*Unverified author*

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

Title produced by software: Classical Decomposition

Date of computation: Thu, 03 Jun 2010 11:59:14 +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/03/t1275566421eoa3n8fg48ifw8r.htm/, Retrieved Thu, 03 Jun 2010 14:00:21 +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/03/t1275566421eoa3n8fg48ifw8r.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 «

2953 2635 2404 2413 2136 1565 1451 2037 2477 2785 2994 2681 3098 2708 2517 2445 2087 1801 1216 2173 2286 3121 3458 3511 3524 2767 2744 2603 2527 1846 1066 2327 3066 3048 3806 4042 3583 3438 2957 2885 2744 1837 1447 2504 3248 3098 4318 3561 3316 3379 2717 2354 2445 1542 1606 2590 3588 3202 4704 4005 3810 3488 2781 2944 2817 1960 1937 2903 3357 3552 4581 3905 4581 4037 3345 3175 2808 2050 1719 3143 3756 4776 4540 4309 4563 3506 3665 3361 3094 2440 1633 2935 4159 4159 4894 4921 4577 4155 3851 3429 3370 2726

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 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 Classical Decomposition by Moving Averages t Observations Fit Trend Seasonal Random 1 2953 NA NA 1.26607355069009 NA 2 2635 NA NA 1.11560837753282 NA 3 2404 NA NA 0.986383429225698 NA 4 2413 NA NA 0.93545668492051 NA 5 2136 NA NA 0.870630098833737 NA 6 1565 NA NA 0.62923156655111 NA 7 1451 1167.24660341818 2383.625 0.489693892041817 1.24309635663182 8 2037 2041.1446134359 2392.70833333333 0.853068710883093 0.997969466049285 9 2477 2562.61568026608 2400.45833333333 1.06755266054028 0.966590511044876 10 2785 2724.69379548444 2406.5 1.13222264512131 1.02213320433125 11 2994 3310.35746975362 2405.79166666667 1.37599506874187 0.904434045977167 12 2681 3084.7605874967 2413.58333333333 1.27808331491767 0.869111207808722 13 3098 3055.82677378437 2413.625 1.26607355069009 1.01380092175952 14 2708 2688.05838566532 2409.5 1.11560837753282 1.00741859419461 15 2517 2374.43041069401 2407.20833333333 0.986383429225698 1.06004370086564 16 2445 2257.49084488442 2413.25 0.93545668492051 1.08306087067440 17 2087 2130.06908930498 2446.58333333333 0.870630098833737 0.979780426127385 18 1801 1573.39353216105 2500.5 0.62923156655111 1.14465959290320 19 1216 1250.10689073409 2552.83333333333 0.489693892041817 0.972716820468002 20 2173 2194.98133763182 2573.04166666667 0.853068710883093 0.989985638030283 21 2286 2759.57914613576 2584.95833333333 1.06755266054028 0.828387184763695 22 3121 2944.91109996054 2601 1.13222264512131 1.05979430076576 23 3458 3613.24838426042 2625.91666666667 1.37599506874187 0.957033569865638 24 3511 3381.96821168651 2646.125 1.27808331491767 1.03815286845915 25 3524 3344.64980253554 2641.75 1.26607355069009 1.05362301228921 26 2767 2947.34436607691 2641.91666666667 1.11560837753282 0.938811233545485 27 2744 2644.32957651589 2680.83333333333 0.986383429225698 1.03769213352574 28 2603 2535.36045766769 2710.29166666667 0.93545668492051 1.02667847174462 29 2527 2369.63747150073 2721.75 0.870630098833737 1.06640784946721 30 1846 1735.65662238542 2758.375 0.62923156655111 1.06357442836990 31 1066 1362.79769764021 2782.95833333333 0.489693892041817 0.782214412194754 32 2327 2400.00218448072 2813.375 0.853068710883093 0.969582450819095 33 3066 3042.74748934406 2850.20833333333 1.06755266054028 1.00764194555656 34 3048 3250.42251036911 2870.83333333333 1.13222264512131 0.93772424670228 35 3806 3978.86174065071 2891.625 1.37599506874187 0.95655497679534 36 4042 3706.81438756142 2900.29166666667 1.27808331491767 1.09042416948724 37 3583 3691.60670848924 2915.79166666667 1.26607355069009 0.970580097755407 38 3438 3278.81950525135 2939.04166666667 1.11560837753282 1.0485481114449 39 2957 2913.77664993271 2954 0.986383429225698 1.01483413290044 40 2885 2772.38179520942 2963.66666666667 0.93545668492051 1.04062146309905 41 2744 2600.64465772461 2987.08333333333 0.870630098833737 1.05512300261767 42 1837 1880.37988269217 2988.375 0.62923156655111 0.976930255906553 43 1447 1448.12685832850 2957.20833333333 0.489693892041817 0.999221851095424 44 2504 2511.11438407324 2943.625 0.853068710883093 0.997166841893636 45 3248 3129.17477348697 2931.16666666667 1.06755266054028 1.03797334285059 46 3098 3282.36062415024 2899.04166666667 1.13222264512131 0.94383291622688 47 4318 3941.48054128322 2864.45833333333 1.37599506874187 1.09552741787587 48 3561 3629.38384006599 2839.70833333333 1.27808331491767 0.981158278352628 49 3316 3588.10519572032 2834.04166666667 1.26607355069009 0.924164654914557 50 3379 3173.06912779772 2844.25 1.11560837753282 1.06489958582945 51 2717 2823.02937444395 2862 0.986383429225698 0.96244127836437 52 2354 2694.58298091353 2880.5 0.93545668492051 0.873604567635892 53 2445 2525.62536420844 2900.91666666667 0.870630098833737 0.968077069009914 54 1542 1847.10926361078 2935.5 0.62923156655111 0.834817966851432 55 1606 1456.63528970272 2974.58333333333 0.489693892041817 1.10254091147810 56 2590 2558.95732094194 2999.70833333333 0.853068710883093 1.01213098741586 57 3588 3210.0418875229 3006.91666666667 1.06755266054028 1.11774242384381 58 3202 3435.35220907225 3034.16666666667 1.13222264512131 0.932073279573488 59 4704 4230.15284007969 3074.25 1.37599506874187 1.1120165577543 60 4005 3971.21787333502 3107.16666666667 1.27808331491767 1.00850674219912 61 3810 3973.41357964701 3138.375 1.26607355069009 0.95887325183463 62 3488 3531.13293330335 3165.20833333333 1.11560837753282 0.98778495907176 63 2781 3125.47919343028 3168.625 0.986383429225698 0.889783558900546 64 2944 2968.74974431898 3173.58333333333 0.93545668492051 0.991663243300873 65 2817 2771.25188084190 3183.04166666667 0.870630098833737 1.01650810576778 66 1960 1997.02368434159 3173.75 0.62923156655111 0.981460568228667 67 1937 1567.85701493272 3201.70833333333 0.489693892041817 1.23544429214620 68 2903 2778.19597963889 3256.70833333333 0.853068710883093 1.04492268409996 69 3357 3526.21540048624 3303.08333333333 1.06755266054028 0.95201217700345 70 3552 3777.33062384244 3336.20833333333 1.13222264512131 0.940346597562799 71 4581 4603.33416934806 3345.45833333333 1.37599506874187 0.99514826242753 72 3905 4280.08800777345 3348.83333333333 1.27808331491767 0.912364417018477 73 4581 4233.11691673231 3343.5 1.26607355069009 1.08218130755912 74 4037 3731.05925129371 3344.41666666667 1.11560837753282 1.0819983624222 75 3345 3325.13963922938 3371.04166666667 0.986383429225698 1.00597278999544 76 3175 3216.72372054666 3438.66666666667 0.93545668492051 0.987029125230695 77 2808 3036.72150847796 3487.95833333333 0.870630098833737 0.924681434290431 78 2050 2204.25061359242 3503.08333333333 0.62923156655111 0.930021290391737 79 1719 1723.31442174383 3519.16666666667 0.489693892041817 0.997496439599535 80 3143 2982.57702495463 3496.29166666667 0.853068710883093 1.0537866997912 81 3756 3723.08990363421 3487.5 1.06755266054028 1.00883945787440 82 4776 3972.49750229522 3508.58333333333 1.13222264512131 1.20226633175742 83 4540 4854.8546012885 3528.25 1.37599506874187 0.935146440594753 84 4309 4545.39680256178 3556.41666666667 1.27808331491767 0.947992042756632 85 4563 4518.72200854215 3569.08333333333 1.26607355069009 1.00979878633254 86 3506 3968.03306415464 3556.83333333333 1.11560837753282 0.88356118593657 87 3665 3516.41582588006 3564.95833333333 0.986383429225698 1.04225443789281 88 3361 3326.52294893921 3556.04166666667 0.93545668492051 1.01036429075945 89 3094 3086.45625287383 3545.08333333333 0.870630098833737 1.00244414516459 90 2440 2256.00490994125 3585.33333333333 0.62923156655111 1.08155792979349 91 1633 1768.48868328469 3611.41666666667 0.489693892041817 0.923387305462969 92 2935 3104.35258343320 3639.04166666667 0.853068710883093 0.94544673039494 93 4159 3922.01054938155 3673.83333333333 1.06755266054028 1.06042550055247 94 4159 4171.57998406239 3684.41666666667 1.13222264512131 0.99698435985635 95 4894 5089.46176050899 3698.75 1.37599506874187 0.961594807131542 96 4921 4757.23911200938 3722.16666666667 1.27808331491767 1.03442351417174 97 4577 NA NA NA NA 98 4155 NA NA NA NA 99 3851 NA NA NA NA 100 3429 NA NA NA NA 101 3370 NA NA NA NA 102 2726 NA NA NA NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Jun/03/t1275566421eoa3n8fg48ifw8r/1kaex1275566350.png (open in new window) http://www.freestatistics.org/blog/date/2010/Jun/03/t1275566421eoa3n8fg48ifw8r/1kaex1275566350.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Jun/03/t1275566421eoa3n8fg48ifw8r/2kaex1275566350.png (open in new window) http://www.freestatistics.org/blog/date/2010/Jun/03/t1275566421eoa3n8fg48ifw8r/2kaex1275566350.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Jun/03/t1275566421eoa3n8fg48ifw8r/3v1di1275566350.png (open in new window) http://www.freestatistics.org/blog/date/2010/Jun/03/t1275566421eoa3n8fg48ifw8r/3v1di1275566350.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Jun/03/t1275566421eoa3n8fg48ifw8r/4v1di1275566350.png (open in new window) http://www.freestatistics.org/blog/date/2010/Jun/03/t1275566421eoa3n8fg48ifw8r/4v1di1275566350.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')

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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