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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: Sun, 30 May 2010 08:33:05 +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/May/30/t1275208444u5pcn9dqeh53tme.htm/, Retrieved Sun, 30 May 2010 10:34:05 +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/May/30/t1275208444u5pcn9dqeh53tme.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 «
1772,2 1769,5 1768 1794,8 1823,4 1856,9 1866,9 1869,8 1843,8 1837,1 1857,7 1840,3 1914,6 1972,9 2050,1 2086,2 2112,5 2147,6 2190,4 2194,1 2216,2 2218,6 2233,5 2307,2 2350,4 2368,2 2353,8 2316,5 2305,5 2308,4 2334,4 2381,2 2449,7 2490,3 2523,5 2537,6 2526,1 2545,9 2542,7 2584,3 2600,2 2593,9 2618,9 2591,3 2521,2 2536,6 2596,1 2656,6 2710,3 2778,8 2775,5 2785,2 2847,7 2834,4 2839 2802,6 2819,3 2872 2918,4 2977,8 3031,2 3064,7 3093 3100,6 3141,1 3180,4 3240,3 3265 3338,2 3376,6 3422,5 3432 3516,3 3564 3636,3 3724 3815,4 3828,1 3853,3 3884,5 3918,7 3919,6 3950,8 3981 4063 4132 4160,3 4178,3 4244,1 4256,5 4283,4 4263,3 4256,6 4264,3 4302,3 4256,6 4374 4398,8 4433,9 4446,3 4525,8 4633,1 4677,5 4754,5 4876,2 4932,6 4906,3 4953,1 4909,6 4922,2 4873,5 4854,3 4795,3 4831,9 4913,3 4977,5 5090,7 5128,9 5154,1 5191,5 5251,8 5356,1 5451,9 5450,8 5469,4 5684,6 5740,3 5816,2 5825,9 5831,4 5873,3 etc...
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time5 seconds
R Server'RServer@AstonUniversity' @ vre.aston.ac.uk


Classical Decomposition by Moving Averages
tObservationsFitTrendSeasonalRandom
11772.2NANA0.999721634613644NA
21769.5NANA1.00045471519318NA
317681783.60902796951782.5251.000608141804180.991248626955388
41794.81798.438032773931799.850.9992155083889940.997977115303595
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22211538.811530.878382482311525.63751.000454715193181.0006869916805
22311596.411581.001110436311573.96251.000608141804181.00132966825725
22411598.811610.821756510811619.93750.9992155083889940.998964607608062
22511645.811684.059156740511687.31250.9997216346136440.99672552524536
22611738.711790.558909494711785.21.000454715193180.995601658081459
22711935.511908.162450000911900.9251.000608141804181.0022956984433
22812042.812011.107489171512020.53750.9992155083889941.0026386002171
22912127.612122.549562202512125.9250.9997216346136441.00041661514945
23012213.812223.418147706912217.86251.000454715193180.999213137635422
23112303.512322.101530663612314.61251.000608141804180.99849039300502
23212410.312402.400282256612412.13750.9992155083889941.00063695071628
23312534.112502.831175489112506.31250.9997216346136441.00250093951298
23412587.512601.802626676912596.0751.000454715193180.998865033273363
23512683.212693.81494774212686.11.000608141804180.999163770089155
23612748.712770.673648067212780.70.9992155083889940.998279366564931
23712915.912859.331910392312862.91250.9997216346136441.00439899133189
23812962.512943.13276413312937.251.000454715193181.00149633293732
23912965.913007.15538734812999.251.000608141804180.996828254440003
24013060.713042.197972278113052.43750.9992155083889941.0014186280381
24113099.913123.370890614213127.0250.9997216346136440.998211519676628
2421320413218.745532484713212.73751.000454715193180.998884498347555
24313321.113295.505638612413287.4251.000608141804181.00192503858697
24413391.213336.741723763413347.21250.9992155083889941.00408332689982
24513366.913370.33962392513374.06250.9997216346136440.999742742217341
24613415.313349.40491828913343.33751.000454715193181.00493618120915
24713324.613265.049628296313256.98751.000608141804181.00448926867011
24813141.913127.268682623513137.5750.9992155083889941.00111457438178
24912925.413025.77306603513029.40.9997216346136440.992294271861933
25012901.512992.992926001412987.08751.000454715193180.992958287091937
25112973NANA1.00060814180418NA
25213155NANA0.999215508388994NA
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/May/30/t1275208444u5pcn9dqeh53tme/189y21275208378.png (open in new window)
http://www.freestatistics.org/blog/date/2010/May/30/t1275208444u5pcn9dqeh53tme/189y21275208378.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/May/30/t1275208444u5pcn9dqeh53tme/289y21275208378.png (open in new window)
http://www.freestatistics.org/blog/date/2010/May/30/t1275208444u5pcn9dqeh53tme/289y21275208378.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/May/30/t1275208444u5pcn9dqeh53tme/3jiyn1275208378.png (open in new window)
http://www.freestatistics.org/blog/date/2010/May/30/t1275208444u5pcn9dqeh53tme/3jiyn1275208378.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/May/30/t1275208444u5pcn9dqeh53tme/4jiyn1275208378.png (open in new window)
http://www.freestatistics.org/blog/date/2010/May/30/t1275208444u5pcn9dqeh53tme/4jiyn1275208378.ps (open in new window)


 
Parameters (Session):
par1 = multiplicative ; par2 = 4 ;
 
Parameters (R input):
par1 = multiplicative ; par2 = 4 ;
 
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

Creative Commons License

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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