| Pieter De Bock Oef 9.2 | | *Unverified author* | | R Software Module: /rwasp_decompose.wasp (opens new window with default values) | | Title produced by software: Classical Decomposition | | Date of computation: Fri, 20 May 2011 00:30:41 +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/20/t1305851226iz9ffwjfksbvtxw.htm/, Retrieved Fri, 20 May 2011 02:27:10 +0200 | | | | Original text written by user: | | | | | IsPrivate? | | No (this computation is public) | | | | User-defined keywords: | | KDGP2W92 | | | | Dataseries X: | | » Textbox « » Textfile « » CSV « | | 193.230
199.068
195.076
191.563
191.067
186.665
185.508
184.371
183.046
175.714
175.768
171.029
170.465
170.102
156.389
124.291
99.360
86.675
85.056
128.236
164.257
162.401
152.779
156.005
153.387
153.190
148.840
144.211
145.953
145.542
150.271
147.489
143.824
134.754
131.736
126.304
125.511
125.495
130.133
126.257
110.323
98.417
105.749
120.665
124.075
127.245
146.731
144.979
148.210
144.670
142.970
142.524
146.142
146.522
148.128
148.798
150.181
152.388
155.694
160.662
155.520
158.262
154.338
158.196
160.371
154.856
150.636
145.899
141.242
140.834
141.119
139.104
134.437
129.425
123.155
119.273
120.472
121.523
121.983
123.658
124.794
124.827
120.382
117.395
115.790
114.283
117.271
117.448
118.764
120.550
123.554
125.412
124.182
119.828
115.361
114.226
115.214
115.864
114.276
113.469 | | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 193.23 | NA | NA | 4.49186259920636 | NA | | 2 | 199.068 | NA | NA | 4.08401140873015 | NA | | 3 | 195.076 | NA | NA | 1.59519593253968 | NA | | 4 | 191.563 | NA | NA | -3.56405406746032 | NA | | 5 | 191.067 | NA | NA | -7.27397668650793 | NA | | 6 | 186.665 | NA | NA | -10.4762981150794 | NA | | 7 | 185.508 | 176.864041170635 | 185.060208333333 | -8.19616716269842 | 8.64395882936506 | | 8 | 184.371 | 183.186017361111 | 182.90475 | 0.281267361111112 | 1.1849826388889 | | 9 | 183.046 | 185.56894593254 | 180.085875 | 5.48307093253968 | -2.52294593253967 | | 10 | 175.714 | 180.000791170635 | 175.670916666667 | 4.32987450396826 | -4.2867911706349 | | 11 | 175.768 | 174.040362599206 | 169.046791666667 | 4.99357093253968 | 1.72763740079364 | | 12 | 171.029 | 165.311059027778 | 161.059416666667 | 4.25164236111112 | 5.71794097222221 | | 13 | 170.465 | 157.199529265873 | 152.707666666667 | 4.49186259920636 | 13.265470734127 | | 14 | 170.102 | 150.267219742064 | 146.183208333333 | 4.08401140873015 | 19.8347802579365 | | 15 | 156.389 | 144.65657093254 | 143.061375 | 1.59519593253968 | 11.7324290674603 | | 16 | 124.291 | 138.159737599206 | 141.723791666667 | -3.56405406746032 | -13.8687375992063 | | 17 | 99.36 | 132.937231646825 | 140.211208333333 | -7.27397668650793 | -33.5772316468254 | | 18 | 86.675 | 128.151035218254 | 138.627333333333 | -10.4762981150794 | -41.476035218254 | | 19 | 85.056 | 129.093582837302 | 137.28975 | -8.19616716269842 | -44.0375828373016 | | 20 | 128.236 | 136.154767361111 | 135.8735 | 0.281267361111112 | -7.91876736111112 | | 21 | 164.257 | 140.337362599206 | 134.854291666667 | 5.48307093253968 | 23.9196374007937 | | 22 | 162.401 | 139.699624503968 | 135.36975 | 4.32987450396826 | 22.7013754960318 | | 23 | 152.779 | 143.13469593254 | 138.141125 | 4.99357093253968 | 9.64430406746033 | | 24 | 156.005 | 146.786934027778 | 142.535291666667 | 4.25164236111112 | 9.2180659722222 | | 25 | 153.387 | 152.197237599206 | 147.705375 | 4.49186259920636 | 1.18976240079365 | | 26 | 153.19 | 155.30888640873 | 151.224875 | 4.08401140873015 | -2.11888640873016 | | 27 | 148.84 | 152.770904265873 | 151.175708333333 | 1.59519593253968 | -3.93090426587301 | | 28 | 144.211 | 145.60832093254 | 149.172375 | -3.56405406746032 | -1.39732093253966 | | 29 | 145.953 | 139.869648313492 | 147.143625 | -7.27397668650793 | 6.08335168650794 | | 30 | 145.542 | 134.552993551587 | 145.029291666667 | -10.4762981150794 | 10.9890064484127 | | 31 | 150.271 | 134.434082837302 | 142.63025 | -8.19616716269842 | 15.8369171626984 | | 32 | 147.489 | 140.596059027778 | 140.314791666667 | 0.281267361111112 | 6.89294097222225 | | 33 | 143.824 | 143.86444593254 | 138.381375 | 5.48307093253968 | -0.0404459325396545 | | 34 | 134.754 | 141.183707837302 | 136.853833333333 | 4.32987450396826 | -6.42970783730158 | | 35 | 131.736 | 139.614737599206 | 134.621166666667 | 4.99357093253968 | -7.87873759920635 | | 36 | 126.304 | 135.424684027778 | 131.173041666667 | 4.25164236111112 | -9.12068402777776 | | 37 | 125.511 | 131.846279265873 | 127.354416666667 | 4.49186259920636 | -6.33527926587303 | | 38 | 125.495 | 128.465678075397 | 124.381666666667 | 4.08401140873015 | -2.9706780753968 | | 39 | 130.133 | 124.03632093254 | 122.441125 | 1.59519593253968 | 6.09667906746031 | | 40 | 126.257 | 117.74132093254 | 121.305375 | -3.56405406746032 | 8.51567906746033 | | 41 | 110.323 | 114.343314980159 | 121.617291666667 | -7.27397668650793 | -4.02031498015873 | | 42 | 98.417 | 112.543910218254 | 123.020208333333 | -10.4762981150794 | -14.1269102182539 | | 43 | 105.749 | 116.547957837302 | 124.744125 | -8.19616716269842 | -10.7989578373016 | | 44 | 120.665 | 126.770142361111 | 126.488875 | 0.281267361111112 | -6.1051423611111 | | 45 | 124.075 | 133.305779265873 | 127.822708333333 | 5.48307093253968 | -9.23077926587304 | | 46 | 127.245 | 133.365249503968 | 129.035375 | 4.32987450396826 | -6.12024950396827 | | 47 | 146.731 | 136.19919593254 | 131.205625 | 4.99357093253968 | 10.5318040674603 | | 48 | 144.979 | 138.954100694444 | 134.702458333333 | 4.25164236111112 | 6.02489930555555 | | 49 | 148.21 | 142.964487599206 | 138.472625 | 4.49186259920636 | 5.24551240079367 | | 50 | 144.67 | 145.49463640873 | 141.410625 | 4.08401140873015 | -0.824636408730157 | | 51 | 142.97 | 145.265779265873 | 143.670583333333 | 1.59519593253968 | -2.29577926587302 | | 52 | 142.524 | 142.241904265873 | 145.805958333333 | -3.56405406746032 | 0.282095734126983 | | 53 | 146.142 | 139.953064980159 | 147.227041666667 | -7.27397668650793 | 6.18893501984127 | | 54 | 146.522 | 137.777660218254 | 148.253958333333 | -10.4762981150794 | 8.74433978174602 | | 55 | 148.128 | 141.015832837302 | 149.212 | -8.19616716269842 | 7.1121671626984 | | 56 | 148.798 | 150.364184027778 | 150.082916666667 | 0.281267361111112 | -1.56618402777775 | | 57 | 150.181 | 156.605987599206 | 151.122916666667 | 5.48307093253968 | -6.42498759920636 | | 58 | 152.388 | 156.579457837302 | 152.249583333333 | 4.32987450396826 | -4.19145783730158 | | 59 | 155.694 | 158.489029265873 | 153.495458333333 | 4.99357093253968 | -2.79502926587301 | | 60 | 160.662 | 158.687225694444 | 154.435583333333 | 4.25164236111112 | 1.97477430555557 | | 61 | 155.52 | 159.37919593254 | 154.887333333333 | 4.49186259920636 | -3.85919593253965 | | 62 | 158.262 | 158.955053075397 | 154.871041666667 | 4.08401140873015 | -0.693053075396847 | | 63 | 154.338 | 155.972987599206 | 154.377791666667 | 1.59519593253968 | -1.6349875992064 | | 64 | 158.196 | 149.959862599206 | 153.523916666667 | -3.56405406746032 | 8.23613740079364 | | 65 | 160.371 | 145.161231646825 | 152.435208333333 | -7.27397668650793 | 15.2097683531746 | | 66 | 154.856 | 140.453368551587 | 150.929666666667 | -10.4762981150794 | 14.4026314484127 | | 67 | 150.636 | 140.956791170635 | 149.152958333333 | -8.19616716269842 | 9.67920882936508 | | 68 | 145.899 | 147.354225694444 | 147.072958333333 | 0.281267361111112 | -1.45522569444444 | | 69 | 141.242 | 150.05519593254 | 144.572125 | 5.48307093253968 | -8.81319593253966 | | 70 | 140.834 | 145.980916170635 | 141.651041666667 | 4.32987450396826 | -5.14691617063491 | | 71 | 141.119 | 143.360362599206 | 138.366791666667 | 4.99357093253968 | -2.24136259920635 | | 72 | 139.104 | 139.567100694444 | 135.315458333333 | 4.25164236111112 | -0.463100694444449 | | 73 | 134.437 | 137.22457093254 | 132.732708333333 | 4.49186259920636 | -2.78757093253967 | | 74 | 129.425 | 134.69613640873 | 130.612125 | 4.08401140873015 | -5.27113640873013 | | 75 | 123.155 | 130.595279265873 | 129.000083333333 | 1.59519593253968 | -7.440279265873 | | 76 | 119.273 | 124.083737599206 | 127.647791666667 | -3.56405406746032 | -4.81073759920635 | | 77 | 120.472 | 118.842814980159 | 126.116791666667 | -7.27397668650793 | 1.62918501984126 | | 78 | 121.523 | 113.871910218254 | 124.348208333333 | -10.4762981150794 | 7.65108978174602 | | 79 | 121.983 | 114.470541170635 | 122.666708333333 | -8.19616716269842 | 7.51245882936512 | | 80 | 123.658 | 121.540100694444 | 121.258833333333 | 0.281267361111112 | 2.11789930555557 | | 81 | 124.794 | 125.86582093254 | 120.38275 | 5.48307093253968 | -1.07182093253967 | | 82 | 124.827 | 124.391416170635 | 120.061541666667 | 4.32987450396826 | 0.435583829365072 | | 83 | 120.382 | 124.907904265873 | 119.914333333333 | 4.99357093253968 | -4.52590426587301 | | 84 | 117.395 | 124.054267361111 | 119.802625 | 4.25164236111112 | -6.6592673611111 | | 85 | 115.79 | 124.319404265873 | 119.827541666667 | 4.49186259920636 | -8.52940426587301 | | 86 | 114.283 | 124.050094742063 | 119.966083333333 | 4.08401140873015 | -9.7670947420635 | | 87 | 117.271 | 121.608862599206 | 120.013666666667 | 1.59519593253968 | -4.33786259920633 | | 88 | 117.448 | 116.21582093254 | 119.779875 | -3.56405406746032 | 1.23217906746032 | | 89 | 118.764 | 112.088398313492 | 119.362375 | -7.27397668650793 | 6.67560168650795 | | 90 | 120.55 | 108.544826884921 | 119.021125 | -10.4762981150794 | 12.0051731150794 | | 91 | 123.554 | 110.668916170635 | 118.865083333333 | -8.19616716269842 | 12.8850838293651 | | 92 | 125.412 | 119.188225694444 | 118.906958333333 | 0.281267361111112 | 6.22377430555557 | | 93 | 124.182 | 124.331112599206 | 118.848041666667 | 5.48307093253968 | -0.149112599206362 | | 94 | 119.828 | 122.887332837302 | 118.557458333333 | 4.32987450396826 | -3.05933283730158 | | 95 | 115.361 | NA | NA | 4.99357093253968 | NA | | 96 | 114.226 | NA | NA | 4.25164236111112 | NA | | 97 | 115.214 | NA | NA | NA | NA | | 98 | 115.864 | NA | NA | NA | NA | | 99 | 114.276 | NA | NA | NA | NA | | 100 | 113.469 | NA | NA | NA | NA |
| | | | Charts produced by software: |  | | http://www.freestatistics.org/blog/date/2011/May/20/t1305851226iz9ffwjfksbvtxw/1kpis1305851439.png (open in new window) | | http://www.freestatistics.org/blog/date/2011/May/20/t1305851226iz9ffwjfksbvtxw/1kpis1305851439.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2011/May/20/t1305851226iz9ffwjfksbvtxw/2ue8w1305851439.png (open in new window) | | http://www.freestatistics.org/blog/date/2011/May/20/t1305851226iz9ffwjfksbvtxw/2ue8w1305851439.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2011/May/20/t1305851226iz9ffwjfksbvtxw/32zzg1305851439.png (open in new window) | | http://www.freestatistics.org/blog/date/2011/May/20/t1305851226iz9ffwjfksbvtxw/32zzg1305851439.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2011/May/20/t1305851226iz9ffwjfksbvtxw/4xilk1305851439.png (open in new window) | | http://www.freestatistics.org/blog/date/2011/May/20/t1305851226iz9ffwjfksbvtxw/4xilk1305851439.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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