datareeks-diesel-seda hovhannesian

*Unverified author*

R Software Module: rwasp_decompose.wasp (opens new window with default values)

Title produced by software: Classical Decomposition

Date of computation: Thu, 06 Aug 2009 05:47:28 -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/Aug/06/t1249559398z277n2r1ctq8uq2.htm/, Retrieved Thu, 06 Aug 2009 13:50:03 +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/Aug/06/t1249559398z277n2r1ctq8uq2.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 «

0.9 0.92 0.92 0.95 1.06 1.17 1.23 1.26 1.37 1.37 1.31 1.21 1.2 1.11 1.11 1.11 1.17 1.08 1.05 1.03 1.04 1.02 1.01 1.01 0.98 0.96 0.94 0.99 0.99 0.98 1.02 1.06 1.06 1.06 1.06 1.06 1.04 1.02 1.01 1 1.04 1.09 1.08 1.06 1.06 1.03 0.97 0.98 0.93 0.88 0.86 0.9 0.91 0.93 0.89 0.88 0.83 0.81 0.83 0.8 0.76 0.73 0.74 0.74 0.75 0.74 0.74 0.73 0.71 0.71 0.7 0.75 0.81 0.78 0.75

Output produced by software:

Summary of computational transaction Raw Input view raw input (R code) Raw Output view raw output of R engine Computing time 3 seconds R Server 'Gwilym Jenkins' @ 72.249.127.135 Classical Decomposition by Moving Averages t Observations Fit Trend Seasonal Random 1 0.9 NA NA 0.981564036240879 NA 2 0.92 NA NA 0.94892423144206 NA 3 0.92 NA NA 0.950913787510287 NA 4 0.95 NA NA 0.978513917351819 NA 5 1.06 NA NA 1.01277969844348 NA 6 1.17 NA NA 1.01549619726237 NA 7 1.23 1.16793894574813 1.15166666666667 1.01412933060619 1.05313724187193 8 1.26 1.19004056106608 1.17208333333333 1.01532077730487 1.05878744071651 9 1.37 1.19500835933459 1.18791666666667 1.00596985703368 1.14643549503106 10 1.37 1.22670812439042 1.2025 1.02013149637457 1.11681008119253 11 1.31 1.23735962002374 1.21375 1.01945179816580 1.05870595645821 12 1.21 1.25928591777064 1.21458333333333 1.03680487226400 0.960862011497836 13 1.2 1.18114872360986 1.20333333333333 0.981564036240879 1.01596012086651 14 1.11 1.12566136954814 1.18625 0.94892423144206 0.98608696187697 15 1.11 1.10583349205884 1.16291666666667 0.950913787510287 1.00376775343764 16 1.11 1.11020558206208 1.13458333333333 0.978513917351819 0.999814825231105 17 1.17 1.12165351602616 1.1075 1.01277969844348 1.04310286847326 18 1.08 1.10350586769177 1.08666666666667 1.01549619726237 0.97869891916303 19 1.05 1.08427327597312 1.06916666666667 1.01412933060619 0.968390555469184 20 1.03 1.06989426908500 1.05375 1.01532077730487 0.962711951790225 21 1.04 1.04662780542212 1.04041666666667 1.00596985703368 0.993667466708044 22 1.02 1.04903522210518 1.02833333333333 1.02013149637457 0.972321975951468 23 1.01 1.03559311830343 1.01583333333333 1.01945179816580 0.975286511805568 24 1.01 1.04112489256510 1.00416666666667 1.03680487226400 0.970104554422466 25 0.98 0.980337081195577 0.99875 0.981564036240879 0.99965615786443 26 0.96 0.947738076152758 0.99875 0.94892423144206 1.01293809350471 27 0.94 0.951706215666546 1.00083333333333 0.950913787510287 0.987699759154828 28 0.99 0.981775630409659 1.00333333333333 0.978513917351819 1.00837703578659 29 0.99 1.01995355464079 1.00708333333333 1.01277969844348 0.970632432717644 30 0.98 1.02692052948157 1.01125 1.01549619726237 0.954309483417127 31 1.02 1.03018637834079 1.01583333333333 1.01412933060619 0.990112101504201 32 1.06 1.03647329349872 1.02083333333333 1.01532077730487 1.02269880627784 33 1.06 1.03237656578081 1.02625 1.00596985703368 1.02675713023212 34 1.06 1.05031038647565 1.02958333333333 1.02013149637457 1.00922547624885 35 1.06 1.05215921002362 1.03208333333333 1.01945179816580 1.00745209460857 36 1.06 1.07698106106423 1.03875 1.03680487226400 0.98423272081735 37 1.04 1.02655238790192 1.04583333333333 0.981564036240879 1.01309978161520 38 1.02 0.994788902628427 1.04833333333333 0.94892423144206 1.02534316306199 39 1.01 0.996874620573284 1.04833333333333 0.950913787510287 1.01316652982816 40 1 1.0245856142938 1.04708333333333 0.978513917351819 0.976004333897713 41 1.04 1.05540084408631 1.04208333333333 1.01277969844348 0.985407587863315 42 1.09 1.05103856416655 1.035 1.01549619726237 1.03706946363509 43 1.08 1.04159533331011 1.02708333333333 1.01412933060619 1.03687100494954 44 1.06 1.03224279025995 1.01666666666667 1.01532077730487 1.02689019482816 45 1.06 1.01058055221175 1.00458333333333 1.00596985703368 1.04890203723008 46 1.03 1.01418072931239 0.994166666666667 1.02013149637457 1.01559807855779 47 0.97 1.00373524961075 0.984583333333333 1.01945179816580 0.966390291041558 48 0.98 1.00829273827674 0.9725 1.03680487226400 0.971939956321524 49 0.93 0.940256549715742 0.957916666666667 0.981564036240879 0.989091754033681 50 0.88 0.894361088134142 0.9425 0.94892423144206 0.98394262862654 51 0.86 0.879991467525145 0.925416666666667 0.950913787510287 0.977282202995254 52 0.9 0.887185951732316 0.906666666666667 0.978513917351819 1.01444347517300 53 0.91 0.903061897778772 0.891666666666667 1.01277969844348 1.00768286452822 54 0.93 0.89194415992878 0.878333333333333 1.01549619726237 1.04266616878153 55 0.89 0.875954209311096 0.86375 1.01412933060619 1.01603484581683 56 0.88 0.863445711033014 0.850416666666666 1.01532077730487 1.01917235647297 57 0.83 0.844176371694094 0.839166666666667 1.00596985703368 0.983206860355917 58 0.81 0.844158813249958 0.8275 1.02013149637457 0.959535086628488 59 0.83 0.83000367233999 0.814166666666667 1.01945179816580 0.999995575513563 60 0.8 0.829011895781086 0.799583333333333 1.03680487226400 0.965004246707761 61 0.76 0.77093675346419 0.785416666666667 0.981564036240879 0.985813682620467 62 0.73 0.733439353885426 0.772916666666667 0.94892423144206 0.995310649930078 63 0.74 0.724279334820335 0.761666666666666 0.950913787510287 1.02170525158441 64 0.74 0.736331722807244 0.7525 0.978513917351819 1.00498182691189 65 0.75 0.752410917635304 0.742916666666667 1.01277969844348 0.996795743417863 66 0.74 0.746812828403367 0.735416666666667 1.01549619726237 0.990877462003522 67 0.74 0.745807611883302 0.735416666666666 1.01412933060619 0.992212989260546 68 0.73 0.750914324881725 0.739583333333333 1.01532077730487 0.9721481876311 69 0.71 0.746513464740408 0.742083333333333 1.00596985703368 0.951088002474134 70 0.71 NA NA 1.02013149637457 NA 71 0.7 NA NA 1.01945179816580 NA 72 0.75 NA NA 1.03680487226400 NA 73 0.81 NA NA NA NA 74 0.78 NA NA NA NA 75 0.75 NA NA NA NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/06/t1249559398z277n2r1ctq8uq2/154wk1249559245.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/06/t1249559398z277n2r1ctq8uq2/154wk1249559245.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/06/t1249559398z277n2r1ctq8uq2/2w5ho1249559245.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/06/t1249559398z277n2r1ctq8uq2/2w5ho1249559245.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/06/t1249559398z277n2r1ctq8uq2/33bo91249559245.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/06/t1249559398z277n2r1ctq8uq2/33bo91249559245.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/06/t1249559398z277n2r1ctq8uq2/4irco1249559245.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/06/t1249559398z277n2r1ctq8uq2/4irco1249559245.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')

Copyright

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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