.0260813492063492 | | 61 | 1.27 | 1.32546626984127 | 1.41583333333333 | -0.0903670634920634 | -0.0554662698412696 | | 62 | 1.38 | 1.37749007936508 | 1.44625 | -0.0687599206349207 | 0.00250992063492084 | | 63 | 1.38 | 1.41082341269841 | 1.47625 | -0.0654265873015874 | -0.0308234126984128 | | 64 | 1.45 | 1.44314484126984 | 1.48833333333333 | -0.045188492063492 | 0.00685515873015863 | | 65 | 1.5 | 1.46975198412698 | 1.49208333333333 | -0.0223313492063492 | 0.0302480158730161 | | 66 | 1.63 | 1.55010912698413 | 1.49583333333333 | 0.0542757936507935 | 0.0798908730158727 | | 67 | 1.73 | 1.60993055555556 | 1.50083333333333 | 0.109097222222222 | 0.120069444444444 | | 68 | 1.84 | 1.72356150793651 | 1.50541666666667 | 0.218144841269841 | 0.116438492063492 | | 69 | 1.75 | 1.72254960317460 | 1.50666666666667 | 0.215882936507937 | 0.0274503968253972 | | 70 | 1.34 | 1.42344246031746 | 1.50541666666667 | -0.0819742063492062 | -0.0834424603174602 | | 71 | 1.36 | 1.38939484126984 | 1.50041666666667 | -0.111021825396825 | -0.0293948412698413 | | 72 | 1.33 | 1.38058531746032 | 1.49291666666667 | -0.112331349206349 | -0.0505853174603172 | | 73 | 1.37 | 1.39004960317460 | 1.48041666666667 | -0.0903670634920634 | -0.0200496031746027 | | 74 | 1.39 | 1.40415674603175 | 1.47291666666667 | -0.0687599206349207 | -0.0141567460317458 | | 75 | 1.4 | 1.41124007936508 | 1.47666666666667 | -0.0654265873015874 | -0.0112400793650795 | | 76 | 1.4 | 1.43272817460317 | 1.47791666666667 | -0.045188492063492 | -0.0327281746031749 | | 77 | 1.43 | 1.44683531746032 | 1.46916666666667 | -0.0223313492063492 | -0.0168353174603175 | | 78 | 1.52 | 1.51135912698413 | 1.45708333333333 | 0.0542757936507935 | 0.00864087301587313 | | 79 | 1.54 | 1.55409722222222 | 1.445 | 0.109097222222222 | -0.0140972222222220 | | 80 | 1.85 | 1.64897817460317 | 1.43083333333333 | 0.218144841269841 | 0.201021825396825 | | 81 | 1.83 | 1.63046626984127 | 1.41458333333333 | 0.215882936507937 | 0.199533730158730 | | 82 | 1.29 | 1.31469246031746 | 1.39666666666667 | -0.0819742063492062 | -0.0246924603174605 | | 83 | 1.2 | 1.26564484126984 | 1.37666666666667 | -0.111021825396825 | -0.0656448412698414 | | 84 | 1.2 | 1.24100198412698 | 1.35333333333333 | -0.112331349206349 | -0.0410019841269842 | | 85 | 1.21 | 1.23838293650794 | 1.32875 | -0.0903670634920634 | -0.0283829365079367 | | 86 | 1.21 | 1.22499007936508 | 1.29375 | -0.0687599206349207 | -0.0149900793650792 | | 87 | 1.19 | 1.18457341269841 | 1.25 | -0.0654265873015874 | 0.00542658730158752 | | 88 | 1.18 | 1.17939484126984 | 1.22458333333333 | -0.045188492063492 | 0.000605158730158539 | | 89 | 1.17 | 1.19683531746032 | 1.21916666666667 | -0.0223313492063492 | -0.0268353174603175 | | 90 | 1.22 | 1.27219246031746 | 1.21791666666667 | 0.0542757936507935 | -0.0521924603174604 | | 91 | 1.25 | NA | NA | 0.109097222222222 | NA | | 92 | 1.3 | NA | NA | 0.218144841269841 | NA | | 93 | 1.33 | NA | NA | 0.215882936507937 | NA | | 94 | 1.18 | NA | NA | -0.0819742063492062 | NA | | 95 | 1.18 | NA | NA | -0.111021825396825 | NA | | 96 | 1.19 | NA | NA | -0.112331349206349 | NA |
| | | Charts produced by software: |  | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/15/t1232045303fbb692r38aban1l/1o4bg1232045153.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/15/t1232045303fbb692r38aban1l/1o4bg1232045153.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/15/t1232045303fbb692r38aban1l/2k16o1232045153.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/15/t1232045303fbb692r38aban1l/2k16o1232045153.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/15/t1232045303fbb692r38aban1l/3fdx11232045153.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/15/t1232045303fbb692r38aban1l/3fdx11232045153.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/15/t1232045303fbb692r38aban1l/44vc61232045153.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/15/t1232045303fbb692r38aban1l/44vc61232045153.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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