| | | *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 21:13:52 +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/t1305580190we3l280str32x6k.htm/, Retrieved Mon, 16 May 2011 23:09:54 +0200 | | | | Original text written by user: | | | | | IsPrivate? | | No (this computation is public) | | | | User-defined keywords: | | KDGP2W92 | | | | Dataseries X: | | » Textbox « » Textfile « » CSV « | | 814
1150
1225
1691
1759
1754
2100
2062
2012
1897
1964
2186
966
1549
1538
1612
2078
2137
2907
2249
1883
1739
1828
1868
1138
1430
1809
1763
2200
2067
2503
2141
2103
1972
2181
2344
970
1199
1718
1683
2025
2051
2439
2353
2230
1852
2147
2286
1007
1665
1642
1518
1831
2207
2822
2393
2306
1785
2047
2171
1212
1335
2011
1860
1954
2152
2835
2224
2182
1992
2389
2724
891
1247
2017
2257
2255
2255
3057
3330
1896
2096
2374
2535
1041
1728
2201
2455
2204
2660
3670
2665
2639
2226
2586
2684
1185
1749
2459
2618
2585
3310
3923
| | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 814 | NA | NA | -977.26240079365 | NA | | 2 | 1150 | NA | NA | -571.91121031746 | NA | | 3 | 1225 | NA | NA | -181.66121031746 | NA | | 4 | 1691 | NA | NA | -157.065972222222 | NA | | 5 | 1759 | NA | NA | 37.1304563492063 | NA | | 6 | 1754 | NA | NA | 170.749503968254 | NA | | 7 | 2100 | 2562.64831349206 | 1724.16666666667 | 838.481646825397 | -462.648313492063 | | 8 | 2062 | 2171.96974206349 | 1747.125 | 424.844742063492 | -109.969742063492 | | 9 | 2012 | 1892.67807539683 | 1776.79166666667 | 115.886408730159 | 119.321924603174 | | 10 | 1897 | 1665.67212301587 | 1786.54166666667 | -120.869543650794 | 231.327876984127 | | 11 | 1964 | 1936.66617063492 | 1796.54166666667 | 140.124503968254 | 27.3338293650795 | | 12 | 2186 | 2107.34474206349 | 1825.79166666667 | 281.553075396825 | 78.6552579365084 | | 13 | 966 | 898.11259920635 | 1875.375 | -977.26240079365 | 67.8874007936506 | | 14 | 1549 | 1344.88045634921 | 1916.79166666667 | -571.91121031746 | 204.119543650794 | | 15 | 1538 | 1737.54712301587 | 1919.20833333333 | -181.66121031746 | -199.547123015873 | | 16 | 1612 | 1750.18402777778 | 1907.25 | -157.065972222222 | -138.184027777778 | | 17 | 2078 | 1932.13045634921 | 1895 | 37.1304563492063 | 145.869543650794 | | 18 | 2137 | 2046.83283730159 | 1876.08333333333 | 170.749503968254 | 90.167162698413 | | 19 | 2907 | 2708.4816468254 | 1870 | 838.481646825397 | 198.518353174604 | | 20 | 2249 | 2297.05307539683 | 1872.20833333333 | 424.844742063492 | -48.0530753968253 | | 21 | 1883 | 1994.42807539683 | 1878.54166666667 | 115.886408730159 | -111.428075396825 | | 22 | 1739 | 1775.25545634921 | 1896.125 | -120.869543650794 | -36.2554563492065 | | 23 | 1828 | 2047.62450396825 | 1907.5 | 140.124503968254 | -219.624503968254 | | 24 | 1868 | 2191.21974206349 | 1909.66666666667 | 281.553075396825 | -323.219742063492 | | 25 | 1138 | 912.654265873016 | 1889.91666666667 | -977.26240079365 | 225.345734126984 | | 26 | 1430 | 1296.67212301587 | 1868.58333333333 | -571.91121031746 | 133.327876984127 | | 27 | 1809 | 1691.58878968254 | 1873.25 | -181.66121031746 | 117.41121031746 | | 28 | 1763 | 1735.05902777778 | 1892.125 | -157.065972222222 | 27.9409722222226 | | 29 | 2200 | 1953.67212301587 | 1916.54166666667 | 37.1304563492063 | 246.327876984127 | | 30 | 2067 | 2121.83283730159 | 1951.08333333333 | 170.749503968254 | -54.8328373015872 | | 31 | 2503 | 2802.39831349206 | 1963.91666666667 | 838.481646825397 | -299.398313492064 | | 32 | 2141 | 2372.13640873016 | 1947.29166666667 | 424.844742063492 | -231.136408730159 | | 33 | 2103 | 2049.76140873016 | 1933.875 | 115.886408730159 | 53.2385912698412 | | 34 | 1972 | 1805.88045634921 | 1926.75 | -120.869543650794 | 166.119543650794 | | 35 | 2181 | 2056.24950396825 | 1916.125 | 140.124503968254 | 124.750496031746 | | 36 | 2344 | 2189.71974206349 | 1908.16666666667 | 281.553075396825 | 154.280257936508 | | 37 | 970 | 927.570932539683 | 1904.83333333333 | -977.26240079365 | 42.4290674603174 | | 38 | 1199 | 1339.08878968254 | 1911 | -571.91121031746 | -140.088789682539 | | 39 | 1718 | 1743.46378968254 | 1925.125 | -181.66121031746 | -25.4637896825395 | | 40 | 1683 | 1768.35069444444 | 1925.41666666667 | -157.065972222222 | -85.3506944444443 | | 41 | 2025 | 1956.13045634921 | 1919 | 37.1304563492063 | 68.8695436507937 | | 42 | 2051 | 2085.91617063492 | 1915.16666666667 | 170.749503968254 | -34.9161706349207 | | 43 | 2439 | 2752.77331349206 | 1914.29166666667 | 838.481646825397 | -313.773313492064 | | 44 | 2353 | 2360.09474206349 | 1935.25 | 424.844742063492 | -7.09474206349182 | | 45 | 2230 | 2067.38640873016 | 1951.5 | 115.886408730159 | 162.613591269842 | | 46 | 1852 | 1820.58878968254 | 1941.45833333333 | -120.869543650794 | 31.4112103174602 | | 47 | 2147 | 2066.62450396825 | 1926.5 | 140.124503968254 | 80.3754960317463 | | 48 | 2286 | 2206.46974206349 | 1924.91666666667 | 281.553075396825 | 79.5302579365084 | | 49 | 1007 | 970.112599206349 | 1947.375 | -977.26240079365 | 36.8874007936511 | | 50 | 1665 | 1393.08878968254 | 1965 | -571.91121031746 | 271.91121031746 | | 51 | 1642 | 1788.17212301587 | 1969.83333333333 | -181.66121031746 | -146.172123015873 | | 52 | 1518 | 1813.14236111111 | 1970.20833333333 | -157.065972222222 | -295.142361111111 | | 53 | 1831 | 2000.38045634921 | 1963.25 | 37.1304563492063 | -169.380456349206 | | 54 | 2207 | 2125.04117063492 | 1954.29166666667 | 170.749503968254 | 81.9588293650795 | | 55 | 2822 | 2796.52331349206 | 1958.04166666667 | 838.481646825397 | 25.4766865079366 | | 56 | 2393 | 2377.67807539683 | 1952.83333333333 | 424.844742063492 | 15.3219246031747 | | 57 | 2306 | 2070.34474206349 | 1954.45833333333 | 115.886408730159 | 235.655257936508 | | 58 | 1785 | 1863.21378968254 | 1984.08333333333 | -120.869543650794 | -78.21378968254 | | 59 | 2047 | 2143.58283730159 | 2003.45833333333 | 140.124503968254 | -96.5828373015877 | | 60 | 2171 | 2287.84474206349 | 2006.29166666667 | 281.553075396825 | -116.844742063492 | | 61 | 1212 | 1027.27926587302 | 2004.54166666667 | -977.26240079365 | 184.720734126984 | | 62 | 1335 | 1426.13045634921 | 1998.04166666667 | -571.91121031746 | -91.1304563492063 | | 63 | 2011 | 1804.17212301587 | 1985.83333333333 | -181.66121031746 | 206.827876984127 | | 64 | 1860 | 1832.22569444444 | 1989.29166666667 | -157.065972222222 | 27.7743055555559 | | 65 | 1954 | 2049.29712301587 | 2012.16666666667 | 37.1304563492063 | -95.2971230158728 | | 66 | 2152 | 2220.20783730159 | 2049.45833333333 | 170.749503968254 | -68.207837301587 | | 67 | 2835 | 2897.6066468254 | 2059.125 | 838.481646825397 | -62.6066468253964 | | 68 | 2224 | 2466.92807539683 | 2042.08333333333 | 424.844742063492 | -242.928075396825 | | 69 | 2182 | 2154.55307539683 | 2038.66666666667 | 115.886408730159 | 27.4469246031749 | | 70 | 1992 | 1934.58878968254 | 2055.45833333333 | -120.869543650794 | 57.4112103174607 | | 71 | 2389 | 2224.66617063492 | 2084.54166666667 | 140.124503968254 | 164.33382936508 | | 72 | 2724 | 2382.92807539683 | 2101.375 | 281.553075396825 | 341.071924603175 | | 73 | 891 | 1137.65426587302 | 2114.91666666667 | -977.26240079365 | -246.654265873015 | | 74 | 1247 | 1598.33878968254 | 2170.25 | -571.91121031746 | -351.338789682539 | | 75 | 2017 | 2022.75545634921 | 2204.41666666667 | -181.66121031746 | -5.75545634920627 | | 76 | 2257 | 2039.76736111111 | 2196.83333333333 | -157.065972222222 | 217.232638888889 | | 77 | 2255 | 2237.67212301587 | 2200.54166666667 | 37.1304563492063 | 17.3278769841272 | | 78 | 2255 | 2362.79117063492 | 2192.04166666667 | 170.749503968254 | -107.791170634921 | | 79 | 3057 | 3028.89831349206 | 2190.41666666667 | 838.481646825397 | 28.1016865079368 | | 80 | 3330 | 2641.55307539683 | 2216.70833333333 | 424.844742063492 | 688.446924603174 | | 81 | 1896 | 2360.30307539683 | 2244.41666666667 | 115.886408730159 | -464.303075396825 | | 82 | 2096 | 2139.46378968254 | 2260.33333333333 | -120.869543650794 | -43.4637896825393 | | 83 | 2374 | 2406.58283730159 | 2266.45833333333 | 140.124503968254 | -32.5828373015875 | | 84 | 2535 | 2562.76140873016 | 2281.20833333333 | 281.553075396825 | -27.7614087301586 | | 85 | 1041 | 1346.36259920635 | 2323.625 | -977.26240079365 | -305.362599206349 | | 86 | 1728 | 1749.54712301587 | 2321.45833333333 | -571.91121031746 | -21.5471230158728 | | 87 | 2201 | 2143.04712301587 | 2324.70833333333 | -181.66121031746 | 57.9528769841272 | | 88 | 2455 | 2204.01736111111 | 2361.08333333333 | -157.065972222222 | 250.982638888888 | | 89 | 2204 | 2412.46378968254 | 2375.33333333333 | 37.1304563492063 | -208.46378968254 | | 90 | 2660 | 2561.12450396825 | 2390.375 | 170.749503968254 | 98.875496031746 | | 91 | 3670 | 3241.06498015873 | 2402.58333333333 | 838.481646825397 | 428.93501984127 | | 92 | 2665 | 2834.30307539683 | 2409.45833333333 | 424.844742063492 | -169.303075396825 | | 93 | 2639 | 2536.96974206349 | 2421.08333333333 | 115.886408730159 | 102.030257936508 | | 94 | 2226 | 2317.75545634921 | 2438.625 | -120.869543650794 | -91.7554563492058 | | 95 | 2586 | 2601.41617063492 | 2461.29166666667 | 140.124503968254 | -15.4161706349205 | | 96 | 2684 | 2785.80307539683 | 2504.25 | 281.553075396825 | -101.803075396826 | | 97 | 1185 | NA | 2541.875 | NA | NA | | 98 | 1749 | NA | NA | NA | NA | | 99 | 2459 | NA | NA | NA | NA | | 100 | 2618 | NA | NA | NA | NA | | 101 | 2585 | NA | NA | NA | NA | | 102 | 3310 | NA | NA | NA | NA | | 103 | 3923 | NA | NA | NA | NA |
| | | | Charts produced by software: |  | | http://www.freestatistics.org/blog/date/2011/May/16/t1305580190we3l280str32x6k/18zab1305580428.png (open in new window) | | http://www.freestatistics.org/blog/date/2011/May/16/t1305580190we3l280str32x6k/18zab1305580428.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2011/May/16/t1305580190we3l280str32x6k/25kak1305580428.png (open in new window) | | http://www.freestatistics.org/blog/date/2011/May/16/t1305580190we3l280str32x6k/25kak1305580428.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2011/May/16/t1305580190we3l280str32x6k/31scr1305580428.png (open in new window) | | http://www.freestatistics.org/blog/date/2011/May/16/t1305580190we3l280str32x6k/31scr1305580428.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2011/May/16/t1305580190we3l280str32x6k/4dxqo1305580428.png (open in new window) | | http://www.freestatistics.org/blog/date/2011/May/16/t1305580190we3l280str32x6k/4dxqo1305580428.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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