| WIJN | | *Unverified author* | | R Software Module: /rwasp_decompose.wasp (opens new window with default values) | | Title produced by software: Classical Decomposition | | Date of computation: Thu, 07 Jan 2010 06:31:48 -0700 | | | | Cite this page as follows: | | Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Jan/07/t1262871166osfw6v3dklqoumo.htm/, Retrieved Thu, 07 Jan 2010 14:32:51 +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/Jan/07/t1262871166osfw6v3dklqoumo.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: | | KDGP2W52 | | | | Dataseries X: | | » Textbox « » Textfile « » CSV « | | 2,12
2,13
2,14
2,15
2,15
2,16
2,17
2,17
2,18
2,17
2,17
2,18
2,17
2,18
2,18
2,18
2,17
2,17
2,18
2,17
2,18
2,17
2,17
2,17
2,17
2,17
2,17
2,17
2,17
2,17
2,18
2,18
2,18
2,18
2,18
2,18
2,18
2,18
2,18
2,18
2,18
2,18
2,18
2,19
2,19
2,19
2,2
2,2
2,21
2,21
2,21
2,2
2,21
2,2
2,21
2,21
2,22
2,22
2,23
2,24
2,24
2,25
2,25
2,32
2,36
2,37
2,37
2,37
2,38
2,38
2,41
2,42
2,43
2,44
2,44
2,44
2,43
2,43
2,43
2,42
2,42
2,42
2,42
2,42
| | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 2.12 | NA | NA | -0.00196180555555559 | NA | | 2 | 2.13 | NA | NA | -0.0005034722222224 | NA | | 3 | 2.14 | NA | NA | -0.00390624999999997 | NA | | 4 | 2.15 | NA | NA | 0.00269097222222232 | NA | | 5 | 2.15 | NA | NA | 0.00421875000000012 | NA | | 6 | 2.16 | NA | NA | 0.000815972222222251 | NA | | 7 | 2.17 | 2.16338541666667 | 2.15958333333333 | 0.00380208333333331 | 0.00661458333333309 | | 8 | 2.17 | 2.16324652777778 | 2.16375 | -0.000503472222222326 | 0.006753472222222 | | 9 | 2.18 | 2.16942708333333 | 2.1675 | 0.00192708333333331 | 0.0105729166666668 | | 10 | 2.17 | 2.16491319444444 | 2.17041666666667 | -0.00550347222222222 | 0.00508680555555596 | | 11 | 2.17 | 2.17137152777778 | 2.1725 | -0.00112847222222205 | -0.00137152777777771 | | 12 | 2.18 | 2.17380208333333 | 2.17375 | 5.20833333332428e-05 | 0.0061979166666668 | | 13 | 2.17 | 2.17262152777778 | 2.17458333333333 | -0.00196180555555559 | -0.00262152777777747 | | 14 | 2.18 | 2.17449652777778 | 2.175 | -0.0005034722222224 | 0.00550347222222225 | | 15 | 2.18 | 2.17109375 | 2.175 | -0.00390624999999997 | 0.00890625000000034 | | 16 | 2.18 | 2.17769097222222 | 2.175 | 0.00269097222222232 | 0.00230902777777819 | | 17 | 2.17 | 2.17921875 | 2.175 | 0.00421875000000012 | -0.00921875000000005 | | 18 | 2.17 | 2.17539930555556 | 2.17458333333333 | 0.000815972222222251 | -0.00539930555555523 | | 19 | 2.18 | 2.17796875 | 2.17416666666667 | 0.00380208333333331 | 0.00203124999999993 | | 20 | 2.17 | 2.17324652777778 | 2.17375 | -0.000503472222222326 | -0.00324652777777779 | | 21 | 2.18 | 2.17484375 | 2.17291666666667 | 0.00192708333333331 | 0.0051562500000002 | | 22 | 2.17 | 2.16657986111111 | 2.17208333333333 | -0.00550347222222222 | 0.00342013888888903 | | 23 | 2.17 | 2.17053819444444 | 2.17166666666667 | -0.00112847222222205 | -0.000538194444444251 | | 24 | 2.17 | 2.17171875 | 2.17166666666667 | 5.20833333332428e-05 | -0.00171875000000021 | | 25 | 2.17 | 2.16970486111111 | 2.17166666666667 | -0.00196180555555559 | 0.000295138888888768 | | 26 | 2.17 | 2.17157986111111 | 2.17208333333333 | -0.0005034722222224 | -0.00157986111111130 | | 27 | 2.17 | 2.16859375 | 2.1725 | -0.00390624999999997 | 0.00140624999999961 | | 28 | 2.17 | 2.17560763888889 | 2.17291666666667 | 0.00269097222222232 | -0.00560763888888882 | | 29 | 2.17 | 2.17796875 | 2.17375 | 0.00421875000000012 | -0.0079687500000003 | | 30 | 2.17 | 2.17539930555556 | 2.17458333333333 | 0.000815972222222251 | -0.00539930555555568 | | 31 | 2.18 | 2.17921875 | 2.17541666666667 | 0.00380208333333331 | 0.000781249999999734 | | 32 | 2.18 | 2.17574652777778 | 2.17625 | -0.000503472222222326 | 0.0042534722222225 | | 33 | 2.18 | 2.17901041666667 | 2.17708333333333 | 0.00192708333333331 | 0.000989583333333321 | | 34 | 2.18 | 2.17241319444444 | 2.17791666666667 | -0.00550347222222222 | 0.00758680555555591 | | 35 | 2.18 | 2.17762152777778 | 2.17875 | -0.00112847222222205 | 0.00237847222222243 | | 36 | 2.18 | 2.17963541666667 | 2.17958333333333 | 5.20833333332428e-05 | 0.000364583333333446 | | 37 | 2.18 | 2.17803819444444 | 2.18 | -0.00196180555555559 | 0.00196180555555570 | | 38 | 2.18 | 2.17991319444444 | 2.18041666666667 | -0.0005034722222224 | 8.68055555560687e-05 | | 39 | 2.18 | 2.17734375 | 2.18125 | -0.00390624999999997 | 0.00265625000000025 | | 40 | 2.18 | 2.18477430555556 | 2.18208333333333 | 0.00269097222222232 | -0.00477430555555536 | | 41 | 2.18 | 2.18755208333333 | 2.18333333333333 | 0.00421875000000012 | -0.00755208333333313 | | 42 | 2.18 | 2.18581597222222 | 2.185 | 0.000815972222222251 | -0.00581597222222197 | | 43 | 2.18 | 2.19088541666667 | 2.18708333333333 | 0.00380208333333331 | -0.0108854166666665 | | 44 | 2.19 | 2.18907986111111 | 2.18958333333333 | -0.000503472222222326 | 0.000920138888889088 | | 45 | 2.19 | 2.19401041666667 | 2.19208333333333 | 0.00192708333333331 | -0.00401041666666702 | | 46 | 2.19 | 2.18866319444444 | 2.19416666666667 | -0.00550347222222222 | 0.00133680555555538 | | 47 | 2.2 | 2.19512152777778 | 2.19625 | -0.00112847222222205 | 0.00487847222222237 | | 48 | 2.2 | 2.19838541666667 | 2.19833333333333 | 5.20833333332428e-05 | 0.00161458333333364 | | 49 | 2.21 | 2.19845486111111 | 2.20041666666667 | -0.00196180555555559 | 0.0115451388888892 | | 50 | 2.21 | 2.20199652777778 | 2.2025 | -0.0005034722222224 | 0.0080034722222222 | | 51 | 2.21 | 2.20067708333333 | 2.20458333333333 | -0.00390624999999997 | 0.00932291666666707 | | 52 | 2.2 | 2.20977430555555 | 2.20708333333333 | 0.00269097222222232 | -0.0097743055555548 | | 53 | 2.21 | 2.21380208333333 | 2.20958333333333 | 0.00421875000000012 | -0.00380208333333298 | | 54 | 2.2 | 2.21331597222222 | 2.2125 | 0.000815972222222251 | -0.0133159722222218 | | 55 | 2.21 | 2.21921875 | 2.21541666666667 | 0.00380208333333331 | -0.00921875000000005 | | 56 | 2.21 | 2.21782986111111 | 2.21833333333333 | -0.000503472222222326 | -0.00782986111111095 | | 57 | 2.22 | 2.22359375 | 2.22166666666667 | 0.00192708333333331 | -0.00359374999999984 | | 58 | 2.22 | 2.22282986111111 | 2.22833333333333 | -0.00550347222222222 | -0.00282986111111105 | | 59 | 2.23 | 2.23845486111111 | 2.23958333333333 | -0.00112847222222205 | -0.00845486111111127 | | 60 | 2.24 | 2.25296875 | 2.25291666666667 | 5.20833333332428e-05 | -0.0129687500000002 | | 61 | 2.24 | 2.26470486111111 | 2.26666666666667 | -0.00196180555555559 | -0.0247048611111111 | | 62 | 2.25 | 2.27949652777778 | 2.28 | -0.0005034722222224 | -0.0294965277777779 | | 63 | 2.25 | 2.28942708333333 | 2.29333333333333 | -0.00390624999999997 | -0.0394270833333334 | | 64 | 2.32 | 2.30935763888889 | 2.30666666666667 | 0.00269097222222232 | 0.0106423611111111 | | 65 | 2.36 | 2.32505208333333 | 2.32083333333333 | 0.00421875000000012 | 0.0349479166666669 | | 66 | 2.37 | 2.33664930555556 | 2.33583333333333 | 0.000815972222222251 | 0.0333506944444451 | | 67 | 2.37 | 2.35505208333333 | 2.35125 | 0.00380208333333331 | 0.0149479166666668 | | 68 | 2.37 | 2.36657986111111 | 2.36708333333333 | -0.000503472222222326 | 0.00342013888888903 | | 69 | 2.38 | 2.38484375 | 2.38291666666667 | 0.00192708333333331 | -0.00484375000000004 | | 70 | 2.38 | 2.39032986111111 | 2.39583333333333 | -0.00550347222222222 | -0.0103298611111113 | | 71 | 2.41 | 2.40262152777778 | 2.40375 | -0.00112847222222205 | 0.00737847222222321 | | 72 | 2.42 | 2.40921875 | 2.40916666666667 | 5.20833333332428e-05 | 0.0107812500000000 | | 73 | 2.43 | 2.41220486111111 | 2.41416666666667 | -0.00196180555555559 | 0.0177951388888893 | | 74 | 2.44 | 2.41824652777778 | 2.41875 | -0.0005034722222224 | 0.0217534722222221 | | 75 | 2.44 | 2.41859375 | 2.4225 | -0.00390624999999997 | 0.0214062500000001 | | 76 | 2.44 | 2.42852430555556 | 2.42583333333333 | 0.00269097222222232 | 0.0114756944444445 | | 77 | 2.43 | 2.43213541666667 | 2.42791666666667 | 0.00421875000000012 | -0.00213541666666694 | | 78 | 2.43 | 2.42914930555556 | 2.42833333333333 | 0.000815972222222251 | 0.000850694444444411 | | 79 | 2.43 | NA | NA | 0.00380208333333331 | NA | | 80 | 2.42 | NA | NA | -0.000503472222222326 | NA | | 81 | 2.42 | NA | NA | 0.00192708333333331 | NA | | 82 | 2.42 | NA | NA | -0.00550347222222222 | NA | | 83 | 2.42 | NA | NA | -0.00112847222222205 | NA | | 84 | 2.42 | NA | NA | 5.20833333332428e-05 | NA |
| | | Charts produced by software: |  | | http://www.freestatistics.org/blog/date/2010/Jan/07/t1262871166osfw6v3dklqoumo/1bfd91262871105.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Jan/07/t1262871166osfw6v3dklqoumo/1bfd91262871105.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Jan/07/t1262871166osfw6v3dklqoumo/27g6u1262871105.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Jan/07/t1262871166osfw6v3dklqoumo/27g6u1262871105.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Jan/07/t1262871166osfw6v3dklqoumo/3smlj1262871105.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Jan/07/t1262871166osfw6v3dklqoumo/3smlj1262871105.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Jan/07/t1262871166osfw6v3dklqoumo/4o4xh1262871105.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Jan/07/t1262871166osfw6v3dklqoumo/4o4xh1262871105.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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