*Unverified author*

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

Title produced by software: Classical Decomposition

Date of computation: Mon, 07 Jun 2010 07:27:50 +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/07/t1275895696kq9li0l8otnn0yt.htm/, Retrieved Mon, 07 Jun 2010 09:28:17 +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/07/t1275895696kq9li0l8otnn0yt.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 «

10.383 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 22.052 22.680 24.320 24.977 25.204 25.739 26.434 27.525 30.695

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 2 seconds R Server 'RServer@AstonUniversity' @ vre.aston.ac.uk Classical Decomposition by Moving Averages t Observations Fit Trend Seasonal Random 1 10.383 NA NA -0.299606944444445 NA 2 10.431 NA NA -0.312715277777777 NA 3 10.574 NA NA -0.769723611111112 NA 4 10.653 NA NA -0.718340277777777 NA 5 10.805 NA NA -0.429315277777778 NA 6 10.872 NA NA -0.135381944444444 NA 7 10.625 10.4715597222222 10.6335 -0.161940277777778 0.153440277777777 8 10.407 11.0872847222222 10.7120416666667 0.375243055555556 -0.680284722222222 9 10.463 11.9261097222222 10.7867083333333 1.13940138888889 -1.46310972222222 10 10.556 11.6175097222222 10.877875 0.739634722222221 -1.06150972222222 11 10.646 11.3128930555556 11.0062083333333 0.306684722222222 -0.666893055555555 12 10.702 11.4359347222222 11.169875 0.266059722222223 -0.733934722222223 13 11.353 11.0930180555556 11.392625 -0.299606944444445 0.259981944444442 14 11.346 11.3850763888889 11.6977916666667 -0.312715277777777 -0.0390763888888905 15 11.451 11.2866097222222 12.0563333333333 -0.769723611111112 0.164390277777777 16 11.964 11.7045763888889 12.4229166666667 -0.718340277777777 0.259423611111112 17 12.574 12.3973097222222 12.826625 -0.429315277777778 0.17669027777778 18 13.031 13.1796180555556 13.315 -0.135381944444444 -0.148618055555554 19 13.812 13.5771013888889 13.7390416666667 -0.161940277777778 0.234898611111111 20 14.544 14.4692430555556 14.094 0.375243055555556 0.0747569444444469 21 14.931 15.6122347222222 14.4728333333333 1.13940138888889 -0.68123472222222 22 14.886 15.5275097222222 14.787875 0.739634722222221 -0.641509722222221 23 16.005 15.3259347222222 15.01925 0.306684722222222 0.679065277777781 24 17.064 15.4935180555556 15.2274583333333 0.266059722222223 1.57048194444445 25 15.168 15.0991013888889 15.3987083333333 -0.299606944444445 0.0688986111111127 26 16.05 15.1913263888889 15.5040416666667 -0.312715277777777 0.858673611111112 27 15.839 14.8364847222222 15.6062083333333 -0.769723611111112 1.00251527777778 28 15.137 14.9903263888889 15.7086666666667 -0.718340277777777 0.146673611111112 29 14.954 15.3296847222222 15.759 -0.429315277777778 -0.375684722222221 30 15.648 15.5835763888889 15.7189583333333 -0.135381944444444 0.0644236111111116 31 15.305 15.5327680555556 15.6947083333333 -0.161940277777778 -0.227768055555556 32 15.579 16.0736597222222 15.6984166666667 0.375243055555556 -0.494659722222222 33 16.348 16.8123180555556 15.6729166666667 1.13940138888889 -0.464318055555557 34 15.928 16.4602597222222 15.720625 0.739634722222221 -0.532259722222221 35 16.171 16.1681013888889 15.8614166666667 0.306684722222222 0.00289861111111023 36 15.937 16.2993930555556 16.0333333333333 0.266059722222223 -0.362393055555556 37 15.713 15.9207263888889 16.2203333333333 -0.299606944444445 -0.20772638888889 38 15.594 16.1682430555556 16.4809583333333 -0.312715277777777 -0.574243055555558 39 15.683 16.0285263888889 16.79825 -0.769723611111112 -0.345526388888889 40 16.438 16.4124097222222 17.13075 -0.718340277777777 0.025590277777777 41 17.032 16.9761430555555 17.4054583333333 -0.429315277777778 0.0558569444444501 42 17.696 17.4749513888889 17.6103333333333 -0.135381944444444 0.221048611111115 43 17.745 17.6643097222222 17.82625 -0.161940277777778 0.0806902777777836 44 19.394 18.4624097222222 18.0871666666667 0.375243055555556 0.93159027777778 45 20.148 19.4757347222222 18.3363333333333 1.13940138888889 0.672265277777779 46 20.108 19.2610097222222 18.521375 0.739634722222221 0.846990277777781 47 18.584 19.0221013888889 18.7154166666667 0.306684722222222 -0.438101388888889 48 18.441 19.1527680555556 18.8867083333333 0.266059722222223 -0.71176805555556 49 18.391 18.7289347222222 19.0285416666667 -0.299606944444445 -0.337934722222222 50 19.178 18.8550347222222 19.16775 -0.312715277777777 0.322965277777779 51 18.079 18.6014847222222 19.3712083333333 -0.769723611111112 -0.52248472222222 52 18.483 18.9143680555556 19.6327083333333 -0.718340277777777 -0.431368055555552 53 19.644 19.4558513888889 19.8851666666667 -0.429315277777778 0.188148611111107 54 19.195 20.0296597222222 20.1650416666667 -0.135381944444444 -0.834659722222224 55 19.65 20.2894763888889 20.4514166666667 -0.161940277777778 -0.639476388888895 56 20.83 21.0596180555556 20.684375 0.375243055555556 -0.229618055555555 57 23.595 22.0568180555556 20.9174166666667 1.13940138888889 1.53818194444445 58 22.937 21.9469263888889 21.2072916666667 0.739634722222221 0.99007361111111 59 21.814 21.7891847222222 21.4825 0.306684722222222 0.0248152777777761 60 21.928 22.0886013888889 21.8225416666667 0.266059722222223 -0.160601388888885 61 21.777 21.9584347222222 22.2580416666667 -0.299606944444445 -0.181434722222217 62 21.383 22.3495347222222 22.66225 -0.312715277777777 -0.966534722222221 63 21.467 22.1641097222222 22.9338333333333 -0.769723611111112 -0.697109722222226 64 22.052 22.4505347222222 23.168875 -0.718340277777777 -0.398534722222223 65 22.68 23.1232263888889 23.5525416666667 -0.429315277777778 -0.443226388888888 66 24.32 24.0204097222222 24.1557916666667 -0.135381944444444 0.299590277777774 67 24.977 NA NA -0.161940277777778 NA 68 25.204 NA NA 0.375243055555556 NA 69 25.739 NA NA 1.13940138888889 NA 70 26.434 NA NA 0.739634722222221 NA 71 27.525 NA NA 0.306684722222222 NA 72 30.695 NA NA 0.266059722222223 NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Jun/07/t1275895696kq9li0l8otnn0yt/185ev1275895667.png (open in new window) http://www.freestatistics.org/blog/date/2010/Jun/07/t1275895696kq9li0l8otnn0yt/185ev1275895667.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Jun/07/t1275895696kq9li0l8otnn0yt/285ev1275895667.png (open in new window) http://www.freestatistics.org/blog/date/2010/Jun/07/t1275895696kq9li0l8otnn0yt/285ev1275895667.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Jun/07/t1275895696kq9li0l8otnn0yt/3jewy1275895667.png (open in new window) http://www.freestatistics.org/blog/date/2010/Jun/07/t1275895696kq9li0l8otnn0yt/3jewy1275895667.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Jun/07/t1275895696kq9li0l8otnn0yt/4covj1275895667.png (open in new window) http://www.freestatistics.org/blog/date/2010/Jun/07/t1275895696kq9li0l8otnn0yt/4covj1275895667.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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