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CD

*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: Fri, 24 Dec 2010 14:41:18 +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/24/t1293201580y9akb4m5lui0r6x.htm/, Retrieved Fri, 24 Dec 2010 15:39:40 +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/24/t1293201580y9akb4m5lui0r6x.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 «
1,8 1,7 1,4 1,2 1 1,7 2,4 2 2,1 2 1,8 2,7 2,3 1,9 2 2,3 2,8 2,4 2,3 2,7 2,7 2,9 3 2,2 2,3 2,8 2,8 2,8 2,2 2,6 2,8 2,5 2,4 2,3 1,9 1,7 2 2,1 1,7 1,8 1,8 1,8 1,3 1,3 1,3 1,2 1,4 2,2 2,9 3,1 3,5 3,6 4,4 4,1 5,1 5,8 5,9 5,4 5,5 4,8 3,2
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Classical Decomposition by Moving Averages
tObservationsFitTrendSeasonalRandom
11.8NANA0.0160590277777778NA
21.7NANA0.0483506944444445NA
31.4NANA-0.00581597222222216NA
41.2NANA0.0441840277777779NA
51NANA0.145225694444444NA
61.7NANA0.00980902777777784NA
72.41.966059027777781.83750.1285590277777780.433940972222222
821.997309027777781.866666666666670.1306423611111110.00269097222222192
92.11.870225694444441.9-0.02977430555555560.229774305555556
1021.928559027777781.97083333333333-0.04227430555555580.0714409722222227
111.81.951475694444442.09166666666667-0.140190972222222-0.151475694444444
122.71.891059027777782.19583333333333-0.3047743055555550.808940972222222
132.32.236892361111112.220833333333330.01605902777777780.0631076388888889
141.92.294184027777782.245833333333330.0483506944444445-0.394184027777778
1522.294184027777782.3-0.00581597222222216-0.294184027777778
162.32.406684027777782.36250.0441840277777779-0.106684027777778
172.82.595225694444442.450.1452256944444440.204774305555555
182.42.488975694444442.479166666666670.00980902777777784-0.0889756944444442
192.32.586892361111112.458333333333330.128559027777778-0.28689236111111
202.72.626475694444442.495833333333330.1306423611111110.0735243055555559
212.72.536892361111112.56666666666667-0.02977430555555560.163107638888889
222.92.578559027777782.62083333333333-0.04227430555555580.321440972222222
2332.476475694444442.61666666666667-0.1401909722222220.523524305555556
242.22.295225694444442.6-0.304774305555555-0.0952256944444443
252.32.645225694444442.629166666666670.0160590277777778-0.345225694444444
262.82.690017361111112.641666666666670.04835069444444450.109982638888889
272.82.615017361111112.62083333333333-0.005815972222222160.184982638888889
282.82.627517361111112.583333333333330.04418402777777790.172482638888888
292.22.657725694444442.51250.145225694444444-0.457725694444444
302.62.455642361111112.445833333333330.009809027777777840.144357638888888
312.82.541059027777782.41250.1285590277777780.258940972222223
322.52.501475694444442.370833333333330.130642361111111-0.00147569444444429
332.42.266059027777782.29583333333333-0.02977430555555560.133940972222222
342.32.166059027777782.20833333333333-0.04227430555555580.133940972222222
351.92.009809027777782.15-0.140190972222222-0.109809027777778
361.71.795225694444442.1-0.304774305555555-0.0952256944444443
3722.020225694444442.004166666666670.0160590277777778-0.0202256944444443
382.11.940017361111111.891666666666670.04835069444444450.159982638888889
391.71.790017361111111.79583333333333-0.00581597222222216-0.0900173611111115
401.81.748350694444441.704166666666670.04418402777777790.0516493055555556
411.81.782725694444441.63750.1452256944444440.0172743055555558
421.81.647309027777781.63750.009809027777777840.152690972222222
431.31.824392361111111.695833333333330.128559027777778-0.524392361111111
441.31.905642361111111.7750.130642361111111-0.605642361111111
451.31.861892361111111.89166666666667-0.0297743055555556-0.561892361111111
461.21.999392361111112.04166666666667-0.0422743055555558-0.799392361111111
471.42.084809027777782.225-0.140190972222222-0.684809027777778
482.22.124392361111112.42916666666667-0.3047743055555550.0756076388888891
492.92.699392361111112.683333333333330.01605902777777780.200607638888889
503.13.077517361111113.029166666666670.04835069444444450.0224826388888895
513.53.402517361111113.40833333333333-0.005815972222222160.0974826388888892
523.63.819184027777783.7750.0441840277777779-0.219184027777777
534.44.266059027777784.120833333333330.1452256944444440.133940972222223
544.14.409809027777784.40.00980902777777784-0.309809027777778
555.14.649392361111114.520833333333330.1285590277777780.450607638888888
565.8NANA0.130642361111111NA
575.9NANA-0.0297743055555556NA
585.4NANA-0.0422743055555558NA
595.5NANA-0.140190972222222NA
604.8NANA-0.304774305555555NA
613.2NANANANA
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/24/t1293201580y9akb4m5lui0r6x/1o0al1293201675.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/24/t1293201580y9akb4m5lui0r6x/1o0al1293201675.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/24/t1293201580y9akb4m5lui0r6x/2o0al1293201675.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/24/t1293201580y9akb4m5lui0r6x/2o0al1293201675.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/24/t1293201580y9akb4m5lui0r6x/3o0al1293201675.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/24/t1293201580y9akb4m5lui0r6x/3o0al1293201675.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/24/t1293201580y9akb4m5lui0r6x/4zsro1293201675.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/24/t1293201580y9akb4m5lui0r6x/4zsro1293201675.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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