| | | *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 11:03:32 -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/t1250442248yhvzw8oeils49vx.htm/, Retrieved Sun, 16 Aug 2009 19:04:13 +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/t1250442248yhvzw8oeils49vx.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 « | | 105,46
104,66
103,52
103,71
103,78
103,67
103,66
102,76
102
101,5
101,5
99,22
98,97
98,9
99,78
104,4
106,21
105,46
108,33
111,72
111,88
112,86
113,09
116,9
114,62
118,86
124,71
122,53
127,89
136,16
134,12
130,26
135,35
131,43
129,61
123,96
121,1
125,38
123,1
129,92
136,68
131,17
124,82
122,47
126,15
118,74
116,8
116,64
116,53
117,68
119,46
126,19
124,39
121,9
122,53
122,93
124,66
124,41
120,93
120,18
123,44
126,1
125,82
122,18
117,27
117,86
119,09
123,08
125,42
121,81
121,66
121,27
120,92
122,16
124,17
127,26
134,16
134,09
135,57
136,13
136,23
140,6
136,5
130,59
129,5
135,25
138,06
146,28
145,04
147,96
156,71
160,97
168,17
163,91
153,05
151,76 | | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 105.46 | NA | NA | -4.37579365079365 | NA | | 2 | 104.66 | NA | NA | -2.28805555555556 | NA | | 3 | 103.52 | NA | NA | -1.48984126984127 | NA | | 4 | 103.71 | NA | NA | 1.12480158730159 | NA | | 5 | 103.78 | NA | NA | 2.28646825396825 | NA | | 6 | 103.67 | NA | NA | 2.08974206349207 | NA | | 7 | 103.66 | 104.358015873016 | 102.682916666667 | 1.67509920634921 | -0.698015873015862 | | 8 | 102.76 | 103.698134920635 | 102.1725 | 1.52563492063493 | -0.938134920634909 | | 9 | 102 | 104.677480158730 | 101.776666666667 | 2.90081349206349 | -2.67748015873015 | | 10 | 101.5 | 102.614265873016 | 101.649583333333 | 0.964682539682542 | -1.11426587301585 | | 11 | 101.5 | 100.636706349206 | 101.779583333333 | -1.14287698412699 | 0.863293650793665 | | 12 | 99.22 | 98.684742063492 | 101.955416666667 | -3.2706746031746 | 0.535257936507946 | | 13 | 98.97 | 97.8487896825397 | 102.224583333333 | -4.37579365079365 | 1.12121031746034 | | 14 | 98.9 | 100.504444444444 | 102.7925 | -2.28805555555556 | -1.60444444444441 | | 15 | 99.78 | 102.087658730159 | 103.5775 | -1.48984126984127 | -2.30765873015871 | | 16 | 104.4 | 105.587301587302 | 104.4625 | 1.12480158730159 | -1.18730158730158 | | 17 | 106.21 | 107.705218253968 | 105.41875 | 2.28646825396825 | -1.49521825396828 | | 18 | 105.46 | 108.728075396825 | 106.638333333333 | 2.08974206349207 | -3.26807539682541 | | 19 | 108.33 | 109.702182539683 | 108.027083333333 | 1.67509920634921 | -1.37218253968253 | | 20 | 111.72 | 111.036468253968 | 109.510833333333 | 1.52563492063493 | 0.683531746031747 | | 21 | 111.88 | 114.282063492063 | 111.38125 | 2.90081349206349 | -2.40206349206348 | | 22 | 112.86 | 114.140099206349 | 113.175416666667 | 0.964682539682542 | -1.28009920634919 | | 23 | 113.09 | 113.691289682540 | 114.834166666667 | -1.14287698412699 | -0.601289682539687 | | 24 | 116.9 | 113.745992063492 | 117.016666666667 | -3.2706746031746 | 3.15400793650794 | | 25 | 114.62 | 114.994623015873 | 119.370416666667 | -4.37579365079365 | -0.374623015872999 | | 26 | 118.86 | 118.929444444444 | 121.2175 | -2.28805555555556 | -0.0694444444444429 | | 27 | 124.71 | 121.478075396825 | 122.967916666667 | -1.48984126984127 | 3.23192460317460 | | 28 | 122.53 | 125.844384920635 | 124.719583333333 | 1.12480158730159 | -3.31438492063492 | | 29 | 127.89 | 128.468134920635 | 126.181666666667 | 2.28646825396825 | -0.578134920634923 | | 30 | 136.16 | 129.253908730159 | 127.164166666667 | 2.08974206349207 | 6.90609126984128 | | 31 | 134.12 | 129.403432539683 | 127.728333333333 | 1.67509920634921 | 4.71656746031745 | | 32 | 130.26 | 129.795634920635 | 128.27 | 1.52563492063493 | 0.464365079365081 | | 33 | 135.35 | 131.375396825397 | 128.474583333333 | 2.90081349206349 | 3.97460317460317 | | 34 | 131.43 | 129.680099206349 | 128.715416666667 | 0.964682539682542 | 1.74990079365082 | | 35 | 129.61 | 128.246706349206 | 129.389583333333 | -1.14287698412699 | 1.36329365079368 | | 36 | 123.96 | 126.277242063492 | 129.547916666667 | -3.2706746031746 | -2.31724206349206 | | 37 | 121.1 | 124.576706349206 | 128.9525 | -4.37579365079365 | -3.47670634920634 | | 38 | 125.38 | 125.952361111111 | 128.240416666667 | -2.28805555555556 | -0.572361111111121 | | 39 | 123.1 | 126.042658730159 | 127.5325 | -1.48984126984127 | -2.94265873015873 | | 40 | 129.92 | 127.745218253968 | 126.620416666667 | 1.12480158730159 | 2.17478174603173 | | 41 | 136.68 | 127.844384920635 | 125.557916666667 | 2.28646825396825 | 8.83561507936508 | | 42 | 131.17 | 126.808908730159 | 124.719166666667 | 2.08974206349207 | 4.36109126984127 | | 43 | 124.82 | 125.898849206349 | 124.22375 | 1.67509920634921 | -1.07884920634922 | | 44 | 122.47 | 125.238134920635 | 123.7125 | 1.52563492063493 | -2.76813492063491 | | 45 | 126.15 | 126.140813492064 | 123.24 | 2.90081349206349 | 0.009186507936505 | | 46 | 118.74 | 123.897599206349 | 122.932916666667 | 0.964682539682542 | -5.1575992063492 | | 47 | 116.8 | 121.122539682540 | 122.265416666667 | -1.14287698412699 | -4.32253968253967 | | 48 | 116.64 | 118.096408730159 | 121.367083333333 | -3.2706746031746 | -1.45640873015874 | | 49 | 116.53 | 116.509623015873 | 120.885416666667 | -4.37579365079365 | 0.0203769841269974 | | 50 | 117.68 | 118.521111111111 | 120.809166666667 | -2.28805555555556 | -0.841111111111104 | | 51 | 119.46 | 119.276408730159 | 120.76625 | -1.48984126984127 | 0.183591269841273 | | 52 | 126.19 | 122.065218253968 | 120.940416666667 | 1.12480158730159 | 4.12478174603174 | | 53 | 124.39 | 123.635218253968 | 121.34875 | 2.28646825396825 | 0.754781746031767 | | 54 | 121.9 | 123.758075396825 | 121.668333333333 | 2.08974206349207 | -1.8580753968254 | | 55 | 122.53 | 123.778849206349 | 122.10375 | 1.67509920634921 | -1.24884920634921 | | 56 | 122.93 | 124.268134920635 | 122.7425 | 1.52563492063493 | -1.33813492063491 | | 57 | 124.66 | 126.259146825397 | 123.358333333333 | 2.90081349206349 | -1.59914682539682 | | 58 | 124.41 | 124.420932539683 | 123.45625 | 0.964682539682542 | -0.0109325396825568 | | 59 | 120.93 | 121.849623015873 | 122.9925 | -1.14287698412699 | -0.919623015873015 | | 60 | 120.18 | 119.256825396825 | 122.5275 | -3.2706746031746 | 0.923174603174616 | | 61 | 123.44 | 117.840039682540 | 122.215833333333 | -4.37579365079365 | 5.59996031746032 | | 62 | 126.1 | 119.790694444444 | 122.07875 | -2.28805555555556 | 6.30930555555555 | | 63 | 125.82 | 120.626825396825 | 122.116666666667 | -1.48984126984127 | 5.19317460317461 | | 64 | 122.18 | 123.164801587302 | 122.04 | 1.12480158730159 | -0.984801587301575 | | 65 | 117.27 | 124.248551587302 | 121.962083333333 | 2.28646825396825 | -6.9785515873016 | | 66 | 117.86 | 124.127658730159 | 122.037916666667 | 2.08974206349207 | -6.2676587301587 | | 67 | 119.09 | 123.653432539683 | 121.978333333333 | 1.67509920634921 | -4.56343253968252 | | 68 | 123.08 | 123.234801587302 | 121.709166666667 | 1.52563492063493 | -0.154801587301577 | | 69 | 125.42 | 124.377063492063 | 121.47625 | 2.90081349206349 | 1.04293650793655 | | 70 | 121.81 | 122.583849206349 | 121.619166666667 | 0.964682539682542 | -0.773849206349198 | | 71 | 121.66 | 121.391706349206 | 122.534583333333 | -1.14287698412699 | 0.268293650793638 | | 72 | 121.27 | 120.643908730159 | 123.914583333333 | -3.2706746031746 | 0.626091269841268 | | 73 | 120.92 | 120.901706349206 | 125.2775 | -4.37579365079365 | 0.0182936507936518 | | 74 | 122.16 | 124.219861111111 | 126.507916666667 | -2.28805555555556 | -2.05986111111110 | | 75 | 124.17 | 126.012242063492 | 127.502083333333 | -1.48984126984127 | -1.84224206349208 | | 76 | 127.26 | 129.860218253968 | 128.735416666667 | 1.12480158730159 | -2.60021825396827 | | 77 | 134.16 | 132.423134920635 | 130.136666666667 | 2.28646825396825 | 1.73686507936509 | | 78 | 134.09 | 133.233075396825 | 131.143333333333 | 2.08974206349207 | 0.856924603174633 | | 79 | 135.57 | 133.564265873016 | 131.889166666667 | 1.67509920634921 | 2.00573412698412 | | 80 | 136.13 | 134.317718253968 | 132.792083333333 | 1.52563492063493 | 1.81228174603174 | | 81 | 136.23 | 136.817063492063 | 133.91625 | 2.90081349206349 | -0.587063492063493 | | 82 | 140.6 | 136.252182539683 | 135.2875 | 0.964682539682542 | 4.34781746031746 | | 83 | 136.5 | 135.390456349206 | 136.533333333333 | -1.14287698412699 | 1.10954365079365 | | 84 | 130.59 | 134.293908730159 | 137.564583333333 | -3.2706746031746 | -3.7039087301587 | | 85 | 129.5 | 134.647539682540 | 139.023333333333 | -4.37579365079365 | -5.1475396825397 | | 86 | 135.25 | 138.651111111111 | 140.939166666667 | -2.28805555555556 | -3.40111111111111 | | 87 | 138.06 | 141.815158730159 | 143.305 | -1.48984126984127 | -3.75515873015874 | | 88 | 146.28 | 146.731884920635 | 145.607083333333 | 1.12480158730159 | -0.451884920634882 | | 89 | 145.04 | 149.554384920635 | 147.267916666667 | 2.28646825396825 | -4.51438492063491 | | 90 | 147.96 | 150.929325396825 | 148.839583333333 | 2.08974206349207 | -2.96932539682535 | | 91 | 156.71 | NA | NA | 1.67509920634921 | NA | | 92 | 160.97 | NA | NA | 1.52563492063493 | NA | | 93 | 168.17 | NA | NA | 2.90081349206349 | NA | | 94 | 163.91 | NA | NA | 0.964682539682542 | NA | | 95 | 153.05 | NA | NA | -1.14287698412699 | NA | | 96 | 151.76 | NA | NA | -3.2706746031746 | NA |
| | | Charts produced by software: |  | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/16/t1250442248yhvzw8oeils49vx/160th1250442209.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/16/t1250442248yhvzw8oeils49vx/160th1250442209.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/16/t1250442248yhvzw8oeils49vx/2xv7x1250442209.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/16/t1250442248yhvzw8oeils49vx/2xv7x1250442209.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/16/t1250442248yhvzw8oeils49vx/3jsn71250442209.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/16/t1250442248yhvzw8oeils49vx/3jsn71250442209.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/16/t1250442248yhvzw8oeils49vx/45i471250442209.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/16/t1250442248yhvzw8oeils49vx/45i471250442209.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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