| Opgave 9, oefening 2, stap 1, Sara Vandenberghe | | *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 05:34:11 -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/t124359689690qjsisq99nee6d.htm/, Retrieved Fri, 29 May 2009 13:35:01 +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/t124359689690qjsisq99nee6d.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 « | | 1,54
1,55
1,53
1,55
1,55
1,53
1,54
1,54
1,54
1,53
1,53
1,53
1,54
1,53
1,53
1,54
1,55
1,53
1,53
1,53
1,53
1,52
1,54
1,53
1,52
1,54
1,53
1,54
1,54
1,53
1,54
1,54
1,52
1,52
1,57
1,6
1,59
1,6
1,6
1,62
1,61
1,61
1,62
1,61
1,62
1,61
1,62
1,61
1,61
1,58
1,57
1,57
1,66
1,66
1,67
1,68
1,66
1,66
1,64
1,61
1,58
1,57
1,54
1,61
1,65
1,6
1,57
1,56
1,55
1,54
1,51
1,5
1,5
1,49
1,47
1,47
1,49
1,49
1,49
1,51
1,49
1,48
1,46
1,46
1,45
1,45
1,44
1,47
1,47
1,45
1,43
1,44
1,38
1,4
1,37
1,41 | | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 1.54 | NA | NA | -0.0098412698412697 | NA | | 2 | 1.55 | NA | NA | -0.0128769841269841 | NA | | 3 | 1.53 | NA | NA | -0.0227579365079365 | NA | | 4 | 1.55 | NA | NA | -0.00103174603174598 | NA | | 5 | 1.55 | NA | NA | 0.0221230158730158 | NA | | 6 | 1.53 | NA | NA | 0.00950396825396824 | NA | | 7 | 1.54 | 1.54646825396825 | 1.53833333333333 | 0.0081349206349206 | -0.00646825396825368 | | 8 | 1.54 | 1.54819444444444 | 1.5375 | 0.0106944444444444 | -0.00819444444444395 | | 9 | 1.54 | 1.53992063492063 | 1.53666666666667 | 0.00325396825396822 | 7.93650793651235e-05 | | 10 | 1.53 | 1.53337301587302 | 1.53625 | -0.0028769841269842 | -0.00337301587301564 | | 11 | 1.53 | 1.53533730158730 | 1.53583333333333 | -0.000496031746031797 | -0.00533730158730172 | | 12 | 1.53 | 1.53200396825397 | 1.53583333333333 | -0.00382936507936505 | -0.00200396825396831 | | 13 | 1.54 | 1.52557539682540 | 1.53541666666667 | -0.0098412698412697 | 0.0144246031746031 | | 14 | 1.53 | 1.52170634920635 | 1.53458333333333 | -0.0128769841269841 | 0.00829365079365108 | | 15 | 1.53 | 1.51099206349206 | 1.53375 | -0.0227579365079365 | 0.0190079365079365 | | 16 | 1.54 | 1.53188492063492 | 1.53291666666667 | -0.00103174603174598 | 0.00811507936507949 | | 17 | 1.55 | 1.55503968253968 | 1.53291666666667 | 0.0221230158730158 | -0.00503968253968234 | | 18 | 1.53 | 1.5428373015873 | 1.53333333333333 | 0.00950396825396824 | -0.0128373015873013 | | 19 | 1.53 | 1.54063492063492 | 1.5325 | 0.0081349206349206 | -0.0106349206349203 | | 20 | 1.53 | 1.54277777777778 | 1.53208333333333 | 0.0106944444444444 | -0.0127777777777773 | | 21 | 1.53 | 1.53575396825397 | 1.5325 | 0.00325396825396822 | -0.00575396825396801 | | 22 | 1.52 | 1.52962301587302 | 1.5325 | -0.0028769841269842 | -0.0096230158730155 | | 23 | 1.54 | 1.5315873015873 | 1.53208333333333 | -0.000496031746031797 | 0.00841269841269887 | | 24 | 1.53 | 1.5278373015873 | 1.53166666666667 | -0.00382936507936505 | 0.00216269841269878 | | 25 | 1.52 | 1.52224206349206 | 1.53208333333333 | -0.0098412698412697 | -0.00224206349206324 | | 26 | 1.54 | 1.52003968253968 | 1.53291666666667 | -0.0128769841269841 | 0.0199603174603178 | | 27 | 1.53 | 1.51015873015873 | 1.53291666666667 | -0.0227579365079365 | 0.01984126984127 | | 28 | 1.54 | 1.53146825396825 | 1.5325 | -0.00103174603174598 | 0.008531746031746 | | 29 | 1.54 | 1.55587301587302 | 1.53375 | 0.0221230158730158 | -0.0158730158730158 | | 30 | 1.53 | 1.54742063492063 | 1.53791666666667 | 0.00950396825396824 | -0.0174206349206347 | | 31 | 1.54 | 1.55188492063492 | 1.54375 | 0.0081349206349206 | -0.0118849206349205 | | 32 | 1.54 | 1.55986111111111 | 1.54916666666667 | 0.0106944444444444 | -0.0198611111111111 | | 33 | 1.52 | 1.55783730158730 | 1.55458333333333 | 0.00325396825396822 | -0.0378373015873017 | | 34 | 1.52 | 1.55795634920635 | 1.56083333333333 | -0.0028769841269842 | -0.0379563492063493 | | 35 | 1.57 | 1.56658730158730 | 1.56708333333333 | -0.000496031746031797 | 0.00341269841269831 | | 36 | 1.6 | 1.56950396825397 | 1.57333333333333 | -0.00382936507936505 | 0.0304960317460317 | | 37 | 1.59 | 1.57015873015873 | 1.58 | -0.0098412698412697 | 0.0198412698412698 | | 38 | 1.6 | 1.57337301587302 | 1.58625 | -0.0128769841269841 | 0.0266269841269842 | | 39 | 1.6 | 1.57057539682540 | 1.59333333333333 | -0.0227579365079365 | 0.0294246031746033 | | 40 | 1.62 | 1.60021825396825 | 1.60125 | -0.00103174603174598 | 0.0197817460317460 | | 41 | 1.61 | 1.62920634920635 | 1.60708333333333 | 0.0221230158730158 | -0.0192063492063492 | | 42 | 1.61 | 1.61908730158730 | 1.60958333333333 | 0.00950396825396824 | -0.00908730158730142 | | 43 | 1.62 | 1.61896825396825 | 1.61083333333333 | 0.0081349206349206 | 0.00103174603174616 | | 44 | 1.61 | 1.62152777777778 | 1.61083333333333 | 0.0106944444444444 | -0.0115277777777776 | | 45 | 1.62 | 1.61200396825397 | 1.60875 | 0.00325396825396822 | 0.0079960317460317 | | 46 | 1.61 | 1.60253968253968 | 1.60541666666667 | -0.0028769841269842 | 0.00746031746031761 | | 47 | 1.62 | 1.60492063492063 | 1.60541666666667 | -0.000496031746031797 | 0.0150793650793655 | | 48 | 1.61 | 1.60575396825397 | 1.60958333333333 | -0.00382936507936505 | 0.004246031746032 | | 49 | 1.61 | 1.60390873015873 | 1.61375 | -0.0098412698412697 | 0.00609126984127029 | | 50 | 1.58 | 1.60587301587302 | 1.61875 | -0.0128769841269841 | -0.0258730158730156 | | 51 | 1.57 | 1.60057539682540 | 1.62333333333333 | -0.0227579365079365 | -0.0305753968253966 | | 52 | 1.57 | 1.62605158730159 | 1.62708333333333 | -0.00103174603174598 | -0.0560515873015872 | | 53 | 1.66 | 1.65212301587302 | 1.63 | 0.0221230158730158 | 0.00787698412698412 | | 54 | 1.66 | 1.6403373015873 | 1.63083333333333 | 0.00950396825396824 | 0.0196626984126986 | | 55 | 1.67 | 1.63771825396825 | 1.62958333333333 | 0.0081349206349206 | 0.0322817460317462 | | 56 | 1.68 | 1.63861111111111 | 1.62791666666667 | 0.0106944444444444 | 0.0413888888888889 | | 57 | 1.66 | 1.62950396825397 | 1.62625 | 0.00325396825396822 | 0.0304960317460319 | | 58 | 1.66 | 1.62378968253968 | 1.62666666666667 | -0.0028769841269842 | 0.0362103174603177 | | 59 | 1.64 | 1.62742063492063 | 1.62791666666667 | -0.000496031746031797 | 0.0125793650793653 | | 60 | 1.61 | 1.62117063492063 | 1.625 | -0.00382936507936505 | -0.0111706349206344 | | 61 | 1.58 | 1.60849206349206 | 1.61833333333333 | -0.0098412698412697 | -0.0284920634920629 | | 62 | 1.57 | 1.59628968253968 | 1.60916666666667 | -0.0128769841269841 | -0.0262896825396823 | | 63 | 1.54 | 1.57682539682540 | 1.59958333333333 | -0.0227579365079365 | -0.0368253968253967 | | 64 | 1.61 | 1.58896825396825 | 1.59 | -0.00103174603174598 | 0.0210317460317464 | | 65 | 1.65 | 1.60170634920635 | 1.57958333333333 | 0.0221230158730158 | 0.0482936507936507 | | 66 | 1.6 | 1.5790873015873 | 1.56958333333333 | 0.00950396825396824 | 0.0209126984126986 | | 67 | 1.57 | 1.56980158730159 | 1.56166666666667 | 0.0081349206349206 | 0.000198412698412476 | | 68 | 1.56 | 1.56569444444444 | 1.555 | 0.0106944444444444 | -0.00569444444444445 | | 69 | 1.55 | 1.55200396825397 | 1.54875 | 0.00325396825396822 | -0.00200396825396809 | | 70 | 1.54 | 1.53712301587302 | 1.54 | -0.0028769841269842 | 0.00287698412698423 | | 71 | 1.51 | 1.52700396825397 | 1.5275 | -0.000496031746031797 | -0.017003968253968 | | 72 | 1.5 | 1.51242063492064 | 1.51625 | -0.00382936507936505 | -0.0124206349206351 | | 73 | 1.5 | 1.49849206349206 | 1.50833333333333 | -0.0098412698412697 | 0.00150793650793646 | | 74 | 1.49 | 1.49003968253968 | 1.50291666666667 | -0.0128769841269841 | -3.96825396824507e-05 | | 75 | 1.47 | 1.47557539682540 | 1.49833333333333 | -0.0227579365079365 | -0.00557539682539709 | | 76 | 1.47 | 1.49230158730159 | 1.49333333333333 | -0.00103174603174598 | -0.0223015873015875 | | 77 | 1.49 | 1.51087301587302 | 1.48875 | 0.0221230158730158 | -0.0208730158730159 | | 78 | 1.49 | 1.49450396825397 | 1.485 | 0.00950396825396824 | -0.00450396825396826 | | 79 | 1.49 | 1.48938492063492 | 1.48125 | 0.0081349206349206 | 0.000615079365079207 | | 80 | 1.51 | 1.48819444444444 | 1.4775 | 0.0106944444444444 | 0.0218055555555556 | | 81 | 1.49 | 1.47783730158730 | 1.47458333333333 | 0.00325396825396822 | 0.0121626984126981 | | 82 | 1.48 | 1.47045634920635 | 1.47333333333333 | -0.0028769841269842 | 0.0095436507936506 | | 83 | 1.46 | 1.47200396825397 | 1.4725 | -0.000496031746031797 | -0.0120039682539683 | | 84 | 1.46 | 1.46617063492064 | 1.47 | -0.00382936507936505 | -0.00617063492063519 | | 85 | 1.45 | 1.45599206349206 | 1.46583333333333 | -0.0098412698412697 | -0.0059920634920636 | | 86 | 1.45 | 1.44753968253968 | 1.46041666666667 | -0.0128769841269841 | 0.00246031746031750 | | 87 | 1.44 | 1.43015873015873 | 1.45291666666667 | -0.0227579365079365 | 0.00984126984126998 | | 88 | 1.47 | 1.44396825396825 | 1.445 | -0.00103174603174598 | 0.0260317460317461 | | 89 | 1.47 | 1.46003968253968 | 1.43791666666667 | 0.0221230158730158 | 0.00996031746031756 | | 90 | 1.45 | 1.4415873015873 | 1.43208333333333 | 0.00950396825396824 | 0.00841269841269865 | | 91 | 1.43 | NA | NA | 0.0081349206349206 | NA | | 92 | 1.44 | NA | NA | 0.0106944444444444 | NA | | 93 | 1.38 | NA | NA | 0.00325396825396822 | NA | | 94 | 1.4 | NA | NA | -0.0028769841269842 | NA | | 95 | 1.37 | NA | NA | -0.000496031746031797 | NA | | 96 | 1.41 | NA | NA | -0.00382936507936505 | NA |
| | | Charts produced by software: |  | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/29/t124359689690qjsisq99nee6d/13g4e1243596849.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/29/t124359689690qjsisq99nee6d/13g4e1243596849.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/29/t124359689690qjsisq99nee6d/2tji01243596849.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/29/t124359689690qjsisq99nee6d/2tji01243596849.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/29/t124359689690qjsisq99nee6d/3kc511243596849.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/29/t124359689690qjsisq99nee6d/3kc511243596849.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/29/t124359689690qjsisq99nee6d/4miv21243596849.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/29/t124359689690qjsisq99nee6d/4miv21243596849.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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