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*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, 28 Dec 2010 12:20:45 +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/28/t1293538754vsb3v8dji4p111f.htm/, Retrieved Tue, 28 Dec 2010 13:19:15 +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/28/t1293538754vsb3v8dji4p111f.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 «

4,031636 3,702076 3,056167 3,280707 2,984728 3,693712 3,226317 2,190349 2,599515 3,080288 2,929672 2,922548 3,234943 2,983081 3,284389 3,806511 3,784579 2,645654 3,092081 3,204859 3,107225 3,466909 2,984404 3,218072 2,827310 3,182049 2,236319 2,033218 1,644804 1,627971 1,677559 2,330828 2,493615 2,257172 2,655517 2,298655 2,600402 3,045230 2,790583 3,227052 2,967479 2,938817 3,277961 3,423985 3,072646 2,754253 2,910431 3,174369 3,068387 3,089543 2,906654 2,931161 3,025660 2,939551 2,691019 3,198120 3,076390 2,863873 3,013802 3,053364 2,864753 3,057062 2,959365 3,252258 3,602988 3,497704 3,296867 3,602417 3,300100 3,401930 3,502591 3,402348 3,498551 3,199823 2,700064 2,801034 2,898628 2,800854 2,399942 2,402724 2,202331 2,102594 1,798293 1,202484 1,400201 1,200832 1,298083 1,099742 1,001377 0,836174

Output produced by software:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	3 seconds
R Server	'RServer@AstonUniversity' @ vre.aston.ac.uk

Classical Decomposition by Moving Averages
t	Observations	Fit	Trend	Seasonal	Random
1	4.031636	NA	NA	0.046548175347222	NA
2	3.702076	NA	NA	0.127885730902778	NA
3	3.056167	NA	NA	-0.150733206597223	NA
4	3.280707	NA	NA	0.054457890625	NA
5	2.984728	NA	NA	0.047921564236111	NA
6	3.693712	NA	NA	-0.177874581597222	NA
7	3.226317	2.95257194618056	3.10828070833333	-0.155708762152778	0.273745053819444
8	2.190349	3.20245360590278	3.04512704166667	0.157326564236111	-1.01210460590278
9	2.599515	3.05640425173611	3.02467816666667	0.0317260850694447	-0.456889251736111
10	3.080288	3.05281680034722	3.05609591666667	-0.00327911631944455	0.0274711996527781
11	2.929672	3.149228390625	3.11133154166667	0.0378968489583335	-0.219556390624999
12	2.922548	3.084822390625	3.10098958333333	-0.0161671927083335	-0.162274390624999
13	3.234943	3.09827550868056	3.05172733333333	0.046548175347222	0.136667491319444
14	2.983081	3.21629114756944	3.08840541666667	0.127885730902778	-0.233210147569444
15	3.284389	3.00109804340278	3.15183125	-0.150733206597223	0.283290956597223
16	3.806511	3.24355293229167	3.18909504166667	0.054457890625	0.562958067708333
17	3.784579	3.25540631423611	3.20748475	0.047921564236111	0.529172685763889
18	2.645654	3.04420416840278	3.22207875	-0.177874581597222	-0.398550168402778
19	3.092081	3.06169877951389	3.21740754166667	-0.155708762152778	0.0303822204861115
20	3.204859	3.36603973090278	3.20871316666667	0.157326564236111	-0.161180730902777
21	3.107225	3.20506000173611	3.17333391666667	0.0317260850694447	-0.0978350017361107
22	3.466909	3.05249800868056	3.055777125	-0.00327911631944455	0.414410991319444
23	2.984404	2.93062947395833	2.892732625	0.0378968489583335	0.0537745260416673
24	3.218072	2.74500468229167	2.761171875	-0.0161671927083335	0.473067317708333
25	2.82731	2.70637817534722	2.65983	0.046548175347222	0.120931824652778
26	3.182049	2.69235935590278	2.564473625	0.127885730902778	0.489689644097223
27	2.236319	2.35175537673611	2.50248858333333	-0.150733206597223	-0.115436376736111
28	2.033218	2.48097368229167	2.42651579166667	0.054457890625	-0.447755682291666
29	1.644804	2.41032802256944	2.36240645833333	0.047921564236111	-0.765524022569445
30	1.627971	2.13251921006944	2.31039379166667	-0.177874581597222	-0.504548210069445
31	1.677559	2.10692148784722	2.26263025	-0.155708762152778	-0.429362487847222
32	2.330828	2.40480152256944	2.24747495833333	0.157326564236111	-0.0739735225694447
33	2.493615	2.29659458506944	2.2648685	0.0317260850694447	0.197020414930555
34	2.257172	2.33442680034722	2.33770591666667	-0.00327911631944455	-0.0772548003472222
35	2.655517	2.48045730729167	2.44256045833333	0.0378968489583335	0.175059692708334
36	2.298655	2.53612330729167	2.5522905	-0.0161671927083335	-0.237468307291666
37	2.600402	2.72014067534722	2.6735925	0.046548175347222	-0.119738675347222
38	3.04523	2.91370985590278	2.785824125	0.127885730902778	0.131520144097223
39	2.790583	2.70476541840278	2.855498625	-0.150733206597223	0.0858175815972224
40	3.227052	2.954794515625	2.900336625	0.054457890625	0.272257484375
41	2.967479	2.97959131423611	2.93166975	0.047921564236111	-0.0121123142361101
42	2.938817	2.80090466840278	2.97877925	-0.177874581597222	0.137912331597222
43	3.277961	2.87905794618056	3.03476670833333	-0.155708762152778	0.398903053819445
44	3.423985	3.21343902256944	3.05611245833333	0.157326564236111	0.210545977430556
45	3.072646	3.09452121006944	3.062795125	0.0317260850694447	-0.0218752100694437
46	2.754253	3.05202350868056	3.055302625	-0.00327911631944455	-0.297770508680556
47	2.910431	3.083294890625	3.04539804166667	0.0378968489583335	-0.172863890625
48	3.174369	3.031685640625	3.04785283333333	-0.0161671927083335	0.142683359374999
49	3.068387	3.06997567534722	3.0234275	0.046548175347222	-0.00158867534722207
50	3.089543	3.11744627256944	2.98956054166667	0.127885730902778	-0.0279032725694446
51	2.906654	2.82957229340278	2.9803055	-0.150733206597223	0.0770817065972227
52	2.931161	3.039486890625	2.985029	0.054457890625	-0.108325890625
53	3.02566	3.04182518923611	2.993903625	0.047921564236111	-0.0161651892361108
54	2.939551	2.81529429340278	2.993168875	-0.177874581597222	0.124256706597222
55	2.691019	2.82393348784722	2.97964225	-0.155708762152778	-0.132914487847223
56	3.19812	3.12713068923611	2.969804125	0.157326564236111	0.0709893107638893
57	3.07639	3.00237312673611	2.97064704166667	0.0317260850694447	0.0740168732638886
58	2.863873	2.98294325868056	2.986222375	-0.00327911631944455	-0.119070258680555
59	3.013802	3.06155359895833	3.02365675	0.0378968489583335	-0.0477515989583326
60	3.053364	3.054801265625	3.07096845833333	-0.0161671927083335	-0.00143726562499902
61	2.864753	3.16601667534722	3.1194685	0.046548175347222	-0.301263675347222
62	3.057062	3.28944360590278	3.161557875	0.127885730902778	-0.232381605902777
63	2.959365	3.03699162673611	3.18772483333333	-0.150733206597223	-0.0776266267361105
64	3.252258	3.273923015625	3.219465125	0.054457890625	-0.0216650156249996
65	3.602988	3.31017193923611	3.262250375	0.047921564236111	0.292816060763889
66	3.497704	3.11928300173611	3.29715758333333	-0.177874581597222	0.37842099826389
67	3.296867	3.18239807118056	3.33810683333333	-0.155708762152778	0.114468928819445
68	3.602417	3.52779002256944	3.37046345833333	0.157326564236111	0.0746269774305559
69	3.3001	3.39733371006944	3.365607625	0.0317260850694447	-0.0972337100694438
70	3.40193	3.33272330034722	3.33600241666667	-0.00327911631944455	0.0692066996527783
71	3.502591	3.32574993229167	3.28785308333333	0.0378968489583335	0.176841067708334
72	3.402348	3.213302140625	3.22946933333333	-0.0161671927083335	0.189045859375
73	3.498551	3.20961021701389	3.16306204166667	0.046548175347222	0.288940782986111
74	3.199823	3.20358868923611	3.07570295833333	0.127885730902778	-0.00376568923611087
75	2.700064	2.82924216840278	2.979975375	-0.150733206597223	-0.129178168402778
76	2.801034	2.934553890625	2.880096	0.054457890625	-0.133519890625
77	2.898628	2.80286614756944	2.75494458333333	0.047921564236111	0.095761852430556
78	2.800854	2.41439658506944	2.59227116666667	-0.177874581597222	0.386457414930556
79	2.399942	2.25747015451389	2.41317891666667	-0.155708762152778	0.142471845486111
80	2.402724	2.39978293923611	2.242456375	0.157326564236111	0.00294106076388889
81	2.202331	2.13247529340278	2.10074920833333	0.0317260850694447	0.0698557065972221
82	2.102594	1.96816705034722	1.97144616666667	-0.00327911631944455	0.134426949652778
83	1.798293	1.85940372395833	1.821506875	0.0378968489583335	-0.0611107239583335
84	1.202484	1.644425890625	1.66059308333333	-0.0161671927083335	-0.441941890624999
85	1.400201	NA	NA	NA	NA
86	1.200832	NA	NA	NA	NA
87	1.298083	NA	NA	NA	NA
88	1.099742	NA	NA	NA	NA
89	1.001377	NA	NA	NA	NA
90	0.836174	NA	NA	NA	NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Dec/28/t1293538754vsb3v8dji4p111f/1ud5c1293538841.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/28/t1293538754vsb3v8dji4p111f/1ud5c1293538841.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/28/t1293538754vsb3v8dji4p111f/2ud5c1293538841.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/28/t1293538754vsb3v8dji4p111f/2ud5c1293538841.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/28/t1293538754vsb3v8dji4p111f/3mnnx1293538841.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/28/t1293538754vsb3v8dji4p111f/3mnnx1293538841.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/28/t1293538754vsb3v8dji4p111f/4mnnx1293538841.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/28/t1293538754vsb3v8dji4p111f/4mnnx1293538841.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')

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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