| Wisselkoers | | *Unverified author* | | R Software Module: /rwasp_decompose.wasp (opens new window with default values) | | Title produced by software: Classical Decomposition | | Date of computation: Wed, 26 May 2010 15:35:52 +0000 | | | | Cite this page as follows: | | Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/May/26/t1274888209rhm56xqbhlhymfd.htm/, Retrieved Wed, 26 May 2010 17:36:50 +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/2010/May/26/t1274888209rhm56xqbhlhymfd.htm/},
year = {2010},
}
@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 = {2010},
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: | | KDGP2W51 | | | | Dataseries X: | | » Textbox « » Textfile « » CSV « | | 0,8833
0,87
0,8758
0,8858
0,917
0,9554
0,9922
0,9778
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
1,4369
1,3322
1,2732
1,3449
1,3239
1,2785
1,305
1,319
1,365
1,4016
1,4088
1,4268
1,4562
1,4816
1,4914
1,4614
1,4272
| | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 0.8833 | NA | NA | 0.00647375992063494 | NA | | 2 | 0.87 | NA | NA | -0.00489290674603187 | NA | | 3 | 0.8758 | NA | NA | 0.00576185515873018 | NA | | 4 | 0.8858 | NA | NA | 0.00551006944444442 | NA | | 5 | 0.917 | NA | NA | 0.0177999503968255 | NA | | 6 | 0.9554 | NA | NA | 0.0098600694444444 | NA | | 7 | 0.9922 | 0.962112450396825 | 0.9523625 | 0.00974995039682537 | 0.0300875496031747 | | 8 | 0.9778 | 0.967678521825397 | 0.968454166666667 | -0.000775644841269765 | 0.0101214781746033 | | 9 | 0.9808 | 0.973293402777778 | 0.985629166666667 | -0.0123357638888889 | 0.00750659722222224 | | 10 | 0.9811 | 0.980639831349207 | 1.00245833333333 | -0.0218185019841269 | 0.000460168650793458 | | 11 | 1.0014 | 0.999980902777778 | 1.0208 | -0.0208190972222223 | 0.00141909722222233 | | 12 | 1.0183 | 1.04512375992063 | 1.0396375 | 0.00548625992063496 | -0.0268237599206349 | | 13 | 1.0622 | 1.0609404265873 | 1.05446666666667 | 0.00647375992063494 | 0.00125957341269833 | | 14 | 1.0773 | 1.06128625992063 | 1.06617916666667 | -0.00489290674603187 | 0.016013740079365 | | 15 | 1.0807 | 1.0835035218254 | 1.07774166666667 | 0.00576185515873018 | -0.00280352182539678 | | 16 | 1.0848 | 1.09698090277778 | 1.09147083333333 | 0.00551006944444442 | -0.0121809027777777 | | 17 | 1.1582 | 1.12414161706349 | 1.10634166666667 | 0.0177999503968255 | 0.0340583829365078 | | 18 | 1.1663 | 1.13199756944444 | 1.1221375 | 0.0098600694444444 | 0.0343024305555555 | | 19 | 1.1372 | 1.14894578373016 | 1.13919583333333 | 0.00974995039682537 | -0.0117457837301587 | | 20 | 1.1139 | 1.15452018849206 | 1.15529583333333 | -0.000775644841269765 | -0.0406201884920638 | | 21 | 1.1222 | 1.15682673611111 | 1.1691625 | -0.0123357638888889 | -0.0346267361111112 | | 22 | 1.1692 | 1.15814399801587 | 1.1799625 | -0.0218185019841269 | 0.011056001984127 | | 23 | 1.1702 | 1.16565173611111 | 1.18647083333333 | -0.0208190972222223 | 0.00454826388888874 | | 24 | 1.2286 | 1.19570709325397 | 1.19022083333333 | 0.00548625992063496 | 0.0328929067460315 | | 25 | 1.2613 | 1.20239875992063 | 1.195925 | 0.00647375992063494 | 0.0589012400793651 | | 26 | 1.2646 | 1.1990779265873 | 1.20397083333333 | -0.00489290674603187 | 0.0655220734126987 | | 27 | 1.2262 | 1.2182035218254 | 1.21244166666667 | 0.00576185515873018 | 0.00799647817460336 | | 28 | 1.1985 | 1.22542673611111 | 1.21991666666667 | 0.00551006944444442 | -0.0269267361111112 | | 29 | 1.2007 | 1.24641245039683 | 1.2286125 | 0.0177999503968255 | -0.0457124503968251 | | 30 | 1.2138 | 1.24851840277778 | 1.23865833333333 | 0.0098600694444444 | -0.0347184027777778 | | 31 | 1.2266 | 1.25519161706349 | 1.24544166666667 | 0.00974995039682537 | -0.0285916170634921 | | 32 | 1.2176 | 1.24830768849206 | 1.24908333333333 | -0.000775644841269765 | -0.0307076884920634 | | 33 | 1.2218 | 1.24219340277778 | 1.25452916666667 | -0.0123357638888889 | -0.0203934027777779 | | 34 | 1.249 | 1.24059399801587 | 1.2624125 | -0.0218185019841269 | 0.00840600198412678 | | 35 | 1.2991 | 1.24842673611111 | 1.26924583333333 | -0.0208190972222223 | 0.0506732638888889 | | 36 | 1.3408 | 1.27770709325397 | 1.27222083333333 | 0.00548625992063496 | 0.063092906746032 | | 37 | 1.3119 | 1.2778529265873 | 1.27137916666667 | 0.00647375992063494 | 0.0340470734126985 | | 38 | 1.3014 | 1.2660154265873 | 1.27090833333333 | -0.00489290674603187 | 0.0353845734126985 | | 39 | 1.3201 | 1.27731185515873 | 1.27155 | 0.00576185515873018 | 0.0427881448412699 | | 40 | 1.2938 | 1.27523923611111 | 1.26972916666667 | 0.00551006944444442 | 0.0185607638888889 | | 41 | 1.2694 | 1.28052911706349 | 1.26272916666667 | 0.0177999503968255 | -0.0111291170634917 | | 42 | 1.2165 | 1.26110173611111 | 1.25124166666667 | 0.0098600694444444 | -0.0446017361111111 | | 43 | 1.2037 | 1.25029161706349 | 1.24054166666667 | 0.00974995039682537 | -0.0465916170634921 | | 44 | 1.2292 | 1.23104935515873 | 1.231825 | -0.000775644841269765 | -0.00184935515873019 | | 45 | 1.2256 | 1.21008506944444 | 1.22242083333333 | -0.0123357638888889 | 0.0155149305555553 | | 46 | 1.2015 | 1.19290233134921 | 1.21472083333333 | -0.0218185019841269 | 0.00859766865079359 | | 47 | 1.1786 | 1.19143923611111 | 1.21225833333333 | -0.0208190972222223 | -0.0128392361111109 | | 48 | 1.1856 | 1.22008209325397 | 1.21459583333333 | 0.00548625992063496 | -0.034482093253968 | | 49 | 1.2103 | 1.22578625992064 | 1.2193125 | 0.00647375992063494 | -0.0154862599206353 | | 50 | 1.1938 | 1.2192779265873 | 1.22417083333333 | -0.00489290674603187 | -0.0254779265873015 | | 51 | 1.202 | 1.23405768849206 | 1.22829583333333 | 0.00576185515873018 | -0.0320576884920634 | | 52 | 1.2271 | 1.23825173611111 | 1.23274166666667 | 0.00551006944444442 | -0.0111517361111106 | | 53 | 1.277 | 1.25758745039683 | 1.2397875 | 0.0177999503968255 | 0.0194125496031745 | | 54 | 1.265 | 1.25986423611111 | 1.25000416666667 | 0.0098600694444444 | 0.0051357638888887 | | 55 | 1.2684 | 1.26914161706349 | 1.25939166666667 | 0.00974995039682537 | -0.000741617063492184 | | 56 | 1.2811 | 1.26708268849206 | 1.26785833333333 | -0.000775644841269765 | 0.0140173115079363 | | 57 | 1.2727 | 1.26534756944444 | 1.27768333333333 | -0.0123357638888889 | 0.00735243055555568 | | 58 | 1.2611 | 1.26614399801587 | 1.2879625 | -0.0218185019841269 | -0.00504399801587296 | | 59 | 1.2881 | 1.27541840277778 | 1.2962375 | -0.0208190972222223 | 0.0126815972222223 | | 60 | 1.3213 | 1.3080154265873 | 1.30252916666667 | 0.00548625992063496 | 0.0132845734126985 | | 61 | 1.2999 | 1.31650709325397 | 1.31003333333333 | 0.00647375992063494 | -0.0166070932539684 | | 62 | 1.3074 | 1.31281959325397 | 1.3177125 | -0.00489290674603187 | -0.00541959325396824 | | 63 | 1.3242 | 1.33172435515873 | 1.3259625 | 0.00576185515873018 | -0.00752435515873007 | | 64 | 1.3516 | 1.34307673611111 | 1.33756666666667 | 0.00551006944444442 | 0.00852326388888902 | | 65 | 1.3511 | 1.36961245039682 | 1.3518125 | 0.0177999503968255 | -0.018512450396825 | | 66 | 1.3419 | 1.37483923611111 | 1.36497916666667 | 0.0098600694444444 | -0.0329392361111109 | | 67 | 1.3716 | 1.38754578373016 | 1.37779583333333 | 0.00974995039682537 | -0.0159457837301589 | | 68 | 1.3622 | 1.39115768849206 | 1.39193333333333 | -0.000775644841269765 | -0.0289576884920635 | | 69 | 1.3896 | 1.39609340277778 | 1.40842916666667 | -0.0123357638888889 | -0.0064934027777781 | | 70 | 1.4227 | 1.40543983134921 | 1.42725833333333 | -0.0218185019841269 | 0.0172601686507936 | | 71 | 1.4684 | 1.42427256944444 | 1.44509166666667 | -0.0208190972222223 | 0.0441274305555552 | | 72 | 1.457 | 1.46799459325397 | 1.46250833333333 | 0.00548625992063496 | -0.0109945932539683 | | 73 | 1.4718 | 1.48643209325397 | 1.47995833333333 | 0.00647375992063494 | -0.0146320932539683 | | 74 | 1.4748 | 1.48926125992063 | 1.49415416666667 | -0.00489290674603187 | -0.0144612599206346 | | 75 | 1.5527 | 1.50752435515873 | 1.5017625 | 0.00576185515873018 | 0.0451756448412697 | | 76 | 1.575 | 1.50547256944444 | 1.4999625 | 0.00551006944444442 | 0.0695274305555555 | | 77 | 1.5557 | 1.50585828373016 | 1.48805833333333 | 0.0177999503968255 | 0.0498417162698415 | | 78 | 1.5553 | 1.48511423611111 | 1.47525416666667 | 0.0098600694444444 | 0.0701857638888892 | | 79 | 1.577 | 1.47417078373016 | 1.46442083333333 | 0.00974995039682537 | 0.102829216269841 | | 80 | 1.4975 | 1.4493035218254 | 1.45007916666667 | -0.000775644841269765 | 0.0481964781746034 | | 81 | 1.4369 | 1.41924340277778 | 1.43157916666667 | -0.0123357638888889 | 0.0176565972222225 | | 82 | 1.3322 | 1.38877316468254 | 1.41059166666667 | -0.0218185019841269 | -0.0565731646825398 | | 83 | 1.2732 | 1.37116006944444 | 1.39197916666667 | -0.0208190972222223 | -0.0979600694444445 | | 84 | 1.3449 | 1.3831154265873 | 1.37762916666667 | 0.00548625992063496 | -0.0382154265873014 | | 85 | 1.3239 | 1.3706904265873 | 1.36421666666667 | 0.00647375992063494 | -0.0467904265873016 | | 86 | 1.2785 | 1.34936959325397 | 1.3542625 | -0.00489290674603187 | -0.0708695932539682 | | 87 | 1.305 | 1.35788268849206 | 1.35212083333333 | 0.00576185515873018 | -0.0528826884920637 | | 88 | 1.319 | 1.36466006944444 | 1.35915 | 0.00551006944444442 | -0.0456600694444442 | | 89 | 1.365 | 1.39226661706349 | 1.37446666666667 | 0.0177999503968255 | -0.0272666170634921 | | 90 | 1.4016 | 1.39827256944444 | 1.3884125 | 0.0098600694444444 | 0.00332743055555551 | | 91 | 1.4088 | 1.40732078373016 | 1.39757083333333 | 0.00974995039682537 | 0.00147921626984115 | | 92 | 1.4268 | NA | NA | -0.000775644841269765 | NA | | 93 | 1.4562 | NA | NA | -0.0123357638888889 | NA | | 94 | 1.4816 | NA | NA | -0.0218185019841269 | NA | | 95 | 1.4914 | NA | NA | -0.0208190972222223 | NA | | 96 | 1.4614 | NA | NA | 0.00548625992063496 | NA | | 97 | 1.4272 | NA | NA | NA | NA |
| | | Charts produced by software: |  | | http://www.freestatistics.org/blog/date/2010/May/26/t1274888209rhm56xqbhlhymfd/179371274888148.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/May/26/t1274888209rhm56xqbhlhymfd/179371274888148.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/May/26/t1274888209rhm56xqbhlhymfd/279371274888148.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/May/26/t1274888209rhm56xqbhlhymfd/279371274888148.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/May/26/t1274888209rhm56xqbhlhymfd/3iik91274888148.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/May/26/t1274888209rhm56xqbhlhymfd/3iik91274888148.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/May/26/t1274888209rhm56xqbhlhymfd/4iik91274888148.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/May/26/t1274888209rhm56xqbhlhymfd/4iik91274888148.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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