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Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_decompose.wasp
Title produced by softwareClassical Decomposition
Date of computationSun, 19 Dec 2010 12:38:53 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/19/t1292762501449vqnt280m34vh.htm/, Retrieved Sat, 04 May 2024 21:18:49 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=112332, Retrieved Sat, 04 May 2024 21:18:49 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact120
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [] [2008-12-08 19:22:39] [d2d412c7f4d35ffbf5ee5ee89db327d4]
- RMPD  [ARIMA Backward Selection] [] [2010-12-14 13:44:15] [42a441ca3193af442aa2201743dfb347]
- RMP       [Classical Decomposition] [] [2010-12-19 12:38:53] [ef8aba939446289dd59b403ac33ef077] [Current]
- RMP         [Decomposition by Loess] [] [2010-12-19 13:10:43] [42a441ca3193af442aa2201743dfb347]
- RMP         [Structural Time Series Models] [] [2010-12-19 13:19:14] [07fa8844ca5618cd0482008937d9acea]
- RMP         [Exponential Smoothing] [] [2010-12-19 13:39:31] [42a441ca3193af442aa2201743dfb347]
- RMP         [Multiple Regression] [] [2010-12-19 14:12:06] [07fa8844ca5618cd0482008937d9acea]
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Dataseries X:
19876
45335
48674
156392
100837
101605
532850
294189
80763
105995
25045
90474
48481
50730
68694
207716
99132
104012
422632
364974
82687
66834
28408
97073
40284
24421
116346
72120
108751
91738
402216
390070
106045
110070
70668
167841
28607
95371
30605
131063
81214
85451
455196
454570
63114
74287
42350
113375




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'George Udny Yule' @ 72.249.76.132

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 3 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112332&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112332&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112332&T=0

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'George Udny Yule' @ 72.249.76.132







Classical Decomposition by Moving Averages
tObservationsFitTrendSeasonalRandom
119876NANA-95585.2060185185NA
245335NANA-79017.525462963NA
348674NANA-65958.9143518519NA
4156392NANA-188.733796296302NA
5100837NANA-40589.3587962963NA
6101605NANA-43779.775462963NA
7532850450784.905092593134694.791666667316090.11342592682065.0949074074
8294189348563.696759259136111.458333333212452.238425926-54374.6967592593
98076389266.0023148148137170.416666667-47904.4143518519-8503.0023148148
1010599597309.4189814815140143.083333333-42833.66435185188685.58101851854
112504547075.2106481481142210.541666667-95135.3310185185-22030.2106481481
1290474124690.363425926142239.791666667-17549.4282407407-34216.3634259259
134848142162.4606481481137747.666666667-95585.20601851856318.53935185188
145073057087.099537037136104.625-79017.525462963-6357.09953703702
156869473175.2523148148139134.166666667-65958.9143518519-4481.2523148148
16207716137393.891203704137582.625-188.73379629630270322.1087962963
179913295501.6828703704136091.041666667-40589.35879629633630.31712962964
1810401292726.349537037136506.125-43779.77546296311285.6504629630
19422632452529.655092593136439.541666667316090.113425926-29897.6550925926
20364974347454.030092593135001.791666667212452.23842592617519.9699074074
218268787986.6689814815135891.083333333-47904.4143518519-5299.66898148149
226683489393.0856481481132226.75-42833.6643518518-22559.0856481481
232840831842.3773148148126977.708333333-95135.3310185185-3434.37731481482
2497073109317.655092593126867.083333333-17549.4282407407-12244.6550925926
254028429919.7939814815125505-95585.206018518510364.2060185185
262442146682.474537037125700-79017.525462963-22261.474537037
2711634661760.0023148148127718.916666667-65958.914351851954585.9976851852
2872120130304.932870370130493.666666667-188.733796296302-58184.9328703703
2910875193466.6412037037134056-40589.358796296315284.3587962963
309173894985.724537037138765.5-43779.775462963-3247.72453703702
31402216457317.738425926141227.625316090.113425926-55101.738425926
32390070356149.571759259143697.333333333212452.23842592633920.4282407408
3310604595176.6273148148143081.041666667-47904.414351851910868.3726851852
3411007099130.7939814815141964.458333333-42833.664351851810939.2060185185
357066848137.7106481481143273.041666667-95135.331018518522530.2893518519
36167841124314.280092593141863.708333333-17549.428240740743526.7199074074
372860748224.0439814815143809.25-95585.2060185185-19617.0439814815
389537169686.724537037148704.25-79017.52546296325684.275462963
393060583644.0439814815149602.958333333-65958.9143518519-53039.0439814815
40131063146134.474537037146323.208333333-188.733796296302-15071.4745370371
4181214103062.974537037143652.333333333-40589.3587962963-21848.9745370371
428545196423.224537037140203-43779.775462963-10972.2245370370
43455196NANA316090.113425926NA
44454570NANA212452.238425926NA
4563114NANA-47904.4143518519NA
4674287NANA-42833.6643518518NA
4742350NANA-95135.3310185185NA
48113375NANA-17549.4282407407NA

\begin{tabular}{lllllllll}
\hline
Classical Decomposition by Moving Averages \tabularnewline
t & Observations & Fit & Trend & Seasonal & Random \tabularnewline
1 & 19876 & NA & NA & -95585.2060185185 & NA \tabularnewline
2 & 45335 & NA & NA & -79017.525462963 & NA \tabularnewline
3 & 48674 & NA & NA & -65958.9143518519 & NA \tabularnewline
4 & 156392 & NA & NA & -188.733796296302 & NA \tabularnewline
5 & 100837 & NA & NA & -40589.3587962963 & NA \tabularnewline
6 & 101605 & NA & NA & -43779.775462963 & NA \tabularnewline
7 & 532850 & 450784.905092593 & 134694.791666667 & 316090.113425926 & 82065.0949074074 \tabularnewline
8 & 294189 & 348563.696759259 & 136111.458333333 & 212452.238425926 & -54374.6967592593 \tabularnewline
9 & 80763 & 89266.0023148148 & 137170.416666667 & -47904.4143518519 & -8503.0023148148 \tabularnewline
10 & 105995 & 97309.4189814815 & 140143.083333333 & -42833.6643518518 & 8685.58101851854 \tabularnewline
11 & 25045 & 47075.2106481481 & 142210.541666667 & -95135.3310185185 & -22030.2106481481 \tabularnewline
12 & 90474 & 124690.363425926 & 142239.791666667 & -17549.4282407407 & -34216.3634259259 \tabularnewline
13 & 48481 & 42162.4606481481 & 137747.666666667 & -95585.2060185185 & 6318.53935185188 \tabularnewline
14 & 50730 & 57087.099537037 & 136104.625 & -79017.525462963 & -6357.09953703702 \tabularnewline
15 & 68694 & 73175.2523148148 & 139134.166666667 & -65958.9143518519 & -4481.2523148148 \tabularnewline
16 & 207716 & 137393.891203704 & 137582.625 & -188.733796296302 & 70322.1087962963 \tabularnewline
17 & 99132 & 95501.6828703704 & 136091.041666667 & -40589.3587962963 & 3630.31712962964 \tabularnewline
18 & 104012 & 92726.349537037 & 136506.125 & -43779.775462963 & 11285.6504629630 \tabularnewline
19 & 422632 & 452529.655092593 & 136439.541666667 & 316090.113425926 & -29897.6550925926 \tabularnewline
20 & 364974 & 347454.030092593 & 135001.791666667 & 212452.238425926 & 17519.9699074074 \tabularnewline
21 & 82687 & 87986.6689814815 & 135891.083333333 & -47904.4143518519 & -5299.66898148149 \tabularnewline
22 & 66834 & 89393.0856481481 & 132226.75 & -42833.6643518518 & -22559.0856481481 \tabularnewline
23 & 28408 & 31842.3773148148 & 126977.708333333 & -95135.3310185185 & -3434.37731481482 \tabularnewline
24 & 97073 & 109317.655092593 & 126867.083333333 & -17549.4282407407 & -12244.6550925926 \tabularnewline
25 & 40284 & 29919.7939814815 & 125505 & -95585.2060185185 & 10364.2060185185 \tabularnewline
26 & 24421 & 46682.474537037 & 125700 & -79017.525462963 & -22261.474537037 \tabularnewline
27 & 116346 & 61760.0023148148 & 127718.916666667 & -65958.9143518519 & 54585.9976851852 \tabularnewline
28 & 72120 & 130304.932870370 & 130493.666666667 & -188.733796296302 & -58184.9328703703 \tabularnewline
29 & 108751 & 93466.6412037037 & 134056 & -40589.3587962963 & 15284.3587962963 \tabularnewline
30 & 91738 & 94985.724537037 & 138765.5 & -43779.775462963 & -3247.72453703702 \tabularnewline
31 & 402216 & 457317.738425926 & 141227.625 & 316090.113425926 & -55101.738425926 \tabularnewline
32 & 390070 & 356149.571759259 & 143697.333333333 & 212452.238425926 & 33920.4282407408 \tabularnewline
33 & 106045 & 95176.6273148148 & 143081.041666667 & -47904.4143518519 & 10868.3726851852 \tabularnewline
34 & 110070 & 99130.7939814815 & 141964.458333333 & -42833.6643518518 & 10939.2060185185 \tabularnewline
35 & 70668 & 48137.7106481481 & 143273.041666667 & -95135.3310185185 & 22530.2893518519 \tabularnewline
36 & 167841 & 124314.280092593 & 141863.708333333 & -17549.4282407407 & 43526.7199074074 \tabularnewline
37 & 28607 & 48224.0439814815 & 143809.25 & -95585.2060185185 & -19617.0439814815 \tabularnewline
38 & 95371 & 69686.724537037 & 148704.25 & -79017.525462963 & 25684.275462963 \tabularnewline
39 & 30605 & 83644.0439814815 & 149602.958333333 & -65958.9143518519 & -53039.0439814815 \tabularnewline
40 & 131063 & 146134.474537037 & 146323.208333333 & -188.733796296302 & -15071.4745370371 \tabularnewline
41 & 81214 & 103062.974537037 & 143652.333333333 & -40589.3587962963 & -21848.9745370371 \tabularnewline
42 & 85451 & 96423.224537037 & 140203 & -43779.775462963 & -10972.2245370370 \tabularnewline
43 & 455196 & NA & NA & 316090.113425926 & NA \tabularnewline
44 & 454570 & NA & NA & 212452.238425926 & NA \tabularnewline
45 & 63114 & NA & NA & -47904.4143518519 & NA \tabularnewline
46 & 74287 & NA & NA & -42833.6643518518 & NA \tabularnewline
47 & 42350 & NA & NA & -95135.3310185185 & NA \tabularnewline
48 & 113375 & NA & NA & -17549.4282407407 & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112332&T=1

[TABLE]
[ROW][C]Classical Decomposition by Moving Averages[/C][/ROW]
[ROW][C]t[/C][C]Observations[/C][C]Fit[/C][C]Trend[/C][C]Seasonal[/C][C]Random[/C][/ROW]
[ROW][C]1[/C][C]19876[/C][C]NA[/C][C]NA[/C][C]-95585.2060185185[/C][C]NA[/C][/ROW]
[ROW][C]2[/C][C]45335[/C][C]NA[/C][C]NA[/C][C]-79017.525462963[/C][C]NA[/C][/ROW]
[ROW][C]3[/C][C]48674[/C][C]NA[/C][C]NA[/C][C]-65958.9143518519[/C][C]NA[/C][/ROW]
[ROW][C]4[/C][C]156392[/C][C]NA[/C][C]NA[/C][C]-188.733796296302[/C][C]NA[/C][/ROW]
[ROW][C]5[/C][C]100837[/C][C]NA[/C][C]NA[/C][C]-40589.3587962963[/C][C]NA[/C][/ROW]
[ROW][C]6[/C][C]101605[/C][C]NA[/C][C]NA[/C][C]-43779.775462963[/C][C]NA[/C][/ROW]
[ROW][C]7[/C][C]532850[/C][C]450784.905092593[/C][C]134694.791666667[/C][C]316090.113425926[/C][C]82065.0949074074[/C][/ROW]
[ROW][C]8[/C][C]294189[/C][C]348563.696759259[/C][C]136111.458333333[/C][C]212452.238425926[/C][C]-54374.6967592593[/C][/ROW]
[ROW][C]9[/C][C]80763[/C][C]89266.0023148148[/C][C]137170.416666667[/C][C]-47904.4143518519[/C][C]-8503.0023148148[/C][/ROW]
[ROW][C]10[/C][C]105995[/C][C]97309.4189814815[/C][C]140143.083333333[/C][C]-42833.6643518518[/C][C]8685.58101851854[/C][/ROW]
[ROW][C]11[/C][C]25045[/C][C]47075.2106481481[/C][C]142210.541666667[/C][C]-95135.3310185185[/C][C]-22030.2106481481[/C][/ROW]
[ROW][C]12[/C][C]90474[/C][C]124690.363425926[/C][C]142239.791666667[/C][C]-17549.4282407407[/C][C]-34216.3634259259[/C][/ROW]
[ROW][C]13[/C][C]48481[/C][C]42162.4606481481[/C][C]137747.666666667[/C][C]-95585.2060185185[/C][C]6318.53935185188[/C][/ROW]
[ROW][C]14[/C][C]50730[/C][C]57087.099537037[/C][C]136104.625[/C][C]-79017.525462963[/C][C]-6357.09953703702[/C][/ROW]
[ROW][C]15[/C][C]68694[/C][C]73175.2523148148[/C][C]139134.166666667[/C][C]-65958.9143518519[/C][C]-4481.2523148148[/C][/ROW]
[ROW][C]16[/C][C]207716[/C][C]137393.891203704[/C][C]137582.625[/C][C]-188.733796296302[/C][C]70322.1087962963[/C][/ROW]
[ROW][C]17[/C][C]99132[/C][C]95501.6828703704[/C][C]136091.041666667[/C][C]-40589.3587962963[/C][C]3630.31712962964[/C][/ROW]
[ROW][C]18[/C][C]104012[/C][C]92726.349537037[/C][C]136506.125[/C][C]-43779.775462963[/C][C]11285.6504629630[/C][/ROW]
[ROW][C]19[/C][C]422632[/C][C]452529.655092593[/C][C]136439.541666667[/C][C]316090.113425926[/C][C]-29897.6550925926[/C][/ROW]
[ROW][C]20[/C][C]364974[/C][C]347454.030092593[/C][C]135001.791666667[/C][C]212452.238425926[/C][C]17519.9699074074[/C][/ROW]
[ROW][C]21[/C][C]82687[/C][C]87986.6689814815[/C][C]135891.083333333[/C][C]-47904.4143518519[/C][C]-5299.66898148149[/C][/ROW]
[ROW][C]22[/C][C]66834[/C][C]89393.0856481481[/C][C]132226.75[/C][C]-42833.6643518518[/C][C]-22559.0856481481[/C][/ROW]
[ROW][C]23[/C][C]28408[/C][C]31842.3773148148[/C][C]126977.708333333[/C][C]-95135.3310185185[/C][C]-3434.37731481482[/C][/ROW]
[ROW][C]24[/C][C]97073[/C][C]109317.655092593[/C][C]126867.083333333[/C][C]-17549.4282407407[/C][C]-12244.6550925926[/C][/ROW]
[ROW][C]25[/C][C]40284[/C][C]29919.7939814815[/C][C]125505[/C][C]-95585.2060185185[/C][C]10364.2060185185[/C][/ROW]
[ROW][C]26[/C][C]24421[/C][C]46682.474537037[/C][C]125700[/C][C]-79017.525462963[/C][C]-22261.474537037[/C][/ROW]
[ROW][C]27[/C][C]116346[/C][C]61760.0023148148[/C][C]127718.916666667[/C][C]-65958.9143518519[/C][C]54585.9976851852[/C][/ROW]
[ROW][C]28[/C][C]72120[/C][C]130304.932870370[/C][C]130493.666666667[/C][C]-188.733796296302[/C][C]-58184.9328703703[/C][/ROW]
[ROW][C]29[/C][C]108751[/C][C]93466.6412037037[/C][C]134056[/C][C]-40589.3587962963[/C][C]15284.3587962963[/C][/ROW]
[ROW][C]30[/C][C]91738[/C][C]94985.724537037[/C][C]138765.5[/C][C]-43779.775462963[/C][C]-3247.72453703702[/C][/ROW]
[ROW][C]31[/C][C]402216[/C][C]457317.738425926[/C][C]141227.625[/C][C]316090.113425926[/C][C]-55101.738425926[/C][/ROW]
[ROW][C]32[/C][C]390070[/C][C]356149.571759259[/C][C]143697.333333333[/C][C]212452.238425926[/C][C]33920.4282407408[/C][/ROW]
[ROW][C]33[/C][C]106045[/C][C]95176.6273148148[/C][C]143081.041666667[/C][C]-47904.4143518519[/C][C]10868.3726851852[/C][/ROW]
[ROW][C]34[/C][C]110070[/C][C]99130.7939814815[/C][C]141964.458333333[/C][C]-42833.6643518518[/C][C]10939.2060185185[/C][/ROW]
[ROW][C]35[/C][C]70668[/C][C]48137.7106481481[/C][C]143273.041666667[/C][C]-95135.3310185185[/C][C]22530.2893518519[/C][/ROW]
[ROW][C]36[/C][C]167841[/C][C]124314.280092593[/C][C]141863.708333333[/C][C]-17549.4282407407[/C][C]43526.7199074074[/C][/ROW]
[ROW][C]37[/C][C]28607[/C][C]48224.0439814815[/C][C]143809.25[/C][C]-95585.2060185185[/C][C]-19617.0439814815[/C][/ROW]
[ROW][C]38[/C][C]95371[/C][C]69686.724537037[/C][C]148704.25[/C][C]-79017.525462963[/C][C]25684.275462963[/C][/ROW]
[ROW][C]39[/C][C]30605[/C][C]83644.0439814815[/C][C]149602.958333333[/C][C]-65958.9143518519[/C][C]-53039.0439814815[/C][/ROW]
[ROW][C]40[/C][C]131063[/C][C]146134.474537037[/C][C]146323.208333333[/C][C]-188.733796296302[/C][C]-15071.4745370371[/C][/ROW]
[ROW][C]41[/C][C]81214[/C][C]103062.974537037[/C][C]143652.333333333[/C][C]-40589.3587962963[/C][C]-21848.9745370371[/C][/ROW]
[ROW][C]42[/C][C]85451[/C][C]96423.224537037[/C][C]140203[/C][C]-43779.775462963[/C][C]-10972.2245370370[/C][/ROW]
[ROW][C]43[/C][C]455196[/C][C]NA[/C][C]NA[/C][C]316090.113425926[/C][C]NA[/C][/ROW]
[ROW][C]44[/C][C]454570[/C][C]NA[/C][C]NA[/C][C]212452.238425926[/C][C]NA[/C][/ROW]
[ROW][C]45[/C][C]63114[/C][C]NA[/C][C]NA[/C][C]-47904.4143518519[/C][C]NA[/C][/ROW]
[ROW][C]46[/C][C]74287[/C][C]NA[/C][C]NA[/C][C]-42833.6643518518[/C][C]NA[/C][/ROW]
[ROW][C]47[/C][C]42350[/C][C]NA[/C][C]NA[/C][C]-95135.3310185185[/C][C]NA[/C][/ROW]
[ROW][C]48[/C][C]113375[/C][C]NA[/C][C]NA[/C][C]-17549.4282407407[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112332&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112332&T=1

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Classical Decomposition by Moving Averages
tObservationsFitTrendSeasonalRandom
119876NANA-95585.2060185185NA
245335NANA-79017.525462963NA
348674NANA-65958.9143518519NA
4156392NANA-188.733796296302NA
5100837NANA-40589.3587962963NA
6101605NANA-43779.775462963NA
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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')