Home » date » 2011 » May » 16 »

lynn.pelgrims@student.kdg.be

*Unverified author*
R Software Module: /rwasp_decompose.wasp (opens new window with default values)
Title produced by software: Classical Decomposition
Date of computation: Mon, 16 May 2011 20:53:53 +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/16/t1305579067o3bf2b1cpz0ry8x.htm/, Retrieved Mon, 16 May 2011 22:51:12 +0200
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
KDGP2W92
 
Dataseries X:
» Textbox « » Textfile « » CSV «
2851 2672 2755 2721 2946 3036 2282 2212 2922 4301 5764 7132 2541 2475 3031 3266 3776 3230 3028 1759 3595 4474 6838 8357 3113 3006 4047 3523 3937 3986 3260 1573 3528 5211 7614 9254 5375 3088 3718 4514 4520 4539 3663 1643 4734 5428 8314 10651 3633 4292 4154 4121 4647 4753 3965 1723 5048 6923 9858 11331 4016 3957 4510 4276 4968 4677 3523 1821 5222 6872 10803 13916 2639 2899 3370 3740 2927 3986 4217 1738 5221 6424 9842 13076 3934 3162 4286 4676 5010 4874 4633 1659 5951 6981 9851 12670
 
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'Herman Ole Andreas Wold' @ www.yougetit.org


Classical Decomposition by Moving Averages
tObservationsFitTrendSeasonalRandom
12851NANA-1190.16517857143NA
22672NANA-1539.72470238095NA
32755NANA-949.177083333333NA
42721NANA-840.302083333333NA
52946NANA-642.153273809524NA
63036NANA-662.302083333334NA
722822189.739583333333453.25-1263.5104166666792.2604166666674
82212520.8229166666673432.125-2911.302083333331691.17708333333
929223055.084821428573435.41666666667-380.331845238095-133.084821428571
1043014406.114583333333469.625936.489583333333-105.114583333333
1157647210.912202380953526.916666666673683.99553571429-1446.91220238095
1271329328.066964285713569.583333333335758.48363095238-2196.06696428571
1325412418.584821428573608.75-1190.16517857143122.415178571428
1424752081.233630952383620.95833333333-1539.72470238095393.766369047619
1530312680.947916666673630.125-949.177083333333350.052083333334
1632662825.072916666673665.375-840.302083333333440.927083333334
1737763075.180059523813717.33333333333-642.153273809524700.819940476191
1832303150.822916666673813.125-662.30208333333479.1770833333344
1930282624.489583333333888-1263.51041666667403.510416666667
2017591022.656253933.95833333333-2911.30208333333736.343750000001
2135953618.084821428573998.41666666667-380.331845238095-23.0848214285711
2244744987.947916666674051.45833333333936.489583333333-513.947916666667
2368387752.870535714294068.8753683.99553571429-914.870535714286
2483579865.566964285714107.083333333335758.48363095238-1508.56696428571
2531132958.084821428574148.25-1190.16517857143154.915178571428
2630062610.441964285714150.16666666667-1539.72470238095395.558035714285
2740473190.447916666674139.625-949.177083333333856.552083333334
2835233327.239583333334167.54166666667-840.302083333333195.760416666667
2939373588.430059523814230.58333333333-642.153273809524348.569940476191
3039863637.989583333334300.29166666667-662.302083333334348.010416666668
3132603168.406254431.91666666667-1263.5104166666791.59375
3215731618.281254529.58333333333-2911.30208333333-45.28125
3335284138.959821428574519.29166666667-380.331845238095-610.959821428571
3452115483.364583333334546.875936.489583333333-272.364583333333
3576148296.453869047624612.458333333333683.99553571429-682.45386904762
36925410418.2752976194659.791666666675758.48363095238-1164.27529761905
3753753509.459821428574699.625-1190.165178571431865.54017857143
3830883179.608630952384719.33333333333-1539.72470238095-91.6086309523807
3937183823.322916666674772.5-949.177083333333-105.322916666667
4045143991.489583333334831.79166666667-840.302083333333522.510416666667
4145204227.846726190484870-642.153273809524292.153273809524
4245394295.072916666674957.375-662.302083333334243.927083333334
4336633679.489583333334943-1263.51041666667-16.4895833333321
4416432009.281254920.58333333333-2911.30208333333-366.28125
4547344608.584821428574988.91666666667-380.331845238095125.415178571428
4654285927.197916666674990.70833333333936.489583333333-499.197916666666
4783148663.620535714284979.6253683.99553571429-349.620535714285
481065110752.31696428574993.833333333335758.48363095238-101.316964285714
4936333825.16815476195015.33333333333-1190.16517857143-192.168154761905
5042923491.525297619055031.25-1539.72470238095800.474702380954
5141544098.489583333335047.66666666667-949.17708333333355.5104166666679
5241214282.739583333335123.04166666667-840.302083333333-161.739583333333
5346474607.513392857145249.66666666667-642.15327380952439.4866071428578
5447534680.031255342.33333333333-662.30208333333472.96875
5539654123.114583333335386.625-1263.51041666667-158.114583333334
5617232477.322916666675388.625-2911.30208333333-754.322916666666
5750485009.16815476195389.5-380.33184523809538.8318452380963
5869236347.281255410.79166666667936.489583333333575.718750000001
5998589114.620535714285430.6253683.99553571429743.379464285715
601133111199.31696428575440.833333333335758.48363095238131.683035714285
6140164229.084821428575419.25-1190.16517857143-213.084821428572
6239573865.191964285715404.91666666667-1539.7247023809591.8080357142853
6345104467.072916666675416.25-949.17708333333342.927083333333
6442764581.072916666675421.375-840.302083333333-305.072916666666
6549684816.471726190485458.625-642.153273809524151.528273809524
6646774943.406255605.70833333333-662.302083333334-266.40625
6735234392.531255656.04166666667-1263.51041666667-869.531249999998
6818212643.281255554.58333333333-2911.30208333333-822.281249999998
6952225082.66815476195463-380.331845238095139.331845238096
7068726329.656255393.16666666667936.489583333333542.343750000001
71108038969.787202380955285.791666666673683.995535714291833.21279761905
721391610930.44196428575171.958333333335758.483630952382985.55803571429
7326393981.918154761915172.08333333333-1190.16517857143-1342.91815476191
7428993657.816964285715197.54166666667-1539.72470238095-758.816964285714
7533704244.864583333335194.04166666667-949.177083333333-874.864583333333
7637404335.031255175.33333333333-840.302083333333-595.03125
7729274474.471726190485116.625-642.153273809524-1547.47172619048
7839864379.281255041.58333333333-662.302083333334-393.281249999999
7942173797.031255060.54166666667-1263.51041666667419.968750000001
8017382214.156255125.45833333333-2911.30208333333-476.15625
8152214794.251488095245174.58333333333-380.331845238095426.748511904761
8264246188.239583333335251.75936.489583333333235.760416666666
8398429061.537202380955377.541666666673683.99553571429780.462797619048
841307611259.81696428575501.333333333335758.483630952381816.18303571429
8539344365.501488095245555.66666666667-1190.16517857143-431.501488095237
8631624029.983630952385569.70833333333-1539.72470238095-867.98363095238
8742864647.656255596.83333333333-949.177083333333-361.65625
8846764810.156255650.45833333333-840.302083333333-134.156250000001
8950105031.888392857145674.04166666667-642.153273809524-21.8883928571413
9048744995.197916666675657.5-662.302083333334-121.197916666666
914633NANA-1263.51041666667NA
921659NANA-2911.30208333333NA
935951NANA-380.331845238095NA
946981NANA936.489583333333NA
959851NANA3683.99553571429NA
9612670NANA5758.48363095238NA
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2011/May/16/t1305579067o3bf2b1cpz0ry8x/1pvtq1305579231.png (open in new window)
http://www.freestatistics.org/blog/date/2011/May/16/t1305579067o3bf2b1cpz0ry8x/1pvtq1305579231.ps (open in new window)


http://www.freestatistics.org/blog/date/2011/May/16/t1305579067o3bf2b1cpz0ry8x/2vufp1305579231.png (open in new window)
http://www.freestatistics.org/blog/date/2011/May/16/t1305579067o3bf2b1cpz0ry8x/2vufp1305579231.ps (open in new window)


http://www.freestatistics.org/blog/date/2011/May/16/t1305579067o3bf2b1cpz0ry8x/3spbl1305579231.png (open in new window)
http://www.freestatistics.org/blog/date/2011/May/16/t1305579067o3bf2b1cpz0ry8x/3spbl1305579231.ps (open in new window)


http://www.freestatistics.org/blog/date/2011/May/16/t1305579067o3bf2b1cpz0ry8x/4micw1305579231.png (open in new window)
http://www.freestatistics.org/blog/date/2011/May/16/t1305579067o3bf2b1cpz0ry8x/4micw1305579231.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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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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