| | | *Unverified author* | | R Software Module: /rwasp_decompose.wasp (opens new window with default values) | | Title produced by software: Classical Decomposition | | Date of computation: Sun, 29 May 2011 11:22:47 +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/29/t1306668047a64gvijsoiba78k.htm/, Retrieved Sun, 29 May 2011 13:20:52 +0200 | | | | Original text written by user: | | | | | IsPrivate? | | No (this computation is public) | | | | User-defined keywords: | | KDGP2W92 | | | | Dataseries X: | | » Textbox « » Textfile « » CSV « | | 505,7
55,7
735,7
575,9
545,8
905,8
765,8
945,7
15,7
645,7
155,9
416
825,8
725,9
925,9
556
116,1
876,3
336,2
186,1
286,1
26
915,8
405,7
965,7
395,6
425,8
545,6
65,6
445,6
895,5
175,4
715,4
865,5
57,4
145,4
315,3
635,4
5,2
515,2
515,1
955
955
634,9
205
275
425
84,9
534,7
4,8
704,7
684,7
884,6
994,6
294,7
524,7
914,5
564,4
984,5
934,4
514,6
474,5
784,4
504,5
824,4
414,6
964,7
64,6
244,7
344,7
34,7
685
425
484,8
785,1
704,9
245,4
285,6
218,8
706,1
856,2
456,6
606,8
527,3
657,8
948,2
486,6
238,9
289,4
969,5
589,5
189,7
639,8
9710,1
969,9
939,9
859,7
679,9
879,9
329,8
349,6
39,5
849,5
449,6
749,6
249,7
649,8
619,4
939
778,9
| | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 505.7 | NA | NA | 5.61401909722219 | NA | | 2 | 55.7 | NA | NA | -85.9255642361111 | NA | | 3 | 735.7 | NA | NA | -6.10160590277779 | NA | | 4 | 575.9 | NA | NA | -122.611501736111 | NA | | 5 | 545.8 | NA | NA | -221.796397569444 | NA | | 6 | 905.8 | NA | NA | -14.1156684027778 | NA | | 7 | 765.8 | 535.422873263889 | 535.7875 | -0.364626736111109 | 230.377126736111 | | 8 | 945.7 | 304.219748263889 | 577.05 | -272.830251736111 | 641.480251736111 | | 9 | 15.7 | 556.821310763889 | 612.9 | -56.0786892361111 | -541.121310763889 | | 10 | 645.7 | 1630.23953993056 | 619.995833333333 | 1010.24370659722 | -984.539539930556 | | 11 | 155.9 | 459.711935763889 | 601.2625 | -141.550564236111 | -303.811935763889 | | 12 | 416 | 487.646310763889 | 582.129166666667 | -94.4828559027778 | -71.646310763889 | | 13 | 825.8 | 568.614019097222 | 563 | 5.61401909722219 | 257.185980902778 | | 14 | 725.9 | 427.524435763889 | 513.45 | -85.9255642361111 | 298.375564236111 | | 15 | 925.9 | 486.965060763889 | 493.066666666667 | -6.10160590277779 | 438.934939236111 | | 16 | 556 | 355.900998263889 | 478.5125 | -122.611501736111 | 200.099001736111 | | 17 | 116.1 | 262.557769097222 | 484.354166666667 | -221.796397569444 | -146.457769097222 | | 18 | 876.3 | 501.471831597222 | 515.5875 | -14.1156684027778 | 374.828168402778 | | 19 | 336.2 | 520.622873263889 | 520.9875 | -0.364626736111109 | -184.422873263889 | | 20 | 186.1 | 240.223914930555 | 513.054166666667 | -272.830251736111 | -54.1239149305554 | | 21 | 286.1 | 422.375477430555 | 478.454166666667 | -56.0786892361111 | -136.275477430555 | | 22 | 26 | 1467.42703993056 | 457.183333333333 | 1010.24370659722 | -1441.42703993056 | | 23 | 915.8 | 313.095269097222 | 454.645833333333 | -141.550564236111 | 602.704730902778 | | 24 | 405.7 | 340.112977430555 | 434.595833333333 | -94.4828559027778 | 65.5870225694445 | | 25 | 965.7 | 445.568185763889 | 439.954166666667 | 5.61401909722219 | 520.131814236111 | | 26 | 395.6 | 376.886935763889 | 462.8125 | -85.9255642361111 | 18.7130642361111 | | 27 | 425.8 | 474.152560763889 | 480.254166666667 | -6.10160590277779 | -48.352560763889 | | 28 | 545.6 | 410.509331597222 | 533.120833333333 | -122.611501736111 | 135.090668402778 | | 29 | 65.6 | 310.536935763889 | 532.333333333333 | -221.796397569444 | -244.936935763889 | | 30 | 445.6 | 471.605164930556 | 485.720833333333 | -14.1156684027778 | -26.0051649305556 | | 31 | 895.5 | 447.410373263889 | 447.775 | -0.364626736111109 | 448.089626736111 | | 32 | 175.4 | 157.836414930556 | 430.666666666667 | -272.830251736111 | 17.5635850694445 | | 33 | 715.4 | 367.054644097222 | 423.133333333333 | -56.0786892361111 | 348.345355902778 | | 34 | 865.5 | 1414.58537326389 | 404.341666666667 | 1010.24370659722 | -549.085373263889 | | 35 | 57.4 | 280.253602430556 | 421.804166666667 | -141.550564236111 | -222.853602430556 | | 36 | 145.4 | 367.275477430556 | 461.758333333333 | -94.4828559027778 | -221.875477430556 | | 37 | 315.3 | 491.076519097222 | 485.4625 | 5.61401909722219 | -175.776519097222 | | 38 | 635.4 | 421.161935763889 | 507.0875 | -85.9255642361111 | 214.238064236111 | | 39 | 5.2 | 498.865060763889 | 504.966666666667 | -6.10160590277779 | -493.665060763889 | | 40 | 515.2 | 336.484331597222 | 459.095833333333 | -122.611501736111 | 178.715668402778 | | 41 | 515.1 | 228.011935763889 | 449.808333333333 | -221.796397569444 | 287.088064236111 | | 42 | 955 | 448.488498263889 | 462.604166666667 | -14.1156684027778 | 506.511501736111 | | 43 | 955 | 468.860373263889 | 469.225 | -0.364626736111109 | 486.139626736111 | | 44 | 634.9 | 179.261414930556 | 452.091666666667 | -272.830251736111 | 455.638585069444 | | 45 | 205 | 398.883810763889 | 454.9625 | -56.0786892361111 | -193.883810763889 | | 46 | 275 | 1501.41453993056 | 491.170833333333 | 1010.24370659722 | -1226.41453993056 | | 47 | 425 | 372.078602430556 | 513.629166666667 | -141.550564236111 | 52.9213975694445 | | 48 | 84.9 | 436.192144097222 | 530.675 | -94.4828559027778 | -351.292144097222 | | 49 | 534.7 | 510.426519097222 | 504.8125 | 5.61401909722219 | 24.2734809027777 | | 50 | 4.8 | 386.782769097222 | 472.708333333333 | -85.9255642361111 | -381.982769097222 | | 51 | 704.7 | 491.577560763889 | 497.679166666667 | -6.10160590277779 | 213.122439236111 | | 52 | 684.7 | 416.688498263889 | 539.3 | -122.611501736111 | 268.011501736111 | | 53 | 884.6 | 352.874435763889 | 574.670833333333 | -221.796397569444 | 531.725564236111 | | 54 | 994.6 | 619.263498263889 | 633.379166666667 | -14.1156684027778 | 375.336501736111 | | 55 | 294.7 | 667.572873263889 | 667.9375 | -0.364626736111109 | -372.872873263889 | | 56 | 524.7 | 413.840581597222 | 686.670833333333 | -272.830251736111 | 110.859418402778 | | 57 | 914.5 | 653.483810763889 | 709.5625 | -56.0786892361111 | 261.016189236111 | | 58 | 564.4 | 1715.61870659722 | 705.375 | 1010.24370659722 | -1151.21870659722 | | 59 | 984.5 | 553.807769097222 | 695.358333333333 | -141.550564236111 | 430.692230902778 | | 60 | 934.4 | 574.200477430556 | 668.683333333333 | -94.4828559027778 | 360.199522569444 | | 61 | 514.6 | 678.047352430556 | 672.433333333333 | 5.61401909722219 | -163.447352430556 | | 62 | 474.5 | 595.253602430555 | 681.179166666667 | -85.9255642361111 | -120.753602430555 | | 63 | 784.4 | 627.998394097222 | 634.1 | -6.10160590277779 | 156.401605902778 | | 64 | 504.5 | 474.425998263889 | 597.0375 | -122.611501736111 | 30.0740017361111 | | 65 | 824.4 | 326.511935763889 | 548.308333333333 | -221.796397569444 | 497.888064236111 | | 66 | 414.6 | 484.225998263889 | 498.341666666667 | -14.1156684027778 | -69.6259982638889 | | 67 | 964.7 | 483.852039930556 | 484.216666666667 | -0.364626736111109 | 480.847960069444 | | 68 | 64.6 | 208.082248263889 | 480.9125 | -272.830251736111 | -143.482248263889 | | 69 | 244.7 | 425.292144097222 | 481.370833333333 | -56.0786892361111 | -180.592144097222 | | 70 | 344.7 | 1499.99370659722 | 489.75 | 1010.24370659722 | -1155.29370659722 | | 71 | 34.7 | 332.424435763889 | 473.975 | -141.550564236111 | -297.724435763889 | | 72 | 685 | 349.992144097222 | 444.475 | -94.4828559027778 | 335.007855902778 | | 73 | 425 | 413.634852430555 | 408.020833333333 | 5.61401909722219 | 11.3651475694445 | | 74 | 484.8 | 317.745269097222 | 403.670833333333 | -85.9255642361111 | 167.054730902778 | | 75 | 785.1 | 449.777560763889 | 455.879166666667 | -6.10160590277779 | 335.322439236111 | | 76 | 704.9 | 363.409331597222 | 486.020833333333 | -122.611501736111 | 341.490668402778 | | 77 | 245.4 | 292.724435763889 | 514.520833333333 | -221.796397569444 | -47.3244357638889 | | 78 | 285.6 | 517.671831597222 | 531.7875 | -14.1156684027778 | -232.071831597222 | | 79 | 218.8 | 534.552039930556 | 534.916666666667 | -0.364626736111109 | -315.752039930556 | | 80 | 706.1 | 291.094748263889 | 563.925 | -272.830251736111 | 415.005251736111 | | 81 | 856.2 | 514.717144097222 | 570.795833333333 | -56.0786892361111 | 341.482855902778 | | 82 | 456.6 | 1549.18537326389 | 538.941666666667 | 1010.24370659722 | -1092.58537326389 | | 83 | 606.8 | 379.807769097222 | 521.358333333333 | -141.550564236111 | 226.992230902778 | | 84 | 527.3 | 457.204644097222 | 551.6875 | -94.4828559027778 | 70.0953559027778 | | 85 | 657.8 | 601.243185763889 | 595.629166666667 | 5.61401909722219 | 56.556814236111 | | 86 | 948.2 | 503.632769097222 | 589.558333333333 | -85.9255642361111 | 444.567230902778 | | 87 | 486.6 | 552.923394097222 | 559.025 | -6.10160590277779 | -66.323394097222 | | 88 | 238.9 | 812.959331597222 | 935.570833333333 | -122.611501736111 | -574.059331597222 | | 89 | 289.4 | 1114.46610243056 | 1336.2625 | -221.796397569444 | -825.066102430555 | | 90 | 969.5 | 1354.46766493056 | 1368.58333333333 | -14.1156684027778 | -384.967664930555 | | 91 | 589.5 | 1393.82287326389 | 1394.1875 | -0.364626736111109 | -804.322873263889 | | 92 | 189.7 | 1118.59058159722 | 1391.42083333333 | -272.830251736111 | -928.890581597222 | | 93 | 639.8 | 1340.55047743056 | 1396.62916666667 | -56.0786892361111 | -700.750477430556 | | 94 | 9710.1 | 2427.04787326389 | 1416.80416666667 | 1010.24370659722 | 7283.05212673611 | | 95 | 969.9 | 1281.54943576389 | 1423.1 | -141.550564236111 | -311.649435763889 | | 96 | 939.9 | 1292.37547743056 | 1386.85833333333 | -94.4828559027778 | -352.475477430555 | | 97 | 859.7 | 1364.55568576389 | 1358.94166666667 | 5.61401909722219 | -504.855685763889 | | 98 | 679.9 | 1294.67860243056 | 1380.60416666667 | -85.9255642361111 | -614.778602430555 | | 99 | 879.9 | 1389.90672743056 | 1396.00833333333 | -6.10160590277779 | -510.006727430555 | | 100 | 329.8 | 883.788498263889 | 1006.4 | -122.611501736111 | -553.988498263889 | | 101 | 349.6 | 377.082769097222 | 598.879166666667 | -221.796397569444 | -27.4827690972222 | | 102 | 39.5 | 558.071831597222 | 572.1875 | -14.1156684027778 | -518.571831597222 | | 103 | 849.5 | 561.772873263889 | 562.1375 | -0.364626736111109 | 287.727126736111 | | 104 | 449.6 | 296.736414930555 | 569.566666666667 | -272.830251736111 | 152.863585069445 | | 105 | 749.6 | NA | NA | -56.0786892361111 | NA | | 106 | 249.7 | NA | NA | 1010.24370659722 | NA | | 107 | 649.8 | NA | NA | -141.550564236111 | NA | | 108 | 619.4 | NA | NA | -94.4828559027778 | NA | | 109 | 939 | NA | NA | NA | NA | | 110 | 778.9 | NA | NA | NA | NA |
| | | | Charts produced by software: |  | | http://www.freestatistics.org/blog/date/2011/May/29/t1306668047a64gvijsoiba78k/1jato1306668165.png (open in new window) | | http://www.freestatistics.org/blog/date/2011/May/29/t1306668047a64gvijsoiba78k/1jato1306668165.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2011/May/29/t1306668047a64gvijsoiba78k/25qvz1306668165.png (open in new window) | | http://www.freestatistics.org/blog/date/2011/May/29/t1306668047a64gvijsoiba78k/25qvz1306668165.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2011/May/29/t1306668047a64gvijsoiba78k/32mjd1306668165.png (open in new window) | | http://www.freestatistics.org/blog/date/2011/May/29/t1306668047a64gvijsoiba78k/32mjd1306668165.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2011/May/29/t1306668047a64gvijsoiba78k/4li451306668165.png (open in new window) | | http://www.freestatistics.org/blog/date/2011/May/29/t1306668047a64gvijsoiba78k/4li451306668165.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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