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R Software Module: /rwasp_decompose.wasp (opens new window with default values)

Title produced by software: Classical Decomposition

Date of computation: Mon, 24 May 2010 19:22:10 +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/May/24/t1274728960pvo05cos5hkk1r3.htm/, Retrieved Mon, 24 May 2010 21:22:41 +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/May/24/t1274728960pvo05cos5hkk1r3.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:

KDGP2W52

Dataseries X:

» Textbox « » Textfile « » CSV «

66857.2 64722.8 68489.6 71342.9 63542.5 69425.0 58927.9 61009.0 66837.0 66147.6 65982.3 65527.5 65914.6 59189.9 66211.4 66400.8 60167.7 64547.9 57706.2 58642.6 60082.1 63414.8 66044.0 57628.5 62838.8 55758.6 61004.5 66173.4 57489.0 59552.2 57061.8 55895.3 56314.7 61232.8 60014.1 57685.4 60403.1 52349.7 55693.3 65676.1 54898.8 55518.2 53779.1 52340.9 55704.4 60330.3 52837.4 55388.1 60383.4 52070.3 54077.0 62887.8 49212.8 57722.0 53936.8 46991.0 54984.2 56485.1 51277.8 53596.4 54252.5 49413.0 53213.2 58695.3 48723.5 54510.0 49454.1 46136.6 54622.5 50583.0 53224.3 53056.4

Output produced by software:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	3 seconds
R Server	'RServer@AstonUniversity' @ vre.aston.ac.uk

Classical Decomposition by Moving Averages
t	Observations	Fit	Trend	Seasonal	Random
1	66857.2	NA	NA	2739.27465277778	NA
2	64722.8	NA	NA	-4060.02034722222	NA
3	68489.6	NA	NA	449.28381944444	NA
4	71342.9	NA	NA	6607.57631944444	NA
5	63542.5	NA	NA	-3024.72201388889	NA
6	69425	NA	NA	1457.22048611111	NA
7	58927.9	62558.0371527778	65695	-3136.96284722222	-3630.13715277777
8	61009	61214.2454861111	65425.1875	-4210.94201388889	-205.245486111111
9	66837	64952.3879861111	65099.725	-147.337013888892	1884.61201388888
10	66147.6	67621.8821527778	64798.8791666667	2823.00298611112	-1474.28215277779
11	65982.3	65213.2329861111	64452.3416666667	760.891319444445	769.067013888889
12	65527.5	63851.2471527778	64108.5125	-257.265347222224	1676.25284722223
13	65914.6	66593.6704861111	63854.3958333333	2739.27465277778	-679.070486111101
14	59189.9	59644.8713194444	63704.8916666667	-4060.02034722222	-454.971319444441
15	66211.4	63774.1213194444	63324.8375	449.28381944444	2437.27868055555
16	66400.8	69537.0929861111	62929.5166666667	6607.57631944444	-3136.29298611111
17	60167.7	59793.4988194444	62818.2208333333	-3024.72201388889	374.201180555552
18	64547.9	63948.8871527778	62491.6666666667	1457.22048611111	599.01284722222
19	57706.2	58897.4204861111	62034.3833333333	-3136.96284722222	-1191.22048611112
20	58642.6	57552.3121527778	61763.2541666667	-4210.94201388889	1090.28784722222
21	60082.1	61255.9921527778	61403.3291666667	-147.337013888892	-1173.89215277777
22	63414.8	63999.9029861111	61176.9	2823.00298611112	-585.102986111109
23	66044	61816.7038194444	61055.8125	760.891319444445	4227.29618055555
24	57628.5	60478.7804861111	60736.0458333333	-257.265347222224	-2850.2804861111
25	62838.8	63240.3163194444	60501.0416666667	2739.27465277778	-401.516319444432
26	55758.6	56299.7004861111	60359.7208333333	-4060.02034722222	-541.100486111107
27	61004.5	60537.5588194444	60088.275	449.28381944444	466.941180555572
28	66173.4	66447.9596527778	59840.3833333333	6607.57631944444	-274.559652777782
29	57489	56473.4988194444	59498.2208333333	-3024.72201388889	1015.50118055556
30	59552.2	60706.5663194444	59249.3458333333	1457.22048611111	-1154.36631944444
31	57061.8	56013.2663194444	59150.2291666667	-3136.96284722222	1048.53368055556
32	55895.3	54695.7621527778	58906.7041666667	-4210.94201388889	1199.53784722222
33	56314.7	58396.0296527778	58543.3666666667	-147.337013888892	-2081.32965277777
34	61232.8	61124.3488194444	58301.3458333333	2823.00298611112	108.451180555559
35	60014.1	58933.5913194445	58172.7	760.891319444445	1080.50868055555
36	57685.4	57639.4263194444	57896.6916666667	-257.265347222224	45.9736805555585
37	60403.1	60331.1038194444	57591.8291666667	2739.27465277778	71.9961805555577
38	52349.7	53246.9296527778	57306.95	-4060.02034722222	-897.229652777773
39	55693.3	57582.7046527778	57133.4208333333	449.28381944444	-1889.40465277778
40	65676.1	63677.9638194444	57070.3875	6607.57631944444	1998.13618055556
41	54898.8	53709.0321527778	56733.7541666667	-3024.72201388889	1189.76784722223
42	55518.2	57796.2246527778	56339.0041666667	1457.22048611111	-2278.02465277778
43	53779.1	53105.4996527778	56242.4625	-3136.96284722222	673.600347222229
44	52340.9	52019.0579861111	56230	-4210.94201388889	321.842013888891
45	55704.4	56003.6754861111	56151.0125	-147.337013888892	-299.27548611111
46	60330.3	58790.4904861111	55967.4875	2823.00298611112	1539.80951388889
47	52837.4	56375.2829861111	55614.3916666667	760.891319444445	-3537.88298611111
48	55388.1	55212.0346527778	55469.3	-257.265347222224	176.065347222218
49	60383.4	58306.9704861111	55567.6958333333	2739.27465277778	2076.42951388889
50	52070.3	51291.3338194444	55351.3541666667	-4060.02034722222	778.966180555566
51	54077	55547.7171527778	55098.4333333333	449.28381944444	-1470.71715277778
52	62887.8	61515.7846527778	54908.2083333333	6607.57631944444	1372.01534722223
53	49212.8	51658.2863194444	54683.0083333333	-3024.72201388889	-2445.48631944444
54	57722	56000.5913194444	54543.3708333333	1457.22048611111	1721.40868055556
55	53936.8	51076.2996527778	54213.2625	-3136.96284722222	2860.50034722223
56	46991	49636.1454861111	53847.0875	-4210.94201388889	-2645.14548611111
57	54984.2	53553.0379861111	53700.375	-147.337013888892	1431.1620138889
58	56485.1	56312.6988194444	53489.6958333333	2823.00298611112	172.401180555556
59	51277.8	54055.5121527778	53294.6208333333	760.891319444445	-2777.71215277776
60	53596.4	52883.1346527778	53140.4	-257.265347222224	713.265347222223
61	54252.5	55559.0621527778	52819.7875	2739.27465277778	-1306.56215277778
62	49413	48537.3879861111	52597.4083333333	-4060.02034722222	875.612013888887
63	53213.2	52996.0213194444	52546.7375	449.28381944444	217.178680555553
64	58695.3	58893.3221527778	52285.7458333333	6607.57631944444	-198.022152777776
65	48723.5	49096.2071527778	52120.9291666667	-3024.72201388889	-372.707152777773
66	54510	53636.7538194444	52179.5333333333	1457.22048611111	873.246180555558
67	49454.1	NA	NA	-3136.96284722222	NA
68	46136.6	NA	NA	-4210.94201388889	NA
69	54622.5	NA	NA	-147.337013888892	NA
70	50583	NA	NA	2823.00298611112	NA
71	53224.3	NA	NA	760.891319444445	NA
72	53056.4	NA	NA	-257.265347222224	NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/May/24/t1274728960pvo05cos5hkk1r3/1pxtd1274728926.png (open in new window)

http://www.freestatistics.org/blog/date/2010/May/24/t1274728960pvo05cos5hkk1r3/1pxtd1274728926.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/May/24/t1274728960pvo05cos5hkk1r3/2pxtd1274728926.png (open in new window)

http://www.freestatistics.org/blog/date/2010/May/24/t1274728960pvo05cos5hkk1r3/2pxtd1274728926.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/May/24/t1274728960pvo05cos5hkk1r3/306ty1274728926.png (open in new window)

http://www.freestatistics.org/blog/date/2010/May/24/t1274728960pvo05cos5hkk1r3/306ty1274728926.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/May/24/t1274728960pvo05cos5hkk1r3/406ty1274728926.png (open in new window)

http://www.freestatistics.org/blog/date/2010/May/24/t1274728960pvo05cos5hkk1r3/406ty1274728926.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')

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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