*Unverified author*

R Software Module: /rwasp_decompose.wasp (opens new window with default values)

Title produced by software: Classical Decomposition

Date of computation: Fri, 08 Jan 2010 03:37:59 -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/08/t1262947275helrrv5tswfnxtg.htm/, Retrieved Fri, 08 Jan 2010 11:41:21 +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/08/t1262947275helrrv5tswfnxtg.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 «

10.846 10.413 10.709 10.662 10.570 10.297 10.635 10.872 10.296 10.383 10.431 10.574 10.653 10.805 10.872 10.625 10.407 10.463 10.556 10.646 10.702 11.353 11.346 11.451 11.964 12.574 13.031 13.812 14.544 14.931 14.886 16.005 17.064 15.168 16.050 15.839 15.137 14.954 15.648 15.305 15.579 16.348 15.928 16.171 15.937 15.713 15.594 15.683 16.438 17.032 17.696 17.745 19.394 20.148 20.108 18.584 18.441 18.391 19.178 18.079 18.483 19.644 19.195 19.650 20.830 23.595 22.937 21.814 21.928 21.777 21.383 21.467

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 4 seconds R Server 'Gwilym Jenkins' @ 72.249.127.135 Classical Decomposition by Moving Averages t Observations Fit Trend Seasonal Random 1 10.846 NA NA -0.534832638888888 NA 2 10.413 NA NA -0.261732638888889 NA 3 10.709 NA NA -0.163249305555555 NA 4 10.662 NA NA -0.216132638888889 NA 5 10.57 NA NA 0.321050694444445 NA 6 10.297 NA NA 1.08520902777778 NA 7 10.635 10.9059340277778 10.5492916666667 0.356642361111111 -0.270934027777779 8 10.872 10.8066590277778 10.5575833333333 0.249075694444444 0.0653409722222218 9 10.296 10.7145423611111 10.5807083333333 0.133834027777778 -0.418542361111111 10 10.383 10.2877756944444 10.5859583333333 -0.29818263888889 0.095224305555556 11 10.431 10.4372423611111 10.577625 -0.140382638888889 -0.00624236111111287 12 10.574 10.0464506944444 10.57775 -0.531299305555555 0.527549305555555 13 10.653 10.0465423611111 10.581375 -0.534832638888888 0.606457638888887 14 10.805 10.3069340277778 10.5686666666667 -0.261732638888889 0.498065972222223 15 10.872 10.4129173611111 10.5761666666667 -0.163249305555555 0.459082638888889 16 10.625 10.4173673611111 10.6335 -0.216132638888889 0.207632638888889 17 10.407 11.0330923611111 10.7120416666667 0.321050694444445 -0.62609236111111 18 10.463 11.8719173611111 10.7867083333333 1.08520902777778 -1.40891736111111 19 10.556 11.2345173611111 10.877875 0.356642361111111 -0.678517361111114 20 10.646 11.2552840277778 11.0062083333333 0.249075694444444 -0.609284027777777 21 10.702 11.3037090277778 11.169875 0.133834027777778 -0.601709027777778 22 11.353 11.0944423611111 11.392625 -0.29818263888889 0.258557638888886 23 11.346 11.5574090277778 11.6977916666667 -0.140382638888889 -0.211409027777778 24 11.451 11.5250340277778 12.0563333333333 -0.531299305555555 -0.0740340277777793 25 11.964 11.8880840277778 12.4229166666667 -0.534832638888888 0.0759159722222229 26 12.574 12.5648923611111 12.826625 -0.261732638888889 0.00910763888889043 27 13.031 13.1517506944444 13.315 -0.163249305555555 -0.120750694444444 28 13.812 13.5229090277778 13.7390416666667 -0.216132638888889 0.289090972222223 29 14.544 14.4150506944444 14.094 0.321050694444445 0.128949305555558 30 14.931 15.5580423611111 14.4728333333333 1.08520902777778 -0.627042361111108 31 14.886 15.1445173611111 14.787875 0.356642361111111 -0.25851736111111 32 16.005 15.2683256944444 15.01925 0.249075694444444 0.736674305555558 33 17.064 15.3612923611111 15.2274583333333 0.133834027777778 1.70270763888889 34 15.168 15.1005256944444 15.3987083333333 -0.29818263888889 0.0674743055555567 35 16.05 15.3636590277778 15.5040416666667 -0.140382638888889 0.686340972222226 36 15.839 15.0749090277778 15.6062083333333 -0.531299305555555 0.764090972222224 37 15.137 15.1738340277778 15.7086666666667 -0.534832638888888 -0.0368340277777772 38 14.954 15.4972673611111 15.759 -0.261732638888889 -0.543267361111111 39 15.648 15.5557090277778 15.7189583333333 -0.163249305555555 0.0922909722222212 40 15.305 15.4785756944444 15.6947083333333 -0.216132638888889 -0.173575694444445 41 15.579 16.0194673611111 15.6984166666667 0.321050694444445 -0.440467361111111 42 16.348 16.7581256944444 15.6729166666667 1.08520902777778 -0.410125694444446 43 15.928 16.0772673611111 15.720625 0.356642361111111 -0.149267361111111 44 16.171 16.1104923611111 15.8614166666667 0.249075694444444 0.0605076388888879 45 15.937 16.1671673611111 16.0333333333333 0.133834027777778 -0.230167361111111 46 15.713 15.9221506944444 16.2203333333333 -0.29818263888889 -0.209150694444443 47 15.594 16.3405756944444 16.4809583333333 -0.140382638888889 -0.746575694444445 48 15.683 16.2669506944444 16.79825 -0.531299305555555 -0.583950694444443 49 16.438 16.5959173611111 17.13075 -0.534832638888888 -0.157917361111110 50 17.032 17.1437256944444 17.4054583333333 -0.261732638888889 -0.111725694444438 51 17.696 17.4470840277778 17.6103333333333 -0.163249305555555 0.248915972222228 52 17.745 17.6101173611111 17.82625 -0.216132638888889 0.134882638888897 53 19.394 18.4082173611111 18.0871666666667 0.321050694444445 0.985782638888889 54 20.148 19.4215423611111 18.3363333333333 1.08520902777778 0.726457638888888 55 20.108 18.8780173611111 18.521375 0.356642361111111 1.22998263888889 56 18.584 18.9644923611111 18.7154166666667 0.249075694444444 -0.380492361111109 57 18.441 19.0205423611111 18.8867083333333 0.133834027777778 -0.579542361111113 58 18.391 18.7303590277778 19.0285416666667 -0.29818263888889 -0.339359027777778 59 19.178 19.0273673611111 19.16775 -0.140382638888889 0.150632638888894 60 18.079 18.8399090277778 19.3712083333333 -0.531299305555555 -0.760909027777775 61 18.483 19.0978756944444 19.6327083333333 -0.534832638888888 -0.61487569444444 62 19.644 19.6234340277778 19.8851666666667 -0.261732638888889 0.0205659722222187 63 19.195 20.0017923611111 20.1650416666667 -0.163249305555555 -0.80679236111111 64 19.65 20.2352840277778 20.4514166666667 -0.216132638888889 -0.585284027777782 65 20.83 21.0054256944444 20.684375 0.321050694444445 -0.175425694444446 66 23.595 22.0026256944444 20.9174166666667 1.08520902777778 1.59237430555556 67 22.937 NA NA 0.356642361111111 NA 68 21.814 NA NA 0.249075694444444 NA 69 21.928 NA NA 0.133834027777778 NA 70 21.777 NA NA -0.29818263888889 NA 71 21.383 NA NA -0.140382638888889 NA 72 21.467 NA NA -0.531299305555555 NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Jan/08/t1262947275helrrv5tswfnxtg/1fw981262947074.png (open in new window) http://www.freestatistics.org/blog/date/2010/Jan/08/t1262947275helrrv5tswfnxtg/1fw981262947074.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Jan/08/t1262947275helrrv5tswfnxtg/2k1wy1262947074.png (open in new window) http://www.freestatistics.org/blog/date/2010/Jan/08/t1262947275helrrv5tswfnxtg/2k1wy1262947074.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Jan/08/t1262947275helrrv5tswfnxtg/3bs6d1262947074.png (open in new window) http://www.freestatistics.org/blog/date/2010/Jan/08/t1262947275helrrv5tswfnxtg/3bs6d1262947074.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Jan/08/t1262947275helrrv5tswfnxtg/4mxql1262947074.png (open in new window) http://www.freestatistics.org/blog/date/2010/Jan/08/t1262947275helrrv5tswfnxtg/4mxql1262947074.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')

Copyright

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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