| | | *Unverified author* | | R Software Module: rwasp_decompose.wasp (opens new window with default values) | | Title produced by software: Classical Decomposition | | Date of computation: Sun, 16 Aug 2009 10:53:59 -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/16/t1250441665p7h3uzdxu3q4h9h.htm/, Retrieved Sun, 16 Aug 2009 18:54:30 +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/16/t1250441665p7h3uzdxu3q4h9h.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 « | | 72,84
73,96
73,26
73,86
73,04
212,8
157,92
111,55
99,01
89,5
100,95
116,06
131,5
137,43
138,53
137,26
136,81
182,98
149,45
109,34
93,37
84,09
83,83
82,94
82,88
81,41
79,87
79,66
76,07
182,69
165,78
142,5
120,6
105,73
98,72
98,41
96,08
97,3
97,5
97,02
98,75
232,81
240,83
193,4
148,28
138,34
135,34
134,02
133,86
131,67
132,43
130,21
129,98
206,16
195,17
159,16
136,33
125,18
121,21
119,38
119,26
119,75
118,78
116,97
121,69
223,51
228,58
205,22
189,4
180,14
177,59
176,39
171,16
173,11
171,74
175,97
179,64
254,62
240,5
212,01
176,36
153,24
146,69
141,52
142,6
143,19
142,32
142,03
144,92
177,31
194,4
189,19
180,44
175,84
178,54
176,55
| | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 72.84 | NA | NA | -16.6708035714286 | NA | | 2 | 73.96 | NA | NA | -16.4186607142857 | NA | | 3 | 73.26 | NA | NA | -17.7497916666667 | NA | | 4 | 73.86 | NA | NA | -19.0412797619048 | NA | | 5 | 73.04 | NA | NA | -18.7684821428571 | NA | | 6 | 212.8 | NA | NA | 62.1553273809524 | NA | | 7 | 157.92 | 165.415029761905 | 107.006666666667 | 58.4083630952381 | -7.49502976190477 | | 8 | 111.55 | 134.669315476190 | 112.095416666667 | 22.5738988095238 | -23.1193154761905 | | 9 | 99.01 | 114.948898809524 | 117.459583333333 | -2.51068452380952 | -15.9388988095238 | | 10 | 89.5 | 107.046160714286 | 122.820833333333 | -15.7746726190476 | -17.5461607142857 | | 11 | 100.95 | 109.812708333333 | 128.119583333333 | -18.306875 | -8.8627083333333 | | 12 | 116.06 | 111.637827380952 | 129.534166666667 | -17.8963392857143 | 4.42217261904764 | | 13 | 131.5 | 111.267946428571 | 127.93875 | -16.6708035714286 | 20.2320535714286 | | 14 | 137.43 | 111.075089285714 | 127.49375 | -16.4186607142857 | 26.3549107142857 | | 15 | 138.53 | 109.416875 | 127.166666666667 | -17.7497916666667 | 29.1131250000000 | | 16 | 137.26 | 107.664970238095 | 126.70625 | -19.0412797619048 | 29.5950297619047 | | 17 | 136.81 | 106.999017857143 | 125.7675 | -18.7684821428571 | 29.8109821428572 | | 18 | 182.98 | 185.829494047619 | 123.674166666667 | 62.1553273809524 | -2.84949404761906 | | 19 | 149.45 | 178.676696428571 | 120.268333333333 | 58.4083630952381 | -29.2266964285715 | | 20 | 109.34 | 138.482232142857 | 115.908333333333 | 22.5738988095238 | -29.1422321428571 | | 21 | 93.37 | 108.619315476190 | 111.13 | -2.51068452380952 | -15.2493154761905 | | 22 | 84.09 | 90.5111607142857 | 106.285833333333 | -15.7746726190476 | -6.4211607142857 | | 23 | 83.83 | 83.048125 | 101.355 | -18.306875 | 0.781875 | | 24 | 82.94 | 80.915744047619 | 98.8120833333333 | -17.8963392857143 | 2.02425595238095 | | 25 | 82.88 | 82.8096130952381 | 99.4804166666667 | -16.6708035714286 | 0.0703869047618753 | | 26 | 81.41 | 85.1238392857143 | 101.5425 | -16.4186607142857 | -3.71383928571429 | | 27 | 79.87 | 86.3089583333333 | 104.05875 | -17.7497916666667 | -6.43895833333332 | | 28 | 79.66 | 87.0537202380952 | 106.095 | -19.0412797619048 | -7.39372023809521 | | 29 | 76.07 | 88.8486011904762 | 107.617083333333 | -18.7684821428571 | -12.7786011904762 | | 30 | 182.69 | 171.037410714286 | 108.882083333333 | 62.1553273809524 | 11.6525892857143 | | 31 | 165.78 | 168.485029761905 | 110.076666666667 | 58.4083630952381 | -2.70502976190477 | | 32 | 142.5 | 133.862648809524 | 111.28875 | 22.5738988095238 | 8.63735119047621 | | 33 | 120.6 | 110.174732142857 | 112.685416666667 | -2.51068452380952 | 10.4252678571428 | | 34 | 105.73 | 98.3686607142857 | 114.143333333333 | -15.7746726190476 | 7.3613392857143 | | 35 | 98.72 | 97.5047916666667 | 115.811666666667 | -18.306875 | 1.21520833333334 | | 36 | 98.41 | 100.948660714286 | 118.845 | -17.8963392857143 | -2.53866071428571 | | 37 | 96.08 | 107.389613095238 | 124.060416666667 | -16.6708035714286 | -11.3096130952381 | | 38 | 97.3 | 112.889672619048 | 129.308333333333 | -16.4186607142857 | -15.5896726190476 | | 39 | 97.5 | 114.832708333333 | 132.5825 | -17.7497916666667 | -17.3327083333333 | | 40 | 97.02 | 116.053303571429 | 135.094583333333 | -19.0412797619048 | -19.0333035714286 | | 41 | 98.75 | 119.210684523810 | 137.979166666667 | -18.7684821428571 | -20.4606845238095 | | 42 | 232.81 | 203.144077380952 | 140.98875 | 62.1553273809524 | 29.6659226190476 | | 43 | 240.83 | 202.455029761905 | 144.046666666667 | 58.4083630952381 | 38.3749702380952 | | 44 | 193.4 | 169.626815476190 | 147.052916666667 | 22.5738988095238 | 23.7731845238095 | | 45 | 148.28 | 147.429732142857 | 149.940416666667 | -2.51068452380952 | 0.850267857142853 | | 46 | 138.34 | 137.004077380952 | 152.77875 | -15.7746726190476 | 1.33592261904764 | | 47 | 135.34 | 137.156041666667 | 155.462916666667 | -18.306875 | -1.81604166666665 | | 48 | 134.02 | 137.757410714286 | 155.65375 | -17.8963392857143 | -3.73741071428572 | | 49 | 133.86 | 135.970029761905 | 152.640833333333 | -16.6708035714286 | -2.11002976190477 | | 50 | 131.67 | 132.893005952381 | 149.311666666667 | -16.4186607142857 | -1.22300595238093 | | 51 | 132.43 | 129.637291666667 | 147.387083333333 | -17.7497916666667 | 2.79270833333337 | | 52 | 130.21 | 127.299553571429 | 146.340833333333 | -19.0412797619048 | 2.91044642857145 | | 53 | 129.98 | 126.435267857143 | 145.20375 | -18.7684821428571 | 3.54473214285716 | | 54 | 206.16 | 206.160327380952 | 144.005 | 62.1553273809524 | -0.000327380952370504 | | 55 | 195.17 | 201.195029761905 | 142.786666666667 | 58.4083630952381 | -6.02502976190476 | | 56 | 159.16 | 164.255565476190 | 141.681666666667 | 22.5738988095238 | -5.09556547619047 | | 57 | 136.33 | 138.105565476190 | 140.61625 | -2.51068452380952 | -1.77556547619048 | | 58 | 125.18 | 123.721160714286 | 139.495833333333 | -15.7746726190476 | 1.45883928571428 | | 59 | 121.21 | 120.291875 | 138.59875 | -18.306875 | 0.918125000000003 | | 60 | 119.38 | 121.079910714286 | 138.97625 | -17.8963392857143 | -1.69991071428572 | | 61 | 119.26 | 124.420446428571 | 141.09125 | -16.6708035714286 | -5.16044642857139 | | 62 | 119.75 | 127.983839285714 | 144.4025 | -16.4186607142857 | -8.23383928571431 | | 63 | 118.78 | 130.783125 | 148.532916666667 | -17.7497916666667 | -12.003125 | | 64 | 116.97 | 133.992886904762 | 153.034166666667 | -19.0412797619048 | -17.0228869047619 | | 65 | 121.69 | 138.904851190476 | 157.673333333333 | -18.7684821428571 | -17.2148511904762 | | 66 | 223.51 | 224.553244047619 | 162.397916666667 | 62.1553273809524 | -1.04324404761903 | | 67 | 228.58 | 225.344196428571 | 166.935833333333 | 58.4083630952381 | 3.23580357142856 | | 68 | 205.22 | 193.895565476190 | 171.321666666667 | 22.5738988095238 | 11.3244345238095 | | 69 | 189.4 | 173.240982142857 | 175.751666666667 | -2.51068452380952 | 16.1590178571429 | | 70 | 180.14 | 164.641994047619 | 180.416666666667 | -15.7746726190476 | 15.4980059523810 | | 71 | 177.59 | 166.982708333333 | 185.289583333333 | -18.306875 | 10.6072916666667 | | 72 | 176.39 | 171.104077380952 | 189.000416666667 | -17.8963392857143 | 5.2859226190476 | | 73 | 171.16 | 174.122529761905 | 190.793333333333 | -16.6708035714286 | -2.96252976190476 | | 74 | 173.11 | 175.154255952381 | 191.572916666667 | -16.4186607142857 | -2.04425595238095 | | 75 | 171.74 | 173.562708333333 | 191.3125 | -17.7497916666667 | -1.82270833333331 | | 76 | 175.97 | 170.607053571429 | 189.648333333333 | -19.0412797619048 | 5.36294642857143 | | 77 | 179.64 | 168.471517857143 | 187.24 | -18.7684821428571 | 11.1684821428572 | | 78 | 254.62 | 246.654910714286 | 184.499583333333 | 62.1553273809524 | 7.96508928571433 | | 79 | 240.5 | 240.265029761905 | 181.856666666667 | 58.4083630952381 | 0.234970238095258 | | 80 | 212.01 | 201.993898809524 | 179.42 | 22.5738988095238 | 10.0161011904762 | | 81 | 176.36 | 174.436815476190 | 176.9475 | -2.51068452380952 | 1.92318452380957 | | 82 | 153.24 | 158.532827380952 | 174.3075 | -15.7746726190476 | -5.29282738095236 | | 83 | 146.69 | 153.139791666667 | 171.446666666667 | -18.306875 | -6.44979166666667 | | 84 | 141.52 | 148.882410714286 | 166.77875 | -17.8963392857143 | -7.36241071428572 | | 85 | 142.6 | 144.965863095238 | 161.636666666667 | -16.6708035714286 | -2.3658630952381 | | 86 | 143.19 | 142.346339285714 | 158.765 | -16.4186607142857 | 0.843660714285704 | | 87 | 142.32 | 140.234375 | 157.984166666667 | -17.7497916666667 | 2.08562499999999 | | 88 | 142.03 | 140.054553571429 | 159.095833333333 | -19.0412797619048 | 1.97544642857142 | | 89 | 144.92 | 142.596101190476 | 161.364583333333 | -18.7684821428571 | 2.32389880952383 | | 90 | 177.31 | 226.306577380952 | 164.15125 | 62.1553273809524 | -48.9965773809524 | | 91 | 194.4 | NA | NA | 58.4083630952381 | NA | | 92 | 189.19 | NA | NA | 22.5738988095238 | NA | | 93 | 180.44 | NA | NA | -2.51068452380952 | NA | | 94 | 175.84 | NA | NA | -15.7746726190476 | NA | | 95 | 178.54 | NA | NA | -18.306875 | NA | | 96 | 176.55 | NA | NA | -17.8963392857143 | NA |
| | | Charts produced by software: |  | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/16/t1250441665p7h3uzdxu3q4h9h/17now1250441636.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/16/t1250441665p7h3uzdxu3q4h9h/17now1250441636.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/16/t1250441665p7h3uzdxu3q4h9h/2v1vn1250441636.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/16/t1250441665p7h3uzdxu3q4h9h/2v1vn1250441636.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/16/t1250441665p7h3uzdxu3q4h9h/3os951250441636.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/16/t1250441665p7h3uzdxu3q4h9h/3os951250441636.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/16/t1250441665p7h3uzdxu3q4h9h/4extc1250441636.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/16/t1250441665p7h3uzdxu3q4h9h/4extc1250441636.ps (open in new window) |
| | | | Parameters (Session): | | par2 = grey ; par3 = FALSE ; par4 = Unknown ; | | | | Parameters (R input): | | par1 = additive ; par2 = 12 ; par3 = FALSE ; par4 = Unknown ; | | | | 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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