| Vincent Van Roy, decompositie, eigen gegevens | | *Unverified author* | | R Software Module: rwasp_decompose.wasp (opens new window with default values) | | Title produced by software: Classical Decomposition | | Date of computation: Fri, 29 May 2009 03:53:13 -0600 | | | | Cite this page as follows: | | Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/May/29/t1243590871n6vuts7solmr957.htm/, Retrieved Fri, 29 May 2009 11:54:36 +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/2009/May/29/t1243590871n6vuts7solmr957.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 « | | 4,73
4,73
4,73
4,73
4,74
4,74
4,74
4,74
4,74
4,76
4,76
4,76
4,76
4,76
4,76
4,77
4,77
4,78
4,78
4,79
4,83
4,84
4,85
4,85
4,86
4,87
4,87
4,9
4,9
4,92
4,92
4,95
4,96
4,95
4,95
4,95
4,96
4,96
4,96
4,96
4,97
4,97
4,97
5,03
5,08
5,1
5,11
5,13
5,13
5,13
5,15
5,15
5,15
5,17
5,17
5,18
5,2
5,22
5,23
5,23
5,26
5,27
5,28
5,31
5,31
5,32
5,33
5,34
5,38
5,39
5,41
5,44
5,44
5,44
5,46
5,47
5,47
5,49
5,49
5,5
5,52
5,59
5,6
5,6
| | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 4.73 | NA | NA | 0.00625578703703723 | NA | | 2 | 4.73 | NA | NA | -0.000896990740740406 | NA | | 3 | 4.73 | NA | NA | -0.00325810185185144 | NA | | 4 | 4.73 | NA | NA | -0.00110532407407399 | NA | | 5 | 4.74 | NA | NA | -0.0110358796296295 | NA | | 6 | 4.74 | NA | NA | -0.00936921296296321 | NA | | 7 | 4.74 | 4.72681134259259 | 4.74291666666667 | -0.0161053240740743 | 0.0131886574074072 | | 8 | 4.74 | 4.73945023148148 | 4.74541666666667 | -0.00596643518518557 | 0.000549768518518512 | | 9 | 4.74 | 4.75861689814815 | 4.74791666666667 | 0.0107002314814813 | -0.0186168981481476 | | 10 | 4.76 | 4.76299189814815 | 4.75083333333333 | 0.0121585648148148 | -0.0029918981481476 | | 11 | 4.76 | 4.76403356481481 | 4.75375 | 0.0102835648148148 | -0.00403356481481332 | | 12 | 4.76 | 4.76500578703704 | 4.75666666666667 | 0.0083391203703703 | -0.00500578703703614 | | 13 | 4.76 | 4.76625578703704 | 4.76 | 0.00625578703703723 | -0.00625578703703589 | | 14 | 4.76 | 4.76285300925926 | 4.76375 | -0.000896990740740406 | -0.00285300925925824 | | 15 | 4.76 | 4.76632523148148 | 4.76958333333333 | -0.00325810185185144 | -0.00632523148148145 | | 16 | 4.77 | 4.77556134259259 | 4.77666666666667 | -0.00110532407407399 | -0.00556134259259267 | | 17 | 4.77 | 4.77271412037037 | 4.78375 | -0.0110358796296295 | -0.00271412037037067 | | 18 | 4.78 | 4.78188078703704 | 4.79125 | -0.00936921296296321 | -0.00188078703703631 | | 19 | 4.78 | 4.78306134259259 | 4.79916666666667 | -0.0161053240740743 | -0.00306134259259228 | | 20 | 4.79 | 4.80195023148148 | 4.80791666666667 | -0.00596643518518557 | -0.0119502314814808 | | 21 | 4.83 | 4.82778356481481 | 4.81708333333333 | 0.0107002314814813 | 0.00221643518518633 | | 22 | 4.84 | 4.83924189814815 | 4.82708333333333 | 0.0121585648148148 | 0.000758101851852544 | | 23 | 4.85 | 4.84820023148148 | 4.83791666666667 | 0.0102835648148148 | 0.00179976851851826 | | 24 | 4.85 | 4.85750578703704 | 4.84916666666667 | 0.0083391203703703 | -0.00750578703703741 | | 25 | 4.86 | 4.86708912037037 | 4.86083333333333 | 0.00625578703703723 | -0.00708912037037113 | | 26 | 4.87 | 4.87243634259259 | 4.87333333333333 | -0.000896990740740406 | -0.00243634259259284 | | 27 | 4.87 | 4.88215856481481 | 4.88541666666667 | -0.00325810185185144 | -0.0121585648148148 | | 28 | 4.9 | 4.89431134259259 | 4.89541666666667 | -0.00110532407407399 | 0.00568865740740865 | | 29 | 4.9 | 4.89313078703704 | 4.90416666666667 | -0.0110358796296295 | 0.00686921296296372 | | 30 | 4.92 | 4.90313078703704 | 4.9125 | -0.00936921296296321 | 0.0168692129629626 | | 31 | 4.92 | 4.90472800925926 | 4.92083333333333 | -0.0161053240740743 | 0.0152719907407404 | | 32 | 4.95 | 4.92278356481482 | 4.92875 | -0.00596643518518557 | 0.0272164351851849 | | 33 | 4.96 | 4.94695023148148 | 4.93625 | 0.0107002314814813 | 0.0130497685185178 | | 34 | 4.95 | 4.95465856481481 | 4.9425 | 0.0121585648148148 | -0.00465856481481453 | | 35 | 4.95 | 4.95820023148148 | 4.94791666666667 | 0.0102835648148148 | -0.00820023148148152 | | 36 | 4.95 | 4.96125578703704 | 4.95291666666667 | 0.0083391203703703 | -0.0112557870370367 | | 37 | 4.96 | 4.96333912037037 | 4.95708333333333 | 0.00625578703703723 | -0.00333912037037098 | | 38 | 4.96 | 4.96160300925926 | 4.9625 | -0.000896990740740406 | -0.00160300925925849 | | 39 | 4.96 | 4.96757523148148 | 4.97083333333333 | -0.00325810185185144 | -0.0075752314814812 | | 40 | 4.96 | 4.98097800925926 | 4.98208333333333 | -0.00110532407407399 | -0.0209780092592577 | | 41 | 4.97 | 4.98396412037037 | 4.995 | -0.0110358796296295 | -0.0139641203703693 | | 42 | 4.97 | 4.9997974537037 | 5.00916666666667 | -0.00936921296296321 | -0.0297974537037025 | | 43 | 4.97 | 5.00764467592593 | 5.02375 | -0.0161053240740743 | -0.0376446759259261 | | 44 | 5.03 | 5.03195023148148 | 5.03791666666667 | -0.00596643518518557 | -0.00195023148148010 | | 45 | 5.08 | 5.06361689814815 | 5.05291666666667 | 0.0107002314814813 | 0.0163831018518525 | | 46 | 5.1 | 5.08090856481481 | 5.06875 | 0.0121585648148148 | 0.0190914351851852 | | 47 | 5.11 | 5.09445023148148 | 5.08416666666667 | 0.0102835648148148 | 0.0155497685185191 | | 48 | 5.13 | 5.10833912037037 | 5.1 | 0.0083391203703703 | 0.0216608796296311 | | 49 | 5.13 | 5.1229224537037 | 5.11666666666667 | 0.00625578703703723 | 0.00707754629629598 | | 50 | 5.13 | 5.13035300925926 | 5.13125 | -0.000896990740740406 | -0.000353009259260517 | | 51 | 5.15 | 5.13924189814815 | 5.1425 | -0.00325810185185144 | 0.0107581018518514 | | 52 | 5.15 | 5.15139467592593 | 5.1525 | -0.00110532407407399 | -0.00139467592592624 | | 53 | 5.15 | 5.15146412037037 | 5.1625 | -0.0110358796296295 | -0.00146412037037091 | | 54 | 5.17 | 5.1622974537037 | 5.17166666666667 | -0.00936921296296321 | 0.00770254629629541 | | 55 | 5.17 | 5.16514467592593 | 5.18125 | -0.0161053240740743 | 0.0048553240740743 | | 56 | 5.18 | 5.18653356481481 | 5.1925 | -0.00596643518518557 | -0.0065335648148146 | | 57 | 5.2 | 5.21445023148148 | 5.20375 | 0.0107002314814813 | -0.0144502314814803 | | 58 | 5.22 | 5.22799189814815 | 5.21583333333333 | 0.0121585648148148 | -0.0079918981481475 | | 59 | 5.23 | 5.23945023148148 | 5.22916666666667 | 0.0102835648148148 | -0.00945023148148127 | | 60 | 5.23 | 5.2504224537037 | 5.24208333333333 | 0.0083391203703703 | -0.020422453703703 | | 61 | 5.26 | 5.26125578703704 | 5.255 | 0.00625578703703723 | -0.00125578703703866 | | 62 | 5.27 | 5.26743634259259 | 5.26833333333333 | -0.000896990740740406 | 0.00256365740740705 | | 63 | 5.28 | 5.27924189814815 | 5.2825 | -0.00325810185185144 | 0.000758101851852544 | | 64 | 5.31 | 5.29597800925926 | 5.29708333333333 | -0.00110532407407399 | 0.0140219907407415 | | 65 | 5.31 | 5.30063078703704 | 5.31166666666667 | -0.0110358796296295 | 0.00936921296296234 | | 66 | 5.32 | 5.3185474537037 | 5.32791666666667 | -0.00936921296296321 | 0.00145254629629665 | | 67 | 5.33 | 5.32806134259259 | 5.34416666666667 | -0.0161053240740743 | 0.00193865740740673 | | 68 | 5.34 | 5.35278356481481 | 5.35875 | -0.00596643518518557 | -0.0127835648148151 | | 69 | 5.38 | 5.38403356481481 | 5.37333333333333 | 0.0107002314814813 | -0.00403356481481421 | | 70 | 5.39 | 5.39965856481481 | 5.3875 | 0.0121585648148148 | -0.0096585648148153 | | 71 | 5.41 | 5.41111689814815 | 5.40083333333333 | 0.0102835648148148 | -0.00111689814814842 | | 72 | 5.44 | 5.4229224537037 | 5.41458333333333 | 0.0083391203703703 | 0.0170775462962967 | | 73 | 5.44 | 5.43458912037037 | 5.42833333333333 | 0.00625578703703723 | 0.00541087962963083 | | 74 | 5.44 | 5.44076967592593 | 5.44166666666667 | -0.000896990740740406 | -0.000769675925925917 | | 75 | 5.46 | 5.45090856481482 | 5.45416666666667 | -0.00325810185185144 | 0.00909143518518452 | | 76 | 5.47 | 5.46722800925926 | 5.46833333333333 | -0.00110532407407399 | 0.00277199074074019 | | 77 | 5.47 | 5.4735474537037 | 5.48458333333333 | -0.0110358796296295 | -0.00354745370370413 | | 78 | 5.49 | 5.4897974537037 | 5.49916666666667 | -0.00936921296296321 | 0.000202546296296902 | | 79 | 5.49 | NA | NA | -0.0161053240740743 | NA | | 80 | 5.5 | NA | NA | -0.00596643518518557 | NA | | 81 | 5.52 | NA | NA | 0.0107002314814813 | NA | | 82 | 5.59 | NA | NA | 0.0121585648148148 | NA | | 83 | 5.6 | NA | NA | 0.0102835648148148 | NA | | 84 | 5.6 | NA | NA | 0.0083391203703703 | NA |
| | | Charts produced by software: |  | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/29/t1243590871n6vuts7solmr957/19y0m1243590791.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/29/t1243590871n6vuts7solmr957/19y0m1243590791.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/29/t1243590871n6vuts7solmr957/2vhs11243590791.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/29/t1243590871n6vuts7solmr957/2vhs11243590791.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/29/t1243590871n6vuts7solmr957/3qo0y1243590791.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/29/t1243590871n6vuts7solmr957/3qo0y1243590791.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/29/t1243590871n6vuts7solmr957/4iopf1243590791.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/29/t1243590871n6vuts7solmr957/4iopf1243590791.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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