| | | *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, 26 Dec 2010 20:32:51 +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/26/t1293395444b0lhu1sjqn5y75a.htm/, Retrieved Sun, 26 Dec 2010 21:30:49 +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/26/t1293395444b0lhu1sjqn5y75a.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 « | | 6
6
8
4
8
10
9
12
9
11
11
11
11
11
9
8
6
7
8
6
5
2
3
3
7
8
7
7
6
6
7
5
5
5
4
4
4
1
-1
3
4
3
2
1
4
3
5
6
6
6
6
6
5
6
5
6
5
7
4
5
6
6
5
3
2
3
3
2
0
4
4
5
6
6
5
5
3
5
5
5
3
6
6
4
6
5
4
5
5
4
3
2
3
2
-1
0
-2
1
-2
-2
-2
-6
-4
-2
0
-5
-4
-5
-1
-2
-4
-1
1
1
-2
1
1
3
3
1
1
0
2
2
-1
1
0
1
1
3
2 | | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 6 | NA | NA | 0.979552469135803 | NA | | 2 | 6 | NA | NA | 0.970293209876543 | NA | | 3 | 8 | NA | NA | -0.386188271604938 | NA | | 4 | 4 | NA | NA | 0.243441358024691 | NA | | 5 | 8 | NA | NA | -0.126929012345679 | NA | | 6 | 10 | NA | NA | -0.154706790123457 | NA | | 7 | 9 | 8.67399691358025 | 8.95833333333333 | -0.284336419753086 | 0.326003086419755 | | 8 | 12 | 9.07677469135803 | 9.375 | -0.298225308641975 | 2.92322530864197 | | 9 | 9 | 9.41010802469136 | 9.625 | -0.214891975308642 | -0.410108024691358 | | 10 | 11 | 9.78973765432099 | 9.83333333333333 | -0.0435956790123456 | 1.21026234567901 | | 11 | 11 | 9.59992283950617 | 9.91666666666667 | -0.316743827160494 | 1.40007716049383 | | 12 | 11 | 9.34066358024691 | 9.70833333333333 | -0.36766975308642 | 1.65933641975309 | | 13 | 11 | 10.5212191358025 | 9.54166666666667 | 0.979552469135803 | 0.47878086419753 | | 14 | 11 | 10.2202932098765 | 9.25 | 0.970293209876543 | 0.779706790123457 | | 15 | 9 | 8.4471450617284 | 8.83333333333333 | -0.386188271604938 | 0.552854938271604 | | 16 | 8 | 8.53510802469136 | 8.29166666666667 | 0.243441358024691 | -0.535108024691359 | | 17 | 6 | 7.45640432098766 | 7.58333333333333 | -0.126929012345679 | -1.45640432098766 | | 18 | 7 | 6.76195987654321 | 6.91666666666667 | -0.154706790123457 | 0.238040123456789 | | 19 | 8 | 6.13233024691358 | 6.41666666666667 | -0.284336419753086 | 1.86766975308642 | | 20 | 6 | 5.82677469135802 | 6.125 | -0.298225308641975 | 0.173225308641975 | | 21 | 5 | 5.70177469135802 | 5.91666666666667 | -0.214891975308642 | -0.701774691358025 | | 22 | 2 | 5.74807098765432 | 5.79166666666667 | -0.0435956790123456 | -3.74807098765432 | | 23 | 3 | 5.43325617283951 | 5.75 | -0.316743827160494 | -2.43325617283951 | | 24 | 3 | 5.34066358024691 | 5.70833333333333 | -0.36766975308642 | -2.34066358024691 | | 25 | 7 | 6.6045524691358 | 5.625 | 0.979552469135803 | 0.395447530864198 | | 26 | 8 | 6.51195987654321 | 5.54166666666667 | 0.970293209876543 | 1.48804012345679 | | 27 | 7 | 5.11381172839506 | 5.5 | -0.386188271604938 | 1.88618827160494 | | 28 | 7 | 5.86844135802469 | 5.625 | 0.243441358024691 | 1.13155864197531 | | 29 | 6 | 5.66473765432099 | 5.79166666666667 | -0.126929012345679 | 0.335262345679013 | | 30 | 6 | 5.72029320987654 | 5.875 | -0.154706790123457 | 0.279706790123457 | | 31 | 7 | 5.50733024691358 | 5.79166666666667 | -0.284336419753086 | 1.49266975308642 | | 32 | 5 | 5.07677469135802 | 5.375 | -0.298225308641975 | -0.0767746913580227 | | 33 | 5 | 4.53510802469136 | 4.75 | -0.214891975308642 | 0.464891975308642 | | 34 | 5 | 4.20640432098765 | 4.25 | -0.0435956790123456 | 0.793595679012346 | | 35 | 4 | 3.68325617283951 | 4 | -0.316743827160494 | 0.316743827160495 | | 36 | 4 | 3.42399691358025 | 3.79166666666667 | -0.36766975308642 | 0.576003086419754 | | 37 | 4 | 4.43788580246914 | 3.45833333333333 | 0.979552469135803 | -0.437885802469135 | | 38 | 1 | 4.05362654320988 | 3.08333333333333 | 0.970293209876543 | -3.05362654320988 | | 39 | -1 | 2.48881172839506 | 2.875 | -0.386188271604938 | -3.48881172839506 | | 40 | 3 | 2.99344135802469 | 2.75 | 0.243441358024691 | 0.00655864197530853 | | 41 | 4 | 2.58140432098765 | 2.70833333333333 | -0.126929012345679 | 1.41859567901235 | | 42 | 3 | 2.67862654320988 | 2.83333333333333 | -0.154706790123457 | 0.321373456790123 | | 43 | 2 | 2.71566358024691 | 3 | -0.284336419753086 | -0.715663580246913 | | 44 | 1 | 2.99344135802469 | 3.29166666666667 | -0.298225308641975 | -1.99344135802469 | | 45 | 4 | 3.57677469135802 | 3.79166666666667 | -0.214891975308642 | 0.423225308641975 | | 46 | 3 | 4.16473765432099 | 4.20833333333333 | -0.0435956790123456 | -1.16473765432099 | | 47 | 5 | 4.05825617283951 | 4.375 | -0.316743827160494 | 0.941743827160494 | | 48 | 6 | 4.17399691358025 | 4.54166666666667 | -0.36766975308642 | 1.82600308641975 | | 49 | 6 | 5.77121913580247 | 4.79166666666667 | 0.979552469135803 | 0.228780864197532 | | 50 | 6 | 6.09529320987654 | 5.125 | 0.970293209876543 | -0.0952932098765427 | | 51 | 6 | 4.98881172839506 | 5.375 | -0.386188271604938 | 1.01118827160494 | | 52 | 6 | 5.82677469135802 | 5.58333333333333 | 0.243441358024691 | 0.173225308641975 | | 53 | 5 | 5.58140432098765 | 5.70833333333333 | -0.126929012345679 | -0.581404320987654 | | 54 | 6 | 5.47029320987654 | 5.625 | -0.154706790123457 | 0.529706790123456 | | 55 | 5 | 5.29899691358025 | 5.58333333333333 | -0.284336419753086 | -0.298996913580247 | | 56 | 6 | 5.28510802469136 | 5.58333333333333 | -0.298225308641975 | 0.714891975308642 | | 57 | 5 | 5.32677469135803 | 5.54166666666667 | -0.214891975308642 | -0.326774691358025 | | 58 | 7 | 5.33140432098765 | 5.375 | -0.0435956790123456 | 1.66859567901235 | | 59 | 4 | 4.80825617283951 | 5.125 | -0.316743827160494 | -0.808256172839505 | | 60 | 5 | 4.50733024691358 | 4.875 | -0.36766975308642 | 0.492669753086419 | | 61 | 6 | 5.64621913580247 | 4.66666666666667 | 0.979552469135803 | 0.353780864197533 | | 62 | 6 | 5.38695987654321 | 4.41666666666667 | 0.970293209876543 | 0.61304012345679 | | 63 | 5 | 3.65547839506173 | 4.04166666666667 | -0.386188271604938 | 1.34452160493827 | | 64 | 3 | 3.95177469135802 | 3.70833333333333 | 0.243441358024691 | -0.951774691358025 | | 65 | 2 | 3.45640432098765 | 3.58333333333333 | -0.126929012345679 | -1.45640432098765 | | 66 | 3 | 3.42862654320988 | 3.58333333333333 | -0.154706790123457 | -0.428626543209877 | | 67 | 3 | 3.29899691358025 | 3.58333333333333 | -0.284336419753086 | -0.298996913580246 | | 68 | 2 | 3.28510802469136 | 3.58333333333333 | -0.298225308641975 | -1.28510802469136 | | 69 | 0 | 3.36844135802469 | 3.58333333333333 | -0.214891975308642 | -3.36844135802469 | | 70 | 4 | 3.62307098765432 | 3.66666666666667 | -0.0435956790123456 | 0.376929012345679 | | 71 | 4 | 3.47492283950617 | 3.79166666666667 | -0.316743827160494 | 0.525077160493827 | | 72 | 5 | 3.54899691358025 | 3.91666666666667 | -0.36766975308642 | 1.45100308641975 | | 73 | 6 | 5.06288580246914 | 4.08333333333333 | 0.979552469135803 | 0.937114197530865 | | 74 | 6 | 5.26195987654321 | 4.29166666666667 | 0.970293209876543 | 0.738040123456791 | | 75 | 5 | 4.15547839506173 | 4.54166666666667 | -0.386188271604938 | 0.844521604938272 | | 76 | 5 | 4.99344135802469 | 4.75 | 0.243441358024691 | 0.00655864197530853 | | 77 | 3 | 4.78973765432099 | 4.91666666666667 | -0.126929012345679 | -1.78973765432099 | | 78 | 5 | 4.80362654320988 | 4.95833333333333 | -0.154706790123457 | 0.196373456790124 | | 79 | 5 | 4.63233024691358 | 4.91666666666667 | -0.284336419753086 | 0.36766975308642 | | 80 | 5 | 4.57677469135802 | 4.875 | -0.298225308641975 | 0.423225308641975 | | 81 | 3 | 4.57677469135802 | 4.79166666666667 | -0.214891975308642 | -1.57677469135802 | | 82 | 6 | 4.70640432098765 | 4.75 | -0.0435956790123456 | 1.29359567901235 | | 83 | 6 | 4.51658950617284 | 4.83333333333333 | -0.316743827160494 | 1.48341049382716 | | 84 | 4 | 4.50733024691358 | 4.875 | -0.36766975308642 | -0.50733024691358 | | 85 | 6 | 5.7295524691358 | 4.75 | 0.979552469135803 | 0.270447530864198 | | 86 | 5 | 5.51195987654321 | 4.54166666666667 | 0.970293209876543 | -0.51195987654321 | | 87 | 4 | 4.03047839506173 | 4.41666666666667 | -0.386188271604938 | -0.0304783950617278 | | 88 | 5 | 4.49344135802469 | 4.25 | 0.243441358024691 | 0.506558641975309 | | 89 | 5 | 3.66473765432099 | 3.79166666666667 | -0.126929012345679 | 1.33526234567901 | | 90 | 4 | 3.17862654320988 | 3.33333333333333 | -0.154706790123457 | 0.821373456790123 | | 91 | 3 | 2.54899691358025 | 2.83333333333333 | -0.284336419753086 | 0.451003086419754 | | 92 | 2 | 2.03510802469136 | 2.33333333333333 | -0.298225308641975 | -0.035108024691358 | | 93 | 3 | 1.70177469135802 | 1.91666666666667 | -0.214891975308642 | 1.29822530864198 | | 94 | 2 | 1.33140432098765 | 1.375 | -0.0435956790123456 | 0.668595679012346 | | 95 | -1 | 0.474922839506173 | 0.791666666666667 | -0.316743827160494 | -1.47492283950617 | | 96 | 0 | -0.284336419753086 | 0.0833333333333334 | -0.36766975308642 | 0.284336419753086 | | 97 | -2 | 0.354552469135803 | -0.625 | 0.979552469135803 | -2.35455246913580 | | 98 | 1 | -0.113040123456790 | -1.08333333333333 | 0.970293209876543 | 1.11304012345679 | | 99 | -2 | -1.76118827160494 | -1.375 | -0.386188271604938 | -0.238811728395061 | | 100 | -2 | -1.54822530864198 | -1.79166666666667 | 0.243441358024691 | -0.451774691358025 | | 101 | -2 | -2.33526234567901 | -2.20833333333333 | -0.126929012345679 | 0.335262345679012 | | 102 | -6 | -2.69637345679012 | -2.54166666666667 | -0.154706790123457 | -3.30362654320988 | | 103 | -4 | -2.99266975308642 | -2.70833333333333 | -0.284336419753086 | -1.00733024691358 | | 104 | -2 | -3.08989197530864 | -2.79166666666667 | -0.298225308641975 | 1.08989197530864 | | 105 | 0 | -3.21489197530864 | -3 | -0.214891975308642 | 3.21489197530864 | | 106 | -5 | -3.08526234567901 | -3.04166666666667 | -0.0435956790123456 | -1.91473765432099 | | 107 | -4 | -3.19174382716049 | -2.875 | -0.316743827160494 | -0.808256172839506 | | 108 | -5 | -2.82600308641975 | -2.45833333333333 | -0.36766975308642 | -2.17399691358025 | | 109 | -1 | -1.10378086419753 | -2.08333333333333 | 0.979552469135803 | 0.103780864197531 | | 110 | -2 | -0.904706790123457 | -1.875 | 0.970293209876543 | -1.09529320987654 | | 111 | -4 | -2.09452160493827 | -1.70833333333333 | -0.386188271604938 | -1.90547839506173 | | 112 | -1 | -1.08989197530864 | -1.33333333333333 | 0.243441358024691 | 0.0898919753086418 | | 113 | 1 | -0.835262345679012 | -0.708333333333333 | -0.126929012345679 | 1.83526234567901 | | 114 | 1 | -0.321373456790123 | -0.166666666666666 | -0.154706790123457 | 1.32137345679012 | | 115 | -2 | -0.117669753086420 | 0.166666666666667 | -0.284336419753086 | -1.88233024691358 | | 116 | 1 | 0.0351080246913582 | 0.333333333333333 | -0.298225308641975 | 0.964891975308642 | | 117 | 1 | 0.451774691358025 | 0.666666666666667 | -0.214891975308642 | 0.548225308641975 | | 118 | 3 | 0.998070987654321 | 1.04166666666667 | -0.0435956790123456 | 2.00192901234568 | | 119 | 3 | 0.76658950617284 | 1.08333333333333 | -0.316743827160494 | 2.23341049382716 | | 120 | 1 | 0.63233024691358 | 1 | -0.36766975308642 | 0.36766975308642 | | 121 | 1 | NA | 1.08333333333333 | NA | NA | | 122 | 0 | NA | 1.16666666666667 | NA | NA | | 123 | 2 | NA | 1.16666666666667 | NA | NA | | 124 | 2 | NA | 1.16666666666667 | NA | NA | | 125 | -1 | NA | 1.125 | NA | NA | | 126 | 1 | NA | NA | NA | NA | | 127 | 0 | NA | NA | NA | NA | | 128 | 1 | NA | NA | NA | NA | | 129 | 1 | NA | NA | NA | NA | | 130 | 3 | NA | NA | NA | NA | | 131 | 2 | NA | NA | NA | NA |
| | | | Charts produced by software: |  | | http://www.freestatistics.org/blog/date/2010/Dec/26/t1293395444b0lhu1sjqn5y75a/17a1t1293395567.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/26/t1293395444b0lhu1sjqn5y75a/17a1t1293395567.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/26/t1293395444b0lhu1sjqn5y75a/27a1t1293395567.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/26/t1293395444b0lhu1sjqn5y75a/27a1t1293395567.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/26/t1293395444b0lhu1sjqn5y75a/30jiw1293395567.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/26/t1293395444b0lhu1sjqn5y75a/30jiw1293395567.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/26/t1293395444b0lhu1sjqn5y75a/40jiw1293395567.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/26/t1293395444b0lhu1sjqn5y75a/40jiw1293395567.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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