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*Unverified author*
R Software Module: /rwasp_decompose.wasp (opens new window with default values)
Title produced by software: Classical Decomposition
Date of computation: Wed, 02 Jun 2010 19:38:23 +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/Jun/02/t1275507518tf24gm63eph2jsm.htm/, Retrieved Wed, 02 Jun 2010 21:38:47 +0200
 
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/Jun/02/t1275507518tf24gm63eph2jsm.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:
KDGP2W52
 
Dataseries X:
» Textbox « » Textfile « » CSV «
464 675 703 887 1139 1077 1318 1260 1120 963 996 960 530 883 894 1045 1199 1287 1565 1577 1076 918 1008 1063 544 635 804 980 1018 1064 1404 1286 1104 999 996 1015 615 722 832 977 1270 1437 1520 1708 1151 934 1159 1209 699 830 996 1124 1458 1270 1753 2258 1208 1241 1265 1828 809 997 1164 1205 1538 1513 1378 2083 1357 1536 1526 1376 779 1005 1193 1522 1539 1546 2116 2326 1596 1356 1553 1613 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 etc...
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time5 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Classical Decomposition by Moving Averages
tObservationsFitTrendSeasonalRandom
1464NANA0.533814437903321NA
2675NANA0.713836496508532NA
3703NANA0.857033971776215NA
4887NANA0.935865438657122NA
51139NANA1.05578870490948NA
61077NANA1.09000754811165NA
713181309.62417422459966.251.355367838783541.00639559496553
812601298.55344632418977.6666666666671.328216958395000.97031046628592
911201035.62293553538994.2916666666671.041568556042791.08147469659988
10963953.0080544119771008.833333333330.9446635265937331.01048463918197
119961054.684715042851017.916666666671.036120882563580.944358049182061
129601140.024012581221029.166666666671.107715639755030.842087525706048
13530559.548742263911048.208333333330.5338144379033210.947191835077034
14883765.0245219456651071.708333333330.7138364965085321.15421136796281
15894928.2392109312891083.083333333330.8570339717762150.963113806734218
1610451010.149757850531079.3750.9358654386571221.03450007474498
1711991138.1402238924210781.055788704909481.05347300344015
1812871180.251089699061082.791666666671.090007548111651.09044593242287
1915651474.188419316901087.666666666671.355367838783541.06160106774220
2015771431.707196403281077.916666666671.328216958395001.10148220527335
2110761108.055348870191063.833333333331.041568556042790.971070624853825
22918998.8635964320481057.3750.9446635265937330.919044405341336
2310081084.948079154391047.1251.036120882563580.929076717464339
2410631141.270192675941030.291666666671.107715639755030.931418350204676
25544541.443535911691014.291666666670.5338144379033211.0047215709834
26635710.594489086889995.4583333333330.7138364965085320.893617963201449
27804843.749945213684984.50.8570339717762150.952888950761808
28980925.609913225171989.0416666666670.9358654386571221.05876134859588
2910181047.25441287813991.9166666666671.055788704909480.972065610305969
3010641078.47163489414989.4166666666671.090007548111650.986581348617893
3114041342.32242333525990.3751.355367838783541.04594840672594
3212861324.17696514655996.9583333333331.328216958395000.971169287677254
3311041043.391301015871001.751.041568556042791.05808817739339
34999947.300712272141002.791666666670.9446635265937331.05457537090187
359961049.763140850671013.166666666671.036120882563580.948785455729469
3610151151.147323797091039.208333333331.107715639755030.881729018534303
37615565.6208814950611059.583333333330.5338144379033211.08730073468013
38722772.37108922223110820.7138364965085320.934783823572482
39832944.0586296603251101.541666666670.8570339717762150.881301196620973
409771030.192875995101100.791666666670.9358654386571220.94836609994636
4112701166.514545336871104.8751.055788704909481.08871338559542
4214371220.535951998021119.751.090007548111651.17735163609694
4315201533.372814943781131.333333333331.355367838783540.991278823510206
4417081513.281854598041139.333333333331.328216958395001.12867275505242
4511511198.498218486571150.666666666671.041568556042790.960368553115954
469341099.234096132631163.6250.9446635265937330.849682522845712
4711591220.118682625501177.583333333331.036120882563580.949907592190966
4812091305.396726632981178.458333333331.107715639755030.926155225713169
49699630.5460625050521181.208333333330.5338144379033211.10856294498612
50830866.478534011941213.833333333330.7138364965085320.95790024498006
519961061.972220277201239.1250.8570339717762150.9378776402833
5211241173.848220828971254.291666666670.9358654386571220.957534355852437
5314581342.435338292411271.51.055788704909481.08608583103495
5412701418.871908773171301.708333333331.090007548111650.89507727381685
5517531805.462908579571332.083333333331.355367838783540.970942128841158
5622581784.625510723481343.6251.328216958395001.26525144151089
5712081414.016112207761357.583333333331.041568556042790.854304268226406
5812411292.260343399951367.958333333330.9446635265937330.960332804715585
5912651424.320839897401374.666666666671.036120882563580.88814259018433
6018281537.647772434951388.1251.107715639755031.18882882853286
61809738.065187206081382.6250.5338144379033211.09610914323495
62997970.6094329401221359.708333333330.7138364965085321.02718968739046
6311641164.387779904461358.6250.8570339717762150.99966696670031
6412051288.803692210691377.1250.9358654386571220.93497559580471
6515381478.412125245541400.291666666671.055788704909481.04030532064566
6615131517.653842820791392.333333333331.090007548111650.996933528127772
6713781859.903516770711372.251.355367838783540.740898647469937
6820831821.428188945681371.333333333331.328216958395001.14360808328421
6913571429.943431377251372.8751.041568556042790.948988589494765
7015361310.523838247431387.291666666670.9446635265937331.17205040852527
7115261451.130467733741400.541666666671.036120882563581.05159393585278
7213761552.971172118231401.958333333331.107715639755030.886043491794607
73779765.5343884898551434.083333333330.5338144379033211.01758981923295
7410051052.879089162731474.958333333330.7138364965085320.954525557914913
7511931281.301497554271495.041666666670.8570339717762150.93108452794068
7615221401.458494389041497.50.9358654386571221.08601147026014
7715391574.312932608151491.1251.055788704909480.977569305392384
7815461637.327588207211502.1251.090007548111650.9442215541563
7921162051.292750338941513.458333333331.355367838783541.03154461967965
8023262020.162651345531520.958333333331.328216958395001.15139243785681
8115961591.863943152071528.333333333331.041568556042791.00259824771189
8213561451.672313512641536.708333333330.9446635265937330.934095103542243
8315531609.009387214361552.916666666671.036120882563580.96519014266826
8416131739.944341145211570.751.107715639755030.927041148303824
85814842.7595438398681578.750.5338144379033210.965874555737653
8611501118.641276403581567.083333333330.7138364965085321.02803286831793
8712251348.471535092231573.416666666670.8570339717762150.908435935146542
8816911509.823913306881613.291666666670.9358654386571221.11999815680247
8917591745.174738019341652.958333333331.055788704909481.00792199295548
9017541846.427369519961693.958333333331.090007548111650.949942591273442
9121002336.880048702621724.166666666671.355367838783540.898634057475851
9220622320.561053435861747.1251.328216958395000.888578215577206
9320121850.650330638871776.791666666671.041568556042791.08718538920609
9418971687.680751239981786.541666666670.9446635265937331.12402775146083
9519641861.434337228911796.541666666671.036120882563581.05510033887296
9621862022.457984101071825.791666666671.107715639755031.08086299798788
979661001.102251482941875.3750.5338144379033210.964936397424994
9815491368.275847870081916.791666666670.7138364965085321.13208166497365
9915381644.826740582681919.208333333330.8570339717762150.935052891622595
10016121784.929357878801907.250.9358654386571220.903116973724772
10120782000.7195958034718951.055788704909481.03862630443498
10221372044.944994219801876.083333333331.090007548111651.04501588357653
10329072534.5378585252218701.355367838783541.14695465692965
10422492486.698857981771872.208333333331.328216958395000.904411884366775
10518831956.629931216221878.541666666671.041568556042790.962369004970473
10617391791.200129362541896.1250.9446635265937330.970857455564656
10718281976.400583490031907.51.036120882563580.924913711962188
10818682115.367633385521909.666666666671.107715639755030.883061634544523
10911381008.864803100791889.916666666670.5338144379033211.12800049769039
11014301333.86298010091868.583333333330.7138364965085321.07207413455003
11118091605.438887629791873.250.8570339717762151.12679468146604
11217631770.774393119111892.1250.9358654386571220.995609608344622
11322002023.463044155061916.541666666671.055788704909481.08724496172781
11420672126.695560328171951.083333333331.090007548111650.971930368670652
11525032661.829488050971963.916666666671.355367838783540.940330705342336
11621412586.425814607931947.291666666671.328216958395000.827783262874892
11721032014.263391317261933.8751.041568556042791.04405412373836
11819721820.130449864471926.750.9446635265937331.08343882722628
11921811985.337126102141916.1251.036120882563581.09855397923375
12023442113.706059925891908.166666666671.107715639755031.10895268005343
1219701016.827535132841904.833333333330.5338144379033210.95394741633671
12211991364.1415448278019110.7138364965085320.878941048710125
12317181649.897524915691925.1250.8570339717762151.04127679086481
12416831801.930913347731925.416666666670.9358654386571220.933998072586048
12520252026.058524721319191.055788704909480.999477544844642
12620512087.546122558501915.166666666671.090007548111650.982493262226128
12724392594.569359051341914.291666666671.355367838783540.940040393019896
12823532570.431868733921935.251.328216958395000.915410374661664
12922302032.621037117511951.51.041568556042791.09710563812839
13018521834.024875901461941.458333333330.9446635265937331.00980091618970
13121471996.086880258741926.51.036120882563581.07560448457118
13222862132.260296891791924.916666666671.107715639755031.07210175199169
13310071039.536891011981947.3750.5338144379033210.96870059033662
13416651402.6887156392719650.7138364965085321.18700605589544
13516421688.214085403851969.833333333330.8570339717762150.97262545917404
13615181843.849886120921970.208333333330.9358654386571220.823277432412657
13718312072.777174913541963.251.055788704909480.883355925644237
13822072130.192667878361954.291666666671.090007548111651.03605651886791
13928222653.866701998121958.041666666671.355367838783541.06335408552181
14023932593.786350252371952.833333333331.328216958395000.922589479957426
14123062035.702344095801954.458333333331.041568556042791.13277857476961
14217851874.291158722511984.083333333330.9446635265937330.952360038456686
14320472075.825016512702003.458333333331.036120882563580.98611394684841
14421712222.400657076852006.291666666671.107715639755030.976871561429224
14512121070.053283045452004.541666666670.5338144379033211.13265387733829
14613351426.27506321141998.041666666670.7138364965085320.93600458595561
14720111701.926628952271985.833333333330.8570339717762151.18160205369018
14818601861.709318241961989.291666666670.9358654386571220.999081855461962
14919542124.422839062032012.166666666671.055788704909480.919779228537537
15021522233.925052873662049.458333333331.090007548111650.96332685701865
15128352790.871801035162059.1251.355367838783541.01581161805730
15222242712.329713789122042.083333333331.328216958395000.819959309774723
15321822123.411096252572038.666666666671.041568556042791.02759187980642
15419921941.716517933142055.458333333330.9446635265937331.02589640743252
15523892159.837151407232084.541666666671.036120882563581.10610191071279
15627242327.725952490232101.3751.107715639755031.17024085119893
1578911128.973051629032114.916666666670.5338144379033210.789212814880166
15812471549.203656547642170.250.7138364965085320.804929677728044
15920171889.259971283022204.416666666670.8570339717762151.0676137909333
16022572055.940391156592196.833333333330.9358654386571221.09779447386133
16122552323.307036349362200.541666666671.055788704909480.970599221161622
16222552389.341962441912192.041666666671.090007548111650.943774493331791
16330572968.820303535442190.416666666671.355367838783541.02970193122148
16433302944.269600148852216.708333333331.328216958395001.13101055685650
16518962337.713826658382244.416666666671.041568556042790.811048802628771
16620962135.254457944032260.333333333330.9446635265937330.981616028104758
16723742348.324808626922266.458333333331.036120882563581.01093340720107
16825352526.930148372842281.208333333331.107715639755031.00319353965220
16910411240.384573273102323.6250.5338144379033210.83925584244653
17017281657.14168345722321.458333333330.7138364965085321.04275935923292
17122011992.354016137932324.708333333330.8570339717762151.10472334844714
17224552209.656289456022361.083333333330.9358654386571221.11103252198756
17322042507.850103728332375.333333333331.055788704909480.878840404665094
17426602605.526792817392390.3751.090007548111651.02090679218221
17536703256.384179997352402.583333333331.355367838783541.12701689884852
17626653200.283418879482409.458333333331.328216958395000.832738745661813
17726392521.724271559272421.083333333331.041568556042791.04650616634158
17822262303.680092539642438.6250.9446635265937330.966280000078481
17925862550.195693913062461.291666666671.036120882563581.01403982689344
18026842773.996890856542504.251.107715639755030.967556960444628
1811185NA2541.875NANA
1821749NANANANA
1832459NANANANA
1842618NANANANA
1852585NANANANA
1863310NANANANA
1873923NANANANA
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Jun/02/t1275507518tf24gm63eph2jsm/1uuvc1275507497.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Jun/02/t1275507518tf24gm63eph2jsm/1uuvc1275507497.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Jun/02/t1275507518tf24gm63eph2jsm/253df1275507497.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Jun/02/t1275507518tf24gm63eph2jsm/253df1275507497.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Jun/02/t1275507518tf24gm63eph2jsm/353df1275507497.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Jun/02/t1275507518tf24gm63eph2jsm/353df1275507497.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Jun/02/t1275507518tf24gm63eph2jsm/4fuc01275507497.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Jun/02/t1275507518tf24gm63eph2jsm/4fuc01275507497.ps (open in new window)


 
Parameters (Session):
par1 = multiplicative ; par2 = 12 ;
 
Parameters (R input):
par1 = multiplicative ; 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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