| thomas van eester - opgave 9 - oefening 2 | | *Unverified author* | | R Software Module: rwasp_decompose.wasp (opens new window with default values) | | Title produced by software: Classical Decomposition | | Date of computation: Mon, 01 Jun 2009 13:51:23 -0600 | | | | Cite this page as follows: | | Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Jun/01/t1243885954bf2ecyce87bjld1.htm/, Retrieved Mon, 01 Jun 2009 21:52:34 +0200 | | | | 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/Jun/01/t1243885954bf2ecyce87bjld1.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 « | | 0,63
0,63
0,63
0,64
0,63
0,63
0,63
0,63
0,63
0,64
0,65
0,65
0,65
0,65
0,65
0,66
0,65
0,66
0,66
0,66
0,66
0,68
0,69
0,7
0,71
0,71
0,7
0,7
0,7
0,7
0,71
0,7
0,7
0,7
0,69
0,7
0,69
0,69
0,69
0,7
0,7
0,71
0,71
0,71
0,72
0,73
0,74
0,74
0,74
0,74
0,75
0,75
0,76
0,76
0,76
0,76
0,76
0,77
0,77
0,78
0,78
0,78
0,78
0,78
0,78
0,78
0,8
0,8
0,8
0,81
0,81
0,81
0,8
0,81
0,81
0,81
0,8
0,82
0,83
0,83 | | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 0.63 | NA | NA | 0.00350694444444447 | NA | | 2 | 0.63 | NA | NA | 0.000673611111111096 | NA | | 3 | 0.63 | NA | NA | -0.00215972222222221 | NA | | 4 | 0.64 | NA | NA | -0.000993055555555565 | NA | | 5 | 0.63 | NA | NA | -0.00374305555555555 | NA | | 6 | 0.63 | NA | NA | -0.00240972222222221 | NA | | 7 | 0.63 | 0.636840277777778 | 0.635833333333333 | 0.00100694444444448 | -0.00684027777777774 | | 8 | 0.63 | 0.633923611111111 | 0.6375 | -0.00357638888888886 | -0.00392361111111106 | | 9 | 0.63 | 0.634923611111111 | 0.639166666666667 | -0.00424305555555556 | -0.00492361111111106 | | 10 | 0.64 | 0.644006944444444 | 0.640833333333333 | 0.00317361111111109 | -0.00400694444444438 | | 11 | 0.65 | 0.645173611111111 | 0.6425 | 0.00267361111111105 | 0.00482638888888898 | | 12 | 0.65 | 0.650673611111111 | 0.644583333333333 | 0.00609027777777777 | -0.000673611111111194 | | 13 | 0.65 | 0.650590277777778 | 0.647083333333333 | 0.00350694444444447 | -0.000590277777777759 | | 14 | 0.65 | 0.650256944444444 | 0.649583333333333 | 0.000673611111111096 | -0.000256944444444462 | | 15 | 0.65 | 0.649923611111111 | 0.652083333333333 | -0.00215972222222221 | 7.63888888887232e-05 | | 16 | 0.66 | 0.654006944444445 | 0.655 | -0.000993055555555565 | 0.00599305555555552 | | 17 | 0.65 | 0.654590277777778 | 0.658333333333333 | -0.00374305555555555 | -0.00459027777777787 | | 18 | 0.66 | 0.659673611111111 | 0.662083333333333 | -0.00240972222222221 | 0.000326388888888918 | | 19 | 0.66 | 0.667673611111111 | 0.666666666666667 | 0.00100694444444448 | -0.0076736111111112 | | 20 | 0.66 | 0.668090277777778 | 0.671666666666667 | -0.00357638888888886 | -0.00809027777777782 | | 21 | 0.66 | 0.672006944444444 | 0.67625 | -0.00424305555555556 | -0.0120069444444444 | | 22 | 0.68 | 0.683173611111111 | 0.68 | 0.00317361111111109 | -0.00317361111111114 | | 23 | 0.69 | 0.686423611111111 | 0.68375 | 0.00267361111111105 | 0.00357638888888878 | | 24 | 0.7 | 0.693590277777778 | 0.6875 | 0.00609027777777777 | 0.00640972222222203 | | 25 | 0.71 | 0.694756944444444 | 0.69125 | 0.00350694444444447 | 0.0152430555555555 | | 26 | 0.71 | 0.695673611111111 | 0.695 | 0.000673611111111096 | 0.0143263888888889 | | 27 | 0.7 | 0.696173611111111 | 0.698333333333333 | -0.00215972222222221 | 0.00382638888888887 | | 28 | 0.7 | 0.699840277777778 | 0.700833333333333 | -0.000993055555555565 | 0.000159722222222158 | | 29 | 0.7 | 0.697923611111111 | 0.701666666666667 | -0.00374305555555555 | 0.00207638888888884 | | 30 | 0.7 | 0.699256944444445 | 0.701666666666667 | -0.00240972222222221 | 0.000743055555555427 | | 31 | 0.71 | 0.701840277777778 | 0.700833333333333 | 0.00100694444444448 | 0.00815972222222217 | | 32 | 0.7 | 0.695590277777778 | 0.699166666666667 | -0.00357638888888886 | 0.00440972222222225 | | 33 | 0.7 | 0.693673611111111 | 0.697916666666667 | -0.00424305555555556 | 0.00632638888888892 | | 34 | 0.7 | 0.700673611111111 | 0.6975 | 0.00317361111111109 | -0.000673611111111305 | | 35 | 0.69 | 0.700173611111111 | 0.6975 | 0.00267361111111105 | -0.0101736111111113 | | 36 | 0.7 | 0.704006944444445 | 0.697916666666667 | 0.00609027777777777 | -0.00400694444444460 | | 37 | 0.69 | 0.701840277777778 | 0.698333333333333 | 0.00350694444444447 | -0.0118402777777777 | | 38 | 0.69 | 0.699423611111111 | 0.69875 | 0.000673611111111096 | -0.00942361111111112 | | 39 | 0.69 | 0.697840277777778 | 0.7 | -0.00215972222222221 | -0.00784027777777785 | | 40 | 0.7 | 0.701090277777778 | 0.702083333333333 | -0.000993055555555565 | -0.00109027777777793 | | 41 | 0.7 | 0.701673611111111 | 0.705416666666667 | -0.00374305555555555 | -0.00167361111111108 | | 42 | 0.71 | 0.706756944444444 | 0.709166666666667 | -0.00240972222222221 | 0.00324305555555560 | | 43 | 0.71 | 0.713923611111111 | 0.712916666666667 | 0.00100694444444448 | -0.00392361111111117 | | 44 | 0.71 | 0.713506944444444 | 0.717083333333333 | -0.00357638888888886 | -0.00350694444444444 | | 45 | 0.72 | 0.717423611111111 | 0.721666666666667 | -0.00424305555555556 | 0.00257638888888889 | | 46 | 0.73 | 0.729423611111111 | 0.72625 | 0.00317361111111109 | 0.000576388888888779 | | 47 | 0.74 | 0.733506944444445 | 0.730833333333333 | 0.00267361111111105 | 0.00649305555555546 | | 48 | 0.74 | 0.741506944444444 | 0.735416666666667 | 0.00609027777777777 | -0.00150694444444444 | | 49 | 0.74 | 0.743090277777778 | 0.739583333333333 | 0.00350694444444447 | -0.00309027777777759 | | 50 | 0.74 | 0.744423611111111 | 0.74375 | 0.000673611111111096 | -0.004423611111111 | | 51 | 0.75 | 0.745340277777778 | 0.7475 | -0.00215972222222221 | 0.00465972222222222 | | 52 | 0.75 | 0.749840277777778 | 0.750833333333333 | -0.000993055555555565 | 0.000159722222222269 | | 53 | 0.76 | 0.750006944444444 | 0.75375 | -0.00374305555555555 | 0.00999305555555552 | | 54 | 0.76 | 0.754256944444444 | 0.756666666666667 | -0.00240972222222221 | 0.00574305555555554 | | 55 | 0.76 | 0.761006944444445 | 0.76 | 0.00100694444444448 | -0.00100694444444460 | | 56 | 0.76 | 0.759756944444445 | 0.763333333333333 | -0.00357638888888886 | 0.000243055555555483 | | 57 | 0.76 | 0.762006944444445 | 0.76625 | -0.00424305555555556 | -0.00200694444444449 | | 58 | 0.77 | 0.771923611111111 | 0.76875 | 0.00317361111111109 | -0.00192361111111117 | | 59 | 0.77 | 0.773506944444444 | 0.770833333333333 | 0.00267361111111105 | -0.00350694444444433 | | 60 | 0.78 | 0.778590277777778 | 0.7725 | 0.00609027777777777 | 0.00140972222222224 | | 61 | 0.78 | 0.778506944444444 | 0.775 | 0.00350694444444447 | 0.00149305555555557 | | 62 | 0.78 | 0.779006944444445 | 0.778333333333333 | 0.000673611111111096 | 0.00099305555555551 | | 63 | 0.78 | 0.779506944444444 | 0.781666666666667 | -0.00215972222222221 | 0.000493055555555566 | | 64 | 0.78 | 0.784006944444445 | 0.785 | -0.000993055555555565 | -0.00400694444444449 | | 65 | 0.78 | 0.784590277777778 | 0.788333333333333 | -0.00374305555555555 | -0.00459027777777765 | | 66 | 0.78 | 0.788840277777778 | 0.79125 | -0.00240972222222221 | -0.00884027777777752 | | 67 | 0.8 | 0.794340277777777 | 0.793333333333333 | 0.00100694444444448 | 0.00565972222222255 | | 68 | 0.8 | 0.791840277777778 | 0.795416666666666 | -0.00357638888888886 | 0.0081597222222225 | | 69 | 0.8 | 0.793673611111111 | 0.797916666666667 | -0.00424305555555556 | 0.00632638888888903 | | 70 | 0.81 | 0.803590277777778 | 0.800416666666667 | 0.00317361111111109 | 0.00640972222222236 | | 71 | 0.81 | 0.805173611111111 | 0.8025 | 0.00267361111111105 | 0.00482638888888898 | | 72 | 0.81 | 0.811090277777778 | 0.805 | 0.00609027777777777 | -0.00109027777777770 | | 73 | 0.8 | NA | 0.807916666666667 | NA | NA | | 74 | 0.81 | NA | 0.810416666666667 | NA | NA | | 75 | 0.81 | NA | NA | NA | NA | | 76 | 0.81 | NA | NA | NA | NA | | 77 | 0.8 | NA | NA | NA | NA | | 78 | 0.82 | NA | NA | NA | NA | | 79 | 0.83 | NA | NA | NA | NA | | 80 | 0.83 | NA | NA | NA | NA |
| | | Charts produced by software: |  | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t1243885954bf2ecyce87bjld1/1qq351243885879.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t1243885954bf2ecyce87bjld1/1qq351243885879.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t1243885954bf2ecyce87bjld1/2rwet1243885879.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t1243885954bf2ecyce87bjld1/2rwet1243885879.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t1243885954bf2ecyce87bjld1/3h86k1243885879.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t1243885954bf2ecyce87bjld1/3h86k1243885879.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t1243885954bf2ecyce87bjld1/40ck01243885879.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/01/t1243885954bf2ecyce87bjld1/40ck01243885879.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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