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ws8dollar

*The author of this computation has been verified*
R Software Module: /rwasp_decompose.wasp (opens new window with default values)
Title produced by software: Classical Decomposition
Date of computation: Tue, 07 Dec 2010 20:36:13 +0000
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/07/t1291754064zm6alpr6uitaher.htm/, Retrieved Tue, 07 Dec 2010 21:34:30 +0100
 
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/2010/Dec/07/t1291754064zm6alpr6uitaher.htm/},
    year = {2010},
}
@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 = {2010},
    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 «
1.2998 1.3146 1.3225 1.3321 1.3339 1.3496 1.3647 1.3674 1.3647 1.3481 1.3612 1.3626 1.3711 1.37 1.377 1.3945 1.3917 1.4084 1.4244 1.4014 1.4018 1.3926 1.3857 1.3857 1.3803 1.3912 1.4031 1.3934 1.4016 1.3861 1.3859 1.3896 1.4089 1.4101 1.3958 1.3833 1.3936 1.3874 1.397 1.3856 1.378 1.3705 1.3726 1.3648 1.3611 1.346 1.3477 1.3412 1.3323 1.3364 1.312 1.3074 1.306 1.3078 1.2989 1.285 1.2801 1.2725 1.2715 1.2697 1.2744 1.2874 1.2834 1.2818 1.28 1.268 1.27 1.2713 1.2693 1.2613 1.2611 1.2704 1.2711 1.2836 1.288 1.286 1.282 1.2799 1.279 1.3016 1.3133 1.3253 1.3176 1.3184 1.3206 1.3221 1.3073 1.3028 1.3069 1.2992 1.3033 1.2931 1.2897 1.285 1.2817 1.2844 1.2957 1.3 1.2828 1.2703 1.2569 1.2572 1.2637 1.266 1.2567 1.2579 1.2531 1.2548 1.2328 1.2271 1.2198 1.2339 1.2294 1.2262 1.2271 1.2258 1.2391 1.2372 1.2363 1.2277 1.2258 1.2249 1.2127 1.2045 1.201 1.1942 1.1959 1.206 1.2268 1.2218 1.2155 1 etc...
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time15 seconds
R Server'George Udny Yule' @ 72.249.76.132


Classical Decomposition by Moving Averages
tObservationsFitTrendSeasonalRandom
11.2998NANA-0.00228601317663818NA
21.3146NANA0.000167832977207998NA
31.3225NANA5.05252849002603e-05NA
41.3321NANA0.00113877314814815NA
51.3339NANA0.00273930733618232NA
61.3496NANA-0.000117316595441595NA
71.36471.346276273148151.34640416666667-0.0001278935185185450.0184237268518521
81.36741.350765696225071.35168333333333-0.0009176371082621040.0166343037749290
91.36471.358066657763531.35626250.001804157763532740.00663334223646728
101.34811.359779371438751.36113333333333-0.00135396189458688-0.0116793714387464
111.36121.365442191951571.36614166666667-0.00069947471509966-0.00424219195156716
121.36261.370601700498581.371-0.000398299501424497-0.00800170049857551
131.37111.373651486823361.3759375-0.00228601317663818-0.00255148682336204
141.371.380009499643871.379841666666670.000167832977207998-0.0100094996438744
151.3771.382854691951571.382804166666675.05252849002603e-05-0.00585469195156696
161.39451.387342939814811.386204166666670.001138773148148150.00715706018518536
171.39171.391818474002851.389079166666670.00273930733618232-0.000118474002849256
181.40841.390945183404561.3910625-0.0001173165954415950.0174548165954416
191.42441.392280439814811.39240833333333-0.0001278935185185450.0321195601851854
201.40141.392757362891741.393675-0.0009176371082621040.0086426371082624
211.40181.397449991096871.395645833333330.001804157763532740.00435000890313386
221.39261.395333538105411.3966875-0.00135396189458688-0.00273353810541299
231.38571.396354691951571.39705416666667-0.00069947471509966-0.0106546919515671
241.38571.396139200498581.3965375-0.000398299501424497-0.0104392004985756
251.38031.391718153490031.39400416666667-0.00228601317663818-0.0114181534900282
261.39121.392076166310541.391908333333330.000167832977207998-0.000876166310540993
271.40311.39176302528491.39171255.05252849002603e-050.0113369747150995
281.39341.393876273148151.39273750.00113877314814815-0.000476273148148243
291.40161.396626807336181.39388750.002739307336182320.00497319266381790
301.38611.394091016737891.39420833333333-0.000117316595441595-0.00799101673789138
311.38591.394534606481481.3946625-0.000127893518518545-0.00863460648148151
321.38961.394140696225071.39505833333333-0.000917637108262104-0.00454069622507114
331.40891.396449991096871.394645833333330.001804157763532740.0124500089031339
341.41011.392712704772081.39406666666667-0.001353961894586880.0173872952279202
351.39581.392058858618231.39275833333333-0.000699474715099660.00374114138176651
361.38331.390726700498581.391125-0.000398299501424497-0.0074267004985753
371.39361.387634820156701.38992083333333-0.002286013176638180.00596517984330491
381.38741.388501166310541.388333333333330.000167832977207998-0.00110116631054136
391.3971.385358858618231.385308333333335.05252849002603e-050.0116411413817665
401.38561.381784606481481.380645833333330.001138773148148150.00381539351851834
411.3781.378710140669521.375970833333330.00273930733618232-0.000710140669515802
421.37051.372095183404561.3722125-0.000117316595441595-0.00159518340455844
431.37261.367776273148151.36790416666667-0.0001278935185185450.00482372685185184
441.36481.362307362891741.363225-0.0009176371082621040.00249263710826253
451.36111.359362491096871.357558333333330.001804157763532740.00173750890313396
461.3461.349404371438751.35075833333333-0.00135396189458688-0.00340437143874639
471.34771.34380052528491.3445-0.000699474715099660.00389947471509977
481.34121.338489200498581.3388875-0.0003982995014244970.00271079950142461
491.33231.330918153490031.33320416666667-0.002286013176638180.00138184650997175
501.33641.326976166310541.326808333333330.0001678329772079980.00942383368945898
511.3121.320158858618231.320108333333335.05252849002603e-05-0.00815885861823351
521.30741.314809606481481.313670833333330.00113877314814815-0.00740960648148126
531.3061.310172640669521.307433333333330.00273930733618232-0.0041726406695155
541.30781.301161850071221.30127916666667-0.0001173165954415950.00663814992877509
551.29891.295759606481481.2958875-0.0001278935185185450.00314039351851858
561.2851.290515696225071.29143333333333-0.000917637108262104-0.00551569622507109
571.28011.290004157763531.28820.00180415776353274-0.00990415776353282
581.27251.284587704772081.28594166666667-0.00135396189458688-0.0120877047720800
591.27151.283092191951571.28379166666667-0.00069947471509966-0.0115921919515669
601.26971.280651700498581.28105-0.000398299501424497-0.0109517004985755
611.27441.275901486823361.2781875-0.00228601317663818-0.00150148682336204
621.28741.276580332977211.27641250.0001678329772079980.0108196670227922
631.28341.275442191951571.275391666666675.05252849002603e-050.00795780804843305
641.28181.275613773148151.2744750.001138773148148150.00618622685185177
651.281.276314307336181.2735750.002739307336182320.0036856926638178
661.2681.273053516737891.27317083333333-0.000117316595441595-0.005053516737892
671.271.272934606481481.2730625-0.000127893518518545-0.00293460648148169
681.27131.271849029558401.27276666666667-0.000917637108262104-0.000549029558404523
691.26931.274604157763531.27280.00180415776353274-0.00530415776353266
701.26131.271812704772081.27316666666667-0.00135396189458688-0.0105127047720797
711.26111.27272552528491.273425-0.00069947471509966-0.0116255252849002
721.27041.273605867165241.27400416666667-0.000398299501424497-0.00320586716524218
731.27111.272588986823361.274875-0.00228601317663818-0.00148898682336185
741.28361.276680332977211.27651250.0001678329772079980.00691966702279201
751.2881.279658858618231.279608333333335.05252849002603e-050.00834114138176645
761.2861.285247106481481.284108333333330.001138773148148150.000752893518518372
771.2821.291868474002851.289129166666670.00273930733618232-0.00986847400284896
781.27991.293366016737891.29348333333333-0.000117316595441595-0.0134660167378917
791.2791.297417939814811.29754583333333-0.000127893518518545-0.018417939814815
801.30161.300294862891741.3012125-0.0009176371082621040.00130513710826241
811.31331.305424991096871.303620833333330.001804157763532740.00787500890313364
821.32531.303771038105411.305125-0.001353961894586880.0215289618945869
831.31761.30616302528491.3068625-0.000699474715099660.0114369747151000
841.31841.308305867165241.30870416666667-0.0003982995014244970.0100941328347579
851.32061.308234820156701.31052083333333-0.002286013176638180.0123651798433049
861.32211.311346999643871.311179166666670.0001678329772079980.0107530003561258
871.30731.309892191951571.309841666666675.05252849002603e-05-0.00259219195156701
881.30281.308317939814821.307179166666670.00113877314814815-0.00551793981481508
891.30691.306743474002851.304004166666670.002739307336182320.000156525997150991
901.29921.300974350071221.30109166666667-0.000117316595441595-0.00177435007122506
911.30331.298509606481481.2986375-0.0001278935185185450.00479039351851851
921.29311.295761529558401.29667916666667-0.000917637108262104-0.00266152955840449
931.28971.296541657763531.29473750.00180415776353274-0.00684165776353263
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951.28171.28822552528491.288925-0.00069947471509966-0.00652552528490036
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971.29571.279405653490031.28169166666667-0.002286013176638180.0162943465099716
981.31.279080332977211.27891250.0001678329772079980.020919667022792
991.28281.276458858618231.276408333333335.05252849002603e-050.006341141381766
1001.27031.275042939814811.273904166666670.00113877314814815-0.00474293981481488
1011.25691.274322640669521.271583333333330.00273930733618232-0.0174226406695157
1021.25721.269041016737891.26915833333333-0.000117316595441595-0.0118410167378915
1031.26371.265176273148151.26530416666667-0.000127893518518545-0.00147627314814813
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1051.25671.255787491096871.253983333333330.001804157763532740.000912508903133658
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1101.22711.238892832977211.2387250.000167832977207998-0.0117928329772079
1111.21981.236367191951571.236316666666675.05252849002603e-05-0.0165671919515671
1121.23391.235859606481481.234720833333330.00113877314814815-0.00195960648148152
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1171.23911.230941657763531.22913750.001804157763532740.0081583422364675
1181.23721.226262704772081.22761666666667-0.001353961894586880.0109372952279203
1191.23631.224508858618231.22520833333333-0.000699474715099660.0117911413817664
1201.22771.222293367165241.22269166666667-0.0003982995014244970.00540663283475773
1211.22581.217772320156701.22005833333333-0.002286013176638180.00802767984330499
1221.22491.218101166310541.217933333333330.0001678329772079980.00679883368945888
1231.21271.216646358618231.216595833333335.05252849002603e-05-0.00394635861823356
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1291.22681.216979157763531.2151750.001804157763532740.00982084223646718
1301.22181.215321038105411.216675-0.001353961894586880.00647896189458685
1311.21551.21817552528491.218875-0.00069947471509966-0.00267552528490045
1321.23071.222247533831911.22264583333333-0.0003982995014244970.00845246616809114
1331.23841.224234820156701.22652083333333-0.002286013176638180.0141651798433049
1341.22551.229126166310541.228958333333330.000167832977207998-0.00362616631054102
1351.23091.23055052528491.23055.05252849002603e-050.000349474715099829
1361.22231.232851273148151.23171250.00113877314814815-0.0105512731481485
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1471.29691.27818802528491.27813755.05252849002603e-050.0187119747150994
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1611.34861.346439307336181.34370.002739307336182320.00216069266381780
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1651.36151.347974991096871.346170833333330.001804157763532740.0135250089031338
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1731.34791.343697640669521.340958333333330.002739307336182320.00420235933048452
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1771.33561.349479157763531.3476750.00180415776353274-0.0138791577635329
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1801.34711.353964200498581.3543625-0.000398299501424497-0.00686420049857572
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1821.3661.358330332977211.35816250.0001678329772079980.00766966702279204
1831.37561.360121358618231.360070833333335.05252849002603e-050.0154786413817662
1841.37231.363397106481481.362258333333330.001138773148148150.00890289351851847
1851.37051.366610140669521.363870833333330.002739307336182320.00388985933048414
1861.37651.364836850071221.36495416666667-0.0001173165954415950.0116631499287752
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1891.35571.36645832443021.364654166666670.00180415776353274-0.0107583244301996
1901.36621.361700204772081.36305416666667-0.001353961894586880.00449979522792021
1911.35821.360817191951571.36151666666667-0.00069947471509966-0.00261719195156696
1921.36681.359310033831911.35970833333333-0.0003982995014244970.00748996616809117
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4311.32951.342279691951571.34297916666667-0.00069947471509966-0.0127796919515668
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4481.25551.268692939814811.267554166666670.00113877314814815-0.0131929398148147
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4801.31821.311301700498581.3117-0.0003982995014244970.00689829950142462
4811.327NA1.3164375NANA
4821.3085NA1.32238333333333NANA
4831.3173NA1.32716666666667NANA
4841.3262NA1.33141666666667NANA
4851.3394NA1.33811666666667NANA
4861.3684NANANANA
4871.3617NANANANA
4881.3595NANANANA
4891.3332NANANANA
4901.3582NANANANA
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Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/07/t1291754064zm6alpr6uitaher/1pilw1291754157.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/07/t1291754064zm6alpr6uitaher/1pilw1291754157.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/07/t1291754064zm6alpr6uitaher/2pilw1291754157.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/07/t1291754064zm6alpr6uitaher/2pilw1291754157.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/07/t1291754064zm6alpr6uitaher/309kg1291754157.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/07/t1291754064zm6alpr6uitaher/309kg1291754157.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/07/t1291754064zm6alpr6uitaher/409kg1291754157.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/07/t1291754064zm6alpr6uitaher/409kg1291754157.ps (open in new window)


 
Parameters (Session):
par1 = additive ; par2 = 12 ;
 
Parameters (R input):
par1 = additive ; 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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Software written by Ed van Stee & Patrick Wessa


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