| | | *Unverified author* | | R Software Module: rwasp_decompose.wasp (opens new window with default values) | | Title produced by software: Classical Decomposition | | Date of computation: Tue, 02 Jun 2009 09:19:21 -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/Jun/02/t1243955985iqobkk4samj4j8j.htm/, Retrieved Tue, 02 Jun 2009 17:19:45 +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/Jun/02/t1243955985iqobkk4samj4j8j.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 « | | 4,43
4,44
4,44
4,44
4,45
4,47
4,48
4,48
4,5
4,52
4,52
4,53
4,53
4,63
4,66
4,67
4,68
4,69
4,69
4,7
4,71
4,72
4,72
4,72
4,73
4,74
4,76
4,81
4,82
4,83
4,83
4,84
4,89
4,92
4,95
4,95
5,01
5,05
5,08
5,11
5,14
5,17
5,18
5,2
5,22
5,24
5,28
5,29
5,33
5,4
5,43
5,46
5,46
5,46
5,47
5,49
5,5
5,54
5,55
5,55
5,56
5,6
5,61
5,63
5,64
5,66
5,67
5,69
5,77
5,77
5,78
5,8
5,82
5,85
5,87
5,88
5,9
5,91
5,94
5,97
5,98
6
6,01
6,02
| | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 4.43 | NA | NA | 0.996710082103818 | NA | | 2 | 4.44 | NA | NA | 1.00230434222501 | NA | | 3 | 4.44 | NA | NA | 1.00290088638054 | NA | | 4 | 4.44 | NA | NA | 1.00383710178960 | NA | | 5 | 4.45 | NA | NA | 1.00242865640388 | NA | | 6 | 4.47 | NA | NA | 1.00102635201897 | NA | | 7 | 4.48 | 4.47386209370681 | 4.47916666666667 | 0.998815723246171 | 1.00137194803162 | | 8 | 4.48 | 4.48022082423441 | 4.49125 | 0.99754429707418 | 0.999950711305743 | | 9 | 4.5 | 4.50723160753278 | 4.50833333333333 | 0.999755624591373 | 0.998395554486109 | | 10 | 4.52 | 4.52620673969305 | 4.52708333333333 | 0.999806366798281 | 0.99862871051854 | | 11 | 4.52 | 4.54058705044099 | 4.54625 | 0.998754369082429 | 0.995465993667274 | | 12 | 4.53 | 4.54727044517441 | 4.565 | 0.99611619828574 | 0.996202019347072 | | 13 | 4.53 | 4.56783924710829 | 4.58291666666667 | 0.996710082103818 | 0.99171616051676 | | 14 | 4.63 | 4.61143522785358 | 4.60083333333333 | 1.00230434222501 | 1.00402581218842 | | 15 | 4.66 | 4.63214846897014 | 4.61875 | 1.00290088638054 | 1.00601265939907 | | 16 | 4.67 | 4.65362149771297 | 4.63583333333333 | 1.00383710178960 | 1.00351951749730 | | 17 | 4.68 | 4.66379932391905 | 4.6525 | 1.00242865640388 | 1.00347370779825 | | 18 | 4.69 | 4.67354178098856 | 4.66875 | 1.00102635201897 | 1.00352157309867 | | 19 | 4.69 | 4.67945166340831 | 4.685 | 0.998815723246171 | 1.00225418218852 | | 20 | 4.7 | 4.68637997896307 | 4.69791666666667 | 0.99754429707418 | 1.00290629891261 | | 21 | 4.71 | 4.70551647307673 | 4.70666666666667 | 0.999755624591373 | 1.00095282355272 | | 22 | 4.72 | 4.71575336339856 | 4.71666666666667 | 0.999806366798281 | 1.00090052135347 | | 23 | 4.72 | 4.72244357514475 | 4.72833333333333 | 0.998754369082429 | 0.999482561282974 | | 24 | 4.72 | 4.72159077987441 | 4.74 | 0.99611619828574 | 0.999663083916295 | | 25 | 4.73 | 4.73603407346331 | 4.75166666666667 | 0.996710082103818 | 0.998725922708809 | | 26 | 4.74 | 4.77430968346514 | 4.76333333333333 | 1.00230434222501 | 0.992813687058473 | | 27 | 4.76 | 4.7905232339444 | 4.77666666666667 | 1.00290088638054 | 0.993628413337374 | | 28 | 4.81 | 4.81088931032667 | 4.7925 | 1.00383710178960 | 0.999815146375378 | | 29 | 4.82 | 4.82209951590949 | 4.81041666666667 | 1.00242865640388 | 0.99956460543741 | | 30 | 4.83 | 4.83454018593827 | 4.82958333333333 | 1.00102635201897 | 0.999060885676061 | | 31 | 4.83 | 4.84508860417997 | 4.85083333333333 | 0.998815723246171 | 0.9968857939632 | | 32 | 4.84 | 4.86344409169374 | 4.87541666666667 | 0.99754429707418 | 0.995179528899329 | | 33 | 4.89 | 4.90046881987205 | 4.90166666666667 | 0.999755624591373 | 0.99786371054345 | | 34 | 4.92 | 4.92654587239853 | 4.9275 | 0.999806366798281 | 0.998671305907207 | | 35 | 4.95 | 4.9471633081883 | 4.95333333333333 | 0.998754369082429 | 1.00057339764932 | | 36 | 4.95 | 4.96148876429489 | 4.98083333333333 | 0.99611619828574 | 0.99768441190927 | | 37 | 5.01 | 4.99310221547258 | 5.00958333333333 | 0.996710082103818 | 1.00338422563733 | | 38 | 5.05 | 5.05077863119554 | 5.03916666666667 | 1.00230434222501 | 0.999845839374006 | | 39 | 5.08 | 5.08261811710274 | 5.06791666666667 | 1.00290088638054 | 0.999484888094597 | | 40 | 5.11 | 5.11455003361802 | 5.095 | 1.00383710178960 | 0.999110374600284 | | 41 | 5.14 | 5.13452311382204 | 5.12208333333333 | 1.00242865640388 | 1.00106667864893 | | 42 | 5.17 | 5.15528571289768 | 5.15 | 1.00102635201897 | 1.00285421369867 | | 43 | 5.18 | 5.17136840710705 | 5.1775 | 0.998815723246171 | 1.00166911196678 | | 44 | 5.2 | 5.19263370972822 | 5.20541666666667 | 0.99754429707418 | 1.00141860386917 | | 45 | 5.22 | 5.23330412989226 | 5.23458333333333 | 0.999755624591373 | 0.997457795388526 | | 46 | 5.24 | 5.26273076323445 | 5.26375 | 0.999806366798281 | 0.995680804461203 | | 47 | 5.28 | 5.28507520306119 | 5.29166666666667 | 0.998754369082429 | 0.999039710341634 | | 48 | 5.29 | 5.29643283596847 | 5.31708333333333 | 0.99611619828574 | 0.998785439904989 | | 49 | 5.33 | 5.32367772603702 | 5.34125 | 0.996710082103818 | 1.00118757638767 | | 50 | 5.4 | 5.37778042284645 | 5.36541666666667 | 1.00230434222501 | 1.00413173752114 | | 51 | 5.43 | 5.40480002685249 | 5.38916666666667 | 1.00290088638054 | 1.00466251721106 | | 52 | 5.46 | 5.43410484435438 | 5.41333333333333 | 1.00383710178960 | 1.00476530291323 | | 53 | 5.46 | 5.45028814058926 | 5.43708333333333 | 1.00242865640388 | 1.00178189834376 | | 54 | 5.46 | 5.46476969339688 | 5.45916666666667 | 1.00102635201897 | 0.999127192239657 | | 55 | 5.47 | 5.473093990171 | 5.47958333333333 | 0.998815723246171 | 0.99943469083912 | | 56 | 5.49 | 5.4839997731653 | 5.4975 | 0.99754429707418 | 1.00109413331198 | | 57 | 5.5 | 5.51198601024711 | 5.51333333333333 | 0.999755624591373 | 0.99782546431997 | | 58 | 5.54 | 5.52684627846366 | 5.52791666666667 | 0.999806366798281 | 1.00237996876946 | | 59 | 5.55 | 5.53559609063936 | 5.5425 | 0.998754369082429 | 1.00260205208704 | | 60 | 5.55 | 5.53674586880491 | 5.55833333333333 | 0.99611619828574 | 1.00239384857264 | | 61 | 5.56 | 5.55665870772878 | 5.575 | 0.996710082103818 | 1.00060131320762 | | 62 | 5.6 | 5.60455178027486 | 5.59166666666667 | 1.00230434222501 | 0.999187842230153 | | 63 | 5.61 | 5.62752759870283 | 5.61125 | 1.00290088638054 | 0.996885382009166 | | 64 | 5.63 | 5.65369421037086 | 5.63208333333333 | 1.00383710178960 | 0.995809074652925 | | 65 | 5.64 | 5.66497494450242 | 5.65125 | 1.00242865640388 | 0.995591340694867 | | 66 | 5.66 | 5.67707069888757 | 5.67125 | 1.00102635201897 | 0.996993044513095 | | 67 | 5.67 | 5.68575850457883 | 5.6925 | 0.998815723246171 | 0.997228425272347 | | 68 | 5.69 | 5.6997187274076 | 5.71375 | 0.99754429707418 | 0.998294875962763 | | 69 | 5.77 | 5.73359850703152 | 5.735 | 0.999755624591373 | 1.00634880397081 | | 70 | 5.77 | 5.75513539888261 | 5.75625 | 0.999806366798281 | 1.00258284125171 | | 71 | 5.78 | 5.77030336737373 | 5.7775 | 0.998754369082429 | 1.00168043723335 | | 72 | 5.8 | 5.77622880480944 | 5.79875 | 0.99611619828574 | 1.00411534861132 | | 73 | 5.82 | 5.80126797371176 | 5.82041666666667 | 0.996710082103818 | 1.00322895380340 | | 74 | 5.85 | 5.85679837306815 | 5.84333333333333 | 1.00230434222501 | 0.998839233889386 | | 75 | 5.87 | 5.88076007251392 | 5.86375 | 1.00290088638054 | 0.99817029221032 | | 76 | 5.88 | 5.90465348581826 | 5.88208333333333 | 1.00383710178960 | 0.99582473622246 | | 77 | 5.9 | 5.9155821086034 | 5.90125 | 1.00242865640388 | 0.99736592133837 | | 78 | 5.91 | 5.92607600395229 | 5.92 | 1.00102635201897 | 0.99728724303543 | | 79 | 5.94 | NA | NA | 0.998815723246171 | NA | | 80 | 5.97 | NA | NA | 0.99754429707418 | NA | | 81 | 5.98 | NA | NA | 0.999755624591373 | NA | | 82 | 6 | NA | NA | 0.999806366798281 | NA | | 83 | 6.01 | NA | NA | 0.998754369082429 | NA | | 84 | 6.02 | NA | NA | 0.99611619828574 | NA |
| | | Charts produced by software: |  | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243955985iqobkk4samj4j8j/1b78m1243955956.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243955985iqobkk4samj4j8j/1b78m1243955956.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243955985iqobkk4samj4j8j/20tnu1243955956.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243955985iqobkk4samj4j8j/20tnu1243955956.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243955985iqobkk4samj4j8j/3efpg1243955956.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243955985iqobkk4samj4j8j/3efpg1243955956.ps (open in new window) |
 | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243955985iqobkk4samj4j8j/4q1bx1243955956.png (open in new window) | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243955985iqobkk4samj4j8j/4q1bx1243955956.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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