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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: Mon, 19 May 2008 08:38:53 -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/19/t1211207990jzyppkbid8ktcw2.htm/, Retrieved Mon, 19 May 2008 16:39:50 +0200
 
User-defined keywords:
inkom multi
 
Dataseries X:
» Textbox « » Textfile « » CSV «
14,32 14,32 14,32 14,32 14,32 14,32 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:
tomas van gastel
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time4 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001


Classical Decomposition by Moving Averages
tObservationsFitTrendSeasonalRandom
114.32NANA1.00250392959128NA
214.32NANA0.997820351868637NA
314.32NANA0.993066155881645NA
414.32NANA0.98842123559919NA
514.32NANA0.98382402218721NA
614.32NANA0.979273733192445NA
714.3214.162590037155414.52916666666670.9747696039338391.01111448982366
814.6714.938522036029514.56916666666671.025351852841930.982024859261053
914.814.911013650747014.60916666666671.020661478574890.992554922599684
1014.814.883817327066914.64916666666671.016018021075160.994368559810628
1114.814.856927713542314.68916666666671.011420732753770.996168271486548
1214.814.830339581823014.72916666666671.006868882500000.997954222042215
1314.814.806147620121914.76916666666671.002503929591280.999584792730719
1414.814.793933991892414.826250.9978203518686371.00041003347121
1514.814.791720391857114.8950.9930661558816451.00055974612307
1614.814.785134315837914.95833333333330.988421235599191.00100544802939
1714.814.778676519955515.02166666666670.983824022187211.00144285450836
1814.814.772344265208015.0850.9792737331924451.00187212904705
1914.814.766134883591115.14833333333330.9747696039338391.00229343133297
2015.5615.597310601480415.21166666666671.025351852841930.99760788238218
2115.5615.590604085231415.2751.020661478574890.99803701735583
2215.5615.584023079924615.33833333333331.016018021075160.998458480213912
2315.5615.577564985629315.40166666666671.011420732753770.998872417759416
2415.5615.571227267862515.4651.006868882500000.999278973476566
2515.5615.567215186670015.52833333333331.002503929591280.999536513976106
2615.5615.577638726589215.61166666666670.9978203518686370.998867689327067
2715.5615.606034639680115.7150.9930661558816450.997050202646417
2815.5615.635176578453215.81833333333330.988421235599190.995191830544672
2915.5615.66411813992415.92166666666670.983824022187210.993353080014211
3015.5615.692861574408916.0250.9792737331924450.991533629875026
3115.5615.721409095446316.12833333333330.9747696039338390.98973316612612
3216.816.643169491379216.23166666666671.025351852841931.00942311551307
3316.816.672505252520816.3351.020661478574891.00764700598669
3416.816.701642903107216.43833333333331.016018021075161.00588906716922
3516.816.730584620968616.54166666666671.011420732753771.00414901096429
3616.816.759332549212516.6451.006868882500001.00242655551276
3716.816.790269980771316.74833333333331.002503929591281.00057950344097
3816.816.789574695629716.826250.9978203518686371.00062093915774
3916.816.761715378587316.878750.9930661558816451.00228405151549
4016.816.735207045238816.931250.988421235599191.00387165540206
4116.816.70902123682216.983750.983824022187211.00544488883511
4216.816.683152137099817.036250.9792737331924451.00700394397533
4316.816.657594069224417.088750.9747696039338391.00854900954987
4417.4317.575812447526717.141251.025351852841930.991703800438132
4517.4317.54899829724717.193751.020661478574890.993219083207407
4617.4317.522500795967517.246251.016018021075160.994721027720608
4717.4317.496314400724317.298751.011420732753770.996209807436842
4817.4317.470433697478217.351251.006868882500000.997685592803342
4917.4317.447327764624317.403751.002503929591280.99900685280531
5017.4317.441068233703917.47916666666670.9978203518686370.999365392442964
5117.4317.455620355009617.57750.9930661558816450.998532257548654
5217.4317.471169023578717.67583333333330.988421235599190.997643602238458
5317.4317.486652141025817.77416666666670.983824022187210.99676026373894
5417.4317.502069796482017.87250.9792737331924450.99588221294281
5517.4317.517422090694417.97083333333330.9747696039338390.995009420322138
5618.6118.527253520976218.06916666666671.025351852841931.00446620320330
5718.6118.542867412009318.16751.020661478574891.00362039950451
5818.6118.558415836622118.26583333333331.016018021075161.00277955639275
5918.6118.573898906412418.36416666666671.011420732753771.00194364649929
6018.6118.589316743156318.46251.006868882500001.00111264212286
6118.6118.607308353155518.56083333333331.002503929591281.00014465535764
6218.6118.627227176987718.66791666666670.9978203518686370.999075161492151
6318.6118.653506405541918.783750.9930661558816450.997667655367522
6418.6118.680749510643218.89958333333330.988421235599190.996212704923704
6518.6118.707823708565719.01541666666670.983824022187210.994770973359082
6618.6118.734730608138019.131250.9792737331924450.993342279067317
6718.6118.761471797714919.24708333333330.9747696039338390.99192644375942
682019.853802480590519.36291666666671.025351852841931.00736370373144
692019.881209775790619.478751.020661478574891.00597499978870
702019.908449782125719.59458333333331.016018021075161.00459856085613
712019.935524067882119.71041666666671.011420732753771.00323422308329
722019.962434181665719.826251.006868882500001.00188182553252
732019.992016905903519.94208333333331.002503929591281.00039931409292
742019.981768304649420.02541666666670.9978203518686371.00091241651252
752019.937044412018920.076250.9930661558816451.00315771920251
762019.894036577341220.12708333333330.988421235599191.00532639126539
772019.851519134358320.17791666666670.983824022187211.00747957194796
782019.809483530316720.228750.9792737331924451.00961743749612
792019.767921413776620.27958333333330.9747696039338391.01174016131315
8020.6120.845830398215020.33041666666671.025351852841930.988686927135547
8120.6120.802356760204420.381251.020661478574890.990753126560524
8220.6120.759364874776220.43208333333331.016018021075160.992804940051049
8320.6120.716846583934420.48291666666671.011420732753770.994842526660535
8420.6120.674793916034420.533751.006868882500000.996866042955612
8520.6120.636125680665920.58458333333331.002503929591280.998733983254891
8620.6120.517680985298820.56250.9978203518686371.00449948582236
8720.6120.325581545507620.46750.9930661558816451.01399312752039
8820.6120.136611622244520.37250.988421235599191.02350883985032
8920.6119.949491609901120.27750.983824022187211.03310903370445
9020.6119.764192120156520.18250.9792737331924451.04279496347239
9120.61NANA0.974769603933839NA
9219.47NANA1.02535185284193NA
9319.47NANA1.02066147857489NA
9419.47NANA1.01601802107516NA
9519.47NANA1.01142073275377NA
9619.47NANA1.00686888250000NA
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t1211207990jzyppkbid8ktcw2/10cyx1211207926.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t1211207990jzyppkbid8ktcw2/10cyx1211207926.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t1211207990jzyppkbid8ktcw2/2in8e1211207926.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t1211207990jzyppkbid8ktcw2/2in8e1211207926.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t1211207990jzyppkbid8ktcw2/39uzw1211207926.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t1211207990jzyppkbid8ktcw2/39uzw1211207926.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t1211207990jzyppkbid8ktcw2/4707x1211207926.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/19/t1211207990jzyppkbid8ktcw2/4707x1211207926.ps (open in new window)


 
Parameters (Session):
par1 = multiplicative ; par2 = 12 ;
 
Parameters (R input):
par1 = multiplicative ; 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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