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*Unverified author*
R Software Module: /rwasp_decompose.wasp (opens new window with default values)
Title produced by software: Classical Decomposition
Date of computation: Tue, 01 Jun 2010 20:54:10 +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/Jun/01/t1275425693ysem4j2clwvc6qv.htm/, Retrieved Tue, 01 Jun 2010 22:54:53 +0200
 
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/Jun/01/t1275425693ysem4j2clwvc6qv.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 «
225 243 270 289 273 274 220 271 288 276 266 239 201 242 239 273 280 294 212 264 272 262 238 227 250 245 270 288 298 281 218 284 281 277 276 222 255 267 261 263 264 278 248 320 305 301 274 220 235 252 272 280 305 299 246 307 325 302 274 251 272 253 292 288 258 295 231 250 268
 
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
1225NANA0.893334388469352NA
2243NANA0.952782482773724NA
3270NANA0.98359741725026NA
4289NANA1.04095847967717NA
5273NANA1.07965389241574NA
6274NANA1.08438888551018NA
7220225.028968097874260.1666666666670.8649415814139940.977651907928197
8271284.140126121922259.1251.096536907368730.953754767757497
9288283.798178133833257.7916666666671.100881893520611.01480566892218
10276271.294433491970255.8333333333331.060434267721061.01734486936375
11266252.082373275454255.4583333333330.9867846939505621.05521063033367
12239219.559669455852256.5833333333330.8557051099286231.08854235658274
13201229.661382368996257.0833333333330.8933343884693520.875201559472695
14242244.349007561345256.4583333333330.9527824827737240.990386670341786
15239251.309140107441255.50.983597417250260.951019926684008
16273264.663693457922254.251.040958479677171.03149773372071
17280272.612607834974252.51.079653892415741.02709849784166
18294272.000878782137250.8333333333331.084388885510181.08087886081973
19212218.289631609357252.3750.8649415814139940.971186759705507
20264279.114331963149254.5416666666671.096536907368730.945848957820107
21272281.779894662379255.9583333333331.100881893520610.965292432683685
22262273.459486788568257.8751.060434267721060.958094389325656
23238255.823931906683259.250.9867846939505620.930327347508736
24227222.019821646897259.4583333333330.8557051099286231.02243123301407
25250231.522495678307259.1666666666670.8933343884693521.07980867806197
26245247.961641141862260.250.9527824827737240.988056051217344
27270257.169741385224261.4583333333330.983597417250261.04989023415300
28288273.208227645272262.4583333333331.040958479677171.05414102086974
29298285.748396859365264.6666666666671.079653892415741.04287549212976
30281288.492626415937266.0416666666671.084388885510180.974028360762557
31218230.110499888681266.0416666666670.8649415814139940.947370937464653
32284292.958110418679267.1666666666671.096536907368730.969421872615587
33281294.715256911246267.7083333333331.100881893520610.95346268443993
34277282.384808541886266.2916666666671.060434267721060.980930955281585
35276260.34669508729263.8333333333330.9867846939505621.06012484586164
36222224.444319458362262.2916666666670.8557051099286230.989109461695175
37255235.319166829302263.4166666666670.8933343884693521.08363463731356
38267253.598937498273266.1666666666670.9527824827737241.05284352779206
39261264.259839434570268.6666666666670.983597417250260.987664264681517
40263281.752761832622270.6666666666671.040958479677170.93344249152822
41264293.216002948574271.5833333333331.079653892415740.90036013500362
42278294.321216675554271.4166666666671.084388885510180.944546244882013
43248233.966697772485270.50.8649415814139941.05997991321466
44320295.014117119996269.0416666666671.096536907368731.08469385507352
45305295.999619120353268.8751.100881893520611.030406731287
46301286.36143704584270.0416666666671.060434267721061.05111918387187
47274268.857713072614272.4583333333330.9867846939505621.01912642515857
48220235.354559609952275.0416666666670.8557051099286230.934759880431472
49235246.411402152796275.8333333333330.8933343884693520.953689634273823
50252262.213679113352275.2083333333330.9527824827737240.961048259770854
51272270.981088452446275.50.983597417250261.00376008360352
52280287.694899820779276.3751.040958479677170.973253263003367
53305298.43433009525276.4166666666671.079653892415741.02200038414701
54299301.143830080223277.7083333333331.084388885510180.992881042657751
55246242.652152819184280.5416666666670.8649415814139941.01379689873722
56307309.360474991403282.1251.096536907368730.99236982361283
57325311.5495758663322831.100881893520611.04317266071143
58302301.3400710774284.1666666666671.060434267721061.00218998064293
59274278.807792069948282.5416666666670.9867846939505620.982755890593107
60251239.953974575818280.4166666666670.8557051099286231.04603393398133
61272NA279.625NANA
62253NA276.625NANA
63292NA271.875NANA
64288NANANANA
65258NANANANA
66295NANANANA
67231NANANANA
68250NANANANA
69268NANANANA
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Jun/01/t1275425693ysem4j2clwvc6qv/1yyhf1275425647.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Jun/01/t1275425693ysem4j2clwvc6qv/1yyhf1275425647.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Jun/01/t1275425693ysem4j2clwvc6qv/2yyhf1275425647.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Jun/01/t1275425693ysem4j2clwvc6qv/2yyhf1275425647.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Jun/01/t1275425693ysem4j2clwvc6qv/3qqzi1275425647.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Jun/01/t1275425693ysem4j2clwvc6qv/3qqzi1275425647.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Jun/01/t1275425693ysem4j2clwvc6qv/4qqzi1275425647.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Jun/01/t1275425693ysem4j2clwvc6qv/4qqzi1275425647.ps (open in new window)


 
Parameters (Session):
par1 = multiplicative ; par2 = 12 ;
 
Parameters (R input):
par1 = multiplicative ; 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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