| opgave 9 Guy Hendrickx oef 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, 16 May 2011 09:05:46 +0000 | | | | Cite this page as follows: | | Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2011/May/16/t1305536591fy1r0rf2xx508ze.htm/, Retrieved Mon, 16 May 2011 11:03:15 +0200 | | | | Original text written by user: | | | | | IsPrivate? | | No (this computation is public) | | | | User-defined keywords: | | KDGP2W92
| | | | Dataseries X: | | » Textbox « » Textfile « » CSV « | | 12,94
12,79
12,82
12,85
12,85
12,72
12,62
12,67
12,6
12,54
12,64
12,67
12,51
12,59
12,52
12,5
12,58
12,51
12,47
12,44
12,51
12,27
12,51
12,41
12,35
12,39
12,31
12,31
12,21
12,1
12,01
11,85
12,12
11,96
11,99
11,93
11,91
11,83
11,92
11,86
11,94
11,87
11,86
11,92
11,82
11,85
11,77
11,82
11,61
11,56
11,45
11,4
11,38
11,33
11,19
11,15
10,98
10,92
10,99
11
10,9
10,99
11,04
11,03
10,99
11
10,87
10,88
10,91
10,92
10,83
10,9
10,82
10,79
10,77
10,72
10,71
10,63
10,61
10,57
10,65
10,57
10,57
10,57
10,52
10,43
10,35
10,2
10,2
10,17
10,14
10,05
10,12
10,12 | | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 12.94 | NA | NA | -0.0288657407407412 | NA | | 2 | 12.79 | NA | NA | 0.00800925925925965 | NA | | 3 | 12.82 | NA | NA | 0.0128009259259255 | NA | | 4 | 12.85 | NA | NA | 0.00835648148148155 | NA | | 5 | 12.85 | NA | NA | 0.034745370370371 | NA | | 6 | 12.72 | NA | NA | 0.00203703703703664 | NA | | 7 | 12.62 | 12.6666898148148 | 12.7079166666667 | -0.0412268518518523 | -0.0466898148148136 | | 8 | 12.67 | 12.6359259259259 | 12.6816666666667 | -0.0457407407407403 | 0.0340740740740753 | | 9 | 12.6 | 12.675162037037 | 12.6608333333333 | 0.0143287037037043 | -0.0751620370370372 | | 10 | 12.54 | 12.595787037037 | 12.63375 | -0.0379629629629631 | -0.0557870370370352 | | 11 | 12.64 | 12.630787037037 | 12.6079166666667 | 0.0228703703703706 | 0.00921296296296426 | | 12 | 12.67 | 12.6385648148148 | 12.5879166666667 | 0.0506481481481477 | 0.03143518518519 | | 13 | 12.51 | 12.5440509259259 | 12.5729166666667 | -0.0288657407407412 | -0.034050925925925 | | 14 | 12.59 | 12.5650925925926 | 12.5570833333333 | 0.00800925925925965 | 0.0249074074074098 | | 15 | 12.52 | 12.5565509259259 | 12.54375 | 0.0128009259259255 | -0.0365509259259227 | | 16 | 12.5 | 12.5371064814815 | 12.52875 | 0.00835648148148155 | -0.0371064814814801 | | 17 | 12.58 | 12.5468287037037 | 12.5120833333333 | 0.034745370370371 | 0.0331712962962953 | | 18 | 12.51 | 12.4978703703704 | 12.4958333333333 | 0.00203703703703664 | 0.0121296296296318 | | 19 | 12.47 | 12.4371064814815 | 12.4783333333333 | -0.0412268518518523 | 0.0328935185185202 | | 20 | 12.44 | 12.4175925925926 | 12.4633333333333 | -0.0457407407407403 | 0.022407407407405 | | 21 | 12.51 | 12.4605787037037 | 12.44625 | 0.0143287037037043 | 0.0494212962962965 | | 22 | 12.27 | 12.3916203703704 | 12.4295833333333 | -0.0379629629629631 | -0.121620370370373 | | 23 | 12.51 | 12.4291203703704 | 12.40625 | 0.0228703703703706 | 0.0808796296296297 | | 24 | 12.41 | 12.4243981481481 | 12.37375 | 0.0506481481481477 | -0.0143981481481479 | | 25 | 12.35 | 12.3086342592593 | 12.3375 | -0.0288657407407412 | 0.0413657407407406 | | 26 | 12.39 | 12.3017592592593 | 12.29375 | 0.00800925925925965 | 0.0882407407407406 | | 27 | 12.31 | 12.2657175925926 | 12.2529166666667 | 0.0128009259259255 | 0.04428240740741 | | 28 | 12.31 | 12.2321064814815 | 12.22375 | 0.00835648148148155 | 0.0778935185185201 | | 29 | 12.21 | 12.223912037037 | 12.1891666666667 | 0.034745370370371 | -0.0139120370370378 | | 30 | 12.1 | 12.149537037037 | 12.1475 | 0.00203703703703664 | -0.0495370370370374 | | 31 | 12.01 | 12.0679398148148 | 12.1091666666667 | -0.0412268518518523 | -0.0579398148148123 | | 32 | 11.85 | 12.0217592592593 | 12.0675 | -0.0457407407407403 | -0.171759259259259 | | 33 | 12.12 | 12.0422453703704 | 12.0279166666667 | 0.0143287037037043 | 0.077754629629629 | | 34 | 11.96 | 11.9549537037037 | 11.9929166666667 | -0.0379629629629631 | 0.00504629629629783 | | 35 | 11.99 | 11.985787037037 | 11.9629166666667 | 0.0228703703703706 | 0.00421296296296525 | | 36 | 11.93 | 11.9927314814815 | 11.9420833333333 | 0.0506481481481477 | -0.0627314814814799 | | 37 | 11.91 | 11.8973842592593 | 11.92625 | -0.0288657407407412 | 0.0126157407407419 | | 38 | 11.83 | 11.9309259259259 | 11.9229166666667 | 0.00800925925925965 | -0.100925925925925 | | 39 | 11.92 | 11.9261342592593 | 11.9133333333333 | 0.0128009259259255 | -0.00613425925925881 | | 40 | 11.86 | 11.9046064814815 | 11.89625 | 0.00835648148148155 | -0.0446064814814822 | | 41 | 11.94 | 11.9172453703704 | 11.8825 | 0.034745370370371 | 0.0227546296296275 | | 42 | 11.87 | 11.870787037037 | 11.86875 | 0.00203703703703664 | -0.000787037037035532 | | 43 | 11.86 | 11.8104398148148 | 11.8516666666667 | -0.0412268518518523 | 0.0495601851851859 | | 44 | 11.92 | 11.7821759259259 | 11.8279166666667 | -0.0457407407407403 | 0.137824074074075 | | 45 | 11.82 | 11.811412037037 | 11.7970833333333 | 0.0143287037037043 | 0.00858796296296482 | | 46 | 11.85 | 11.7203703703704 | 11.7583333333333 | -0.0379629629629631 | 0.129629629629632 | | 47 | 11.77 | 11.7387037037037 | 11.7158333333333 | 0.0228703703703706 | 0.031296296296297 | | 48 | 11.82 | 11.7206481481481 | 11.67 | 0.0506481481481477 | 0.0993518518518535 | | 49 | 11.61 | 11.5907175925926 | 11.6195833333333 | -0.0288657407407412 | 0.0192824074074061 | | 50 | 11.56 | 11.5675925925926 | 11.5595833333333 | 0.00800925925925965 | -0.00759259259259082 | | 51 | 11.45 | 11.5053009259259 | 11.4925 | 0.0128009259259255 | -0.0553009259259252 | | 52 | 11.4 | 11.4271064814815 | 11.41875 | 0.00835648148148155 | -0.0271064814814803 | | 53 | 11.38 | 11.3822453703704 | 11.3475 | 0.034745370370371 | -0.00224537037036932 | | 54 | 11.33 | 11.2828703703704 | 11.2808333333333 | 0.00203703703703664 | 0.0471296296296302 | | 55 | 11.19 | 11.1758564814815 | 11.2170833333333 | -0.0412268518518523 | 0.0141435185185195 | | 56 | 11.15 | 11.1180092592593 | 11.16375 | -0.0457407407407403 | 0.0319907407407385 | | 57 | 10.98 | 11.1372453703704 | 11.1229166666667 | 0.0143287037037043 | -0.15724537037037 | | 58 | 10.92 | 11.0524537037037 | 11.0904166666667 | -0.0379629629629631 | -0.132453703703703 | | 59 | 10.99 | 11.0816203703704 | 11.05875 | 0.0228703703703706 | -0.0916203703703697 | | 60 | 11 | 11.0793981481481 | 11.02875 | 0.0506481481481477 | -0.0793981481481474 | | 61 | 10.9 | 10.9728009259259 | 11.0016666666667 | -0.0288657407407412 | -0.0728009259259252 | | 62 | 10.99 | 10.9850925925926 | 10.9770833333333 | 0.00800925925925965 | 0.00490740740740847 | | 63 | 11.04 | 10.9757175925926 | 10.9629166666667 | 0.0128009259259255 | 0.0642824074074078 | | 64 | 11.03 | 10.9683564814815 | 10.96 | 0.00835648148148155 | 0.0616435185185171 | | 65 | 10.99 | 10.9880787037037 | 10.9533333333333 | 0.034745370370371 | 0.00192129629629711 | | 66 | 11 | 10.944537037037 | 10.9425 | 0.00203703703703664 | 0.055462962962963 | | 67 | 10.87 | 10.8937731481481 | 10.935 | -0.0412268518518523 | -0.02377314814815 | | 68 | 10.88 | 10.8775925925926 | 10.9233333333333 | -0.0457407407407403 | 0.00240740740740897 | | 69 | 10.91 | 10.9180787037037 | 10.90375 | 0.0143287037037043 | -0.00807870370370267 | | 70 | 10.92 | 10.8416203703704 | 10.8795833333333 | -0.0379629629629631 | 0.0783796296296302 | | 71 | 10.83 | 10.8778703703704 | 10.855 | 0.0228703703703706 | -0.0478703703703687 | | 72 | 10.9 | 10.8785648148148 | 10.8279166666667 | 0.0506481481481477 | 0.0214351851851866 | | 73 | 10.82 | 10.7728009259259 | 10.8016666666667 | -0.0288657407407412 | 0.0471990740740758 | | 74 | 10.79 | 10.7859259259259 | 10.7779166666667 | 0.00800925925925965 | 0.00407407407407412 | | 75 | 10.77 | 10.7669675925926 | 10.7541666666667 | 0.0128009259259255 | 0.00303240740740662 | | 76 | 10.72 | 10.7371064814815 | 10.72875 | 0.00835648148148155 | -0.0171064814814805 | | 77 | 10.71 | 10.7380787037037 | 10.7033333333333 | 0.034745370370371 | -0.028078703703704 | | 78 | 10.63 | 10.680787037037 | 10.67875 | 0.00203703703703664 | -0.0507870370370362 | | 79 | 10.61 | 10.6112731481481 | 10.6525 | -0.0412268518518523 | -0.00127314814814561 | | 80 | 10.57 | 10.5792592592593 | 10.625 | -0.0457407407407403 | -0.00925925925925597 | | 81 | 10.65 | 10.6068287037037 | 10.5925 | 0.0143287037037043 | 0.0431712962962969 | | 82 | 10.57 | 10.5153703703704 | 10.5533333333333 | -0.0379629629629631 | 0.0546296296296287 | | 83 | 10.57 | 10.533287037037 | 10.5104166666667 | 0.0228703703703706 | 0.0367129629629623 | | 84 | 10.57 | 10.5206481481481 | 10.47 | 0.0506481481481477 | 0.0493518518518528 | | 85 | 10.52 | NA | 10.43125 | NA | NA | | 86 | 10.43 | NA | 10.39 | NA | NA | | 87 | 10.35 | NA | 10.34625 | NA | NA | | 88 | 10.2 | NA | 10.3054166666667 | NA | NA | | 89 | 10.2 | NA | NA | NA | NA | | 90 | 10.17 | NA | NA | NA | NA | | 91 | 10.14 | NA | NA | NA | NA | | 92 | 10.05 | NA | NA | NA | NA | | 93 | 10.12 | NA | NA | NA | NA | | 94 | 10.12 | NA | NA | NA | NA |
| | | | Charts produced by software: |  | | http://www.freestatistics.org/blog/date/2011/May/16/t1305536591fy1r0rf2xx508ze/1iszf1305536742.png (open in new window) | | http://www.freestatistics.org/blog/date/2011/May/16/t1305536591fy1r0rf2xx508ze/1iszf1305536742.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2011/May/16/t1305536591fy1r0rf2xx508ze/2go1i1305536742.png (open in new window) | | http://www.freestatistics.org/blog/date/2011/May/16/t1305536591fy1r0rf2xx508ze/2go1i1305536742.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2011/May/16/t1305536591fy1r0rf2xx508ze/3itxj1305536742.png (open in new window) | | http://www.freestatistics.org/blog/date/2011/May/16/t1305536591fy1r0rf2xx508ze/3itxj1305536742.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2011/May/16/t1305536591fy1r0rf2xx508ze/4zb3k1305536742.png (open in new window) | | http://www.freestatistics.org/blog/date/2011/May/16/t1305536591fy1r0rf2xx508ze/4zb3k1305536742.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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