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Classical Decomposition - Multiplicative

*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: Sun, 12 Dec 2010 11:05:19 +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/12/t1292151825nyspf4skstc6247.htm/, Retrieved Sun, 12 Dec 2010 12:03:50 +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/12/t1292151825nyspf4skstc6247.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 «
43880 43110 44496 44164 40399 36763 37903 35532 35533 32110 33374 35462 33508 36080 34560 38737 38144 37594 36424 36843 37246 38661 40454 44928 48441 48140 45998 47369 49554 47510 44873 45344 42413 36912 43452 42142 44382 43636 44167 44423 42868 43908 42013 38846 35087 33026 34646 37135 37985 43121 43722 43630 42234 39351 39327 35704 30466 28155 29257 29998 32529 34787 33855 34556 31348 30805 28353 24514 21106 21346 23335 24379 26290 30084 29429 30632 27349 27264 27474 24482 21453 18788 19282 19713 21917 23812 23785 24696 24562 23580 24939 23899 21454 19761 19815 20780 23462 25005 24725 26198 27543 26471 26558 25317 22896 22248 23406 25073 27691 30599 31948 32946 34012 32936 32974 30951 29812 29010 31068 32447 34844 35676 35387 36488 35652 33488 32914 29781 27951
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time4 seconds
R Server'George Udny Yule' @ 72.249.76.132


Classical Decomposition by Moving Averages
tObservationsFitTrendSeasonalRandom
143880NANA1.00273151300093NA
243110NANA1.07630964870968NA
344496NANA1.06845333002518NA
444164NANA1.10912693013659NA
540399NANA1.08800423344298NA
636763NANA1.05997570273211NA
73790338129.376727981738128.33333333331.043394648321120.952746054233138
83553237404.229552879137403.250.979552879086560.969800554179699
93553336697.225983334936696.33333333330.892650001561971.08474584111751
103211036057.05286562736056.20833333330.8445322936720381.05449370172120
113337435737.022093646935736.1250.8970936469023441.04102946533221
123546235677.729841839135676.79166666670.9381751724084951.05948179194879
133350835650.794398179735649.79166666671.002731513000930.937360927728154
143608035643.867976315435642.79166666671.076309648709680.940497365058883
153456035769.860119996735768.79166666671.068453330025180.904302866918936
163873736114.234126930136113.1251.109126930136590.967118435834372
173814436682.171337566836681.08333333331.088004233442980.955770220752284
183759437371.559975702737370.51.059975702732110.949060106374209
193642438388.168394648338387.1251.043394648321120.909396850019709
203684339512.812886212439511.83333333330.979552879086560.951918833698194
213724640491.809316668240490.91666666670.892650001561971.03048297268595
223866141328.011198960341327.16666666670.8445322936720381.10769753830606
234045442163.147093646942162.250.8970936469023441.06954708889557
244492843051.771508505743050.83333333330.9381751724084951.11237594288148
254844143817.044398179743816.04166666671.002731513000931.10254238819415
264814044523.367976315444522.29166666671.076309648709681.00459576260138
274599845092.860119996745091.79166666671.068453330025180.954741718895757
284736945235.317460263545234.20833333331.109126930136590.944160815231646
294955445287.338004233445286.251.088004233442981.00573084903837
304751045296.143309036145295.08333333331.059975702732110.989550715467663
314487345010.918394648345009.8751.043394648321120.955495604916038
324534444654.062886212444653.08333333330.979552879086561.03666990385885
334241344390.017650001644389.1250.892650001561971.07038791749446
343691244190.92786562744190.08333333330.8445322936720380.989068784699862
354345243789.647093646943788.750.8970936469023441.10613833015727
364214243361.021508505743360.08333333330.9381751724084951.03595549613300
374438243091.836064846343090.83333333331.002731513000931.02715814026854
384363642701.992976315442700.91666666671.076309648709680.949446507538003
394416742125.985119996742124.91666666671.068453330025180.981303368263683
404442341658.859126930141657.751.109126930136590.961459122836936
414286841130.004670900141128.91666666671.088004233442980.957977626897206
424390840554.434975702740553.3751.059975702732111.0214585350529
434201340079.251727981740078.20833333331.043394648321121.00467776491165
443884639791.187886212439790.20833333330.979552879086560.996648935813712
453508739751.100983334939750.20833333330.892650001561970.98883907030937
463302639699.469532293739698.6250.8445322936720380.98506355325832
473464639640.063760313639639.16666666670.8970936469023440.974295741306494
483713539423.813175172439422.8750.9381751724084951.00404042658090
493798539122.086064846339121.08333333331.002731513000930.968314854579547
504312138879.326309648738878.251.076309648709681.03049261117260
514372238555.860119996738554.79166666671.068453330025181.06136827520364
524363038160.400793596838159.29166666671.109126930136591.03086942333714
534223437732.879670900137731.79166666671.088004233442981.02878400281796
543935137210.934975702737209.8751.059975702732110.997703858724448
553932736686.21006131536685.16666666671.043394648321121.02742875627853
563570436111.562886212436110.58333333330.979552879086561.00937950954969
573046635353.100983334935352.20833333330.892650001561970.965423085905013
582815534563.8445322937345630.8445322936720380.964556871580566
592925733732.230426980233731.33333333330.8970936469023440.966848665882933
602999832922.604841839132921.66666666670.9381751724084950.971239980835544
613252932109.336064846332108.33333333331.002731513000931.01034171782909
623478731185.909642982031184.83333333331.076309648709681.03642126776732
633385530329.651786663430328.58333333331.068453330025181.04475663169520
643455629655.984126930129654.8751.109126930136591.05062109669313
653134829125.504670900129124.41666666671.088004233442980.989286351030972
663080528644.601642369428643.54166666671.059975702732111.01460871181208
672835328150.501727981728149.45833333331.043394648321120.965340152534025
682451427694.521219545727693.54166666670.979552879086560.903665695360063
692110627314.059316668227313.16666666670.892650001561970.865670601393447
702134626966.094532293726965.250.8445322936720380.937337070172441
712333526636.022093646926635.1250.8970936469023440.976596772912607
722437926321.896508505726320.95833333330.9381751724084950.987257073284595
732629026137.794398179726136.79166666671.002731513000931.00312174796449
743008426099.909642982026098.83333333331.076309648709681.07096986900674
752942926113.026786663426111.95833333331.068453330025181.05482521777907
763063226020.942460263526019.83333333331.109126930136591.06142568472951
772734925745.463004233425744.3751.088004233442980.976401669145876
782726425382.143309036125381.08333333331.059975702732111.01340608525525
792747425005.501727981725004.45833333331.043394648321121.05306659902054
802448224561.896219545824560.91666666670.979552879086561.01759376331680
812145324065.309316668224064.41666666670.892650001561970.998691800092761
821878823582.761198960323581.91666666670.8445322936720380.943376796788781
831928223219.355426980223218.45833333330.8970936469023440.925722708863549
841971322949.771508505722948.83333333330.9381751724084950.91560503935284
852191722690.711064846322689.70833333331.002731513000930.963313242696297
862381222560.867976315422559.79166666671.076309648709680.980671503204568
872378522536.610119996722535.54166666671.068453330025180.987824054634523
882469622577.234126930122576.1251.109126930136590.986270322549482
892456222639.963004233422638.8751.088004233442980.997190885409245
902358022706.601642369422705.54166666671.059975702732110.979751695089414
912493922815.418394648322814.3751.043394648321121.0476635989017
922389922929.437886212422928.45833333330.979552879086561.06408663695834
932145423018.225983334923017.33333333330.892650001561971.04417203812694
941976123119.92786562723119.08333333330.8445322936720381.01209678839202
951981523306.772093646923305.8750.8970936469023440.947743648935938
962078023551.479841839123550.54166666670.9381751724084950.940504130167478
972346223739.461064846323738.45833333331.002731513000930.985661641980778
982500523866.0763096487238651.076309648709680.973482584856123
992472523985.235119996723984.16666666671.068453330025180.964841799236237
1002619824148.984126930124147.8751.109126930136590.97815565131333
1012754324402.213004233424401.1251.088004233442981.03745867663250
1022647124730.684975702724729.6251.059975702732111.00985008645365
1032655825085.751727981725084.70833333331.043394648321121.01470010655869
1042531725494.9795528791254940.979552879086561.01378619891667
1052289626028.934316668226028.04166666670.892650001561970.985455262474235
1062224826611.011198960326610.16666666670.8445322936720380.989981594071786
1072340627161.772093646927160.8750.8970936469023440.960606813652322
1082507327700.729841839127699.79166666670.9381751724084950.964819033082365
1092769128237.50273151328236.51.002731513000930.978009587510874
1103059928739.659642982028738.58333333331.076309648709680.989246777546293
1113194829262.568453330029261.51.068453330025181.02186031612487
1123294629832.525793596829831.41666666671.109126930136590.995743696226358
1133401230433.504670900130432.41666666671.088004233442981.02722396702751
1143293631059.976642369431058.91666666671.059975702732111.00043445452230
1153297431665.251727981731664.20833333331.043394648321120.998054815611028
1163095132174.771219545732173.79166666670.979552879086560.982074771279606
1172981232529.517650001632528.6250.892650001561971.02670150026973
1182901032820.344532293732819.50.8445322936720381.04664525148208
1193106833036.313760313633035.41666666670.8970936469023441.04832447814523
1203244733127.688175172433126.750.9381751724084951.04402712643371
12134844NA33147.25NANA
12235676NA33096NANA
12335387NA32969.7083333333NANA
12436488NANANANA
12535652NANANANA
12633488NANANANA
12732914NANANANA
12829781NANANANA
12927951NANANANA
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/12/t1292151825nyspf4skstc6247/14lie1292151914.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/12/t1292151825nyspf4skstc6247/14lie1292151914.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/12/t1292151825nyspf4skstc6247/2fdhy1292151914.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/12/t1292151825nyspf4skstc6247/2fdhy1292151914.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/12/t1292151825nyspf4skstc6247/3fdhy1292151914.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/12/t1292151825nyspf4skstc6247/3fdhy1292151914.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/12/t1292151825nyspf4skstc6247/4pmyj1292151914.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/12/t1292151825nyspf4skstc6247/4pmyj1292151914.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$trend)) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,x[i])
a<-table.element(a,m$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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Creative Commons License

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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