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paper

*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, 11 Dec 2010 18:31:55 +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/Dec/11/t1292092431yubbqan5olr10j0.htm/, Retrieved Sat, 11 Dec 2010 19:33:52 +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/2010/Dec/11/t1292092431yubbqan5olr10j0.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 «
12,5621 13,5117 15,3397 16,8622 25,2609 10,0871 12,2961 13,3181 14,2754 14,4211 13,6932 13,9921 15,5698 17,0353 13,4664 15,2809 16,5182 17,55 16,4063 15,6204 15,9458 14,6527 16,3643 16,0591 13,354 13,5542 12,5971 13,1823 13,3266 13,1959 13,2715 12,113 13,4537 10,9201 10,967 12,124 17,1334 15,5932 16,5556 14,2471 14,3177 15,8494 16,361 16,0926 16,5866 16,5044 16,8312 16,6387 14,3945 19,6245 19,6288 15,9543 16,7469 14,1022 12,9999 15,5888 13,8889 22,9635 25,9843 24,7658 15,834 16,8708 14,0299 13,311 17,3363 16,9726 15,9808 14,6359 16,2415 16,7716 18,1138 16,923 15,2454 14,1948 14,7886 14,2537 13,822 14,8679 16,1721 14,3985 15,6683 15,5001 15,3819 14,7056 15,5139 14,9624 12,0738 15,5528 14,563 14,7874 15,0512 15,9781 15,3603 13,7115 14,5146 13,9188 13,0261 13,9764 13,2546 12,2547 12,5688 14,4743 14,2137 11,8741 13,8681 13,7831 13,0991 13,1558 13,6596 12,3954 13,6362 13,5011 13,3426 11,871 12,9011 12 etc...
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time5 seconds
R Server'RServer@AstonUniversity' @ vre.aston.ac.uk


Classical Decomposition by Moving Averages
tObservationsFitTrendSeasonalRandom
112.5621NANA0.126772418478262NA
213.5117NANA2.49349252717391NA
315.3397NANA-0.641635914855073NA
416.8622NANA-1.86477884963768NA
525.2609NANA-2.219628125NA
610.0871NANA1.54720448369565NA
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28436.523545.420472599637747.007575-1.58710240036232-8.89697259963768
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28963.9929NA52.9887125NANA
29059.9151NA54.4321833333333NANA
29154.4891NANANANA
29253.9784NANANANA
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29462.1816NANANANA
29559.0665NANANANA
29661.6167NANANANA
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/11/t1292092431yubbqan5olr10j0/128qd1292092308.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/11/t1292092431yubbqan5olr10j0/128qd1292092308.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/11/t1292092431yubbqan5olr10j0/228qd1292092308.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/11/t1292092431yubbqan5olr10j0/228qd1292092308.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/11/t1292092431yubbqan5olr10j0/3vh7y1292092308.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/11/t1292092431yubbqan5olr10j0/3vh7y1292092308.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/11/t1292092431yubbqan5olr10j0/4vh7y1292092308.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/11/t1292092431yubbqan5olr10j0/4vh7y1292092308.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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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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