| Aantal bezoekers | | *Unverified author* | | R Software Module: /rwasp_decompose.wasp (opens new window with default values) | | Title produced by software: Classical Decomposition | | Date of computation: Mon, 16 Aug 2010 11:34:53 +0000 | | | | Cite this page as follows: | | Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Aug/16/t1281958976bvarsv25dyt342i.htm/, Retrieved Mon, 16 Aug 2010 13:43:01 +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/2010/Aug/16/t1281958976bvarsv25dyt342i.htm/},
year = {2010},
}
@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 = {2010},
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 « | | 556
555
554
552
572
571
556
546
547
547
548
550
555
549
555
550
566
573
543
535
542
541
535
536
548
546
548
548
561
563
527
527
541
534
522
527
539
533
532
519
538
542
503
502
522
511
492
500
509
511
505
493
518
518
474
471
483
461
439
446
461
449
441
424
447
448
404
403
411
386
359
370
385
369
368
352
378
383
334
323
330
303
275
284
301
281
284
272
297
300
240
236
247
218
192
201
223
197
195
175
197
204
142
142
151
127
100
114
139
112
123
108
132
140
76
71
81
57
38
46
| | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 556 | NA | NA | 7.31211419753087 | NA | | 2 | 555 | NA | NA | -0.822145061728389 | NA | | 3 | 554 | NA | NA | 3.97878086419752 | NA | | 4 | 552 | NA | NA | -3.81751543209876 | NA | | 5 | 572 | NA | NA | 22.2565586419753 | NA | | 6 | 571 | NA | NA | 31.0621141975309 | NA | | 7 | 556 | 544.349151234568 | 554.458333333333 | -10.1091820987654 | 11.6508487654322 | | 8 | 546 | 543.816743827161 | 554.166666666667 | -10.3499228395062 | 2.18325617283961 | | 9 | 547 | 557.543595679012 | 553.958333333333 | 3.585262345679 | -10.5435956790124 | | 10 | 547 | 545.330632716049 | 553.916666666667 | -8.58603395061729 | 1.66936728395069 | | 11 | 548 | 530.645447530864 | 553.583333333333 | -22.9378858024691 | 17.3545524691358 | | 12 | 550 | 541.844521604938 | 553.416666666667 | -11.5721450617284 | 8.15547839506178 | | 13 | 555 | 560.270447530864 | 552.958333333333 | 7.31211419753087 | -5.27044753086409 | | 14 | 549 | 551.136188271605 | 551.958333333333 | -0.822145061728389 | -2.13618827160485 | | 15 | 555 | 555.270447530864 | 551.291666666667 | 3.97878086419752 | -0.270447530864203 | | 16 | 550 | 547.015817901235 | 550.833333333333 | -3.81751543209876 | 2.98418209876547 | | 17 | 566 | 572.298225308642 | 550.041666666667 | 22.2565586419753 | -6.29822530864203 | | 18 | 573 | 579.978780864197 | 548.916666666667 | 31.0621141975309 | -6.97878086419746 | | 19 | 543 | 537.932484567901 | 548.041666666667 | -10.1091820987654 | 5.06751543209884 | | 20 | 535 | 537.275077160494 | 547.625 | -10.3499228395062 | -2.27507716049377 | | 21 | 542 | 550.793595679012 | 547.208333333333 | 3.585262345679 | -8.79359567901236 | | 22 | 541 | 538.247299382716 | 546.833333333333 | -8.58603395061729 | 2.75270061728406 | | 23 | 535 | 523.603780864197 | 546.541666666667 | -22.9378858024691 | 11.3962191358025 | | 24 | 536 | 534.344521604938 | 545.916666666667 | -11.5721450617284 | 1.65547839506178 | | 25 | 548 | 552.145447530864 | 544.833333333333 | 7.31211419753087 | -4.1454475308642 | | 26 | 546 | 543.011188271605 | 543.833333333333 | -0.822145061728389 | 2.98881172839515 | | 27 | 548 | 547.437114197531 | 543.458333333333 | 3.97878086419752 | 0.562885802469054 | | 28 | 548 | 539.307484567901 | 543.125 | -3.81751543209876 | 8.69251543209873 | | 29 | 561 | 564.548225308642 | 542.291666666667 | 22.2565586419753 | -3.54822530864192 | | 30 | 563 | 572.437114197531 | 541.375 | 31.0621141975309 | -9.43711419753083 | | 31 | 527 | 530.515817901235 | 540.625 | -10.1091820987654 | -3.51581790123464 | | 32 | 527 | 529.358410493827 | 539.708333333333 | -10.3499228395062 | -2.35841049382714 | | 33 | 541 | 542.085262345679 | 538.5 | 3.585262345679 | -1.08526234567910 | | 34 | 534 | 528.038966049383 | 536.625 | -8.58603395061729 | 5.96103395061721 | | 35 | 522 | 511.520447530864 | 534.458333333333 | -22.9378858024691 | 10.4795524691358 | | 36 | 527 | 521.052854938272 | 532.625 | -11.5721450617284 | 5.94714506172841 | | 37 | 539 | 538.062114197531 | 530.75 | 7.31211419753087 | 0.937885802469168 | | 38 | 533 | 527.886188271605 | 528.708333333333 | -0.822145061728389 | 5.11381172839504 | | 39 | 532 | 530.853780864198 | 526.875 | 3.97878086419752 | 1.14621913580243 | | 40 | 519 | 521.307484567901 | 525.125 | -3.81751543209876 | -2.30748456790127 | | 41 | 538 | 545.173225308642 | 522.916666666667 | 22.2565586419753 | -7.17322530864203 | | 42 | 542 | 551.603780864197 | 520.541666666667 | 31.0621141975309 | -9.60378086419752 | | 43 | 503 | 508.057484567901 | 518.166666666667 | -10.1091820987654 | -5.05748456790116 | | 44 | 502 | 505.650077160494 | 516 | -10.3499228395062 | -3.65007716049377 | | 45 | 522 | 517.543595679012 | 513.958333333333 | 3.585262345679 | 4.45640432098776 | | 46 | 511 | 503.163966049383 | 511.75 | -8.58603395061729 | 7.83603395061738 | | 47 | 492 | 486.895447530864 | 509.833333333333 | -22.9378858024691 | 5.10455246913585 | | 48 | 500 | 496.427854938272 | 508 | -11.5721450617284 | 3.57214506172846 | | 49 | 509 | 513.103780864197 | 505.791666666667 | 7.31211419753087 | -4.10378086419752 | | 50 | 511 | 502.469521604938 | 503.291666666667 | -0.822145061728389 | 8.53047839506178 | | 51 | 505 | 504.353780864197 | 500.375 | 3.97878086419752 | 0.646219135802539 | | 52 | 493 | 492.849151234568 | 496.666666666667 | -3.81751543209876 | 0.150848765432158 | | 53 | 518 | 514.631558641975 | 492.375 | 22.2565586419753 | 3.36844135802477 | | 54 | 518 | 518.978780864197 | 487.916666666667 | 31.0621141975309 | -0.97878086419746 | | 55 | 474 | 473.557484567901 | 483.666666666667 | -10.1091820987654 | 0.442515432098787 | | 56 | 471 | 468.733410493827 | 479.083333333333 | -10.3499228395062 | 2.26658950617286 | | 57 | 483 | 477.418595679012 | 473.833333333333 | 3.585262345679 | 5.58140432098764 | | 58 | 461 | 459.705632716049 | 468.291666666667 | -8.58603395061729 | 1.29436728395058 | | 59 | 439 | 439.520447530864 | 462.458333333333 | -22.9378858024691 | -0.520447530864146 | | 60 | 446 | 445.011188271605 | 456.583333333333 | -11.5721450617284 | 0.988811728395092 | | 61 | 461 | 458.062114197531 | 450.75 | 7.31211419753087 | 2.93788580246911 | | 62 | 449 | 444.177854938272 | 445 | -0.822145061728389 | 4.82214506172841 | | 63 | 441 | 443.145447530864 | 439.166666666667 | 3.97878086419752 | -2.14544753086420 | | 64 | 424 | 429.224151234568 | 433.041666666667 | -3.81751543209876 | -5.22415123456784 | | 65 | 447 | 448.839891975309 | 426.583333333333 | 22.2565586419753 | -1.83989197530866 | | 66 | 448 | 451.145447530864 | 420.083333333333 | 31.0621141975309 | -3.1454475308642 | | 67 | 404 | 403.640817901235 | 413.75 | -10.1091820987654 | 0.359182098765473 | | 68 | 403 | 396.900077160494 | 407.25 | -10.3499228395062 | 6.09992283950623 | | 69 | 411 | 404.460262345679 | 400.875 | 3.585262345679 | 6.53973765432107 | | 70 | 386 | 386.247299382716 | 394.833333333333 | -8.58603395061729 | -0.247299382716051 | | 71 | 359 | 366.020447530864 | 388.958333333333 | -22.9378858024691 | -7.02044753086415 | | 72 | 370 | 371.802854938272 | 383.375 | -11.5721450617284 | -1.80285493827159 | | 73 | 385 | 385.062114197531 | 377.75 | 7.31211419753087 | -0.0621141975308319 | | 74 | 369 | 370.677854938272 | 371.5 | -0.822145061728389 | -1.67785493827159 | | 75 | 368 | 368.770447530864 | 364.791666666667 | 3.97878086419752 | -0.770447530864203 | | 76 | 352 | 354.140817901235 | 357.958333333333 | -3.81751543209876 | -2.14081790123453 | | 77 | 378 | 373.256558641975 | 351 | 22.2565586419753 | 4.74344135802477 | | 78 | 383 | 374.978780864198 | 343.916666666667 | 31.0621141975309 | 8.02121913580243 | | 79 | 334 | 326.724151234568 | 336.833333333333 | -10.1091820987654 | 7.27584876543204 | | 80 | 323 | 319.316743827161 | 329.666666666667 | -10.3499228395062 | 3.68325617283949 | | 81 | 330 | 326.085262345679 | 322.5 | 3.585262345679 | 3.91473765432107 | | 82 | 303 | 307.080632716049 | 315.666666666667 | -8.58603395061729 | -4.08063271604942 | | 83 | 275 | 286.020447530864 | 308.958333333333 | -22.9378858024691 | -11.0204475308641 | | 84 | 284 | 290.552854938272 | 302.125 | -11.5721450617284 | -6.55285493827154 | | 85 | 301 | 302.062114197531 | 294.75 | 7.31211419753087 | -1.06211419753089 | | 86 | 281 | 286.386188271605 | 287.208333333333 | -0.822145061728389 | -5.38618827160491 | | 87 | 284 | 284.103780864198 | 280.125 | 3.97878086419752 | -0.103780864197518 | | 88 | 272 | 269.307484567901 | 273.125 | -3.81751543209876 | 2.69251543209879 | | 89 | 297 | 288.381558641975 | 266.125 | 22.2565586419753 | 8.61844135802477 | | 90 | 300 | 290.270447530864 | 259.208333333333 | 31.0621141975309 | 9.7295524691358 | | 91 | 240 | 242.390817901235 | 252.5 | -10.1091820987654 | -2.39081790123453 | | 92 | 236 | 235.400077160494 | 245.75 | -10.3499228395062 | 0.599922839506206 | | 93 | 247 | 242.126929012346 | 238.541666666667 | 3.585262345679 | 4.87307098765436 | | 94 | 218 | 222.205632716049 | 230.791666666667 | -8.58603395061729 | -4.20563271604937 | | 95 | 192 | 199.645447530864 | 222.583333333333 | -22.9378858024691 | -7.64544753086417 | | 96 | 201 | 202.844521604938 | 214.416666666667 | -11.5721450617284 | -1.84452160493828 | | 97 | 223 | 213.645447530864 | 206.333333333333 | 7.31211419753087 | 9.35455246913585 | | 98 | 197 | 197.511188271605 | 198.333333333333 | -0.822145061728389 | -0.511188271604965 | | 99 | 195 | 194.395447530864 | 190.416666666667 | 3.97878086419752 | 0.604552469135825 | | 100 | 175 | 178.807484567901 | 182.625 | -3.81751543209876 | -3.80748456790124 | | 101 | 197 | 197.256558641975 | 175 | 22.2565586419753 | -0.256558641975289 | | 102 | 204 | 198.603780864198 | 167.541666666667 | 31.0621141975309 | 5.39621913580248 | | 103 | 142 | 150.307484567901 | 160.416666666667 | -10.1091820987654 | -8.30748456790121 | | 104 | 142 | 143.025077160494 | 153.375 | -10.3499228395062 | -1.02507716049382 | | 105 | 151 | 150.418595679012 | 146.833333333333 | 3.585262345679 | 0.581404320987701 | | 106 | 127 | 132.455632716049 | 141.041666666667 | -8.58603395061729 | -5.45563271604934 | | 107 | 100 | 112.603780864197 | 135.541666666667 | -22.9378858024691 | -12.6037808641975 | | 108 | 114 | 118.594521604938 | 130.166666666667 | -11.5721450617284 | -4.59452160493825 | | 109 | 139 | 132.062114197531 | 124.75 | 7.31211419753087 | 6.93788580246917 | | 110 | 112 | 118.219521604938 | 119.041666666667 | -0.822145061728389 | -6.21952160493825 | | 111 | 123 | 117.145447530864 | 113.166666666667 | 3.97878086419752 | 5.85455246913583 | | 112 | 108 | 103.515817901235 | 107.333333333333 | -3.81751543209876 | 4.48418209876543 | | 113 | 132 | 124.089891975309 | 101.833333333333 | 22.2565586419753 | 7.91010802469138 | | 114 | 140 | 127.478780864198 | 96.4166666666667 | 31.0621141975309 | 12.5212191358025 | | 115 | 76 | NA | NA | -10.1091820987654 | NA | | 116 | 71 | NA | NA | -10.3499228395062 | NA | | 117 | 81 | NA | NA | 3.585262345679 | NA | | 118 | 57 | NA | NA | -8.58603395061729 | NA | | 119 | 38 | NA | NA | -22.9378858024691 | NA | | 120 | 46 | NA | NA | -11.5721450617284 | NA |
| | | | Charts produced by software: |  | | http://www.freestatistics.org/blog/date/2010/Aug/16/t1281958976bvarsv25dyt342i/1k6oj1281958489.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Aug/16/t1281958976bvarsv25dyt342i/1k6oj1281958489.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Aug/16/t1281958976bvarsv25dyt342i/2k6oj1281958489.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Aug/16/t1281958976bvarsv25dyt342i/2k6oj1281958489.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Aug/16/t1281958976bvarsv25dyt342i/3vfn41281958489.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Aug/16/t1281958976bvarsv25dyt342i/3vfn41281958489.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Aug/16/t1281958976bvarsv25dyt342i/4vfn41281958489.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Aug/16/t1281958976bvarsv25dyt342i/4vfn41281958489.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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