| opgave9oef2stap2 | | *Unverified author* | | R Software Module: rwasp_decompose.wasp (opens new window with default values) | | Title produced by software: Classical Decomposition | | Date of computation: Fri, 05 Jun 2009 01:56:54 -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/05/t1244188854ni9a4ntv5lm8bce.htm/, Retrieved Fri, 05 Jun 2009 10:00:58 +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/05/t1244188854ni9a4ntv5lm8bce.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 « | | 0,8832
0,8707
0,8766
0,8860
0,9170
0,9561
0,9935
0,9781
0,9806
0,9812
1,0013
1,0194
1,0622
1,0785
1,0797
1,0862
1,1556
1,1674
1,1365
1,1155
1,1267
1,1714
1,1710
1,2298
1,2638
1,2640
1,2261
1,1989
1,2000
1,2146
1,2266
1,2191
1,2224
1,2507
1,2997
1,3406
1,3123
1,3013
1,3185
1,2943
1,2697
1,2155
1,2041
1,2295
1,2234
1,2022
1,0000
1,1861
1,2126
1,1940
1,2028
1,2273
1,2767
1,2661
1,2681
1,2810
1,2722
1,2617
1,2888
1,3205
1,2993
1,3080
1,3246
1,3513
1,3518
1,3421
1,3726
1,3626
1,3910
1,4233
1,4683
1,4559
1,4728
1,4759
1,5520
1,5754
1,5554
1,5562
1,5759
1,4955
1,4342
1,3266
1,2744
1,3511
1,3244
1,2797
1,3050
1,3203 | | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 0.8832 | NA | NA | 0.0120822916666667 | NA | | 2 | 0.8707 | NA | NA | 0.00422812499999998 | NA | | 3 | 0.8766 | NA | NA | 0.0111517361111112 | NA | | 4 | 0.886 | NA | NA | 0.0105531250000001 | NA | | 5 | 0.917 | NA | NA | 0.0188913194444444 | NA | | 6 | 0.9561 | NA | NA | 0.0068079861111111 | NA | | 7 | 0.9935 | 0.959100347222222 | 0.952766666666667 | 0.00633368055555571 | 0.0343996527777778 | | 8 | 0.9781 | 0.958565625 | 0.968883333333333 | -0.0103177083333333 | 0.0195343749999999 | | 9 | 0.9806 | 0.967174652777778 | 0.986004166666667 | -0.0188295138888890 | 0.0134253472222223 | | 10 | 0.9812 | 0.975121875 | 1.00280833333333 | -0.0276864583333334 | 0.00607812500000016 | | 11 | 1.0013 | 0.994423958333333 | 1.02109166666667 | -0.0266677083333333 | 0.00687604166666667 | | 12 | 1.0194 | 1.053290625 | 1.0398375 | 0.0134531249999999 | -0.0338906249999997 | | 13 | 1.0622 | 1.06668229166667 | 1.0546 | 0.0120822916666667 | -0.00448229166666669 | | 14 | 1.0785 | 1.07051145833333 | 1.06628333333333 | 0.00422812499999998 | 0.00798854166666652 | | 15 | 1.0797 | 1.08924756944444 | 1.07809583333333 | 0.0111517361111112 | -0.00954756944444424 | | 16 | 1.0862 | 1.10266145833333 | 1.09210833333333 | 0.0105531250000001 | -0.0164614583333336 | | 17 | 1.1556 | 1.12599548611111 | 1.10710416666667 | 0.0188913194444444 | 0.0296045138888885 | | 18 | 1.1674 | 1.12974965277778 | 1.12294166666667 | 0.0068079861111111 | 0.0376503472222220 | | 19 | 1.1365 | 1.14644201388889 | 1.14010833333333 | 0.00633368055555571 | -0.00994201388888882 | | 20 | 1.1155 | 1.14591979166667 | 1.1562375 | -0.0103177083333333 | -0.0304197916666669 | | 21 | 1.1267 | 1.15123715277778 | 1.17006666666667 | -0.0188295138888890 | -0.0245371527777778 | | 22 | 1.1714 | 1.15317604166667 | 1.1808625 | -0.0276864583333334 | 0.0182239583333332 | | 23 | 1.171 | 1.160740625 | 1.18740833333333 | -0.0266677083333333 | 0.0102593750000000 | | 24 | 1.2298 | 1.204678125 | 1.191225 | 0.0134531249999999 | 0.0251218750000000 | | 25 | 1.2638 | 1.209028125 | 1.19694583333333 | 0.0120822916666667 | 0.0547718750000001 | | 26 | 1.264 | 1.20924479166667 | 1.20501666666667 | 0.00422812499999998 | 0.0547552083333334 | | 27 | 1.2261 | 1.22447256944444 | 1.21332083333333 | 0.0111517361111112 | 0.00162743055555570 | | 28 | 1.1989 | 1.231165625 | 1.2206125 | 0.0105531250000001 | -0.0322656250000000 | | 29 | 1.2 | 1.24817048611111 | 1.22927916666667 | 0.0188913194444444 | -0.048170486111111 | | 30 | 1.2146 | 1.24606631944444 | 1.23925833333333 | 0.0068079861111111 | -0.0314663194444444 | | 31 | 1.2266 | 1.25222951388889 | 1.24589583333333 | 0.00633368055555571 | -0.0256295138888887 | | 32 | 1.2191 | 1.239153125 | 1.24947083333333 | -0.0103177083333333 | -0.0200531249999998 | | 33 | 1.2224 | 1.23604548611111 | 1.254875 | -0.0188295138888890 | -0.0136454861111110 | | 34 | 1.2507 | 1.23501354166667 | 1.2627 | -0.0276864583333334 | 0.0156864583333332 | | 35 | 1.2997 | 1.24291145833333 | 1.26957916666667 | -0.0266677083333333 | 0.0567885416666667 | | 36 | 1.3406 | 1.28597395833333 | 1.27252083333333 | 0.0134531249999999 | 0.0546260416666666 | | 37 | 1.3123 | 1.283703125 | 1.27162083333333 | 0.0120822916666667 | 0.0285968750000001 | | 38 | 1.3013 | 1.27534479166667 | 1.27111666666667 | 0.00422812499999998 | 0.0259552083333334 | | 39 | 1.3185 | 1.28274340277778 | 1.27159166666667 | 0.0111517361111112 | 0.0357565972222225 | | 40 | 1.2943 | 1.280165625 | 1.2696125 | 0.0105531250000001 | 0.0141343750000000 | | 41 | 1.2697 | 1.27399548611111 | 1.25510416666667 | 0.0188913194444444 | -0.00429548611111108 | | 42 | 1.2155 | 1.24298715277778 | 1.23617916666667 | 0.0068079861111111 | -0.0274871527777774 | | 43 | 1.2041 | 1.23192118055556 | 1.2255875 | 0.00633368055555571 | -0.0278211805555555 | | 44 | 1.2295 | 1.20664479166667 | 1.2169625 | -0.0103177083333333 | 0.0228552083333333 | | 45 | 1.2234 | 1.18884131944444 | 1.20767083333333 | -0.0188295138888890 | 0.0345586805555556 | | 46 | 1.2022 | 1.172371875 | 1.20005833333333 | -0.0276864583333334 | 0.0298281250000001 | | 47 | 1 | 1.170890625 | 1.19755833333333 | -0.0266677083333333 | -0.170890625000000 | | 48 | 1.1861 | 1.21341145833333 | 1.19995833333333 | 0.0134531249999999 | -0.0273114583333334 | | 49 | 1.2126 | 1.216815625 | 1.20473333333333 | 0.0120822916666667 | -0.00421562500000006 | | 50 | 1.194 | 1.21377395833333 | 1.20954583333333 | 0.00422812499999998 | -0.0197739583333334 | | 51 | 1.2028 | 1.22487673611111 | 1.213725 | 0.0111517361111112 | -0.0220767361111109 | | 52 | 1.2273 | 1.228790625 | 1.2182375 | 0.0105531250000001 | -0.00149062499999997 | | 53 | 1.2767 | 1.25164131944444 | 1.23275 | 0.0188913194444444 | 0.0250586805555555 | | 54 | 1.2661 | 1.25719131944444 | 1.25038333333333 | 0.0068079861111111 | 0.00890868055555583 | | 55 | 1.2681 | 1.26592951388889 | 1.25959583333333 | 0.00633368055555571 | 0.00217048611111115 | | 56 | 1.281 | 1.257640625 | 1.26795833333333 | -0.0103177083333333 | 0.0233593749999998 | | 57 | 1.2722 | 1.25895381944444 | 1.27778333333333 | -0.0188295138888890 | 0.0132461805555559 | | 58 | 1.2617 | 1.26033854166667 | 1.288025 | -0.0276864583333334 | 0.00136145833333345 | | 59 | 1.2888 | 1.269653125 | 1.29632083333333 | -0.0266677083333333 | 0.0191468750000001 | | 60 | 1.3205 | 1.31606979166667 | 1.30261666666667 | 0.0134531249999999 | 0.00443020833333363 | | 61 | 1.2993 | 1.32221979166667 | 1.3101375 | 0.0120822916666667 | -0.0229197916666668 | | 62 | 1.308 | 1.32211979166667 | 1.31789166666667 | 0.00422812499999998 | -0.0141197916666667 | | 63 | 1.3246 | 1.33739340277778 | 1.32624166666667 | 0.0111517361111112 | -0.0127934027777776 | | 64 | 1.3513 | 1.348478125 | 1.337925 | 0.0105531250000001 | 0.00282187500000020 | | 65 | 1.3518 | 1.37102881944444 | 1.3521375 | 0.0188913194444444 | -0.0192288194444443 | | 66 | 1.3421 | 1.37206631944444 | 1.36525833333333 | 0.0068079861111111 | -0.0299663194444439 | | 67 | 1.3726 | 1.38446284722222 | 1.37812916666667 | 0.00633368055555571 | -0.0118628472222220 | | 68 | 1.3626 | 1.38203645833333 | 1.39235416666667 | -0.0103177083333333 | -0.0194364583333333 | | 69 | 1.391 | 1.38999548611111 | 1.408825 | -0.0188295138888890 | 0.00100451388888900 | | 70 | 1.4233 | 1.39995104166667 | 1.4276375 | -0.0276864583333334 | 0.0233489583333337 | | 71 | 1.4683 | 1.418790625 | 1.44545833333333 | -0.0266677083333333 | 0.0495093750000002 | | 72 | 1.4559 | 1.476315625 | 1.4628625 | 0.0134531249999999 | -0.0204156249999998 | | 73 | 1.4728 | 1.49233645833333 | 1.48025416666667 | 0.0120822916666667 | -0.0195364583333335 | | 74 | 1.4759 | 1.498490625 | 1.4942625 | 0.00422812499999998 | -0.0225906249999999 | | 75 | 1.552 | 1.51275173611111 | 1.5016 | 0.0111517361111112 | 0.0392482638888889 | | 76 | 1.5754 | 1.50992395833333 | 1.49937083333333 | 0.0105531250000001 | 0.0654760416666664 | | 77 | 1.5554 | 1.50615381944444 | 1.4872625 | 0.0188913194444444 | 0.0492461805555555 | | 78 | 1.5562 | 1.48162465277778 | 1.47481666666667 | 0.0068079861111111 | 0.0745753472222221 | | 79 | 1.5759 | 1.47060034722222 | 1.46426666666667 | 0.00633368055555571 | 0.105299652777778 | | 80 | 1.4955 | 1.439590625 | 1.44990833333333 | -0.0103177083333333 | 0.0559093750000001 | | 81 | 1.4342 | 1.41261215277778 | 1.43144166666667 | -0.0188295138888890 | 0.0215878472222222 | | 82 | 1.3266 | 1.382834375 | 1.41052083333333 | -0.0276864583333334 | -0.0562343749999998 | | 83 | 1.2744 | NA | NA | -0.0266677083333333 | NA | | 84 | 1.3511 | NA | NA | 0.0134531249999999 | NA | | 85 | 1.3244 | NA | NA | NA | NA | | 86 | 1.2797 | NA | NA | NA | NA | | 87 | 1.305 | NA | NA | NA | NA | | 88 | 1.3203 | NA | NA | NA | NA |
| | | Charts produced by software: |  | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/05/t1244188854ni9a4ntv5lm8bce/1u5ia1244188612.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/05/t1244188854ni9a4ntv5lm8bce/1u5ia1244188612.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/05/t1244188854ni9a4ntv5lm8bce/23p5r1244188612.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/05/t1244188854ni9a4ntv5lm8bce/23p5r1244188612.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/05/t1244188854ni9a4ntv5lm8bce/34att1244188612.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/05/t1244188854ni9a4ntv5lm8bce/34att1244188612.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/05/t1244188854ni9a4ntv5lm8bce/4iggv1244188612.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/05/t1244188854ni9a4ntv5lm8bce/4iggv1244188612.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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