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R Software Module: rwasp_decompose.wasp (opens new window with default values)
Title produced by software: Classical Decomposition
Date of computation: Wed, 07 May 2008 11:14:35 -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/May/07/t1210180583e6lbacojuupsiqk.htm/, Retrieved Wed, 07 May 2008 19:16:29 +0200
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
56421 53152 53536 52408 41454 38271 35306 26414 31917 38030 27534 18387 50556 43901 48572 43899 37532 40357 35489 29027 34485 42598 30306 26451 47460 50104 61465 53726 39477 43895 31481 29896 33842 39120 33702 25094 51442 45594 52518 48564 41745 49585 32747 33379 35645 37034 35681 20972 58552 54955 65540 51570 51145 46641 35704 33253 35193 41668 34865 21210 56126 49231 59723 48103 47472 50497 40059 34149 36860 46356 36577
 
Text written by user:
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Classical Decomposition by Moving Averages
tObservationsFitTrendSeasonalRandom
156421NANA2526.09166666667NA
253152NANA3471.275NA
35353652775.308333333352008.375766.933333333333760.691666666666
45240841513.07548277.375-6764.310894.925
54145446664.591666666744138.52526.09166666667-5210.59166666667
63827142081.77538610.53471.275-3810.775
73530634936.058333333334169.125766.933333333333369.941666666666
82641426182.57532946.875-6764.3231.425000000003
93191734471.341666666731945.252526.09166666667-2554.34166666667
103803033441.6529970.3753471.2754588.35
112753432063.808333333331296.875766.933333333333-4529.80833333333
121838727596.32534360.625-6764.3-9209.325
135055640250.341666666737724.252526.0916666666710305.6583333333
144390147014.275435433471.275-3113.275
154857245870.933333333345104766.9333333333332701.06666666667
164389936268.743033-6764.37630.3
173753243480.716666666740954.6252526.09166666667-5948.71666666667
184035740931.52537460.253471.275-574.525000000001
193548935987.308333333335220.375766.933333333333-498.308333333334
202902728355.32535119.625-6764.3671.675000000003
213448537277.966666666734751.8752526.09166666667-2792.96666666667
224259837253.275337823471.2755344.725
233030635848.808333333335081.875766.933333333333-5542.80833333333
242645130877.737642-6764.3-4426.7
254746045001.216666666742475.1252526.091666666672458.78333333333
265010453250.6549779.3753471.275-3146.65
276146552957.808333333352190.875766.9333333333338507.19166666667
285372643652.57550416.875-6764.310073.425
293947748418.841666666745892.752526.09166666667-8941.84166666667
304389542637.275391663471.2751257.72500000000
313148136249.808333333335482.875766.933333333333-4768.80833333333
322989627417.32534181.625-6764.32478.67500000000
333384236388.466666666733862.3752526.09166666667-2546.46666666667
343912037011.02533539.753471.2752108.975
353370235906.433333333335139.5766.933333333333-2204.43333333333
362509431384.4538148.75-6764.3-6290.45
375144243836.0916666667413102526.091666666677605.90833333333
384559450067.02546595.753471.275-4473.025
395251849084.308333333348317.375766.9333333333333433.69166666667
404856440839.82547604.125-6764.37724.175
414174548157.716666666745631.6252526.09166666667-6412.71666666667
424958544733.441262.1253471.2754851.6
433274739368.433333333338601.5766.933333333333-6621.43333333333
443337929505.82536270.125-6764.33873.175
453564537594.0916666667350682526.09166666667-1949.09166666667
463703437355.1533883.8753471.275-321.150000000001
473568135963.308333333335196.375766.933333333333-282.308333333334
482097233535.57540299.875-6764.3-12563.575
495855248798.466666666746272.3752526.091666666679753.53333333333
505495557300.77553829.53471.275-2345.775
516554057495.308333333356728.375766.9333333333338044.69166666667
525157047998.9554763.25-6764.33571.05
535114552520.591666666749994.52526.09166666667-1375.59166666667
544664147446.6543975.3753471.275-805.650000000001
553570440458.683333333339691.75766.933333333333-4754.68333333333
563325330311.82537076.125-6764.32941.175
573519338875.716666666736349.6252526.09166666667-3682.71666666667
584166838210.6534739.3753471.2753457.35
593486536617.558333333335850.625766.933333333333-1752.55833333333
602121032648.32539412.625-6764.3-11438.325
615612645991.341666666743465.252526.0916666666710134.6583333333
624923153405.449934.1253471.275-4174.4
635972352980.933333333352214766.9333333333336742.06666666667
644810344526.251290.5-6764.33576.8
654747251516.841666666748990.752526.09166666667-4044.84166666667
665049748259.77544788.53471.2752237.225
674005942484.683333333341717.75766.933333333333-2425.68333333333
683414933109.32539873.625-6764.31039.67500000000
6936860NA38920.75NANA
7046356NANANANA
7136577NANANANA
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/07/t1210180583e6lbacojuupsiqk/18vda1210180472.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/07/t1210180583e6lbacojuupsiqk/18vda1210180472.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/07/t1210180583e6lbacojuupsiqk/2a0d01210180472.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/07/t1210180583e6lbacojuupsiqk/2a0d01210180472.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/07/t1210180583e6lbacojuupsiqk/38uvd1210180472.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/07/t1210180583e6lbacojuupsiqk/38uvd1210180472.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/07/t1210180583e6lbacojuupsiqk/4xzuf1210180472.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/07/t1210180583e6lbacojuupsiqk/4xzuf1210180472.ps (open in new window)


 
Parameters (Session):
par1 = additive ; par2 = 4 ;
 
Parameters (R input):
par1 = additive ; par2 = 4 ;
 
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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This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa


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