| KDGP2W92 | | *Unverified author* | | R Software Module: /rwasp_decompose.wasp (opens new window with default values) | | Title produced by software: Classical Decomposition | | Date of computation: Sun, 15 May 2011 20:17:11 +0000 | | | | Cite this page as follows: | | Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2011/May/15/t1305490431vwei7l514p3pbmt.htm/, Retrieved Sun, 15 May 2011 22:13:57 +0200 | | | | Original text written by user: | | | | | IsPrivate? | | No (this computation is public) | | | | User-defined keywords: | | | | | Dataseries X: | | » Textbox « » Textfile « » CSV « | | 41
39
50
40
43
38
44
35
39
35
29
49
50
59
63
32
39
47
53
60
57
52
70
90
74
62
55
84
94
70
108
139
120
97
126
149
158
124
140
109
114
77
120
133
110
92
97
78
99
107
112
90
98
125
155
190
236
189
174
178
136
161
171
149
184
155
276
224
213
279
268
287
238
213
257
293
212
246
353
339
308
247
257
322
298
273
312
249
286
279
309
401
309
328
353
354
327
324
285
243
241
287
355
460
364
487
452
391
500
451
375
372
302
316
398
394
431
431 | | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 41 | NA | NA | -0.513888888888886 | NA | | 2 | 39 | NA | NA | -11.4722222222222 | NA | | 3 | 50 | NA | NA | -6.37847222222222 | NA | | 4 | 40 | NA | NA | -28.6753472222222 | NA | | 5 | 43 | NA | NA | -30.8576388888889 | NA | | 6 | 38 | NA | NA | -32.5920138888889 | NA | | 7 | 44 | 59.1996527777778 | 40.5416666666667 | 18.6579861111111 | -15.1996527777778 | | 8 | 35 | 83.1475694444444 | 41.75 | 41.3975694444444 | -48.1475694444444 | | 9 | 39 | 52.2309027777778 | 43.125 | 9.10590277777779 | -13.2309027777778 | | 10 | 35 | 55.7934027777778 | 43.3333333333333 | 12.4600694444445 | -20.7934027777778 | | 11 | 29 | 55.4027777777778 | 42.8333333333333 | 12.5694444444445 | -26.4027777777778 | | 12 | 49 | 59.3402777777778 | 43.0416666666667 | 16.2986111111111 | -10.3402777777778 | | 13 | 50 | 43.2777777777778 | 43.7916666666667 | -0.513888888888886 | 6.72222222222222 | | 14 | 59 | 33.7361111111111 | 45.2083333333333 | -11.4722222222222 | 25.2638888888889 | | 15 | 63 | 40.6215277777778 | 47 | -6.37847222222222 | 22.3784722222222 | | 16 | 32 | 19.7829861111111 | 48.4583333333333 | -28.6753472222222 | 12.2170138888889 | | 17 | 39 | 20.0173611111111 | 50.875 | -30.8576388888889 | 18.9826388888889 | | 18 | 47 | 21.6996527777778 | 54.2916666666667 | -32.5920138888889 | 25.3003472222222 | | 19 | 53 | 75.6579861111111 | 57 | 18.6579861111111 | -22.6579861111111 | | 20 | 60 | 99.5225694444444 | 58.125 | 41.3975694444444 | -39.5225694444444 | | 21 | 57 | 67.0225694444444 | 57.9166666666667 | 9.10590277777779 | -10.0225694444444 | | 22 | 52 | 72.2100694444445 | 59.75 | 12.4600694444445 | -20.2100694444444 | | 23 | 70 | 76.7777777777778 | 64.2083333333333 | 12.5694444444445 | -6.77777777777779 | | 24 | 90 | 83.7569444444444 | 67.4583333333333 | 16.2986111111111 | 6.24305555555556 | | 25 | 74 | 70.1944444444444 | 70.7083333333333 | -0.513888888888886 | 3.80555555555556 | | 26 | 62 | 64.8194444444444 | 76.2916666666667 | -11.4722222222222 | -2.81944444444444 | | 27 | 55 | 75.8298611111111 | 82.2083333333333 | -6.37847222222222 | -20.8298611111111 | | 28 | 84 | 58.0329861111111 | 86.7083333333333 | -28.6753472222222 | 25.9670138888889 | | 29 | 94 | 60.0590277777778 | 90.9166666666667 | -30.8576388888889 | 33.9409722222222 | | 30 | 70 | 63.1163194444444 | 95.7083333333333 | -32.5920138888889 | 6.88368055555554 | | 31 | 108 | 120.324652777778 | 101.666666666667 | 18.6579861111111 | -12.3246527777778 | | 32 | 139 | 149.147569444444 | 107.75 | 41.3975694444444 | -10.1475694444444 | | 33 | 120 | 122.980902777778 | 113.875 | 9.10590277777779 | -2.98090277777777 | | 34 | 97 | 130.918402777778 | 118.458333333333 | 12.4600694444445 | -33.9184027777778 | | 35 | 126 | 132.902777777778 | 120.333333333333 | 12.5694444444445 | -6.90277777777777 | | 36 | 149 | 137.756944444444 | 121.458333333333 | 16.2986111111111 | 11.2430555555556 | | 37 | 158 | 121.736111111111 | 122.25 | -0.513888888888886 | 36.2638888888889 | | 38 | 124 | 111.027777777778 | 122.5 | -11.4722222222222 | 12.9722222222222 | | 39 | 140 | 115.454861111111 | 121.833333333333 | -6.37847222222222 | 24.5451388888889 | | 40 | 109 | 92.5329861111111 | 121.208333333333 | -28.6753472222222 | 16.4670138888889 | | 41 | 114 | 88.9340277777778 | 119.791666666667 | -30.8576388888889 | 25.0659722222222 | | 42 | 77 | 83.0329861111111 | 115.625 | -32.5920138888889 | -6.0329861111111 | | 43 | 120 | 128.866319444444 | 110.208333333333 | 18.6579861111111 | -8.86631944444443 | | 44 | 133 | 148.439236111111 | 107.041666666667 | 41.3975694444444 | -15.4392361111111 | | 45 | 110 | 114.272569444444 | 105.166666666667 | 9.10590277777779 | -4.27256944444444 | | 46 | 92 | 115.668402777778 | 103.208333333333 | 12.4600694444445 | -23.6684027777778 | | 47 | 97 | 114.319444444444 | 101.75 | 12.5694444444445 | -17.3194444444445 | | 48 | 78 | 119.381944444444 | 103.083333333333 | 16.2986111111111 | -41.3819444444444 | | 49 | 99 | 106.027777777778 | 106.541666666667 | -0.513888888888886 | -7.02777777777777 | | 50 | 107 | 98.9027777777778 | 110.375 | -11.4722222222222 | 8.0972222222222 | | 51 | 112 | 111.621527777778 | 118 | -6.37847222222222 | 0.378472222222243 | | 52 | 90 | 98.6163194444444 | 127.291666666667 | -28.6753472222222 | -8.61631944444441 | | 53 | 98 | 103.684027777778 | 134.541666666667 | -30.8576388888889 | -5.68402777777774 | | 54 | 125 | 109.324652777778 | 141.916666666667 | -32.5920138888889 | 15.6753472222222 | | 55 | 155 | 166.282986111111 | 147.625 | 18.6579861111111 | -11.2829861111111 | | 56 | 190 | 192.814236111111 | 151.416666666667 | 41.3975694444444 | -2.81423611111111 | | 57 | 236 | 165.230902777778 | 156.125 | 9.10590277777779 | 70.7690972222222 | | 58 | 189 | 173.501736111111 | 161.041666666667 | 12.4600694444445 | 15.4982638888889 | | 59 | 174 | 179.652777777778 | 167.083333333333 | 12.5694444444445 | -5.65277777777777 | | 60 | 178 | 188.215277777778 | 171.916666666667 | 16.2986111111111 | -10.2152777777778 | | 61 | 136 | 177.694444444444 | 178.208333333333 | -0.513888888888886 | -41.6944444444444 | | 62 | 161 | 173.194444444444 | 184.666666666667 | -11.4722222222222 | -12.1944444444444 | | 63 | 171 | 178.746527777778 | 185.125 | -6.37847222222222 | -7.7465277777778 | | 64 | 149 | 159.241319444444 | 187.916666666667 | -28.6753472222222 | -10.2413194444445 | | 65 | 184 | 164.725694444444 | 195.583333333333 | -30.8576388888889 | 19.2743055555556 | | 66 | 155 | 171.449652777778 | 204.041666666667 | -32.5920138888889 | -16.4496527777778 | | 67 | 276 | 231.491319444444 | 212.833333333333 | 18.6579861111111 | 44.5086805555556 | | 68 | 224 | 260.647569444444 | 219.25 | 41.3975694444444 | -36.6475694444444 | | 69 | 213 | 234.105902777778 | 225 | 9.10590277777779 | -21.1059027777778 | | 70 | 279 | 247.043402777778 | 234.583333333333 | 12.4600694444445 | 31.9565972222222 | | 71 | 268 | 254.319444444444 | 241.75 | 12.5694444444445 | 13.6805555555556 | | 72 | 287 | 263.006944444444 | 246.708333333333 | 16.2986111111111 | 23.9930555555555 | | 73 | 238 | 253.194444444444 | 253.708333333333 | -0.513888888888886 | -15.1944444444444 | | 74 | 213 | 250.236111111111 | 261.708333333333 | -11.4722222222222 | -37.2361111111111 | | 75 | 257 | 264.079861111111 | 270.458333333333 | -6.37847222222222 | -7.07986111111109 | | 76 | 293 | 244.407986111111 | 273.083333333333 | -28.6753472222222 | 48.5920138888889 | | 77 | 212 | 240.434027777778 | 271.291666666667 | -30.8576388888889 | -28.4340277777778 | | 78 | 246 | 239.699652777778 | 272.291666666667 | -32.5920138888889 | 6.30034722222229 | | 79 | 353 | 294.907986111111 | 276.25 | 18.6579861111111 | 58.092013888889 | | 80 | 339 | 322.647569444444 | 281.25 | 41.3975694444444 | 16.3524305555556 | | 81 | 308 | 295.147569444444 | 286.041666666667 | 9.10590277777779 | 12.8524305555556 | | 82 | 247 | 298.960069444444 | 286.5 | 12.4600694444445 | -51.9600694444444 | | 83 | 257 | 300.319444444444 | 287.75 | 12.5694444444445 | -43.3194444444444 | | 84 | 322 | 308.506944444444 | 292.208333333333 | 16.2986111111111 | 13.4930555555555 | | 85 | 298 | 291.236111111111 | 291.75 | -0.513888888888886 | 6.76388888888897 | | 86 | 273 | 281.027777777778 | 292.5 | -11.4722222222222 | -8.02777777777777 | | 87 | 312 | 288.746527777778 | 295.125 | -6.37847222222222 | 23.2534722222223 | | 88 | 249 | 269.866319444444 | 298.541666666667 | -28.6753472222222 | -20.8663194444445 | | 89 | 286 | 275.059027777778 | 305.916666666667 | -30.8576388888889 | 10.9409722222223 | | 90 | 279 | 278.657986111111 | 311.25 | -32.5920138888889 | 0.342013888888914 | | 91 | 309 | 332.449652777778 | 313.791666666667 | 18.6579861111111 | -23.4496527777778 | | 92 | 401 | 358.522569444444 | 317.125 | 41.3975694444444 | 42.4774305555555 | | 93 | 309 | 327.230902777778 | 318.125 | 9.10590277777779 | -18.2309027777777 | | 94 | 328 | 329.210069444444 | 316.75 | 12.4600694444445 | -1.2100694444444 | | 95 | 353 | 327.194444444444 | 314.625 | 12.5694444444445 | 25.8055555555555 | | 96 | 354 | 329.381944444444 | 313.083333333333 | 16.2986111111111 | 24.6180555555555 | | 97 | 327 | 314.819444444444 | 315.333333333333 | -0.513888888888886 | 12.1805555555556 | | 98 | 324 | 308.236111111111 | 319.708333333333 | -11.4722222222222 | 15.763888888889 | | 99 | 285 | 318.079861111111 | 324.458333333333 | -6.37847222222222 | -33.0798611111111 | | 100 | 243 | 304.699652777778 | 333.375 | -28.6753472222222 | -61.6996527777778 | | 101 | 241 | 313.267361111111 | 344.125 | -30.8576388888889 | -72.2673611111111 | | 102 | 287 | 317.199652777778 | 349.791666666667 | -32.5920138888889 | -30.1996527777777 | | 103 | 355 | 377.199652777778 | 358.541666666667 | 18.6579861111111 | -22.1996527777778 | | 104 | 460 | 412.439236111111 | 371.041666666667 | 41.3975694444444 | 47.5607638888889 | | 105 | 364 | 389.189236111111 | 380.083333333333 | 9.10590277777779 | -25.1892361111111 | | 106 | 487 | 401.668402777778 | 389.208333333333 | 12.4600694444445 | 85.3315972222222 | | 107 | 452 | 409.694444444444 | 397.125 | 12.5694444444445 | 42.3055555555556 | | 108 | 391 | 417.173611111111 | 400.875 | 16.2986111111111 | -26.173611111111 | | 109 | 500 | NA | 403.875 | NA | NA | | 110 | 451 | NA | 402.916666666667 | NA | NA | | 111 | 375 | NA | 402.958333333333 | NA | NA | | 112 | 372 | NA | 403.416666666667 | NA | NA | | 113 | 302 | NA | NA | NA | NA | | 114 | 316 | NA | NA | NA | NA | | 115 | 398 | NA | NA | NA | NA | | 116 | 394 | NA | NA | NA | NA | | 117 | 431 | NA | NA | NA | NA | | 118 | 431 | NA | NA | NA | NA |
| | | | Charts produced by software: |  | | http://www.freestatistics.org/blog/date/2011/May/15/t1305490431vwei7l514p3pbmt/1oxmd1305490626.png (open in new window) | | http://www.freestatistics.org/blog/date/2011/May/15/t1305490431vwei7l514p3pbmt/1oxmd1305490626.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2011/May/15/t1305490431vwei7l514p3pbmt/2b0kt1305490626.png (open in new window) | | http://www.freestatistics.org/blog/date/2011/May/15/t1305490431vwei7l514p3pbmt/2b0kt1305490626.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2011/May/15/t1305490431vwei7l514p3pbmt/33q0w1305490626.png (open in new window) | | http://www.freestatistics.org/blog/date/2011/May/15/t1305490431vwei7l514p3pbmt/33q0w1305490626.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2011/May/15/t1305490431vwei7l514p3pbmt/4k0fh1305490626.png (open in new window) | | http://www.freestatistics.org/blog/date/2011/May/15/t1305490431vwei7l514p3pbmt/4k0fh1305490626.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')
| | |
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