oef 9.2 Thomas Simons

*Unverified author*

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

Title produced by software: Classical Decomposition

Date of computation: Thu, 19 May 2011 21:32:58 +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/19/t1305840552kzrhzg8irc7juot.htm/, Retrieved Thu, 19 May 2011 23:29:16 +0200

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords:

KDGP2W92

Dataseries X:

» Textbox « » Textfile « » CSV «

17,1 13,4 15,3 14 9,7 13,7 13,7 12,5 9,8 7 -1,9 -2,9 -6,8 -10,4 -17,2 -19,8 -16,8 -23,2 -21,7 -17,6 -13 -12,6 -4 -0,2 3,1 6,5 19,2 26,6 26,6 31,4 31,2 26,4 20,7 20,7 15 13,3 8,7 10,2 4,3 -0,1 -4,6 -3,9 -3,5 -3,4 -2,5 -1,1 0,3 -0,9 3,6 2,7 -0,2 -1 5,8 6,4 9,6 13,2 10,6 10,9 12,9 15,9 12,2 9,1 9 17,4 14,7 17 13,7 9,5 14,8 13,6 12,6 8,9 10,2 12,7 16 10,4 9,9 9,5 8,6 10 3,5 -4,2 -4,4 -1,5 -0,1 0,8 -2,4 -1,2 0,2 -1,9 -1,6 -4,2 -2,2 6,2 5,7 3,1 1,1 -0,9 0,1 -4 -4 -5,3 -8 -6,3 -3,6 -3,5 -5,1 -3,3

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 'Herman Ole Andreas Wold' @ www.yougetit.org Classical Decomposition by Moving Averages t Observations Fit Trend Seasonal Random 1 17.1 NA NA -0.375434027777778 NA 2 13.4 NA NA -0.326996527777777 NA 3 15.3 NA NA -0.396788194444443 NA 4 14 NA NA -0.334809027777778 NA 5 9.7 NA NA 0.17404513888889 NA 6 13.7 NA NA -0.0322048611111111 NA 7 13.7 9.96362847222222 9.12083333333333 0.842795138888889 3.73637152777778 8 12.5 7.68394097222222 7.13333333333333 0.550607638888888 4.81605902777778 9 9.8 4.90425347222222 4.7875 0.116753472222222 4.89574652777778 10 7 2.16467013888889 2.025 0.139670138888889 4.83532986111111 11 -1.9 -0.720225694444445 -0.4875 -0.232725694444445 -1.17977430555556 12 -2.9 -3.25407986111111 -3.12916666666667 -0.124913194444445 0.354079861111112 13 -6.8 -6.51710069444445 -6.14166666666667 -0.375434027777778 -0.282899305555555 14 -10.4 -9.19782986111111 -8.87083333333333 -0.326996527777777 -1.20217013888889 15 -17.2 -11.4717881944444 -11.075 -0.396788194444443 -5.72821180555555 16 -19.8 -13.1764756944444 -12.8416666666667 -0.334809027777778 -6.62352430555556 17 -16.8 -13.5717881944444 -13.7458333333333 0.17404513888889 -3.22821180555555 18 -23.2 -13.7530381944444 -13.7208333333333 -0.0322048611111111 -9.44696180555555 19 -21.7 -12.3530381944444 -13.1958333333333 0.842795138888889 -9.34696180555555 20 -17.6 -11.5285590277778 -12.0791666666667 0.550607638888888 -6.07144097222222 21 -13 -9.74157986111111 -9.85833333333333 0.116753472222222 -3.25842013888889 22 -12.6 -6.26866319444444 -6.40833333333333 0.139670138888889 -6.33133680555555 23 -4 -2.89939236111111 -2.66666666666667 -0.232725694444445 -1.10060763888889 24 -0.2 1.29175347222222 1.41666666666667 -0.124913194444445 -1.49175347222222 25 3.1 5.52039930555555 5.89583333333333 -0.375434027777778 -2.42039930555555 26 6.5 9.60633680555555 9.93333333333333 -0.326996527777777 -3.10633680555555 27 19.2 12.7740451388889 13.1708333333333 -0.396788194444443 6.42595486111111 28 26.6 15.6276909722222 15.9625 -0.334809027777778 10.9723090277778 29 26.6 18.3157118055556 18.1416666666667 0.17404513888889 8.28428819444445 30 31.4 19.4636284722222 19.4958333333333 -0.0322048611111111 11.9363715277778 31 31.2 21.1344618055556 20.2916666666667 0.842795138888889 10.0655381944444 32 26.4 21.2297743055556 20.6791666666667 0.550607638888888 5.17022569444444 33 20.7 20.3292534722222 20.2125 0.116753472222222 0.370746527777776 34 20.7 18.6188368055556 18.4791666666667 0.139670138888889 2.08116319444445 35 15 15.8339409722222 16.0666666666667 -0.232725694444445 -0.833940972222221 36 13.3 13.1709201388889 13.2958333333333 -0.124913194444445 0.129079861111112 37 8.7 10.0037326388889 10.3791666666667 -0.375434027777778 -1.30373263888889 38 10.2 7.36467013888889 7.69166666666667 -0.326996527777777 2.83532986111111 39 4.3 5.08654513888889 5.48333333333333 -0.396788194444443 -0.78654513888889 40 -0.1 3.27352430555555 3.60833333333333 -0.334809027777778 -3.37352430555555 41 -4.6 2.26154513888889 2.0875 0.17404513888889 -6.86154513888889 42 -3.9 0.851128472222222 0.883333333333333 -0.0322048611111111 -4.75112847222222 43 -3.5 0.921961805555555 0.0791666666666665 0.842795138888889 -4.42196180555556 44 -3.4 0.104774305555555 -0.445833333333333 0.550607638888888 -3.50477430555555 45 -2.5 -0.829079861111111 -0.945833333333333 0.116753472222222 -1.67092013888889 46 -1.1 -1.03116319444444 -1.17083333333333 0.139670138888889 -0.0688368055555562 47 0.3 -1.00772569444444 -0.775 -0.232725694444445 1.30772569444444 48 -0.9 -0.0374131944444447 0.0875 -0.124913194444445 -0.862586805555555 49 3.6 0.687065972222223 1.0625 -0.375434027777778 2.91293402777778 50 2.7 1.97300347222222 2.3 -0.326996527777777 0.726996527777778 51 -0.2 3.14071180555556 3.5375 -0.396788194444443 -3.34071180555556 52 -1 4.24852430555555 4.58333333333333 -0.334809027777778 -5.24852430555555 53 5.8 5.78237847222222 5.60833333333333 0.17404513888889 0.017621527777778 54 6.4 6.80112847222222 6.83333333333333 -0.0322048611111111 -0.401128472222221 55 9.6 8.73446180555555 7.89166666666667 0.842795138888889 0.865538194444445 56 13.2 9.06727430555555 8.51666666666667 0.550607638888888 4.13272569444445 57 10.6 9.28342013888889 9.16666666666667 0.116753472222222 1.31657986111111 58 10.9 10.4563368055556 10.3166666666667 0.139670138888889 0.443663194444445 59 12.9 11.2214409722222 11.4541666666667 -0.232725694444445 1.67855902777778 60 15.9 12.1417534722222 12.2666666666667 -0.124913194444445 3.75824652777778 61 12.2 12.5037326388889 12.8791666666667 -0.375434027777778 -0.303732638888889 62 9.1 12.5688368055556 12.8958333333333 -0.326996527777777 -3.46883680555555 63 9 12.5198784722222 12.9166666666667 -0.396788194444443 -3.51987847222222 64 17.4 12.8693576388889 13.2041666666667 -0.334809027777778 4.53064236111111 65 14.7 13.4782118055556 13.3041666666667 0.17404513888889 1.22178819444445 66 17 12.9677951388889 13 -0.0322048611111111 4.03220486111111 67 13.7 13.4677951388889 12.625 0.842795138888889 0.232204861111112 68 9.5 13.2422743055556 12.6916666666667 0.550607638888888 -3.74227430555555 69 14.8 13.2500868055556 13.1333333333333 0.116753472222222 1.54991319444445 70 13.6 13.2730034722222 13.1333333333333 0.139670138888889 0.32699652777778 71 12.6 12.4089409722222 12.6416666666667 -0.232725694444445 0.191059027777778 72 8.9 12.0042534722222 12.1291666666667 -0.124913194444445 -3.10425347222222 73 10.2 11.2287326388889 11.6041666666667 -0.375434027777778 -1.02873263888889 74 12.7 11.0855034722222 11.4125 -0.326996527777777 1.61449652777778 75 16 10.5657118055556 10.9625 -0.396788194444443 5.43428819444444 76 10.4 9.41519097222222 9.75 -0.334809027777778 0.984809027777779 77 9.9 8.47404513888889 8.3 0.17404513888889 1.42595486111111 78 9.5 7.12612847222222 7.15833333333333 -0.0322048611111111 2.37387152777778 79 8.6 7.13862847222222 6.29583333333333 0.842795138888889 1.46137152777778 80 10 5.92144097222222 5.37083333333333 0.550607638888888 4.07855902777778 81 3.5 4.22508680555556 4.10833333333333 0.116753472222222 -0.725086805555556 82 -4.2 2.99800347222222 2.85833333333333 0.139670138888889 -7.19800347222222 83 -4.4 1.73810763888889 1.97083333333333 -0.232725694444445 -6.13810763888889 84 -1.5 0.966753472222222 1.09166666666667 -0.124913194444445 -2.46675347222222 85 -0.1 -0.183767361111111 0.191666666666667 -0.375434027777778 0.083767361111111 86 0.8 -1.15199652777778 -0.825 -0.326996527777777 1.95199652777778 87 -2.4 -2.05095486111111 -1.65416666666667 -0.396788194444443 -0.34904513888889 88 -1.2 -1.79314236111111 -1.45833333333333 -0.334809027777778 0.593142361111111 89 0.2 -0.430121527777777 -0.604166666666667 0.17404513888889 0.630121527777777 90 -1.9 -0.0238715277777779 0.0083333333333332 -0.0322048611111111 -1.87612847222222 91 -1.6 1.09279513888889 0.25 0.842795138888889 -2.69279513888889 92 -4.2 0.779774305555555 0.229166666666667 0.550607638888888 -4.97977430555556 93 -2.2 0.379253472222222 0.2625 0.116753472222222 -2.57925347222222 94 6.2 0.389670138888889 0.25 0.139670138888889 5.81032986111111 95 5.7 -0.274392361111112 -0.0416666666666667 -0.232725694444445 5.97439236111111 96 3.1 -0.483246527777778 -0.358333333333333 -0.124913194444445 3.58324652777778 97 1.1 -1.14210069444444 -0.766666666666667 -0.375434027777778 2.24210069444444 98 -0.9 -1.44782986111111 -1.12083333333333 -0.326996527777777 0.54782986111111 99 0.1 -1.66345486111111 -1.26666666666667 -0.396788194444443 1.76345486111111 100 -4 -2.06397569444445 -1.72916666666667 -0.334809027777778 -1.93602430555555 101 -4 -2.40928819444444 -2.58333333333333 0.17404513888889 -1.59071180555556 102 -5.3 -3.33220486111111 -3.3 -0.0322048611111111 -1.96779513888889 103 -8 NA NA 0.842795138888889 NA 104 -6.3 NA NA 0.550607638888888 NA 105 -3.6 NA NA 0.116753472222222 NA 106 -3.5 NA NA 0.139670138888889 NA 107 -5.1 NA NA -0.232725694444445 NA 108 -3.3 NA NA -0.124913194444445 NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2011/May/19/t1305840552kzrhzg8irc7juot/131741305840776.png (open in new window) http://www.freestatistics.org/blog/date/2011/May/19/t1305840552kzrhzg8irc7juot/131741305840776.ps (open in new window) http://www.freestatistics.org/blog/date/2011/May/19/t1305840552kzrhzg8irc7juot/2ntv71305840776.png (open in new window) http://www.freestatistics.org/blog/date/2011/May/19/t1305840552kzrhzg8irc7juot/2ntv71305840776.ps (open in new window) http://www.freestatistics.org/blog/date/2011/May/19/t1305840552kzrhzg8irc7juot/3c1h21305840776.png (open in new window) http://www.freestatistics.org/blog/date/2011/May/19/t1305840552kzrhzg8irc7juot/3c1h21305840776.ps (open in new window) http://www.freestatistics.org/blog/date/2011/May/19/t1305840552kzrhzg8irc7juot/4m4c91305840776.png (open in new window) http://www.freestatistics.org/blog/date/2011/May/19/t1305840552kzrhzg8irc7juot/4m4c91305840776.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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