| | | *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, 26 Dec 2010 21:11:42 +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/26/t1293397826wde0up8wp5x3nti.htm/, Retrieved Sun, 26 Dec 2010 22:10:31 +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/26/t1293397826wde0up8wp5x3nti.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 « | | 24
29
29
25
16
18
13
22
15
20
19
18
13
17
17
13
14
13
17
17
15
9
10
9
14
18
18
12
16
12
19
13
12
13
11
10
16
12
6
8
6
8
8
9
13
8
11
8
10
15
12
13
12
15
13
13
16
14
12
15
14
19
16
16
11
13
12
11
6
9
6
15
17
13
12
13
10
14
13
10
11
12
7
11
9
13
12
5
13
11
8
8
8
8
0
3
0
-1
-1
-4
1
-1
0
-1
6
0
-3
-3
4
1
0
-4
-2
3
2
5
6
6
3
4
7
5
6
1
3
6
0
3
4
7
6 | | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 24 | NA | NA | 0.739197530864198 | NA | | 2 | 29 | NA | NA | 1.97993827160494 | NA | | 3 | 29 | NA | NA | 0.433641975308642 | NA | | 4 | 25 | NA | NA | -1.6820987654321 | NA | | 5 | 16 | NA | NA | -0.54320987654321 | NA | | 6 | 18 | NA | NA | 0.373456790123457 | NA | | 7 | 13 | 21.1188271604938 | 20.2083333333333 | 0.910493827160494 | -8.11882716049383 | | 8 | 22 | 19.4660493827161 | 19.25 | 0.216049382716049 | 2.53395061728395 | | 9 | 15 | 19.4614197530864 | 18.25 | 1.21141975308642 | -4.46141975308642 | | 10 | 20 | 17.0123456790123 | 17.25 | -0.237654320987654 | 2.98765432098766 | | 11 | 19 | 14.0910493827161 | 16.6666666666667 | -2.57561728395062 | 4.90895061728395 | | 12 | 18 | 15.5493827160494 | 16.375 | -0.825617283950618 | 2.45061728395062 | | 13 | 13 | 17.0725308641975 | 16.3333333333333 | 0.739197530864198 | -4.07253086419753 | | 14 | 17 | 18.2716049382716 | 16.2916666666667 | 1.97993827160494 | -1.27160493827161 | | 15 | 17 | 16.5169753086420 | 16.0833333333333 | 0.433641975308642 | 0.483024691358025 | | 16 | 13 | 13.9429012345679 | 15.625 | -1.6820987654321 | -0.942901234567902 | | 17 | 14 | 14.2484567901235 | 14.7916666666667 | -0.54320987654321 | -0.248456790123456 | | 18 | 13 | 14.4151234567901 | 14.0416666666667 | 0.373456790123457 | -1.41512345679012 | | 19 | 17 | 14.6188271604938 | 13.7083333333333 | 0.910493827160494 | 2.38117283950618 | | 20 | 17 | 14.0077160493827 | 13.7916666666667 | 0.216049382716049 | 2.99228395061728 | | 21 | 15 | 15.0864197530864 | 13.875 | 1.21141975308642 | -0.0864197530864192 | | 22 | 9 | 13.6373456790123 | 13.875 | -0.237654320987654 | -4.63734567901234 | | 23 | 10 | 11.3410493827160 | 13.9166666666667 | -2.57561728395062 | -1.34104938271605 | | 24 | 9 | 13.1327160493827 | 13.9583333333333 | -0.825617283950618 | -4.13271604938272 | | 25 | 14 | 14.7391975308642 | 14 | 0.739197530864198 | -0.739197530864198 | | 26 | 18 | 15.8966049382716 | 13.9166666666667 | 1.97993827160494 | 2.10339506172839 | | 27 | 18 | 14.0586419753086 | 13.625 | 0.433641975308642 | 3.94135802469136 | | 28 | 12 | 11.9845679012346 | 13.6666666666667 | -1.6820987654321 | 0.0154320987654319 | | 29 | 16 | 13.3317901234568 | 13.875 | -0.54320987654321 | 2.66820987654321 | | 30 | 12 | 14.3317901234568 | 13.9583333333333 | 0.373456790123457 | -2.33179012345679 | | 31 | 19 | 14.9938271604938 | 14.0833333333333 | 0.910493827160494 | 4.00617283950617 | | 32 | 13 | 14.1327160493827 | 13.9166666666667 | 0.216049382716049 | -1.13271604938272 | | 33 | 12 | 14.3780864197531 | 13.1666666666667 | 1.21141975308642 | -2.37808641975309 | | 34 | 13 | 12.2623456790123 | 12.5 | -0.237654320987654 | 0.737654320987653 | | 35 | 11 | 9.34104938271605 | 11.9166666666667 | -2.57561728395062 | 1.65895061728395 | | 36 | 10 | 10.5077160493827 | 11.3333333333333 | -0.825617283950618 | -0.507716049382717 | | 37 | 16 | 11.4475308641975 | 10.7083333333333 | 0.739197530864198 | 4.55246913580247 | | 38 | 12 | 12.0632716049383 | 10.0833333333333 | 1.97993827160494 | -0.0632716049382704 | | 39 | 6 | 10.3919753086420 | 9.95833333333333 | 0.433641975308642 | -4.39197530864197 | | 40 | 8 | 8.10956790123457 | 9.79166666666666 | -1.6820987654321 | -0.109567901234566 | | 41 | 6 | 9.04012345679012 | 9.58333333333333 | -0.54320987654321 | -3.04012345679012 | | 42 | 8 | 9.87345679012346 | 9.5 | 0.373456790123457 | -1.87345679012346 | | 43 | 8 | 10.0771604938272 | 9.16666666666667 | 0.910493827160494 | -2.07716049382716 | | 44 | 9 | 9.25771604938272 | 9.04166666666667 | 0.216049382716049 | -0.257716049382715 | | 45 | 13 | 10.6280864197531 | 9.41666666666667 | 1.21141975308642 | 2.37191358024691 | | 46 | 8 | 9.63734567901234 | 9.875 | -0.237654320987654 | -1.63734567901234 | | 47 | 11 | 7.75771604938272 | 10.3333333333333 | -2.57561728395062 | 3.24228395061728 | | 48 | 8 | 10.0493827160494 | 10.875 | -0.825617283950618 | -2.04938271604938 | | 49 | 10 | 12.1141975308642 | 11.375 | 0.739197530864198 | -2.11419753086420 | | 50 | 15 | 13.7299382716049 | 11.75 | 1.97993827160494 | 1.27006172839506 | | 51 | 12 | 12.4753086419753 | 12.0416666666667 | 0.433641975308642 | -0.475308641975307 | | 52 | 13 | 10.7345679012346 | 12.4166666666667 | -1.6820987654321 | 2.26543209876543 | | 53 | 12 | 12.1651234567901 | 12.7083333333333 | -0.54320987654321 | -0.165123456790123 | | 54 | 15 | 13.4151234567901 | 13.0416666666667 | 0.373456790123457 | 1.58487654320987 | | 55 | 13 | 14.4104938271605 | 13.5 | 0.910493827160494 | -1.41049382716049 | | 56 | 13 | 14.0493827160494 | 13.8333333333333 | 0.216049382716049 | -1.04938271604938 | | 57 | 16 | 15.3780864197531 | 14.1666666666667 | 1.21141975308642 | 0.621913580246913 | | 58 | 14 | 14.2206790123457 | 14.4583333333333 | -0.237654320987654 | -0.220679012345679 | | 59 | 12 | 11.9660493827161 | 14.5416666666667 | -2.57561728395062 | 0.0339506172839492 | | 60 | 15 | 13.5910493827161 | 14.4166666666667 | -0.825617283950618 | 1.40895061728395 | | 61 | 14 | 15.0308641975309 | 14.2916666666667 | 0.739197530864198 | -1.03086419753086 | | 62 | 19 | 16.1466049382716 | 14.1666666666667 | 1.97993827160494 | 2.85339506172840 | | 63 | 16 | 14.1003086419753 | 13.6666666666667 | 0.433641975308642 | 1.89969135802469 | | 64 | 16 | 11.3595679012346 | 13.0416666666667 | -1.6820987654321 | 4.64043209876543 | | 65 | 11 | 12.0401234567901 | 12.5833333333333 | -0.54320987654321 | -1.04012345679012 | | 66 | 13 | 12.7067901234568 | 12.3333333333333 | 0.373456790123457 | 0.293209876543211 | | 67 | 12 | 13.3688271604938 | 12.4583333333333 | 0.910493827160494 | -1.36882716049383 | | 68 | 11 | 12.5493827160494 | 12.3333333333333 | 0.216049382716049 | -1.54938271604938 | | 69 | 6 | 13.1280864197531 | 11.9166666666667 | 1.21141975308642 | -7.12808641975309 | | 70 | 9 | 11.3873456790123 | 11.625 | -0.237654320987654 | -2.38734567901234 | | 71 | 6 | 8.88271604938272 | 11.4583333333333 | -2.57561728395062 | -2.88271604938272 | | 72 | 15 | 10.6327160493827 | 11.4583333333333 | -0.825617283950618 | 4.36728395061728 | | 73 | 17 | 12.2808641975309 | 11.5416666666667 | 0.739197530864198 | 4.71913580246914 | | 74 | 13 | 13.5216049382716 | 11.5416666666667 | 1.97993827160494 | -0.521604938271604 | | 75 | 12 | 12.1419753086420 | 11.7083333333333 | 0.433641975308642 | -0.141975308641975 | | 76 | 13 | 10.3595679012346 | 12.0416666666667 | -1.6820987654321 | 2.64043209876543 | | 77 | 10 | 11.6651234567901 | 12.2083333333333 | -0.54320987654321 | -1.66512345679012 | | 78 | 14 | 12.4567901234568 | 12.0833333333333 | 0.373456790123457 | 1.54320987654321 | | 79 | 13 | 12.4938271604938 | 11.5833333333333 | 0.910493827160494 | 0.506172839506172 | | 80 | 10 | 11.4660493827160 | 11.25 | 0.216049382716049 | -1.46604938271605 | | 81 | 11 | 12.4614197530864 | 11.25 | 1.21141975308642 | -1.46141975308642 | | 82 | 12 | 10.6790123456790 | 10.9166666666667 | -0.237654320987654 | 1.32098765432099 | | 83 | 7 | 8.13271604938272 | 10.7083333333333 | -2.57561728395062 | -1.13271604938272 | | 84 | 11 | 9.88271604938272 | 10.7083333333333 | -0.825617283950618 | 1.11728395061728 | | 85 | 9 | 11.1141975308642 | 10.375 | 0.739197530864198 | -2.11419753086420 | | 86 | 13 | 12.0632716049383 | 10.0833333333333 | 1.97993827160494 | 0.93672839506173 | | 87 | 12 | 10.3086419753086 | 9.875 | 0.433641975308642 | 1.69135802469136 | | 88 | 5 | 7.90123456790124 | 9.58333333333333 | -1.6820987654321 | -2.90123456790124 | | 89 | 13 | 8.58179012345679 | 9.125 | -0.54320987654321 | 4.41820987654321 | | 90 | 11 | 8.87345679012346 | 8.5 | 0.373456790123457 | 2.12654320987654 | | 91 | 8 | 8.70216049382716 | 7.79166666666667 | 0.910493827160494 | -0.70216049382716 | | 92 | 8 | 7.04938271604938 | 6.83333333333333 | 0.216049382716049 | 0.950617283950618 | | 93 | 8 | 6.91975308641975 | 5.70833333333333 | 1.21141975308642 | 1.08024691358025 | | 94 | 8 | 4.55401234567901 | 4.79166666666667 | -0.237654320987654 | 3.44598765432099 | | 95 | 0 | 1.34104938271605 | 3.91666666666667 | -2.57561728395062 | -1.34104938271605 | | 96 | 3 | 2.09104938271605 | 2.91666666666667 | -0.825617283950618 | 0.90895061728395 | | 97 | 0 | 2.82253086419753 | 2.08333333333333 | 0.739197530864198 | -2.82253086419753 | | 98 | -1 | 3.35493827160494 | 1.375 | 1.97993827160494 | -4.35493827160494 | | 99 | -1 | 1.35030864197531 | 0.916666666666667 | 0.433641975308642 | -2.35030864197531 | | 100 | -4 | -1.18209876543210 | 0.5 | -1.6820987654321 | -2.8179012345679 | | 101 | 1 | -0.501543209876543 | 0.0416666666666667 | -0.54320987654321 | 1.50154320987654 | | 102 | -1 | 0.0401234567901234 | -0.333333333333333 | 0.373456790123457 | -1.04012345679012 | | 103 | 0 | 0.493827160493827 | -0.416666666666667 | 0.910493827160494 | -0.493827160493827 | | 104 | -1 | 0.0493827160493825 | -0.166666666666667 | 0.216049382716049 | -1.04938271604938 | | 105 | 6 | 1.16975308641975 | -0.0416666666666667 | 1.21141975308642 | 4.83024691358025 | | 106 | 0 | -0.237654320987654 | 2.77555756156289e-17 | -0.237654320987654 | 0.237654320987654 | | 107 | -3 | -2.70061728395062 | -0.125 | -2.57561728395062 | -0.299382716049383 | | 108 | -3 | -0.90895061728395 | -0.0833333333333334 | -0.825617283950618 | -2.09104938271605 | | 109 | 4 | 0.905864197530865 | 0.166666666666667 | 0.739197530864198 | 3.09413580246914 | | 110 | 1 | 2.47993827160494 | 0.5 | 1.97993827160494 | -1.47993827160494 | | 111 | 0 | 1.18364197530864 | 0.75 | 0.433641975308642 | -1.18364197530864 | | 112 | -4 | -0.682098765432099 | 1 | -1.6820987654321 | -3.3179012345679 | | 113 | -2 | 0.95679012345679 | 1.5 | -0.54320987654321 | -2.95679012345679 | | 114 | 3 | 2.41512345679012 | 2.04166666666667 | 0.373456790123457 | 0.584876543209877 | | 115 | 2 | 3.36882716049383 | 2.45833333333333 | 0.910493827160494 | -1.36882716049383 | | 116 | 5 | 2.96604938271605 | 2.75 | 0.216049382716049 | 2.03395061728395 | | 117 | 6 | 4.37808641975309 | 3.16666666666667 | 1.21141975308642 | 1.62191358024691 | | 118 | 6 | 3.38734567901235 | 3.625 | -0.237654320987654 | 2.61265432098765 | | 119 | 3 | 1.46604938271605 | 4.04166666666667 | -2.57561728395062 | 1.53395061728395 | | 120 | 4 | 3.54938271604938 | 4.375 | -0.825617283950618 | 0.450617283950618 | | 121 | 7 | NA | 4.41666666666667 | NA | NA | | 122 | 5 | NA | 4.25 | NA | NA | | 123 | 6 | NA | 4.08333333333333 | NA | NA | | 124 | 1 | NA | 4.04166666666667 | NA | NA | | 125 | 3 | NA | 4.20833333333333 | NA | NA | | 126 | 6 | NA | NA | NA | NA | | 127 | 0 | NA | NA | NA | NA | | 128 | 3 | NA | NA | NA | NA | | 129 | 4 | NA | NA | NA | NA | | 130 | 7 | NA | NA | NA | NA | | 131 | 6 | NA | NA | NA | NA |
| | | | Charts produced by software: |  | | http://www.freestatistics.org/blog/date/2010/Dec/26/t1293397826wde0up8wp5x3nti/1un8b1293397898.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/26/t1293397826wde0up8wp5x3nti/1un8b1293397898.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/26/t1293397826wde0up8wp5x3nti/2un8b1293397898.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/26/t1293397826wde0up8wp5x3nti/2un8b1293397898.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/26/t1293397826wde0up8wp5x3nti/3me8e1293397898.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/26/t1293397826wde0up8wp5x3nti/3me8e1293397898.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/26/t1293397826wde0up8wp5x3nti/4fnpz1293397898.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/26/t1293397826wde0up8wp5x3nti/4fnpz1293397898.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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