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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: Sun, 12 Dec 2010 17:33:34 +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/12/t1292175086heuj65pgqrngubd.htm/, Retrieved Sun, 12 Dec 2010 18:31:26 +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/12/t1292175086heuj65pgqrngubd.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 «
25,2609 16,8622 13,3181 12,5621 14,2754 12,2961 10,0871 13,5117 13,9921 13,6932 14,4211 15,3397 16,5182 15,2809 15,6204 15,5698 15,9458 16,4063 17,55 17,0353 16,0591 16,3643 14,6527 13,4664 13,3266 13,1823 12,113 13,354 13,4537 13,2715 13,1959 13,5542 12,124 10,967 10,9201 12,5971 14,3177 14,2471 16,0926 17,1334 16,5866 16,361 15,8494 15,5932 16,6387 16,8312 16,5044 16,5556 16,7469 15,9543 15,5888 14,3945 13,8889 12,9999 14,1022 19,6245 24,7658 25,9843 22,9635 19,6288 17,3363 13,311 14,6359 15,834 16,2415 15,9808 16,9726 16,8708 16,923 18,1138 16,7716 14,0299 13,822 14,2537 14,3985 15,2454 15,6683 16,1721 14,8679 14,1948 14,7056 15,3819 15,5001 14,7886 14,563 15,5528 15,9781 15,5139 15,3603 15,0512 14,7874 14,9624 13,9188 14,5146 13,7115 12,0738 12,5688 12,2547 11,8741 13,0261 13,8681 14,2137 14,4743 13,9764 13,1558 13,0991 13,7831 13,2546 13,3426 13,5011 12,8245 13,6596 13,8754 12,9011 11,871 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'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Classical Decomposition by Moving Averages
tObservationsFitTrendSeasonalRandom
125.2609NANA-1.71156284722222NA
216.8622NANA-1.62431411533816NA
313.3181NANA-0.903080419685988NA
412.5621NANA-0.208691289251206NA
514.2754NANA0.6003507397343NA
612.2961NANA1.17315762379227NA
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29263.9929NANANANA
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29462.1816NANANANA
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Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/12/t1292175086heuj65pgqrngubd/1gwje1292175207.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/12/t1292175086heuj65pgqrngubd/1gwje1292175207.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/12/t1292175086heuj65pgqrngubd/2gwje1292175207.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/12/t1292175086heuj65pgqrngubd/2gwje1292175207.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/12/t1292175086heuj65pgqrngubd/39niz1292175207.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/12/t1292175086heuj65pgqrngubd/39niz1292175207.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/12/t1292175086heuj65pgqrngubd/49niz1292175207.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/12/t1292175086heuj65pgqrngubd/49niz1292175207.ps (open in new window)


 
Parameters (Session):
par1 = 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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