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Ws 9 ADC1

*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: Fri, 04 Dec 2009 09:30:31 -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/04/t12599442974dya6dckalu9fxk.htm/, Retrieved Fri, 04 Dec 2009 17:31:43 +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/04/t12599442974dya6dckalu9fxk.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 «

100 96,21064363 96,31280765 107,1793443 114,9066592 92,56060184 114,9995356 107,1236185 117,7765394 107,3650971 106,2970187 114,5072908 98,0031578 103,0649206 100,2879168 104,6066685 111,1544534 104,9874617 109,9284852 111,5352466 132,4974459 100,3436426 123,0983561 114,2379493 104,569518 109,0833101 106,9843039 133,6769759 124,8537197 122,5132349 116,8013374 116,0118882 129,7575926 125,1973623 143,7912139 127,9465032 130,2962757 108,4424631 129,3675118 143,6797622 131,8844618 117,6186496 118,9560695 104,8202842 134,624315 140,401226 143,8005015 153,4317823 153,2924677 127,3149438 153,5525216 136,9276493 131,7730101 144,3391845 107,4208229 113,6249652 124,2221603 102,0618557 96,36853348 111,6838488

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	5 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Classical Decomposition by Moving Averages
t	Observations	Fit	Trend	Seasonal	Random
1	100	NA	NA	-1.42050876881944	NA
2	96.21064363	NA	NA	-10.9732316063194	NA
3	96.31280765	NA	NA	-0.536441727152764	NA
4	107.1793443	NA	NA	6.62635893638889	NA
5	114.9066592	NA	NA	1.97867003034722	NA
6	92.56060184	NA	NA	-0.440275969444461	NA
7	114.9995356	102.763765703264	106.186727968333	-3.42296226506944	12.2357698967361
8	107.1236185	96.7884282700347	106.38912108375	-9.60069281371528	10.3351902299653
9	117.7765394	115.110616394618	106.840345505417	8.27027088920138	2.66592300538193
10	107.3650971	103.925784695139	106.898780228333	-2.97299553319446	3.43931240486113
11	106.2970187	114.096619179514	106.635243495	7.46137568451388	-7.7996004795139
12	114.5072908	112.027120557431	106.996687414167	5.03043314326389	2.48017024256946
13	98.0031578	105.882670706181	107.303179475	-1.42050876881944	-7.87951290618055
14	103.0649206	96.302471939514	107.275703545833	-10.9732316063194	6.7624486604861
15	100.2879168	107.536450760347	108.0728924875	-0.536441727152764	-7.24853396034722
16	104.6066685	115.020061923889	108.3937029875	6.62635893638889	-10.4133934238889
17	111.1544534	110.779868138681	108.801198108333	1.97867003034722	0.374585261319439
18	104.9874617	109.049755301389	109.490031270833	-0.440275969444461	-4.06229360138889
19	109.9284852	106.329444784931	109.75240705	-3.42296226506944	3.59904041506945
20	111.5352466	100.676078807118	110.276771620833	-9.60069281371528	10.8591677928819
21	132.4974459	119.076824868368	110.806553979167	8.27027088920138	13.4206210316319
22	100.3436426	109.323837383472	112.296832916667	-2.97299553319446	-8.98019478347223
23	123.0983561	121.540274172014	114.0788984875	7.46137568451388	1.55808192798611
24	114.2379493	120.410374943264	115.3799418	5.03043314326389	-6.17242564326389
25	104.569518	114.976042422847	116.396551191667	-1.42050876881944	-10.4065244228472
26	109.0833101	105.896215160347	116.869446766667	-10.9732316063194	3.18709493965277
27	106.9843039	116.405371218681	116.941812945833	-0.536441727152764	-9.42106731868056
28	133.6769759	124.489582982222	117.863224045833	6.62635893638889	9.1873929177778
29	124.8537197	121.739668138681	119.760998108333	1.97867003034722	3.11405156131944
30	122.5132349	120.754114293056	121.1943902625	-0.440275969444461	1.75912060694445
31	116.8013374	119.414565980764	122.837528245833	-3.42296226506944	-2.61322858076387
32	116.0118882	114.282081711285	123.882774525	-9.60069281371528	1.72980648871527
33	129.7575926	133.058977118368	124.788706229167	8.27027088920138	-3.30138451836804
34	125.1973623	123.165127120972	126.138122654167	-2.97299553319446	2.03223517902779
35	143.7912139	134.309228688681	126.847853004167	7.46137568451388	9.48198521131945
36	127.9465032	131.967292680764	126.9368595375	5.03043314326389	-4.02078948076390
37	130.2962757	125.402190218681	126.8226989875	-1.42050876881944	4.89408548131944
38	108.4424631	115.472931052014	126.446162658333	-10.9732316063194	-7.0304679520139
39	129.3675118	125.646184197847	126.182625925	-0.536441727152764	3.72132760215277
40	143.6797622	133.645259282222	127.018900345833	6.62635893638889	10.0345029177778
41	131.8844618	129.631451680347	127.65278165	1.97867003034722	2.2530101196528
42	117.6186496	128.274779293056	128.7150552625	-0.440275969444461	-10.6561296930556
43	118.9560695	127.312154293264	130.735116558333	-3.42296226506944	-8.35608479326388
44	104.8202842	122.878951773785	132.4796445875	-9.60069281371528	-18.0586675737847
45	134.624315	142.543977580868	134.273706691667	8.27027088920138	-7.91966258086805
46	140.401226	132.027081862639	135.000077395833	-2.97299553319446	8.3741441373611
47	143.8005015	142.175471222014	134.7140955375	7.46137568451388	1.62503027798613
48	153.4317823	140.853240480764	135.8228073375	5.03043314326389	12.5785418192361
49	153.2924677	135.035018914514	136.455527683333	-1.42050876881944	18.2574487854861
50	127.3149438	125.368522510347	136.341754116667	-10.9732316063194	1.94642128965279
51	153.5525216	135.738750985347	136.2751927125	-0.536441727152764	17.8137706146528
52	136.9276493	140.870654773889	134.2442958375	6.62635893638889	-3.94300547388889
53	131.7730101	132.649160104514	130.670490074167	1.97867003034722	-0.876150004513875
54	144.3391845	126.514384874722	126.954660844167	-0.440275969444461	17.8247996252778
55	107.4208229	NA	NA	-3.42296226506944	NA
56	113.6249652	NA	NA	-9.60069281371528	NA
57	124.2221603	NA	NA	8.27027088920138	NA
58	102.0618557	NA	NA	-2.97299553319446	NA
59	96.36853348	NA	NA	7.46137568451388	NA
60	111.6838488	NA	NA	5.03043314326389	NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2009/Dec/04/t12599442974dya6dckalu9fxk/1mzb41259944226.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Dec/04/t12599442974dya6dckalu9fxk/1mzb41259944226.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Dec/04/t12599442974dya6dckalu9fxk/2uvcs1259944226.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Dec/04/t12599442974dya6dckalu9fxk/2uvcs1259944226.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Dec/04/t12599442974dya6dckalu9fxk/30dnh1259944226.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Dec/04/t12599442974dya6dckalu9fxk/30dnh1259944226.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Dec/04/t12599442974dya6dckalu9fxk/4r5ff1259944226.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Dec/04/t12599442974dya6dckalu9fxk/4r5ff1259944226.ps (open in new window)

Parameters (Session):

par1 = TRUE ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = 3 ; par7 = 1 ; par8 = 2 ; par9 = 1 ;

Parameters (R input):

par1 = additive ; par2 = 12 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = 3 ; par7 = 1 ; par8 = 2 ; par9 = 1 ;

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')

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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