| | | *Unverified author* | | R Software Module: /rwasp_decompose.wasp (opens new window with default values) | | Title produced by software: Classical Decomposition | | Date of computation: Thu, 19 Aug 2010 01:04:08 +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/Aug/19/t1282182661da18wgw4l8ywufo.htm/, Retrieved Thu, 19 Aug 2010 03:51:03 +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/Aug/19/t1282182661da18wgw4l8ywufo.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: | | | | | Dataseries X: | | » Textbox « » Textfile « » CSV « | | 94
93
92
90
110
109
94
84
85
85
86
88
93
94
90
91
104
103
88
79
82
88
93
89
94
96
94
92
113
122
107
98
103
110
113
110
123
124
118
117
139
146
134
121
123
122
127
122
139
136
127
123
140
146
138
120
122
115
115
102
119
114
108
102
121
109
102
95
98
92
94
90
113
111
103
90
108
99
95
91
85
72
90
90
114
115
104
93
101
90
79
75
71
61
84
87
107
99
93
74
87
71
67
61
63
52
80
84
102
93
87
72
83
72
66
64
64
47
77
79 | | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 94 | NA | NA | 11.483024691358 | NA | | 2 | 93 | NA | NA | 9.2608024691358 | NA | | 3 | 92 | NA | NA | 3.00617283950618 | NA | | 4 | 90 | NA | NA | -4.49845679012345 | NA | | 5 | 110 | NA | NA | 11.4969135802469 | NA | | 6 | 109 | NA | NA | 7.35802469135803 | NA | | 7 | 94 | 91.9320987654321 | 92.4583333333333 | -0.526234567901234 | 2.06790123456788 | | 8 | 84 | 83.0061728395062 | 92.4583333333333 | -9.45216049382717 | 0.993827160493822 | | 9 | 85 | 83.8765432098765 | 92.4166666666667 | -8.54012345679013 | 1.12345679012346 | | 10 | 85 | 80.0524691358025 | 92.375 | -12.3225308641975 | 4.94753086419755 | | 11 | 86 | 89.4969135802469 | 92.1666666666667 | -2.66975308641975 | -3.49691358024691 | | 12 | 88 | 87.070987654321 | 91.6666666666667 | -4.59567901234568 | 0.929012345679027 | | 13 | 93 | 102.649691358025 | 91.1666666666667 | 11.483024691358 | -9.6496913580247 | | 14 | 94 | 99.9691358024691 | 90.7083333333333 | 9.2608024691358 | -5.96913580246913 | | 15 | 90 | 93.3811728395062 | 90.375 | 3.00617283950618 | -3.38117283950618 | | 16 | 91 | 85.8765432098765 | 90.375 | -4.49845679012345 | 5.12345679012346 | | 17 | 104 | 102.288580246914 | 90.7916666666666 | 11.4969135802469 | 1.71141975308643 | | 18 | 103 | 98.483024691358 | 91.125 | 7.35802469135803 | 4.51697530864197 | | 19 | 88 | 90.6820987654321 | 91.2083333333333 | -0.526234567901234 | -2.6820987654321 | | 20 | 79 | 81.8811728395062 | 91.3333333333333 | -9.45216049382717 | -2.88117283950618 | | 21 | 82 | 83.0432098765432 | 91.5833333333333 | -8.54012345679013 | -1.04320987654322 | | 22 | 88 | 79.4691358024691 | 91.7916666666667 | -12.3225308641975 | 8.53086419753087 | | 23 | 93 | 89.5385802469136 | 92.2083333333333 | -2.66975308641975 | 3.46141975308643 | | 24 | 89 | 88.7793209876543 | 93.375 | -4.59567901234568 | 0.220679012345698 | | 25 | 94 | 106.441358024691 | 94.9583333333333 | 11.483024691358 | -12.4413580246913 | | 26 | 96 | 105.802469135802 | 96.5416666666667 | 9.2608024691358 | -9.80246913580245 | | 27 | 94 | 101.21450617284 | 98.2083333333333 | 3.00617283950618 | -7.2145061728395 | | 28 | 92 | 95.5015432098765 | 100 | -4.49845679012345 | -3.50154320987653 | | 29 | 113 | 113.246913580247 | 101.75 | 11.4969135802469 | -0.246913580246911 | | 30 | 122 | 110.816358024691 | 103.458333333333 | 7.35802469135803 | 11.1836419753087 | | 31 | 107 | 105.015432098765 | 105.541666666667 | -0.526234567901234 | 1.98456790123456 | | 32 | 98 | 98.4645061728395 | 107.916666666667 | -9.45216049382717 | -0.464506172839506 | | 33 | 103 | 101.543209876543 | 110.083333333333 | -8.54012345679013 | 1.45679012345677 | | 34 | 110 | 99.8024691358025 | 112.125 | -12.3225308641975 | 10.1975308641975 | | 35 | 113 | 111.58024691358 | 114.25 | -2.66975308641975 | 1.41975308641975 | | 36 | 110 | 111.737654320988 | 116.333333333333 | -4.59567901234568 | -1.73765432098766 | | 37 | 123 | 129.941358024691 | 118.458333333333 | 11.483024691358 | -6.94135802469135 | | 38 | 124 | 129.802469135802 | 120.541666666667 | 9.2608024691358 | -5.80246913580245 | | 39 | 118 | 125.33950617284 | 122.333333333333 | 3.00617283950618 | -7.33950617283952 | | 40 | 117 | 119.168209876543 | 123.666666666667 | -4.49845679012345 | -2.1682098765432 | | 41 | 139 | 136.246913580247 | 124.75 | 11.4969135802469 | 2.75308641975309 | | 42 | 146 | 133.191358024691 | 125.833333333333 | 7.35802469135803 | 12.8086419753087 | | 43 | 134 | 126.473765432099 | 127 | -0.526234567901234 | 7.52623456790126 | | 44 | 121 | 118.714506172839 | 128.166666666667 | -9.45216049382717 | 2.28549382716051 | | 45 | 123 | 120.501543209877 | 129.041666666667 | -8.54012345679013 | 2.49845679012347 | | 46 | 122 | 117.344135802469 | 129.666666666667 | -12.3225308641975 | 4.65586419753086 | | 47 | 127 | 127.288580246914 | 129.958333333333 | -2.66975308641975 | -0.288580246913597 | | 48 | 122 | 125.404320987654 | 130 | -4.59567901234568 | -3.40432098765432 | | 49 | 139 | 141.649691358025 | 130.166666666667 | 11.483024691358 | -2.64969135802468 | | 50 | 136 | 139.552469135802 | 130.291666666667 | 9.2608024691358 | -3.55246913580245 | | 51 | 127 | 133.214506172839 | 130.208333333333 | 3.00617283950618 | -6.21450617283949 | | 52 | 123 | 125.376543209877 | 129.875 | -4.49845679012345 | -2.37654320987652 | | 53 | 140 | 140.58024691358 | 129.083333333333 | 11.4969135802469 | -0.580246913580226 | | 54 | 146 | 135.108024691358 | 127.75 | 7.35802469135803 | 10.891975308642 | | 55 | 138 | 125.557098765432 | 126.083333333333 | -0.526234567901234 | 12.4429012345679 | | 56 | 120 | 114.881172839506 | 124.333333333333 | -9.45216049382717 | 5.11882716049382 | | 57 | 122 | 114.08487654321 | 122.625 | -8.54012345679013 | 7.91512345679011 | | 58 | 115 | 108.635802469136 | 120.958333333333 | -12.3225308641975 | 6.3641975308642 | | 59 | 115 | 116.621913580247 | 119.291666666667 | -2.66975308641975 | -1.62191358024691 | | 60 | 102 | 112.362654320988 | 116.958333333333 | -4.59567901234568 | -10.3626543209876 | | 61 | 119 | 125.399691358025 | 113.916666666667 | 11.483024691358 | -6.39969135802468 | | 62 | 114 | 120.635802469136 | 111.375 | 9.2608024691358 | -6.6358024691358 | | 63 | 108 | 112.339506172839 | 109.333333333333 | 3.00617283950618 | -4.33950617283949 | | 64 | 102 | 102.876543209877 | 107.375 | -4.49845679012345 | -0.876543209876544 | | 65 | 121 | 117.038580246914 | 105.541666666667 | 11.4969135802469 | 3.9614197530864 | | 66 | 109 | 111.524691358025 | 104.166666666667 | 7.35802469135803 | -2.52469135802468 | | 67 | 102 | 102.890432098765 | 103.416666666667 | -0.526234567901234 | -0.890432098765416 | | 68 | 95 | 93.5895061728395 | 103.041666666667 | -9.45216049382717 | 1.41049382716051 | | 69 | 98 | 94.1682098765432 | 102.708333333333 | -8.54012345679013 | 3.83179012345681 | | 70 | 92 | 89.6774691358025 | 102 | -12.3225308641975 | 2.32253086419756 | | 71 | 94 | 98.2885802469136 | 100.958333333333 | -2.66975308641975 | -4.2885802469136 | | 72 | 90 | 95.4043209876543 | 100 | -4.59567901234568 | -5.40432098765433 | | 73 | 113 | 110.774691358025 | 99.2916666666667 | 11.483024691358 | 2.2253086419753 | | 74 | 111 | 108.094135802469 | 98.8333333333333 | 9.2608024691358 | 2.90586419753089 | | 75 | 103 | 101.131172839506 | 98.125 | 3.00617283950618 | 1.86882716049382 | | 76 | 90 | 92.2515432098765 | 96.75 | -4.49845679012345 | -2.25154320987653 | | 77 | 108 | 107.246913580247 | 95.75 | 11.4969135802469 | 0.753086419753075 | | 78 | 99 | 102.941358024691 | 95.5833333333333 | 7.35802469135803 | -3.94135802469135 | | 79 | 95 | 95.0987654320988 | 95.625 | -0.526234567901234 | -0.098765432098773 | | 80 | 91 | 86.3811728395062 | 95.8333333333333 | -9.45216049382717 | 4.61882716049384 | | 81 | 85 | 87.5015432098765 | 96.0416666666667 | -8.54012345679013 | -2.50154320987654 | | 82 | 72 | 83.8858024691358 | 96.2083333333333 | -12.3225308641975 | -11.8858024691358 | | 83 | 90 | 93.3719135802469 | 96.0416666666667 | -2.66975308641975 | -3.37191358024691 | | 84 | 90 | 90.7793209876543 | 95.375 | -4.59567901234568 | -0.779320987654302 | | 85 | 114 | 105.816358024691 | 94.3333333333333 | 11.483024691358 | 8.18364197530866 | | 86 | 115 | 102.260802469136 | 93 | 9.2608024691358 | 12.7391975308642 | | 87 | 104 | 94.7561728395062 | 91.75 | 3.00617283950618 | 9.24382716049382 | | 88 | 93 | 86.2098765432099 | 90.7083333333333 | -4.49845679012345 | 6.79012345679013 | | 89 | 101 | 101.496913580247 | 90 | 11.4969135802469 | -0.496913580246911 | | 90 | 90 | 96.983024691358 | 89.625 | 7.35802469135803 | -6.98302469135803 | | 91 | 79 | 88.6820987654321 | 89.2083333333333 | -0.526234567901234 | -9.6820987654321 | | 92 | 75 | 78.7978395061728 | 88.25 | -9.45216049382717 | -3.79783950617285 | | 93 | 71 | 78.5848765432099 | 87.125 | -8.54012345679013 | -7.58487654320987 | | 94 | 61 | 73.5524691358025 | 85.875 | -12.3225308641975 | -12.5524691358025 | | 95 | 84 | 81.8302469135802 | 84.5 | -2.66975308641975 | 2.16975308641976 | | 96 | 87 | 78.5293209876543 | 83.125 | -4.59567901234568 | 8.47067901234568 | | 97 | 107 | 93.3163580246914 | 81.8333333333333 | 11.483024691358 | 13.6836419753086 | | 98 | 99 | 90.0108024691358 | 80.75 | 9.2608024691358 | 8.9891975308642 | | 99 | 93 | 82.8395061728395 | 79.8333333333333 | 3.00617283950618 | 10.1604938271605 | | 100 | 74 | 74.6265432098765 | 79.125 | -4.49845679012345 | -0.626543209876544 | | 101 | 87 | 90.0802469135803 | 78.5833333333333 | 11.4969135802469 | -3.08024691358025 | | 102 | 71 | 85.6496913580247 | 78.2916666666667 | 7.35802469135803 | -14.6496913580247 | | 103 | 67 | 77.4320987654321 | 77.9583333333333 | -0.526234567901234 | -10.4320987654321 | | 104 | 61 | 68.0478395061728 | 77.5 | -9.45216049382717 | -7.04783950617283 | | 105 | 63 | 68.4598765432099 | 77 | -8.54012345679013 | -5.45987654320989 | | 106 | 52 | 64.3441358024691 | 76.6666666666667 | -12.3225308641975 | -12.3441358024691 | | 107 | 80 | 73.7469135802469 | 76.4166666666667 | -2.66975308641975 | 6.25308641975307 | | 108 | 84 | 71.695987654321 | 76.2916666666667 | -4.59567901234568 | 12.304012345679 | | 109 | 102 | 87.7746913580247 | 76.2916666666667 | 11.483024691358 | 14.2253086419753 | | 110 | 93 | 85.6358024691358 | 76.375 | 9.2608024691358 | 7.3641975308642 | | 111 | 87 | 79.5478395061728 | 76.5416666666667 | 3.00617283950618 | 7.45216049382717 | | 112 | 72 | 71.8765432098765 | 76.375 | -4.49845679012345 | 0.123456790123456 | | 113 | 83 | 87.5385802469136 | 76.0416666666667 | 11.4969135802469 | -4.53858024691358 | | 114 | 72 | 83.0663580246914 | 75.7083333333333 | 7.35802469135803 | -11.0663580246914 | | 115 | 66 | NA | NA | -0.526234567901234 | NA | | 116 | 64 | NA | NA | -9.45216049382717 | NA | | 117 | 64 | NA | NA | -8.54012345679013 | NA | | 118 | 47 | NA | NA | -12.3225308641975 | NA | | 119 | 77 | NA | NA | -2.66975308641975 | NA | | 120 | 79 | NA | NA | -4.59567901234568 | NA |
| | | | Charts produced by software: |  | | http://www.freestatistics.org/blog/date/2010/Aug/19/t1282182661da18wgw4l8ywufo/1c3p81282179844.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Aug/19/t1282182661da18wgw4l8ywufo/1c3p81282179844.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Aug/19/t1282182661da18wgw4l8ywufo/2c3p81282179844.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Aug/19/t1282182661da18wgw4l8ywufo/2c3p81282179844.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Aug/19/t1282182661da18wgw4l8ywufo/3nuot1282179844.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Aug/19/t1282182661da18wgw4l8ywufo/3nuot1282179844.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Aug/19/t1282182661da18wgw4l8ywufo/4ylow1282179844.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Aug/19/t1282182661da18wgw4l8ywufo/4ylow1282179844.ps (open in new window) |
| | | | 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')
| | |
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