| raf mattheussen decompositiemodel eigen reeks | | R Software Module: rwasp_decompose.wasp (opens new window with default values) | | Title produced by software: Classical Decomposition | | Date of computation: Sun, 01 Jun 2008 10:53:27 -0600 | | | | Cite this page as follows: | | Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2008/Jun/01/t12123392459fybnso84jybnmj.htm/, Retrieved Sun, 01 Jun 2008 16:54:09 +0000 | | | | IsPrivate? | | No (this computation is public) | | | | User-defined keywords: | | | | | Dataseries X: | | » Textbox « » Textfile « » CSV « | | 14,32
14,67
14,8
14,8
14,8
14,8
14,8
14,8
14,8
14,8
14,8
14,8
14,8
15,56
15,56
15,56
15,56
15,56
15,56
15,56
15,56
15,56
15,56
15,56
15,56
16,8
16,8
16,8
16,8
16,8
16,8
16,8
16,8
16,8
16,8
16,8
16,8
17,43
17,43
17,43
17,43
17,43
17,43
17,43
17,43
17,43
17,43
17,43
17,43
18,61
18,61
18,61
18,61
18,61
18,61
18,61
18,61
18,61
18,61
18,61
18,61
20
20
20
20
20
20
20
20
20
20
20
20
20,61
20,61
20,61
20,61
20,61
20,61
20,61
20,61
20,61
20,61
20,61
20,61
19,47
19,47
19,47
19,47
19,47 | | | | Text written by user: | | | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 14.32 | NA | NA | -0.479270833333334 | NA | | 2 | 14.67 | NA | NA | 0.4740625 | NA | | 3 | 14.8 | NA | NA | 0.387395833333333 | NA | | 4 | 14.8 | NA | NA | 0.300729166666666 | NA | | 5 | 14.8 | NA | NA | 0.214062500000001 | NA | | 6 | 14.8 | NA | NA | 0.127395833333334 | NA | | 7 | 14.8 | 14.8098958333333 | 14.7691666666667 | 0.0407291666666671 | -0.00989583333333677 | | 8 | 14.8 | 14.7815625 | 14.82625 | -0.0446874999999997 | 0.0184374999999974 | | 9 | 14.8 | 14.7661458333333 | 14.895 | -0.128854166666666 | 0.0338541666666607 | | 10 | 14.8 | 14.7453125 | 14.9583333333333 | -0.213020833333334 | 0.0546874999999947 | | 11 | 14.8 | 14.7244791666667 | 15.0216666666667 | -0.297187500000001 | 0.0755208333333304 | | 12 | 14.8 | 14.7036458333333 | 15.085 | -0.381354166666667 | 0.0963541666666643 | | 13 | 14.8 | 14.6690625 | 15.1483333333333 | -0.479270833333334 | 0.130937499999998 | | 14 | 15.56 | 15.6857291666667 | 15.2116666666667 | 0.4740625 | -0.125729166666670 | | 15 | 15.56 | 15.6623958333333 | 15.275 | 0.387395833333333 | -0.102395833333334 | | 16 | 15.56 | 15.6390625 | 15.3383333333333 | 0.300729166666666 | -0.079062500000001 | | 17 | 15.56 | 15.6157291666667 | 15.4016666666667 | 0.214062500000001 | -0.0557291666666675 | | 18 | 15.56 | 15.5923958333333 | 15.465 | 0.127395833333334 | -0.0323958333333341 | | 19 | 15.56 | 15.5690625 | 15.5283333333333 | 0.0407291666666671 | -0.00906250000000064 | | 20 | 15.56 | 15.5669791666667 | 15.6116666666667 | -0.0446874999999997 | -0.00697916666666742 | | 21 | 15.56 | 15.5861458333333 | 15.715 | -0.128854166666666 | -0.0261458333333344 | | 22 | 15.56 | 15.6053125 | 15.8183333333333 | -0.213020833333334 | -0.0453124999999996 | | 23 | 15.56 | 15.6244791666667 | 15.9216666666667 | -0.297187500000001 | -0.0644791666666649 | | 24 | 15.56 | 15.6436458333333 | 16.025 | -0.381354166666667 | -0.0836458333333319 | | 25 | 15.56 | 15.6490625 | 16.1283333333333 | -0.479270833333334 | -0.0890625000000007 | | 26 | 16.8 | 16.7057291666667 | 16.2316666666667 | 0.4740625 | 0.0942708333333364 | | 27 | 16.8 | 16.7223958333333 | 16.335 | 0.387395833333333 | 0.0776041666666671 | | 28 | 16.8 | 16.7390625 | 16.4383333333333 | 0.300729166666666 | 0.0609375000000014 | | 29 | 16.8 | 16.7557291666667 | 16.5416666666667 | 0.214062500000001 | 0.0442708333333321 | | 30 | 16.8 | 16.7723958333333 | 16.645 | 0.127395833333334 | 0.0276041666666664 | | 31 | 16.8 | 16.7890625 | 16.7483333333333 | 0.0407291666666671 | 0.0109374999999972 | | 32 | 16.8 | 16.7815625 | 16.82625 | -0.0446874999999997 | 0.0184374999999974 | | 33 | 16.8 | 16.7498958333333 | 16.87875 | -0.128854166666666 | 0.0501041666666673 | | 34 | 16.8 | 16.7182291666667 | 16.93125 | -0.213020833333334 | 0.0817708333333336 | | 35 | 16.8 | 16.6865625 | 16.98375 | -0.297187500000001 | 0.113437500000000 | | 36 | 16.8 | 16.6548958333333 | 17.03625 | -0.381354166666667 | 0.145104166666670 | | 37 | 16.8 | 16.6094791666667 | 17.08875 | -0.479270833333334 | 0.190520833333338 | | 38 | 17.43 | 17.6153125 | 17.14125 | 0.4740625 | -0.185312499999998 | | 39 | 17.43 | 17.5811458333333 | 17.19375 | 0.387395833333333 | -0.151145833333331 | | 40 | 17.43 | 17.5469791666667 | 17.24625 | 0.300729166666666 | -0.116979166666667 | | 41 | 17.43 | 17.5128125 | 17.29875 | 0.214062500000001 | -0.0828124999999993 | | 42 | 17.43 | 17.4786458333333 | 17.35125 | 0.127395833333334 | -0.0486458333333353 | | 43 | 17.43 | 17.4444791666667 | 17.40375 | 0.0407291666666671 | -0.0144791666666677 | | 44 | 17.43 | 17.4344791666667 | 17.4791666666667 | -0.0446874999999997 | -0.0044791666666697 | | 45 | 17.43 | 17.4486458333333 | 17.5775 | -0.128854166666666 | -0.0186458333333341 | | 46 | 17.43 | 17.4628125 | 17.6758333333333 | -0.213020833333334 | -0.0328125000000021 | | 47 | 17.43 | 17.4769791666667 | 17.7741666666667 | -0.297187500000001 | -0.0469791666666701 | | 48 | 17.43 | 17.4911458333333 | 17.8725 | -0.381354166666667 | -0.0611458333333346 | | 49 | 17.43 | 17.4915625 | 17.9708333333333 | -0.479270833333334 | -0.0615625000000009 | | 50 | 18.61 | 18.5432291666667 | 18.0691666666667 | 0.4740625 | 0.066770833333333 | | 51 | 18.61 | 18.5548958333333 | 18.1675 | 0.387395833333333 | 0.0551041666666663 | | 52 | 18.61 | 18.5665625 | 18.2658333333333 | 0.300729166666666 | 0.0434374999999996 | | 53 | 18.61 | 18.5782291666667 | 18.3641666666667 | 0.214062500000001 | 0.0317708333333329 | | 54 | 18.61 | 18.5898958333333 | 18.4625 | 0.127395833333334 | 0.0201041666666661 | | 55 | 18.61 | 18.6015625 | 18.5608333333333 | 0.0407291666666671 | 0.00843749999999943 | | 56 | 18.61 | 18.6232291666667 | 18.6679166666667 | -0.0446874999999997 | -0.0132291666666653 | | 57 | 18.61 | 18.6548958333333 | 18.78375 | -0.128854166666666 | -0.0448958333333316 | | 58 | 18.61 | 18.6865625 | 18.8995833333333 | -0.213020833333334 | -0.0765624999999979 | | 59 | 18.61 | 18.7182291666667 | 19.0154166666667 | -0.297187500000001 | -0.108229166666668 | | 60 | 18.61 | 18.7498958333333 | 19.13125 | -0.381354166666667 | -0.139895833333334 | | 61 | 18.61 | 18.7678125 | 19.2470833333333 | -0.479270833333334 | -0.157812499999995 | | 62 | 20 | 19.8369791666667 | 19.3629166666667 | 0.4740625 | 0.163020833333338 | | 63 | 20 | 19.8661458333333 | 19.47875 | 0.387395833333333 | 0.133854166666669 | | 64 | 20 | 19.8953125 | 19.5945833333333 | 0.300729166666666 | 0.104687500000001 | | 65 | 20 | 19.9244791666667 | 19.7104166666667 | 0.214062500000001 | 0.0755208333333393 | | 66 | 20 | 19.9536458333333 | 19.82625 | 0.127395833333334 | 0.0463541666666707 | | 67 | 20 | 19.9828125 | 19.9420833333333 | 0.0407291666666671 | 0.0171875000000021 | | 68 | 20 | 19.9807291666667 | 20.0254166666667 | -0.0446874999999997 | 0.0192708333333371 | | 69 | 20 | 19.9473958333333 | 20.07625 | -0.128854166666666 | 0.0526041666666721 | | 70 | 20 | 19.9140625 | 20.1270833333333 | -0.213020833333334 | 0.0859375000000071 | | 71 | 20 | 19.8807291666667 | 20.1779166666667 | -0.297187500000001 | 0.119270833333335 | | 72 | 20 | 19.8473958333333 | 20.22875 | -0.381354166666667 | 0.15260416666667 | | 73 | 20 | 19.8003125 | 20.2795833333333 | -0.479270833333334 | 0.199687500000003 | | 74 | 20.61 | 20.8044791666667 | 20.3304166666667 | 0.4740625 | -0.194479166666664 | | 75 | 20.61 | 20.7686458333333 | 20.38125 | 0.387395833333333 | -0.158645833333331 | | 76 | 20.61 | 20.7328125 | 20.4320833333333 | 0.300729166666666 | -0.122812499999998 | | 77 | 20.61 | 20.6969791666667 | 20.4829166666667 | 0.214062500000001 | -0.0869791666666657 | | 78 | 20.61 | 20.6611458333333 | 20.53375 | 0.127395833333334 | -0.051145833333333 | | 79 | 20.61 | 20.6253125 | 20.5845833333333 | 0.0407291666666671 | -0.0153125000000003 | | 80 | 20.61 | 20.5178125 | 20.5625 | -0.0446874999999997 | 0.0921874999999979 | | 81 | 20.61 | 20.3386458333333 | 20.4675 | -0.128854166666666 | 0.271354166666669 | | 82 | 20.61 | 20.1594791666667 | 20.3725 | -0.213020833333334 | 0.450520833333336 | | 83 | 20.61 | 19.9803125 | 20.2775 | -0.297187500000001 | 0.629687500000003 | | 84 | 20.61 | 19.8011458333333 | 20.1825 | -0.381354166666667 | 0.80885416666667 | | 85 | 20.61 | NA | NA | NA | NA | | 86 | 19.47 | NA | NA | NA | NA | | 87 | 19.47 | NA | NA | NA | NA | | 88 | 19.47 | NA | NA | NA | NA | | 89 | 19.47 | NA | NA | NA | NA | | 90 | 19.47 | NA | NA | NA | NA |
| | | Charts produced by software: |  | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Jun/01/t12123392459fybnso84jybnmj/1e8681212339200.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Jun/01/t12123392459fybnso84jybnmj/1e8681212339200.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Jun/01/t12123392459fybnso84jybnmj/2q8ax1212339200.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Jun/01/t12123392459fybnso84jybnmj/2q8ax1212339200.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Jun/01/t12123392459fybnso84jybnmj/34sfz1212339200.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Jun/01/t12123392459fybnso84jybnmj/34sfz1212339200.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Jun/01/t12123392459fybnso84jybnmj/4682e1212339200.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Jun/01/t12123392459fybnso84jybnmj/4682e1212339200.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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