*Unverified author*

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

Title produced by software: Classical Decomposition

Date of computation: Mon, 06 Dec 2010 20:30:09 +0000

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/06/t12916676298bhezgxir3e72jr.htm/, Retrieved Mon, 06 Dec 2010 21:33:54 +0100

BibTeX entries for LaTeX users:

@Manual{KEY, author = {{YOUR NAME}}, publisher = {Office for Research Development and Education}, title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2010/Dec/06/t12916676298bhezgxir3e72jr.htm/}, year = {2010}, } @Manual{R, title = {R: A Language and Environment for Statistical Computing}, author = {{R Development Core Team}}, organization = {R Foundation for Statistical Computing}, address = {Vienna, Austria}, year = {2010}, note = {{ISBN} 3-900051-07-0}, url = {http://www.R-project.org}, }

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords:

KDGP2W92

Dataseries X:

» Textbox « » Textfile « » CSV «

1.35 1.91 1.31 1.19 1.3 1.14 1.1 1.02 1.11 1.18 1.24 1.36 1.29 1.73 1.41 1.15 1.31 1.15 1.08 1.1 1.14 1.24 1.33 1.49 1.38 1.96 1.36 1.24 1.35 1.23 1.09 1.08 1.33 1.35 1.38 1.5 1.47 2.09 1.52 1.29 1.52 1.27 1.35 1.29 1.41 1.39 1.45 1.53 1.45 2.11 1.53 1.38 1.54 1.35 1.29 1.33 1.47 1.47 1.54 1.59 1.5 2 1.51 1.4 1.62 1.44 1.29 1.28 1.4 1.39 1.46 1.49

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 3 seconds R Server 'Gwilym Jenkins' @ 72.249.127.135 Classical Decomposition by Moving Averages t Observations Fit Trend Seasonal Random 1 1.35 NA NA 0.0195486111111111 NA 2 1.91 NA NA 0.575798611111111 NA 3 1.31 NA NA 0.0592152777777777 NA 4 1.19 NA NA -0.118951388888889 NA 5 1.3 NA NA 0.0534652777777778 NA 6 1.14 NA NA -0.129451388888889 NA 7 1.1 1.07004861111111 1.265 -0.194951388888889 0.0299513888888892 8 1.02 1.04004861111111 1.255 -0.214951388888889 -0.0200486111111111 9 1.11 1.16229861111111 1.25166666666667 -0.0893680555555556 -0.052298611111111 10 1.18 1.19538194444444 1.25416666666667 -0.0587847222222224 -0.0153819444444445 11 1.24 1.25171527777778 1.25291666666667 -0.00120138888888890 -0.0117152777777776 12 1.36 1.35338194444444 1.25375 0.0996319444444444 0.00661805555555528 13 1.29 1.27288194444444 1.25333333333333 0.0195486111111111 0.0171180555555555 14 1.73 1.83163194444444 1.25583333333333 0.575798611111111 -0.101631944444444 15 1.41 1.31963194444444 1.26041666666667 0.0592152777777777 0.0903680555555557 16 1.15 1.14521527777778 1.26416666666667 -0.118951388888889 0.00478472222222237 17 1.31 1.32388194444444 1.27041666666667 0.0534652777777778 -0.0138819444444445 18 1.15 1.15013194444444 1.27958333333333 -0.129451388888889 -0.000131944444444310 19 1.08 1.09379861111111 1.28875 -0.194951388888889 -0.0137986111111110 20 1.1 1.08713194444444 1.30208333333333 -0.214951388888889 0.0128680555555558 21 1.14 1.22021527777778 1.30958333333333 -0.0893680555555556 -0.080215277777778 22 1.24 1.25246527777778 1.31125 -0.0587847222222224 -0.0124652777777776 23 1.33 1.31546527777778 1.31666666666667 -0.00120138888888890 0.0145347222222221 24 1.49 1.42129861111111 1.32166666666667 0.0996319444444444 0.068701388888889 25 1.38 1.34496527777778 1.32541666666667 0.0195486111111111 0.0350347222222223 26 1.96 1.90079861111111 1.325 0.575798611111111 0.0592013888888889 27 1.36 1.39129861111111 1.33208333333333 0.0592152777777777 -0.0312986111111111 28 1.24 1.22563194444444 1.34458333333333 -0.118951388888889 0.0143680555555554 29 1.35 1.40471527777778 1.35125 0.0534652777777778 -0.0547152777777777 30 1.23 1.22429861111111 1.35375 -0.129451388888889 0.00570138888888883 31 1.09 1.16296527777778 1.35791666666667 -0.194951388888889 -0.0729652777777778 32 1.08 1.15213194444444 1.36708333333333 -0.214951388888889 -0.0721319444444446 33 1.33 1.28979861111111 1.37916666666667 -0.0893680555555556 0.040201388888889 34 1.35 1.32913194444444 1.38791666666667 -0.0587847222222224 0.0208680555555556 35 1.38 1.39588194444444 1.39708333333333 -0.00120138888888890 -0.0158819444444447 36 1.5 1.50546527777778 1.40583333333333 0.0996319444444444 -0.00546527777777794 37 1.47 1.43788194444444 1.41833333333333 0.0195486111111111 0.0321180555555554 38 2.09 2.01371527777778 1.43791666666667 0.575798611111111 0.0762847222222223 39 1.52 1.50921527777778 1.45 0.0592152777777777 0.0107847222222224 40 1.29 1.33604861111111 1.455 -0.118951388888889 -0.0460486111111109 41 1.52 1.51304861111111 1.45958333333333 0.0534652777777778 0.00695138888888902 42 1.27 1.33429861111111 1.46375 -0.129451388888889 -0.064298611111111 43 1.35 1.26921527777778 1.46416666666667 -0.194951388888889 0.0807847222222222 44 1.29 1.24921527777778 1.46416666666667 -0.214951388888889 0.0407847222222220 45 1.41 1.37604861111111 1.46541666666667 -0.0893680555555556 0.0339513888888889 46 1.39 1.41079861111111 1.46958333333333 -0.0587847222222224 -0.0207986111111109 47 1.45 1.47296527777778 1.47416666666667 -0.00120138888888890 -0.0229652777777776 48 1.53 1.57796527777778 1.47833333333333 0.0996319444444444 -0.0479652777777777 49 1.45 1.49871527777778 1.47916666666667 0.0195486111111111 -0.0487152777777775 50 2.11 2.05413194444444 1.47833333333333 0.575798611111111 0.0558680555555557 51 1.53 1.54171527777778 1.4825 0.0592152777777777 -0.0117152777777776 52 1.38 1.36938194444444 1.48833333333333 -0.118951388888889 0.0106180555555557 53 1.54 1.54888194444444 1.49541666666667 0.0534652777777778 -0.00888194444444412 54 1.35 1.37221527777778 1.50166666666667 -0.129451388888889 -0.0222152777777775 55 1.29 1.31129861111111 1.50625 -0.194951388888889 -0.0212986111111111 56 1.33 1.28879861111111 1.50375 -0.214951388888889 0.0412013888888889 57 1.47 1.40896527777778 1.49833333333333 -0.0893680555555556 0.0610347222222223 58 1.47 1.43954861111111 1.49833333333333 -0.0587847222222224 0.0304513888888889 59 1.54 1.50129861111111 1.5025 -0.00120138888888890 0.038701388888889 60 1.59 1.60921527777778 1.50958333333333 0.0996319444444444 -0.0192152777777774 61 1.5 1.53288194444444 1.51333333333333 0.0195486111111111 -0.0328819444444446 62 2 2.08704861111111 1.51125 0.575798611111111 -0.0870486111111113 63 1.51 1.56546527777778 1.50625 0.0592152777777777 -0.0554652777777778 64 1.4 1.38104861111111 1.5 -0.118951388888889 0.0189513888888886 65 1.62 1.54679861111111 1.49333333333333 0.0534652777777778 0.073201388888889 66 1.44 1.35638194444444 1.48583333333333 -0.129451388888889 0.0836180555555557 67 1.29 NA NA -0.194951388888889 NA 68 1.28 NA NA -0.214951388888889 NA 69 1.4 NA NA -0.0893680555555556 NA 70 1.39 NA NA -0.0587847222222224 NA 71 1.46 NA NA -0.00120138888888890 NA 72 1.49 NA NA 0.0996319444444444 NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Dec/06/t12916676298bhezgxir3e72jr/1vx2v1291667405.png (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/06/t12916676298bhezgxir3e72jr/1vx2v1291667405.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/06/t12916676298bhezgxir3e72jr/2vx2v1291667405.png (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/06/t12916676298bhezgxir3e72jr/2vx2v1291667405.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/06/t12916676298bhezgxir3e72jr/3o7jh1291667405.png (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/06/t12916676298bhezgxir3e72jr/3o7jh1291667405.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/06/t12916676298bhezgxir3e72jr/4o7jh1291667405.png (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/06/t12916676298bhezgxir3e72jr/4o7jh1291667405.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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