Koers euro-dollar 9/2002 tem 8/2008 - Classical decomposition (additief) - Spillemaeckers Matthias

*Unverified author*

R Software Module: rwasp_decompose.wasp (opens new window with default values)

Title produced by software: Classical Decomposition

Date of computation: Wed, 14 Jan 2009 15:26:05 -0700

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Jan/14/t12319720358o7qww6leeyve70.htm/, Retrieved Wed, 14 Jan 2009 23:27:20 +0100

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/Jan/14/t12319720358o7qww6leeyve70.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 «

0,9808 0,9811 1,0014 1,0183 1,0622 1,0773 1,0807 1,0848 1,1582 1,1663 1,1372 1,1139 1,1222 1,1692 1,1702 1,2286 1,2613 1,2646 1,2262 1,1985 1,2007 1,2138 1,2266 1,2176 1,2218 1,249 1,2991 1,3408 1,3119 1,3014 1,3201 1,2938 1,2694 1,2165 1,2037 1,2292 1,2256 1,2015 1,1786 1,1856 1,2103 1,1938 1,202 1,2271 1,277 1,265 1,2684 1,2811 1,2727 1,2611 1,2881 1,3213 1,2999 1,3074 1,3242 1,3516 1,3511 1,3419 1,3716 1,3622 1,3896 1,4227 1,4684 1,457 1,4718 1,4748 1,5527 1,575 1,5557 1,5553 1,577 1,4975

Output produced by software:

Summary of computational transaction Raw Input view raw input (R code) Raw Output view raw output of R engine Computing time 2 seconds R Server 'George Udny Yule' @ 72.249.76.132 Classical Decomposition by Moving Averages t Observations Fit Trend Seasonal Random 1 0.9808 NA NA -0.0194845138888890 NA 2 0.9811 NA NA -0.0131828472222221 NA 3 1.0014 NA NA -0.000400347222222256 NA 4 1.0183 NA NA 0.0188254861111111 NA 5 1.0622 NA NA 0.0162988194444445 NA 6 1.0773 NA NA 0.00679715277777771 NA 7 1.0807 1.08576381944444 1.07774166666667 0.00802215277777788 -0.00506381944444456 8 1.0848 1.09292631944444 1.09147083333333 0.00145548611111109 -0.00812631944444453 9 1.1582 1.12034548611111 1.10634166666667 0.0140038194444445 0.0378545138888886 10 1.1663 1.11801381944444 1.1221375 -0.00412368055555565 0.0482861805555554 11 1.1372 1.12880298611111 1.13919583333333 -0.0103928472222222 0.00839701388888914 12 1.1139 1.13747715277778 1.15529583333333 -0.0178186805555555 -0.0235771527777779 13 1.1222 1.14967798611111 1.1691625 -0.0194845138888890 -0.0274779861111110 14 1.1692 1.16677965277778 1.1799625 -0.0131828472222221 0.00242034722222240 15 1.1702 1.18607048611111 1.18647083333333 -0.000400347222222256 -0.0158704861111112 16 1.2286 1.20904631944444 1.19022083333333 0.0188254861111111 0.0195536805555554 17 1.2613 1.21222381944444 1.195925 0.0162988194444445 0.0490761805555557 18 1.2646 1.21076798611111 1.20397083333333 0.00679715277777771 0.053832013888889 19 1.2262 1.22046381944444 1.21244166666667 0.00802215277777788 0.00573618055555558 20 1.1985 1.22137215277778 1.21991666666667 0.00145548611111109 -0.022872152777778 21 1.2007 1.24261631944444 1.2286125 0.0140038194444445 -0.0419163194444443 22 1.2138 1.23453465277778 1.23865833333333 -0.00412368055555565 -0.0207346527777779 23 1.2266 1.23504881944444 1.24544166666667 -0.0103928472222222 -0.00844881944444431 24 1.2176 1.23126465277778 1.24908333333333 -0.0178186805555555 -0.0136646527777775 25 1.2218 1.23504465277778 1.25452916666667 -0.0194845138888890 -0.0132446527777776 26 1.249 1.24922965277778 1.2624125 -0.0131828472222221 -0.000229652777777867 27 1.2991 1.26884548611111 1.26924583333333 -0.000400347222222256 0.030254513888889 28 1.3408 1.29104631944444 1.27222083333333 0.0188254861111111 0.0497536805555558 29 1.3119 1.28767798611111 1.27137916666667 0.0162988194444445 0.0242220138888891 30 1.3014 1.27770548611111 1.27090833333333 0.00679715277777771 0.0236945138888889 31 1.3201 1.27957215277778 1.27155 0.00802215277777788 0.0405278472222221 32 1.2938 1.27118465277778 1.26972916666667 0.00145548611111109 0.0226153472222221 33 1.2694 1.27673298611111 1.26272916666667 0.0140038194444445 -0.00733298611111088 34 1.2165 1.24711798611111 1.25124166666667 -0.00412368055555565 -0.0306179861111111 35 1.2037 1.23014881944444 1.24054166666667 -0.0103928472222222 -0.0264488194444443 36 1.2292 1.21400631944444 1.231825 -0.0178186805555555 0.0151936805555557 37 1.2256 1.20293631944444 1.22242083333333 -0.0194845138888890 0.0226636805555556 38 1.2015 1.20153798611111 1.21472083333333 -0.0131828472222221 -3.79861111110547e-05 39 1.1786 1.21185798611111 1.21225833333333 -0.000400347222222256 -0.0332579861111109 40 1.1856 1.23342131944444 1.21459583333333 0.0188254861111111 -0.0478213194444441 41 1.2103 1.23561131944444 1.2193125 0.0162988194444445 -0.0253113194444448 42 1.1938 1.23096798611111 1.22417083333333 0.00679715277777771 -0.0371679861111112 43 1.202 1.23631798611111 1.22829583333333 0.00802215277777788 -0.0343179861111111 44 1.2271 1.23419715277778 1.23274166666667 0.00145548611111109 -0.00709715277777745 45 1.277 1.25379131944444 1.2397875 0.0140038194444445 0.0232086805555554 46 1.265 1.24588048611111 1.25000416666667 -0.00412368055555565 0.0191195138888887 47 1.2684 1.24899881944444 1.25939166666667 -0.0103928472222222 0.0194011805555556 48 1.2811 1.25003965277778 1.26785833333333 -0.0178186805555555 0.0310603472222222 49 1.2727 1.25819881944444 1.27768333333333 -0.0194845138888890 0.0145011805555559 50 1.2611 1.27477965277778 1.2879625 -0.0131828472222221 -0.0136796527777776 51 1.2881 1.29583715277778 1.2962375 -0.000400347222222256 -0.00773715277777764 52 1.3213 1.32135465277778 1.30252916666667 0.0188254861111111 -5.46527777776085e-05 53 1.2999 1.32633215277778 1.31003333333333 0.0162988194444445 -0.0264321527777778 54 1.3074 1.32450965277778 1.3177125 0.00679715277777771 -0.0171096527777779 55 1.3242 1.33398465277778 1.3259625 0.00802215277777788 -0.00978465277777785 56 1.3516 1.33902215277778 1.33756666666667 0.00145548611111109 0.0125778472222222 57 1.3511 1.36581631944444 1.3518125 0.0140038194444445 -0.0147163194444442 58 1.3419 1.36085548611111 1.36497916666667 -0.00412368055555565 -0.0189554861111110 59 1.3716 1.36740298611111 1.37779583333333 -0.0103928472222222 0.00419701388888893 60 1.3622 1.37411465277778 1.39193333333333 -0.0178186805555555 -0.0119146527777776 61 1.3896 1.38894465277778 1.40842916666667 -0.0194845138888890 0.000655347222222158 62 1.4227 1.41407548611111 1.42725833333333 -0.0131828472222221 0.00862451388888896 63 1.4684 1.44469131944444 1.44509166666667 -0.000400347222222256 0.0237086805555553 64 1.457 1.48133381944444 1.46250833333333 0.0188254861111111 -0.0243338194444445 65 1.4718 1.49625715277778 1.47995833333333 0.0162988194444445 -0.0244571527777777 66 1.4748 1.50095131944444 1.49415416666667 0.00679715277777771 -0.0261513194444443 67 1.5527 NA NA 0.00802215277777788 NA 68 1.575 NA NA 0.00145548611111109 NA 69 1.5557 NA NA 0.0140038194444445 NA 70 1.5553 NA NA -0.00412368055555565 NA 71 1.577 NA NA -0.0103928472222222 NA 72 1.4975 NA NA -0.0178186805555555 NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/14/t12319720358o7qww6leeyve70/1qsqj1231971963.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/14/t12319720358o7qww6leeyve70/1qsqj1231971963.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/14/t12319720358o7qww6leeyve70/25o9t1231971963.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/14/t12319720358o7qww6leeyve70/25o9t1231971963.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/14/t12319720358o7qww6leeyve70/38p1r1231971963.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/14/t12319720358o7qww6leeyve70/38p1r1231971963.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/14/t12319720358o7qww6leeyve70/4h6el1231971963.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jan/14/t12319720358o7qww6leeyve70/4h6el1231971963.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')

Copyright

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa

Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.

Privacy Policy

We may request personal information to be submitted to our servers in order to be able to:

• personalize online software applications according to your needs
• enforce strict security rules with respect to the data that you upload (e.g. statistical data)
• manage user sessions of online applications
• alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.

FreeStatistics.org is powered by