| opgave 9 | | *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 19:03:53 +0000 | | | | Cite this page as follows: | | Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2011/May/16/t1305572975h7bpa79vs7lbfip.htm/, Retrieved Mon, 16 May 2011 21:09:39 +0200 | | | | Original text written by user: | | | | | IsPrivate? | | No (this computation is public) | | | | User-defined keywords: | | KDGP2W92 | | | | Dataseries X: | | » Textbox « » Textfile « » CSV « | | 6827
6178
7084
8162
8462
9644
10466
10748
9963
8194
6848
7027
7269
6775
7819
8371
9069
10248
11030
10882
10333
9109
7685
7602
8350
7829
8829
9948
10638
11253
11424
11391
10665
9396
7775
7933
8186
7444
8484
9948
10252
12282
11637
11577
12417
9637
8094
9280
8334
7899
9994
10078
10801
12950
12222
12246
13281
10366
8730
9614
8639
8772
10894
10455
11179
10588
10794
12770
13812
10857
9290
10925
9491
8919
11607
8852
12537
14759
13667
13731
15110
12185
10645
12161
10840
10436
13589
13402
13103
14933
14147
14057
16234
12389
11595
12772 | | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 6827 | NA | NA | -1659.28869047619 | NA | | 2 | 6178 | NA | NA | -2134.46726190476 | NA | | 3 | 7084 | NA | NA | -314.0625 | NA | | 4 | 8162 | NA | NA | -399.502976190475 | NA | | 5 | 8462 | NA | NA | 479.41369047619 | NA | | 6 | 9644 | NA | NA | 1764.6755952381 | NA | | 7 | 10466 | 9889.75892857143 | 8318.66666666667 | 1571.09226190476 | 576.241071428572 | | 8 | 10748 | 10184.5327380952 | 8361.95833333333 | 1822.5744047619 | 563.467261904761 | | 9 | 9963 | 10495.3958333333 | 8417.45833333333 | 2077.9375 | -532.395833333334 | | 10 | 8194 | 8202.38988095238 | 8456.79166666667 | -254.401785714286 | -8.38988095238165 | | 11 | 6848 | 6652.28869047619 | 8490.79166666667 | -1838.50297619048 | 195.711309523809 | | 12 | 7027 | 7425.78273809524 | 8541.25 | -1115.46726190476 | -398.782738095239 | | 13 | 7269 | 6930.62797619048 | 8589.91666666667 | -1659.28869047619 | 338.372023809525 | | 14 | 6775 | 6484.53273809524 | 8619 | -2134.46726190476 | 290.467261904763 | | 15 | 7819 | 8325.9375 | 8640 | -314.0625 | -506.9375 | | 16 | 8371 | 8294.03869047619 | 8693.54166666666 | -399.502976190475 | 76.961309523811 | | 17 | 9069 | 9245.95535714286 | 8766.54166666667 | 479.41369047619 | -176.955357142857 | | 18 | 10248 | 10590.0505952381 | 8825.375 | 1764.6755952381 | -342.050595238094 | | 19 | 11030 | 10465.4672619048 | 8894.375 | 1571.09226190476 | 564.532738095239 | | 20 | 10882 | 10805.9077380952 | 8983.33333333333 | 1822.5744047619 | 76.0922619047633 | | 21 | 10333 | 11147.2708333333 | 9069.33333333333 | 2077.9375 | -814.270833333332 | | 22 | 9109 | 8922.7232142857 | 9177.125 | -254.401785714286 | 186.276785714288 | | 23 | 7685 | 7469.70535714286 | 9308.20833333333 | -1838.50297619048 | 215.294642857145 | | 24 | 7602 | 8299.99107142857 | 9415.45833333333 | -1115.46726190476 | -697.991071428571 | | 25 | 8350 | 7814.4613095238 | 9473.75 | -1659.28869047619 | 535.538690476191 | | 26 | 7829 | 7376.90773809524 | 9511.375 | -2134.46726190476 | 452.092261904761 | | 27 | 8829 | 9232.35416666667 | 9546.41666666667 | -314.0625 | -403.354166666666 | | 28 | 9948 | 9172.70535714286 | 9572.20833333333 | -399.502976190475 | 775.294642857143 | | 29 | 10638 | 10067.3303571429 | 9587.91666666667 | 479.41369047619 | 570.669642857141 | | 30 | 11253 | 11370.1339285714 | 9605.45833333333 | 1764.6755952381 | -117.133928571429 | | 31 | 11424 | 11183.5089285714 | 9612.41666666666 | 1571.09226190476 | 240.491071428574 | | 32 | 11391 | 11412.1160714286 | 9589.54166666667 | 1822.5744047619 | -21.1160714285706 | | 33 | 10665 | 11637.0625 | 9559.125 | 2077.9375 | -972.0625 | | 34 | 9396 | 9290.34821428571 | 9544.75 | -254.401785714286 | 105.651785714286 | | 35 | 7775 | 7690.1636904762 | 9528.66666666667 | -1838.50297619048 | 84.8363095238092 | | 36 | 7933 | 8439.99107142857 | 9555.45833333333 | -1115.46726190476 | -506.99107142857 | | 37 | 8186 | 7947.91964285714 | 9607.20833333333 | -1659.28869047619 | 238.080357142859 | | 38 | 7444 | 7489.36607142857 | 9623.83333333333 | -2134.46726190476 | -45.3660714285706 | | 39 | 8484 | 9390.52083333333 | 9704.58333333333 | -314.0625 | -906.520833333332 | | 40 | 9948 | 9388.12202380952 | 9787.625 | -399.502976190475 | 559.877976190477 | | 41 | 10252 | 10290.3720238095 | 9810.95833333333 | 479.41369047619 | -38.3720238095248 | | 42 | 12282 | 11645.0505952381 | 9880.375 | 1764.6755952381 | 636.949404761906 | | 43 | 11637 | 11513.7589285714 | 9942.66666666667 | 1571.09226190476 | 123.241071428571 | | 44 | 11577 | 11790.3660714286 | 9967.79166666667 | 1822.5744047619 | -213.366071428571 | | 45 | 12417 | 12127.6041666667 | 10049.6666666667 | 2077.9375 | 289.395833333334 | | 46 | 9637 | 9863.59821428571 | 10118 | -254.401785714286 | -226.598214285714 | | 47 | 8094 | 8307.78869047619 | 10146.2916666667 | -1838.50297619048 | -213.788690476189 | | 48 | 9280 | 9081.53273809524 | 10197 | -1115.46726190476 | 198.467261904761 | | 49 | 8334 | 8589.91964285714 | 10249.2083333333 | -1659.28869047619 | -255.919642857141 | | 50 | 7899 | 8166.99107142857 | 10301.4583333333 | -2134.46726190476 | -267.991071428571 | | 51 | 9994 | 10051.2708333333 | 10365.3333333333 | -314.0625 | -57.270833333334 | | 52 | 10078 | 10032.2053571429 | 10431.7083333333 | -399.502976190475 | 45.7946428571431 | | 53 | 10801 | 10967.9970238095 | 10488.5833333333 | 479.41369047619 | -166.997023809525 | | 54 | 12950 | 12293.6755952381 | 10529 | 1764.6755952381 | 656.324404761906 | | 55 | 12222 | 12126.7172619048 | 10555.625 | 1571.09226190476 | 95.2827380952385 | | 56 | 12246 | 12427.2827380952 | 10604.7083333333 | 1822.5744047619 | -181.282738095239 | | 57 | 13281 | 12756.5208333333 | 10678.5833333333 | 2077.9375 | 524.479166666666 | | 58 | 10366 | 10477.3898809524 | 10731.7916666667 | -254.401785714286 | -111.38988095238 | | 59 | 8730 | 8924.74702380952 | 10763.25 | -1838.50297619048 | -194.747023809521 | | 60 | 9614 | 9565.11607142857 | 10680.5833333333 | -1115.46726190476 | 48.8839285714275 | | 61 | 8639 | 8863.37797619048 | 10522.6666666667 | -1659.28869047619 | -224.377976190477 | | 62 | 8772 | 8350.53273809524 | 10485 | -2134.46726190476 | 421.467261904761 | | 63 | 10894 | 10214.8958333333 | 10528.9583333333 | -314.0625 | 679.104166666666 | | 64 | 10455 | 10172.0386904762 | 10571.5416666667 | -399.502976190475 | 282.961309523811 | | 65 | 11179 | 11094.7470238095 | 10615.3333333333 | 479.41369047619 | 84.252976190477 | | 66 | 10588 | 12457.9672619048 | 10693.2916666667 | 1764.6755952381 | -1869.96726190476 | | 67 | 10794 | 12354.5089285714 | 10783.4166666667 | 1571.09226190476 | -1560.50892857143 | | 68 | 12770 | 12647.6160714286 | 10825.0416666667 | 1822.5744047619 | 122.383928571429 | | 69 | 13812 | 12938.8125 | 10860.875 | 2077.9375 | 873.1875 | | 70 | 10857 | 10569.3898809524 | 10823.7916666667 | -254.401785714286 | 287.610119047618 | | 71 | 9290 | 8975.08035714286 | 10813.5833333333 | -1838.50297619048 | 314.919642857143 | | 72 | 10925 | 9928.49107142857 | 11043.9583333333 | -1115.46726190476 | 996.50892857143 | | 73 | 9491 | 9678.16964285714 | 11337.4583333333 | -1659.28869047619 | -187.169642857143 | | 74 | 8919 | 9362.74107142857 | 11497.2083333333 | -2134.46726190476 | -443.741071428572 | | 75 | 11607 | 11277.2708333333 | 11591.3333333333 | -314.0625 | 329.729166666668 | | 76 | 8852 | 11301.2470238095 | 11700.75 | -399.502976190475 | -2449.24702380952 | | 77 | 12537 | 12291.9553571429 | 11812.5416666667 | 479.41369047619 | 245.044642857143 | | 78 | 14759 | 13685.1755952381 | 11920.5 | 1764.6755952381 | 1073.82440476191 | | 79 | 13667 | 13599.3005952381 | 12028.2083333333 | 1571.09226190476 | 67.6994047619064 | | 80 | 13731 | 13970.1994047619 | 12147.625 | 1822.5744047619 | -239.199404761903 | | 81 | 15110 | 14371.3541666667 | 12293.4166666667 | 2077.9375 | 738.645833333336 | | 82 | 12185 | 12311.181547619 | 12565.5833333333 | -254.401785714286 | -126.181547619046 | | 83 | 10645 | 10940.2470238095 | 12778.75 | -1838.50297619048 | -295.247023809521 | | 84 | 12161 | 11694.1160714286 | 12809.5833333333 | -1115.46726190476 | 466.883928571429 | | 85 | 10840 | 11177.5446428571 | 12836.8333333333 | -1659.28869047619 | -337.544642857141 | | 86 | 10436 | 10735.9494047619 | 12870.4166666667 | -2134.46726190476 | -299.949404761903 | | 87 | 13589 | 12616.7708333333 | 12930.8333333333 | -314.0625 | 972.229166666668 | | 88 | 13402 | 12586.6636904762 | 12986.1666666667 | -399.502976190475 | 815.33630952381 | | 89 | 13103 | 13513.6636904762 | 13034.25 | 479.41369047619 | -410.663690476189 | | 90 | 14933 | 14863.9672619048 | 13099.2916666667 | 1764.6755952381 | 69.0327380952403 | | 91 | 14147 | NA | NA | 1571.09226190476 | NA | | 92 | 14057 | NA | NA | 1822.5744047619 | NA | | 93 | 16234 | NA | NA | 2077.9375 | NA | | 94 | 12389 | NA | NA | -254.401785714286 | NA | | 95 | 11595 | NA | NA | -1838.50297619048 | NA | | 96 | 12772 | NA | NA | -1115.46726190476 | NA |
| | | | Charts produced by software: |  | | http://www.freestatistics.org/blog/date/2011/May/16/t1305572975h7bpa79vs7lbfip/1xo9x1305572631.png (open in new window) | | http://www.freestatistics.org/blog/date/2011/May/16/t1305572975h7bpa79vs7lbfip/1xo9x1305572631.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2011/May/16/t1305572975h7bpa79vs7lbfip/2ky051305572631.png (open in new window) | | http://www.freestatistics.org/blog/date/2011/May/16/t1305572975h7bpa79vs7lbfip/2ky051305572631.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2011/May/16/t1305572975h7bpa79vs7lbfip/3lcj91305572631.png (open in new window) | | http://www.freestatistics.org/blog/date/2011/May/16/t1305572975h7bpa79vs7lbfip/3lcj91305572631.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2011/May/16/t1305572975h7bpa79vs7lbfip/46a8j1305572631.png (open in new window) | | http://www.freestatistics.org/blog/date/2011/May/16/t1305572975h7bpa79vs7lbfip/46a8j1305572631.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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