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SHWWS9review1

*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: Sat, 05 Dec 2009 03:47:34 -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/05/t1260010089eq5imiuggegk9en.htm/, Retrieved Sat, 05 Dec 2009 11:48:14 +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/05/t1260010089eq5imiuggegk9en.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 «
7.8 7.8 7.8 7.5 7.5 7.1 7.5 7.5 7.6 7.7 7.7 7.9 8.1 8.2 8.2 8.2 7.9 7.3 6.9 6.6 6.7 6.9 7 7.1 7.2 7.1 6.9 7 6.8 6.4 6.7 6.6 6.4 6.3 6.2 6.5 6.8 6.8 6.4 6.1 5.8 6.1 7.2 7.3 6.9 6.1 5.8 6.2 7.1 7.7 7.9 7.7 7.4 7.5 8 8.1
 
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
17.8NANA1.05481536151932NA
27.8NANA1.05476429314202NA
37.8NANA1.02580815307596NA
47.5NANA1.01989441724888NA
57.5NANA0.98832610253764NA
67.1NANA0.96412743911143NA
77.57.806190741803047.629166666666671.023203592590240.960775908259152
87.57.748072660497957.658333333333331.011717866441520.967982662093155
97.67.585385130465247.691666666666670.986182248814551.00192671423842
107.77.362739956067657.73750.9515657455337841.04580632291032
117.77.309350781860147.783333333333330.9391028841790321.05344513210521
127.97.656007553082257.808333333333330.9804918958056251.03186941042391
138.18.2187696918387.791666666666671.054815361519320.985548969457563
148.28.152449015743557.729166666666671.054764293142021.00583272390476
158.27.851706571668947.654166666666671.025808153075961.04435894606502
168.27.7341993308047.583333333333331.019894417248881.06022610088943
177.97.43303589616857.520833333333330.988326102537641.06282279681606
187.37.190783816706087.458333333333330.964127439111431.01518835582850
196.97.55891654026047.38751.023203592590240.912829234619688
206.67.389755916133257.304166666666671.011717866441520.893128281218456
216.77.104621284168157.204166666666670.986182248814550.943048155843324
226.96.756116793289867.10.9515657455337841.02129673170438
2376.57763311793737.004166666666670.9391028841790321.06421259357122
247.16.785820995554766.920833333333330.9804918958056251.04629933572534
257.27.25185561044536.8751.054815361519320.992849332194286
267.17.242714812908566.866666666666671.054764293142020.980295397983337
276.97.031060049208176.854166666666671.025808153075960.981359844989102
2876.952280277579866.816666666666671.019894417248881.00686389508404
296.86.679437242983556.758333333333330.988326102537641.01804983752832
306.46.459653842046586.70.964127439111430.990765164278884
316.76.812830587330026.658333333333331.023203592590240.983438515623763
326.66.706846356285226.629166666666671.011717866441520.984069061581366
336.46.504693749472636.595833333333330.986182248814550.98390489183582
346.36.220861061427116.53750.9515657455337841.01272154092359
356.26.065039460322926.458333333333330.9391028841790321.02225221131041
366.56.279233516055196.404166666666670.9804918958056251.03515818983007
376.86.764003505742616.41251.054815361519321.00532177344776
386.86.816414244430326.46251.054764293142020.99759195321151
396.46.680575596907226.51251.025808153075960.958001284045478
406.16.654811072548946.5251.019894417248880.916630079126133
415.86.424119666494666.50.988326102537640.902847440755223
426.16.238707970583546.470833333333330.964127439111430.977766554992224
437.26.620979913719356.470833333333331.023203592590241.08745232485615
447.36.597243587420726.520833333333331.011717866441521.10652273229978
456.96.529348305692996.620833333333330.986182248814551.05676702742046
466.16.423068782353046.750.9515657455337840.94970180247164
475.86.4641581860996.883333333333330.9391028841790320.897255270217975
486.26.871614036437757.008333333333330.9804918958056250.902262549544195
497.1NA7.1NANA
507.7NA7.16666666666667NANA
517.9NANANANA
527.7NANANANA
537.4NANANANA
547.5NANANANA
558NANANANA
568.1NANANANA
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Dec/05/t1260010089eq5imiuggegk9en/1xwas1260010052.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/05/t1260010089eq5imiuggegk9en/1xwas1260010052.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/05/t1260010089eq5imiuggegk9en/20ink1260010052.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/05/t1260010089eq5imiuggegk9en/20ink1260010052.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/05/t1260010089eq5imiuggegk9en/3kt1l1260010052.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/05/t1260010089eq5imiuggegk9en/3kt1l1260010052.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/05/t1260010089eq5imiuggegk9en/4rxci1260010052.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/05/t1260010089eq5imiuggegk9en/4rxci1260010052.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')
 





Copyright

Creative Commons License

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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