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*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: Mon, 20 Dec 2010 13:46:28 +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/20/t129285305050hs61md52vi5q8.htm/, Retrieved Mon, 20 Dec 2010 14:51:00 +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/20/t129285305050hs61md52vi5q8.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 «
2017 1856 1834 2095 2164 2368 2072 2521 1823 1947 2226 1754 1786 2072 1846 2137 2466 2154 2289 2628 2074 2798 2194 2442 2565 2063 2069 2539 1898 2139 2408 2725 2201 2311 2548 2276 2351 2280 2057 2479 2379 2295 2456 2546 2844 2260 2981 2678 3440 2842 2450 2669 2570 2540 2318 2930 2947 2799 2695 2498 2260 2160 2058 2533 2150 2172 2155 3016 2333 2355 2825 2214 2360 2299 1746 2069 2267 1878 2266 2282 2085 2277 2251 1828 1954 1851 1570 1852 2187 1855 2218 2253 2028 2169 1997 2034 1791 1627 1631 2319 1707 1747 2397 2059 2251 2558 2406 2049 2074 1734 1983 2121 1905 2126 2363 2173 2710 2137 2742 2419 2194 2660 2189 2310 2349 2540 2434 2916 2446 2375 3032 2218 1920 2039 1889 2014 2105 2153 2309 2955 2225 2160 2386 1653 1099 5010 2672 2729 2955 2409 3086 3384 2458 2913 2448 2215 2179 2461 2098 2621 2703 2388 3880 3310 3093 3237 3002 2670 2311 2062 2059 etc...
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time6 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Classical Decomposition by Moving Averages
tObservationsFitTrendSeasonalRandom
12017NANA-205.578399122807NA
21856NANA2.87993421052632NA
31834NANA-363.611293859649NA
42095NANA2.80317982456138NA
52164NANA-90.453399122807NA
62368NANA-201.389802631579NA
720722131.608004385962046.7916666666784.8163377192983-59.6080043859647
825212449.250548245612046.16666666667403.08388157894771.7494517543862
918232150.439144736842055.6666666666794.7724780701754-327.439144736842
1019472107.961074561402057.9166666666750.0444078947369-160.961074561403
1122262357.660635964912072.25285.410635964912-131.660635964912
1217542013.138706140352075.91666666667-62.7779605263157-259.138706140351
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1621372153.178179824562150.3752.80317982456138-16.1781798245615
1724662094.046600877192184.5-90.453399122807371.953399122808
1821542010.443530701752211.83333333333-201.389802631579143.556469298246
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2120742408.730811403512313.9583333333394.7724780701754-334.730811403508
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8921871900.296600877191990.75-90.453399122807286.703399122808
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22430402920.167214912282517.08333333333403.083881578947119.832785087719
22524052613.147478070182518.37594.7724780701754-208.147478070175
22625262582.669407894742532.62550.0444078947369-56.6694078947367
22725262804.910635964912519.5285.410635964912-278.910635964912
22825292452.805372807022515.58333333333-62.777960526315776.1946271929824
22924742321.421600877192527-205.578399122807152.578399122807
23025762513.838267543862510.958333333332.8799342105263262.1617324561407
23122192156.805372807022520.41666666667-363.61129385964962.1946271929824
23229002570.969846491232568.166666666672.80317982456138329.030153508771
23322742537.963267543862628.41666666667-90.453399122807-263.963267543859
23421842496.026864035092697.41666666667-201.389802631579-312.026864035087
23526292852.358004385962767.5416666666784.8163377192983-223.358004385965
2362739NANA403.083881578947NA
2372933NANA94.7724780701754NA
2383144NANA50.0444078947369NA
2393354NANA285.410635964912NA
2403357NANA-62.7779605263157NA
2413329NANANANA
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/20/t129285305050hs61md52vi5q8/1ak071292852782.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/20/t129285305050hs61md52vi5q8/1ak071292852782.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/20/t129285305050hs61md52vi5q8/2ak071292852782.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/20/t129285305050hs61md52vi5q8/2ak071292852782.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/20/t129285305050hs61md52vi5q8/3ak071292852782.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/20/t129285305050hs61md52vi5q8/3ak071292852782.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/20/t129285305050hs61md52vi5q8/4kbia1292852782.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/20/t129285305050hs61md52vi5q8/4kbia1292852782.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')
 




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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