| | | *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: Mon, 20 Dec 2010 09:43:49 +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/20/t12928380993g87lbrb6l6qw7x.htm/, Retrieved Mon, 20 Dec 2010 10:41:40 +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/20/t12928380993g87lbrb6l6qw7x.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 « | | 377
370
358
357
349
348
369
381
368
361
351
351
358
354
347
345
343
340
362
370
373
371
354
357
363
364
363
358
357
357
380
378
376
380
379
384
392
394
392
396
392
396
419
421
420
418
410
418
426
428
430
424
423
427
441
449
452
462
455
461
461
463
462
456
455
456
472
472
471
465
459
465
468
467
463
460
462
461
476
476
471
453
443
442
444
438
427
424
416
406
431
434
418
412
404
409
412
406
398
397
385
390
413
413
401
397
397
409
419
424
428
430
424
433
456
459
446
441
439
454
460
457
451
444
437
443
471
469
454
444
436 | | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 377 | NA | NA | 2.90470679012346 | NA | | 2 | 370 | NA | NA | 1.585262345679 | NA | | 3 | 358 | NA | NA | -2.24807098765432 | NA | | 4 | 357 | NA | NA | -5.20177469135803 | NA | | 5 | 349 | NA | NA | -9.64621913580245 | NA | | 6 | 348 | NA | NA | -9.53047839506172 | NA | | 7 | 369 | 370.839891975309 | 360.875 | 9.96489197530865 | -1.8398919753086 | | 8 | 381 | 370.876929012346 | 359.416666666667 | 11.460262345679 | 10.1230709876543 | | 9 | 368 | 363.904706790123 | 358.291666666667 | 5.61304012345681 | 4.09529320987656 | | 10 | 361 | 358.784336419753 | 357.333333333333 | 1.45100308641972 | 2.21566358024694 | | 11 | 351 | 350.585262345679 | 356.583333333333 | -5.99807098765433 | 0.414737654321016 | | 12 | 351 | 355.645447530864 | 356 | -0.354552469135815 | -4.6454475308642 | | 13 | 358 | 358.279706790123 | 355.375 | 2.90470679012346 | -0.279706790123441 | | 14 | 354 | 356.210262345679 | 354.625 | 1.585262345679 | -2.21026234567898 | | 15 | 347 | 352.126929012346 | 354.375 | -2.24807098765432 | -5.12692901234561 | | 16 | 345 | 349.798225308642 | 355 | -5.20177469135803 | -4.79822530864197 | | 17 | 343 | 345.895447530864 | 355.541666666667 | -9.64621913580245 | -2.89544753086426 | | 18 | 340 | 346.386188271605 | 355.916666666667 | -9.53047839506172 | -6.38618827160491 | | 19 | 362 | 366.339891975309 | 356.375 | 9.96489197530865 | -4.33989197530872 | | 20 | 370 | 368.460262345679 | 357 | 11.460262345679 | 1.53973765432096 | | 21 | 373 | 363.69637345679 | 358.083333333333 | 5.61304012345681 | 9.30362654320993 | | 22 | 371 | 360.742669753086 | 359.291666666667 | 1.45100308641972 | 10.2573302469136 | | 23 | 354 | 354.418595679012 | 360.416666666667 | -5.99807098765433 | -0.418595679012299 | | 24 | 357 | 361.353780864198 | 361.708333333333 | -0.354552469135815 | -4.35378086419752 | | 25 | 363 | 366.07137345679 | 363.166666666667 | 2.90470679012346 | -3.07137345679007 | | 26 | 364 | 365.835262345679 | 364.25 | 1.585262345679 | -1.83526234567904 | | 27 | 363 | 362.460262345679 | 364.708333333333 | -2.24807098765432 | 0.539737654320959 | | 28 | 358 | 360.006558641975 | 365.208333333333 | -5.20177469135803 | -2.00655864197529 | | 29 | 357 | 356.978780864198 | 366.625 | -9.64621913580245 | 0.0212191358024825 | | 30 | 357 | 359.261188271605 | 368.791666666667 | -9.53047839506172 | -2.26118827160491 | | 31 | 380 | 381.089891975309 | 371.125 | 9.96489197530865 | -1.0898919753086 | | 32 | 378 | 385.043595679012 | 373.583333333333 | 11.460262345679 | -7.04359567901236 | | 33 | 376 | 381.654706790123 | 376.041666666667 | 5.61304012345681 | -5.65470679012344 | | 34 | 380 | 380.284336419753 | 378.833333333333 | 1.45100308641972 | -0.284336419753117 | | 35 | 379 | 375.876929012346 | 381.875 | -5.99807098765433 | 3.12307098765433 | | 36 | 384 | 384.603780864198 | 384.958333333333 | -0.354552469135815 | -0.603780864197518 | | 37 | 392 | 391.113040123457 | 388.208333333333 | 2.90470679012346 | 0.886959876543244 | | 38 | 394 | 393.210262345679 | 391.625 | 1.585262345679 | 0.789737654321073 | | 39 | 392 | 393.001929012346 | 395.25 | -2.24807098765432 | -1.00192901234567 | | 40 | 396 | 393.464891975309 | 398.666666666667 | -5.20177469135803 | 2.5351080246914 | | 41 | 392 | 391.895447530864 | 401.541666666667 | -9.64621913580245 | 0.10455246913574 | | 42 | 396 | 394.719521604938 | 404.25 | -9.53047839506172 | 1.28047839506172 | | 43 | 419 | 417.048225308642 | 407.083333333333 | 9.96489197530865 | 1.95177469135808 | | 44 | 421 | 421.376929012346 | 409.916666666667 | 11.460262345679 | -0.376929012345727 | | 45 | 420 | 418.529706790123 | 412.916666666667 | 5.61304012345681 | 1.47029320987656 | | 46 | 418 | 417.117669753086 | 415.666666666667 | 1.45100308641972 | 0.882330246913568 | | 47 | 410 | 412.126929012346 | 418.125 | -5.99807098765433 | -2.12692901234561 | | 48 | 418 | 420.353780864198 | 420.708333333333 | -0.354552469135815 | -2.35378086419752 | | 49 | 426 | 425.82137345679 | 422.916666666667 | 2.90470679012346 | 0.17862654320993 | | 50 | 428 | 426.585262345679 | 425 | 1.585262345679 | 1.41473765432102 | | 51 | 430 | 425.251929012346 | 427.5 | -2.24807098765432 | 4.74807098765439 | | 52 | 424 | 425.464891975309 | 430.666666666667 | -5.20177469135803 | -1.4648919753086 | | 53 | 423 | 424.728780864198 | 434.375 | -9.64621913580245 | -1.72878086419752 | | 54 | 427 | 428.511188271605 | 438.041666666667 | -9.53047839506172 | -1.51118827160491 | | 55 | 441 | 451.256558641975 | 441.291666666667 | 9.96489197530865 | -10.2565586419753 | | 56 | 449 | 455.668595679012 | 444.208333333333 | 11.460262345679 | -6.6685956790123 | | 57 | 452 | 452.613040123457 | 447 | 5.61304012345681 | -0.613040123456756 | | 58 | 462 | 451.117669753086 | 449.666666666667 | 1.45100308641972 | 10.8823302469136 | | 59 | 455 | 446.335262345679 | 452.333333333333 | -5.99807098765433 | 8.66473765432102 | | 60 | 461 | 454.520447530864 | 454.875 | -0.354552469135815 | 6.47955246913574 | | 61 | 461 | 460.279706790123 | 457.375 | 2.90470679012346 | 0.720293209876559 | | 62 | 463 | 461.210262345679 | 459.625 | 1.585262345679 | 1.78973765432096 | | 63 | 462 | 459.126929012346 | 461.375 | -2.24807098765432 | 2.87307098765433 | | 64 | 456 | 457.089891975309 | 462.291666666667 | -5.20177469135803 | -1.08989197530866 | | 65 | 455 | 452.937114197531 | 462.583333333333 | -9.64621913580245 | 2.06288580246917 | | 66 | 456 | 453.386188271605 | 462.916666666667 | -9.53047839506172 | 2.61381172839509 | | 67 | 472 | 473.339891975309 | 463.375 | 9.96489197530865 | -1.3398919753086 | | 68 | 472 | 475.293595679012 | 463.833333333333 | 11.460262345679 | -3.29359567901236 | | 69 | 471 | 469.654706790123 | 464.041666666667 | 5.61304012345681 | 1.34529320987656 | | 70 | 465 | 465.70100308642 | 464.25 | 1.45100308641972 | -0.70100308641969 | | 71 | 459 | 458.710262345679 | 464.708333333333 | -5.99807098765433 | 0.289737654321073 | | 72 | 465 | 464.853780864197 | 465.208333333333 | -0.354552469135815 | 0.146219135802539 | | 73 | 468 | 468.488040123457 | 465.583333333333 | 2.90470679012346 | -0.488040123456699 | | 74 | 467 | 467.501929012346 | 465.916666666667 | 1.585262345679 | -0.50192901234567 | | 75 | 463 | 463.835262345679 | 466.083333333333 | -2.24807098765432 | -0.835262345678984 | | 76 | 460 | 460.381558641975 | 465.583333333333 | -5.20177469135803 | -0.381558641975289 | | 77 | 462 | 454.770447530864 | 464.416666666667 | -9.64621913580245 | 7.2295524691358 | | 78 | 461 | 453.261188271605 | 462.791666666667 | -9.53047839506172 | 7.73881172839515 | | 79 | 476 | 470.798225308642 | 460.833333333333 | 9.96489197530865 | 5.20177469135803 | | 80 | 476 | 470.085262345679 | 458.625 | 11.460262345679 | 5.91473765432102 | | 81 | 471 | 461.529706790123 | 455.916666666667 | 5.61304012345681 | 9.4702932098765 | | 82 | 453 | 454.367669753086 | 452.916666666667 | 1.45100308641972 | -1.36766975308649 | | 83 | 443 | 443.501929012346 | 449.5 | -5.99807098765433 | -0.501929012345727 | | 84 | 442 | 444.937114197531 | 445.291666666667 | -0.354552469135815 | -2.93711419753089 | | 85 | 444 | 444.029706790123 | 441.125 | 2.90470679012346 | -0.0297067901234414 | | 86 | 438 | 439.085262345679 | 437.5 | 1.585262345679 | -1.08526234567893 | | 87 | 427 | 431.293595679012 | 433.541666666667 | -2.24807098765432 | -4.2935956790123 | | 88 | 424 | 424.423225308642 | 429.625 | -5.20177469135803 | -0.423225308641918 | | 89 | 416 | 416.645447530864 | 426.291666666667 | -9.64621913580245 | -0.645447530864146 | | 90 | 406 | 413.761188271605 | 423.291666666667 | -9.53047839506172 | -7.76118827160491 | | 91 | 431 | 430.548225308642 | 420.583333333333 | 9.96489197530865 | 0.451774691358082 | | 92 | 434 | 429.376929012346 | 417.916666666667 | 11.460262345679 | 4.62307098765439 | | 93 | 418 | 420.988040123457 | 415.375 | 5.61304012345681 | -2.98804012345681 | | 94 | 412 | 414.492669753086 | 413.041666666667 | 1.45100308641972 | -2.49266975308643 | | 95 | 404 | 404.626929012346 | 410.625 | -5.99807098765433 | -0.626929012345613 | | 96 | 409 | 408.312114197531 | 408.666666666667 | -0.354552469135815 | 0.687885802469168 | | 97 | 412 | 410.154706790123 | 407.25 | 2.90470679012346 | 1.84529320987662 | | 98 | 406 | 407.210262345679 | 405.625 | 1.585262345679 | -1.21026234567887 | | 99 | 398 | 401.793595679012 | 404.041666666667 | -2.24807098765432 | -3.7935956790123 | | 100 | 397 | 397.506558641975 | 402.708333333333 | -5.20177469135803 | -0.506558641975289 | | 101 | 385 | 392.145447530864 | 401.791666666667 | -9.64621913580245 | -7.14544753086415 | | 102 | 390 | 391.969521604938 | 401.5 | -9.53047839506172 | -1.96952160493822 | | 103 | 413 | 411.756558641975 | 401.791666666667 | 9.96489197530865 | 1.24344135802471 | | 104 | 413 | 414.293595679012 | 402.833333333333 | 11.460262345679 | -1.2935956790123 | | 105 | 401 | 410.44637345679 | 404.833333333333 | 5.61304012345681 | -9.44637345679007 | | 106 | 397 | 408.909336419753 | 407.458333333333 | 1.45100308641972 | -11.9093364197531 | | 107 | 397 | 404.460262345679 | 410.458333333333 | -5.99807098765433 | -7.46026234567904 | | 108 | 409 | 413.520447530864 | 413.875 | -0.354552469135815 | -4.5204475308642 | | 109 | 419 | 420.363040123457 | 417.458333333333 | 2.90470679012346 | -1.36304012345676 | | 110 | 424 | 422.751929012346 | 421.166666666667 | 1.585262345679 | 1.24807098765439 | | 111 | 428 | 422.710262345679 | 424.958333333333 | -2.24807098765432 | 5.28973765432107 | | 112 | 430 | 423.464891975309 | 428.666666666667 | -5.20177469135803 | 6.5351080246914 | | 113 | 424 | 422.603780864198 | 432.25 | -9.64621913580245 | 1.39621913580248 | | 114 | 433 | 426.344521604938 | 435.875 | -9.53047839506172 | 6.65547839506172 | | 115 | 456 | 449.423225308642 | 439.458333333333 | 9.96489197530865 | 6.57677469135808 | | 116 | 459 | 454.001929012346 | 442.541666666667 | 11.460262345679 | 4.99807098765439 | | 117 | 446 | 450.488040123457 | 444.875 | 5.61304012345681 | -4.4880401234567 | | 118 | 441 | 447.867669753086 | 446.416666666667 | 1.45100308641972 | -6.86766975308637 | | 119 | 439 | 441.543595679012 | 447.541666666667 | -5.99807098765433 | -2.5435956790123 | | 120 | 454 | 448.145447530864 | 448.5 | -0.354552469135815 | 5.85455246913585 | | 121 | 460 | NA | 449.541666666667 | NA | NA | | 122 | 457 | NA | 450.583333333333 | NA | NA | | 123 | 451 | NA | 451.333333333333 | NA | NA | | 124 | 444 | NA | 451.791666666667 | NA | NA | | 125 | 437 | NA | 451.791666666667 | NA | NA | | 126 | 443 | NA | NA | NA | NA | | 127 | 471 | NA | NA | NA | NA | | 128 | 469 | NA | NA | NA | NA | | 129 | 454 | NA | NA | NA | NA | | 130 | 444 | NA | NA | NA | NA | | 131 | 436 | NA | NA | NA | NA |
| | | | Charts produced by software: |  | | http://www.freestatistics.org/blog/date/2010/Dec/20/t12928380993g87lbrb6l6qw7x/1jvxg1292838225.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/20/t12928380993g87lbrb6l6qw7x/1jvxg1292838225.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/20/t12928380993g87lbrb6l6qw7x/2u4w11292838225.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/20/t12928380993g87lbrb6l6qw7x/2u4w11292838225.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/20/t12928380993g87lbrb6l6qw7x/3u4w11292838225.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/20/t12928380993g87lbrb6l6qw7x/3u4w11292838225.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/20/t12928380993g87lbrb6l6qw7x/44vd31292838225.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/20/t12928380993g87lbrb6l6qw7x/44vd31292838225.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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