| Classical Deomposition eigen reeks | | *Unverified author* | | R Software Module: rwasp_decompose.wasp (opens new window with default values) | | Title produced by software: Classical Decomposition | | Date of computation: Tue, 02 Jun 2009 08:29:02 -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/02/t1243952978sof3y4e4zk8l0jv.htm/, Retrieved Tue, 02 Jun 2009 16:29:43 +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/02/t1243952978sof3y4e4zk8l0jv.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 « | | 310,95
312,97
315,07
315,43
315,73
315,77
315,77
315,77
313,99
314,57
314,63
314,65
314,65
314,93
315,27
316,26
316,98
317,01
317,07
317,07
317
317,08
317,04
317
317,05
321,59
325,59
326,23
326,28
326,35
326,35
326,35
326,39
326,74
326,9
326,9
326,91
336,93
348,5
349,43
349,26
349,26
349,28
349,61
349,66
349,68
349,91
349,91
350,89
355,52
356,36
357,04
360,28
360,63
360,79
360,97
361
361,01
361
361
361,58
363,19
363,61
364,14
365,51
365,51
365,5
365,5
364,59
364,63
364,54
363,67
365,22
369,05
370,45
370,46
370,46
370,58
370,58
370,22
370,21
370,29
370,29
370,2
370,2
372,55
374,51
375,58
375,75
375,75
375,75
375,69
375,76
377,5
377,51
377,74
| | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 310.95 | NA | NA | -3.08173115079366 | NA | | 2 | 312.97 | NA | NA | 0.0988640873015803 | NA | | 3 | 315.07 | NA | NA | 2.30737599206348 | NA | | 4 | 315.43 | NA | NA | 2.25797123015873 | NA | | 5 | 315.73 | NA | NA | 2.27767361111110 | NA | | 6 | 315.77 | NA | NA | 1.60928075396824 | NA | | 7 | 315.77 | 315.786304563492 | 314.7625 | 1.02380456349208 | -0.0163045634920991 | | 8 | 315.77 | 315.336245039683 | 314.998333333333 | 0.337911706349226 | 0.433754960317401 | | 9 | 313.99 | 314.339221230159 | 315.088333333333 | -0.74911210317461 | -0.349221230158719 | | 10 | 314.57 | 313.836006944444 | 315.13125 | -1.29524305555554 | 0.733993055555516 | | 11 | 314.63 | 313.251661706349 | 315.217916666667 | -1.96625496031746 | 1.37833829365076 | | 12 | 314.65 | 312.501125992063 | 315.321666666667 | -2.82054067460317 | 2.14887400793651 | | 13 | 314.65 | 312.345768849206 | 315.4275 | -3.08173115079366 | 2.30423115079367 | | 14 | 314.93 | 315.634697420635 | 315.535833333333 | 0.0988640873015803 | -0.704697420634943 | | 15 | 315.27 | 318.02279265873 | 315.715416666667 | 2.30737599206348 | -2.75279265873013 | | 16 | 316.26 | 318.203387896825 | 315.945416666667 | 2.25797123015873 | -1.9433878968253 | | 17 | 316.98 | 318.428090277778 | 316.150416666667 | 2.27767361111110 | -1.44809027777774 | | 18 | 317.01 | 317.958030753968 | 316.34875 | 1.60928075396824 | -0.948030753968226 | | 19 | 317.07 | 317.570471230159 | 316.546666666667 | 1.02380456349208 | -0.500471230158723 | | 20 | 317.07 | 317.262078373016 | 316.924166666667 | 0.337911706349226 | -0.192078373015875 | | 21 | 317 | 316.882554563492 | 317.631666666667 | -0.74911210317461 | 0.117445436507978 | | 22 | 317.08 | 317.181840277778 | 318.477083333333 | -1.29524305555554 | -0.101840277777853 | | 23 | 317.04 | 317.313745039683 | 319.28 | -1.96625496031746 | -0.273745039682467 | | 24 | 317 | 317.236125992063 | 320.056666666667 | -2.82054067460317 | -0.236125992063478 | | 25 | 317.05 | 317.750768849206 | 320.8325 | -3.08173115079366 | -0.700768849206383 | | 26 | 321.59 | 321.704697420635 | 321.605833333333 | 0.0988640873015803 | -0.114697420634968 | | 27 | 325.59 | 324.691125992064 | 322.38375 | 2.30737599206348 | 0.898874007936456 | | 28 | 326.23 | 325.435471230159 | 323.1775 | 2.25797123015873 | 0.794528769841293 | | 29 | 326.28 | 326.268506944444 | 323.990833333333 | 2.27767361111110 | 0.0114930555556043 | | 30 | 326.35 | 326.423447420635 | 324.814166666667 | 1.60928075396824 | -0.0734474206348636 | | 31 | 326.35 | 326.661304563492 | 325.6375 | 1.02380456349208 | -0.311304563492058 | | 32 | 326.35 | 327.025411706349 | 326.6875 | 0.337911706349226 | -0.675411706349166 | | 33 | 326.39 | 327.532137896825 | 328.28125 | -0.74911210317461 | -1.14213789682537 | | 34 | 326.74 | 328.907256944444 | 330.2025 | -1.29524305555554 | -2.16725694444438 | | 35 | 326.9 | 330.160411706349 | 332.126666666667 | -1.96625496031746 | -3.26041170634926 | | 36 | 326.9 | 331.218209325397 | 334.03875 | -2.82054067460317 | -4.31820932539682 | | 37 | 326.91 | 332.867018849206 | 335.94875 | -3.08173115079366 | -5.95701884920635 | | 38 | 336.93 | 337.972197420635 | 337.873333333333 | 0.0988640873015803 | -1.04219742063492 | | 39 | 348.5 | 342.119459325397 | 339.812083333333 | 2.30737599206348 | 6.38054067460314 | | 40 | 349.43 | 343.995471230159 | 341.7375 | 2.25797123015873 | 5.43452876984128 | | 41 | 349.26 | 345.929756944444 | 343.652083333333 | 2.27767361111110 | 3.33024305555557 | | 42 | 349.26 | 347.178864087302 | 345.569583333333 | 1.60928075396824 | 2.08113591269847 | | 43 | 349.28 | 348.551304563492 | 347.5275 | 1.02380456349208 | 0.728695436507962 | | 44 | 349.61 | 349.639161706349 | 349.30125 | 0.337911706349226 | -0.029161706349214 | | 45 | 349.66 | 349.654221230159 | 350.403333333333 | -0.74911210317461 | 0.00577876984129944 | | 46 | 349.68 | 349.752673611111 | 351.047916666667 | -1.29524305555554 | -0.0726736111110995 | | 47 | 349.91 | 349.857911706349 | 351.824166666667 | -1.96625496031746 | 0.0520882936507974 | | 48 | 349.91 | 349.93654265873 | 352.757083333333 | -2.82054067460317 | -0.0265426587301363 | | 49 | 350.89 | 350.628685515873 | 353.710416666667 | -3.08173115079366 | 0.261314484126956 | | 50 | 355.52 | 354.762197420635 | 354.663333333333 | 0.0988640873015803 | 0.757802579365034 | | 51 | 356.36 | 357.91654265873 | 355.609166666667 | 2.30737599206348 | -1.55654265873017 | | 52 | 357.04 | 358.811721230159 | 356.55375 | 2.25797123015873 | -1.77172123015873 | | 53 | 360.28 | 359.765590277778 | 357.487916666667 | 2.27767361111110 | 0.514409722222183 | | 54 | 360.63 | 360.021364087302 | 358.412083333333 | 1.60928075396824 | 0.60863591269839 | | 55 | 360.79 | 360.343387896825 | 359.319583333333 | 1.02380456349208 | 0.446612103174573 | | 56 | 360.97 | 360.422495039683 | 360.084583333333 | 0.337911706349226 | 0.54750496031744 | | 57 | 361 | 359.957137896825 | 360.70625 | -0.74911210317461 | 1.04286210317457 | | 58 | 361.01 | 360.008923611111 | 361.304166666667 | -1.29524305555554 | 1.00107638888886 | | 59 | 361 | 359.851661706349 | 361.817916666667 | -1.96625496031746 | 1.14833829365074 | | 60 | 361 | 359.418625992063 | 362.239166666667 | -2.82054067460317 | 1.58137400793657 | | 61 | 361.58 | 359.557018849206 | 362.63875 | -3.08173115079366 | 2.02298115079367 | | 62 | 363.19 | 363.122614087301 | 363.02375 | 0.0988640873015803 | 0.0673859126985121 | | 63 | 363.61 | 365.669459325397 | 363.362083333333 | 2.30737599206348 | -2.0594593253968 | | 64 | 364.14 | 365.920471230159 | 363.6625 | 2.25797123015873 | -1.78047123015870 | | 65 | 365.51 | 366.238506944444 | 363.960833333333 | 2.27767361111110 | -0.728506944444405 | | 66 | 365.51 | 365.828864087302 | 364.219583333333 | 1.60928075396824 | -0.31886408730162 | | 67 | 365.5 | 365.506304563492 | 364.4825 | 1.02380456349208 | -0.00630456349210817 | | 68 | 365.5 | 365.216245039683 | 364.878333333333 | 0.337911706349226 | 0.283754960317424 | | 69 | 364.59 | 364.658387896825 | 365.4075 | -0.74911210317461 | -0.0683878968254135 | | 70 | 364.63 | 364.660590277778 | 365.955833333333 | -1.29524305555554 | -0.0305902777777192 | | 71 | 364.54 | 364.459161706349 | 366.425416666667 | -1.96625496031746 | 0.0808382936509133 | | 72 | 363.67 | 364.022375992063 | 366.842916666667 | -2.82054067460317 | -0.352375992063401 | | 73 | 365.22 | 364.18410218254 | 367.265833333333 | -3.08173115079366 | 1.03589781746035 | | 74 | 369.05 | 367.773030753968 | 367.674166666667 | 0.0988640873015803 | 1.27696924603174 | | 75 | 370.45 | 370.412375992064 | 368.105 | 2.30737599206348 | 0.037624007936472 | | 76 | 370.46 | 370.832971230159 | 368.575 | 2.25797123015873 | -0.372971230158782 | | 77 | 370.46 | 371.328090277778 | 369.050416666667 | 2.27767361111110 | -0.868090277777753 | | 78 | 370.58 | 371.171364087302 | 369.562083333333 | 1.60928075396824 | -0.591364087301542 | | 79 | 370.58 | 371.065471230159 | 370.041666666667 | 1.02380456349208 | -0.485471230158737 | | 80 | 370.22 | 370.732911706349 | 370.395 | 0.337911706349226 | -0.512911706349257 | | 81 | 370.21 | 369.960887896825 | 370.71 | -0.74911210317461 | 0.249112103174582 | | 82 | 370.29 | 369.797256944444 | 371.0925 | -1.29524305555554 | 0.492743055555593 | | 83 | 370.29 | 369.559995039683 | 371.52625 | -1.96625496031746 | 0.730004960317444 | | 84 | 370.2 | 369.14154265873 | 371.962083333333 | -2.82054067460317 | 1.05845734126979 | | 85 | 370.2 | 369.311185515873 | 372.392916666667 | -3.08173115079366 | 0.888814484126897 | | 86 | 372.55 | 372.935114087302 | 372.83625 | 0.0988640873015803 | -0.385114087301645 | | 87 | 374.51 | 375.60279265873 | 373.295416666667 | 2.30737599206348 | -1.09279265873022 | | 88 | 375.58 | 376.085054563492 | 373.827083333333 | 2.25797123015873 | -0.505054563492081 | | 89 | 375.75 | 376.706006944444 | 374.428333333333 | 2.27767361111110 | -0.956006944444425 | | 90 | 375.75 | 376.652614087302 | 375.043333333333 | 1.60928075396824 | -0.902614087301572 | | 91 | 375.75 | NA | NA | 1.02380456349208 | NA | | 92 | 375.69 | NA | NA | 0.337911706349226 | NA | | 93 | 375.76 | NA | NA | -0.74911210317461 | NA | | 94 | 377.5 | NA | NA | -1.29524305555554 | NA | | 95 | 377.51 | NA | NA | -1.96625496031746 | NA | | 96 | 377.74 | NA | NA | -2.82054067460317 | NA |
| | | Charts produced by software: |  | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243952978sof3y4e4zk8l0jv/1od6v1243952940.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243952978sof3y4e4zk8l0jv/1od6v1243952940.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243952978sof3y4e4zk8l0jv/2q5vt1243952940.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243952978sof3y4e4zk8l0jv/2q5vt1243952940.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243952978sof3y4e4zk8l0jv/3a5yy1243952940.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243952978sof3y4e4zk8l0jv/3a5yy1243952940.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243952978sof3y4e4zk8l0jv/47qjh1243952940.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243952978sof3y4e4zk8l0jv/47qjh1243952940.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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