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R Software Module: /rwasp_decompose.wasp (opens new window with default values)
Title produced by software: Classical Decomposition
Date of computation: Fri, 10 Dec 2010 17:43:32 +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/10/t1292003003fbyj8fv8u902xaf.htm/, Retrieved Fri, 10 Dec 2010 18:43:24 +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/10/t1292003003fbyj8fv8u902xaf.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 «
6.715 7.703 9.856 8.326 9.269 7.035 10.342 11.682 10.304 11.385 9.777 8.882 7.897 6.930 9.545 9.110 7.459 7.320 10.017 12.307 11.072 10.749 9.589 9.080 7.384 8.062 8.511 8.684 8.306 7.643 10.577 13.747 11.783 11.611 9.946 8.693 7.303 7.609 9.423 8.584 7.586 6.843 11.811 13.414 12.103 11.501 8.213 7.982 7.687 7.180 7.862 8.043 8.340 6.692 10.065 12.684 11.587 9.843 8.110 7.940 6.475 6.121 9.669 7.778 7.826 7.403 10.741 14.023 11.519 10.236 8.075 8.157
 
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'RServer@AstonUniversity' @ vre.aston.ac.uk


Classical Decomposition by Moving Averages
tObservationsFitTrendSeasonalRandom
16.715NANA-1.82677847222222NA
27.703NANA-2.01841180555556NA
39.856NANA-0.226445138888889NA
48.326NANA-0.78919513888889NA
59.269NANA-1.30183680555556NA
67.035NANA-2.00481180555556NA
710.34210.65346319444449.322251.33121319444445-0.311463194444443
811.68212.89008819444449.339291666666673.55079652777778-1.20808819444444
910.30411.46266319444449.2941252.16853819444444-1.15866319444444
1011.38511.13649652777789.313833333333331.822663194444440.248503472222223
119.7779.219538194444449.27108333333333-0.05154513888888890.557461805555555
128.8828.553354861111119.20754166666667-0.6541868055555550.32864513888889
137.8977.379096527777789.205875-1.826778472222220.517903472222221
146.937.199963194444449.218375-2.01841180555556-0.269963194444445
159.5459.049971527777789.27641666666667-0.2264451388888890.495028472222224
169.118.492721527777789.28191666666667-0.789195138888890.617278472222223
177.4597.945746527777789.24758333333333-1.30183680555556-0.486746527777777
187.327.243188194444459.248-2.004811805555560.076811805555554
1910.01710.56608819444449.2348751.33121319444445-0.549088194444446
2012.30712.81146319444449.260666666666673.55079652777778-0.504463194444444
2111.07211.43328819444449.264752.16853819444444-0.361288194444446
2210.74911.02657986111119.203916666666671.82266319444444-0.277579861111111
239.5899.169913194444449.22145833333333-0.05154513888888890.419086805555557
249.088.616021527777789.27020833333333-0.6541868055555550.463978472222223
257.3847.480221527777789.307-1.82677847222222-0.096221527777777
268.0627.371921527777789.39033333333333-2.018411805555560.690078472222224
278.5119.253513194444449.47995833333333-0.226445138888889-0.742513194444445
288.6848.756304861111119.5455-0.78919513888889-0.0723048611111103
298.3068.294454861111119.59629166666667-1.301836805555560.0115451388888896
307.6437.590229861111119.59504166666667-2.004811805555560.0527701388888886
3110.57710.90675486111119.575541666666661.33121319444445-0.329754861111109
3213.74713.10408819444449.553291666666673.550796527777780.642911805555556
3311.78311.74095486111119.572416666666672.168538194444440.0420451388888878
3411.61111.42891319444449.606251.822663194444440.182086805555556
359.9469.520538194444449.57208333333333-0.05154513888888890.425461805555557
368.6938.854563194444459.50875-0.654186805555555-0.161563194444446
377.3037.700054861111119.52683333333333-1.82677847222222-0.397054861111112
387.6097.545963194444459.564375-2.018411805555560.063036805555555
399.4239.337388194444449.56383333333333-0.2264451388888890.0856118055555566
408.5848.783388194444449.57258333333333-0.78919513888889-0.199388194444445
417.5868.193954861111119.49579166666667-1.30183680555556-0.607954861111109
426.8437.389146527777789.39395833333333-2.00481180555556-0.546146527777777
4311.81110.71154652777789.380333333333331.331213194444451.09945347222222
4413.41412.92925486111119.378458333333333.550796527777780.484745138888892
4512.10311.46407986111119.295541666666672.168538194444440.638920138888889
4611.50111.03062152777789.207958333333331.822663194444440.470378472222221
478.2139.165288194444449.21683333333333-0.0515451388888889-0.952288194444444
487.9828.587771527777789.24195833333333-0.654186805555555-0.605771527777778
497.6877.336138194444449.16291666666666-1.826778472222220.350861805555557
507.187.041338194444449.05975-2.018411805555560.138661805555556
517.8628.781388194444449.00783333333333-0.226445138888889-0.919388194444442
528.0438.128054861111118.91725-0.78919513888889-0.0850548611111126
538.347.542038194444448.843875-1.301836805555560.797961805555556
546.6926.833021527777788.83783333333333-2.00481180555556-0.141021527777779
5510.06510.11679652777788.785583333333331.33121319444445-0.0517965277777783
5612.68412.24175486111118.690958333333333.550796527777780.442245138888888
5711.58710.89066319444448.7221252.168538194444440.696336805555557
589.84310.60903819444448.7863751.82266319444444-0.766038194444445
598.118.702371527777788.75391666666667-0.0515451388888889-0.592371527777779
607.948.107938194444448.762125-0.654186805555555-0.167938194444442
616.4756.993138194444448.81991666666667-1.82677847222222-0.518138194444445
626.1216.885463194444448.903875-2.01841180555556-0.764463194444442
639.6698.730388194444448.95683333333333-0.2264451388888890.938611805555556
647.7788.181179861111118.970375-0.78919513888889-0.403179861111111
657.8267.683454861111118.98529166666667-1.301836805555560.142545138888888
667.4036.988063194444448.992875-2.004811805555560.414936805555557
6710.741NANA1.33121319444445NA
6814.023NANA3.55079652777778NA
6911.519NANA2.16853819444444NA
7010.236NANA1.82266319444444NA
718.075NANA-0.0515451388888889NA
728.157NANA-0.654186805555555NA
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/10/t1292003003fbyj8fv8u902xaf/1uyl81292003008.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/10/t1292003003fbyj8fv8u902xaf/1uyl81292003008.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/10/t1292003003fbyj8fv8u902xaf/2uyl81292003008.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/10/t1292003003fbyj8fv8u902xaf/2uyl81292003008.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/10/t1292003003fbyj8fv8u902xaf/35p1s1292003008.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/10/t1292003003fbyj8fv8u902xaf/35p1s1292003008.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/10/t1292003003fbyj8fv8u902xaf/45p1s1292003008.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/10/t1292003003fbyj8fv8u902xaf/45p1s1292003008.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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