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SHWWS9klasmeth1

*The author of this computation has been verified*
R Software Module: /rwasp_decompose.wasp (opens new window with default values)
Title produced by software: Classical Decomposition
Date of computation: Tue, 01 Dec 2009 12:48:34 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Dec/01/t1259696976mqbenrdsjlojo0e.htm/, Retrieved Tue, 01 Dec 2009 20:49:42 +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/2009/Dec/01/t1259696976mqbenrdsjlojo0e.htm/},
    year = {2009},
}
@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 = {2009},
    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:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
161 149 139 135 130 127 122 117 112 113 149 157 157 147 137 132 125 123 117 114 111 112 144 150 149 134 123 116 117 111 105 102 95 93 124 130 124 115 106 105 105 101 95 93 84 87 116 120 117 109 105 107 109 109 108 107 99 103 131 137
 
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'Gwilym Jenkins' @ 72.249.127.135


Classical Decomposition by Moving Averages
tObservationsFitTrendSeasonalRandom
1161NANA1.16522731642156NA
2149NANA1.0781156702622NA
3139NANA1.00812823195083NA
4135NANA0.988278973176862NA
5130NANA0.983837152317663NA
6127NANA0.96081126607071NA
7122122.069847725332134.0833333333330.9104028419539980.999427805255487
8117119.188839900641133.8333333333330.8905766368665610.981635529782268
9112112.767787176819133.6666666666670.843649280624580.993191431737372
10113114.091551811255133.4583333333330.8548851837246730.99043266750319
11149150.551583797784133.1251.130903915851900.989694005478758
12157157.33311371084132.751.185183530778460.997882748882398
13157154.246966011304132.3751.165227316421561.01784822132900
14147142.356189960871132.0416666666671.07811567026221.03262106158085
15137132.946910588516131.8751.008128231950831.03048652573830
16132130.246933006601131.7916666666670.9882789731768621.01345956448211
17125129.415578744453131.5416666666670.9838371523176630.96588062436307
18123125.906309658016131.0416666666670.960811266070710.976916886326745
19117118.731703971501130.4166666666670.9104028419539980.985414982573515
20114115.366781834089129.5416666666670.8905766368665610.988152726353634
21111108.338628453540128.4166666666670.843649280624581.02456530587889
22112108.712899196988127.1666666666670.8548851837246731.03023652967856
23144142.682377383315126.1666666666671.130903915851901.00923465560954
24150148.543002524233125.3333333333331.185183530778461.00980859044861
25149144.876596341747124.3333333333331.165227316421561.02846148903530
26134132.967599332338123.3333333333331.07811567026221.00776430252818
27123123.159665669994122.1666666666671.008128231950830.998703587987796
28116119.293507720557120.7083333333330.9882789731768620.972391559410995
29117117.158607555162119.0833333333330.9838371523176630.99864621508849
30111112.815256157803117.4166666666670.960811266070710.983909479802417
31105105.189461697435115.5416666666670.9104028419539980.99819885286627
32102101.265985083702113.7083333333330.8905766368665611.00724838568145
339594.6644796967498112.2083333333330.843649280624581.00354431043539
349394.9278756094272111.0416666666670.8548851837246730.979691153972946
35124124.493672736697110.0833333333331.130903915851900.996034555605562
36130129.382535443315109.1666666666671.185183530778461.00477239493390
37124126.232959279002108.3333333333331.165227316421560.982310806212926
38115115.942356039448107.5416666666671.07811567026220.991872202086985
39106107.575683417754106.7083333333331.008128231950830.985352791935007
40105104.7575711567471060.9882789731768621.00231418923306
41105103.712833140154105.4166666666670.9838371523176631.01241087357152
42101100.564912515401104.6666666666670.960811266070711.00432643427729
439594.6439621114678103.9583333333330.9104028419539981.00376186584531
449392.1004671959501103.4166666666670.8905766368665611.00976686472324
458487.0013320644099103.1250.843649280624580.965502458488936
468788.1956547875954103.1666666666670.8548851837246730.986443155385886
47116116.954313297684103.4166666666671.130903915851900.991840289846728
48120123.160321906728103.9166666666671.185183530778460.974339772275675
49117122.106112533342104.7916666666671.165227316421560.958182989963355
50109114.190418075271105.9166666666671.07811567026220.954545940344574
51105107.995736847733107.1251.008128231950830.972260600879487
52107107.145912008591108.4166666666670.9882789731768620.998638193414418
53109107.935134252184109.7083333333330.9838371523176631.00986579351751
54109106.690084336602111.0416666666670.960811266070711.02165070613414
55108NANA0.910402841953998NA
56107NANA0.890576636866561NA
5799NANA0.84364928062458NA
58103NANA0.854885183724673NA
59131NANA1.13090391585190NA
60137NANA1.18518353077846NA
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Dec/01/t1259696976mqbenrdsjlojo0e/1ogfp1259696912.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/01/t1259696976mqbenrdsjlojo0e/1ogfp1259696912.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/01/t1259696976mqbenrdsjlojo0e/248jz1259696912.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/01/t1259696976mqbenrdsjlojo0e/248jz1259696912.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/01/t1259696976mqbenrdsjlojo0e/3qz0z1259696912.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/01/t1259696976mqbenrdsjlojo0e/3qz0z1259696912.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/01/t1259696976mqbenrdsjlojo0e/4wq5g1259696912.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/01/t1259696976mqbenrdsjlojo0e/4wq5g1259696912.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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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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