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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 19:24:43 +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/t1274729150eelb9chi67tz5xf.htm/, Retrieved Mon, 24 May 2010 21:25:56 +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/t1274729150eelb9chi67tz5xf.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 «

132.8 132.5 131.4 131.4 130.7 131.5 131.2 130.1 130.5 129 128.2 128.4 127.3 127.7 127 123.9 125.4 124.6 124.5 124.8 124.1 124.2 122.8 122.3 121.1 121.7 122.2 122.2 122.7 121.7 121 119.8 120.2 116.6 116 118 117.1 116.2 113.3 114.3 113.6 113 112.9 112.7 112.5 113 111.9 110.9 109.8 108.3 109.2 109.2 108.7 109.8 110.8 110 109.6 109.5 110.8 111.6 113.1 114.3 114.1 113.8 112.6 112.7 111.5 110.7 110.4 109.7 110 111.3 109 108.2 107.2 108.7 110.3 110.3 109.5 109.5 109.4 109.6 111.3 110 109.5 110.693 109.195 108.095 108.199 106.87 105.278 108.711 111.192 109.641 109.42 109.935 111.126 110.733 110.34 111.766 111.294 111.54 112.008 111.007 114.963 112.045 110.703 108.894 107.51 111.35 112.964 115.203 115.182 115.191 112.346 110.774 113.07 111.138 109.092 107.971 107.051

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	2 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Classical Decomposition by Moving Averages
t	Observations	Fit	Trend	Seasonal	Random
1	132.8	NA	NA	-0.577568672839512	NA
2	132.5	NA	NA	0.00363503086419385	NA
3	131.4	NA	NA	-0.234753858024696	NA
4	131.4	NA	NA	0.113635030864193	NA
5	130.7	NA	NA	0.374903549382724	NA
6	131.5	NA	NA	0.305278549382719	NA
7	131.2	130.253991512346	130.4125	-0.158508487654322	0.946008487654296
8	130.1	129.988838734568	129.983333333333	0.00550540123456631	0.111161265432116
9	130.5	130.242422067901	129.6	0.642422067901237	0.257577932098769
10	129	129.042315586420	129.104166666667	-0.0618510802469051	-0.0423155864197611
11	128.2	128.333533179012	128.570833333333	-0.237300154320984	-0.133533179012346
12	128.4	127.887102623457	128.0625	-0.175397376543214	0.512897376543208
13	127.3	126.918264660494	127.495833333333	-0.577568672839512	0.381735339506179
14	127.7	126.999468364198	126.995833333333	0.00363503086419385	0.700531635802477
15	127	126.273579475309	126.508333333333	-0.234753858024696	0.726420524691363
16	123.9	126.155301697531	126.041666666667	0.113635030864193	-2.25530169753085
17	125.4	125.991570216049	125.616666666667	0.374903549382724	-0.591570216049377
18	124.6	125.442778549383	125.1375	0.305278549382719	-0.842778549382714
19	124.5	124.466491512346	124.625	-0.158508487654322	0.0335084876543306
20	124.8	124.122172067901	124.116666666667	0.00550540123456631	0.677827932098751
21	124.1	124.309088734568	123.666666666667	0.642422067901237	-0.209088734567914
22	124.2	123.333982253086	123.395833333333	-0.0618510802469051	0.866017746913613
23	122.8	122.975199845679	123.2125	-0.237300154320984	-0.175199845678989
24	122.3	122.803769290123	122.979166666667	-0.175397376543214	-0.503769290123444
25	121.1	122.134931327160	122.7125	-0.577568672839512	-1.03493132716049
26	121.7	122.361968364198	122.358333333333	0.00363503086419385	-0.66196836419752
27	122.2	121.752746141975	121.9875	-0.234753858024696	0.447253858024709
28	122.2	121.621968364198	121.508333333333	0.113635030864193	0.578031635802489
29	122.7	121.283236882716	120.908333333333	0.374903549382724	1.41676311728396
30	121.7	120.751111882716	120.445833333333	0.305278549382719	0.948888117283957
31	121	119.941491512346	120.1	-0.158508487654322	1.05850848765432
32	119.8	119.709672067901	119.704166666667	0.00550540123456631	0.0903279320987735
33	120.2	119.746588734568	119.104166666667	0.642422067901237	0.453411265432109
34	116.6	118.342315586420	118.404166666667	-0.0618510802469051	-1.74231558641974
35	116	117.458533179012	117.695833333333	-0.237300154320984	-1.45853317901232
36	118	116.778769290123	116.954166666667	-0.175397376543214	1.22123070987654
37	117.1	115.676597993827	116.254166666667	-0.577568672839512	1.42340200617284
38	116.2	115.624468364198	115.620833333333	0.00363503086419385	0.575531635802477
39	113.3	114.769412808642	115.004166666667	-0.234753858024696	-1.46941280864196
40	114.3	114.646968364198	114.533333333333	0.113635030864193	-0.346968364197537
41	113.6	114.587403549383	114.2125	0.374903549382724	-0.987403549382705
42	113	114.051111882716	113.745833333333	0.305278549382719	-1.05111188271604
43	112.9	112.987324845679	113.145833333333	-0.158508487654322	-0.0873248456789923
44	112.7	112.518005401235	112.5125	0.00550540123456631	0.181994598765442
45	112.5	112.654922067901	112.0125	0.642422067901237	-0.154922067901225
46	113	111.567315586420	111.629166666667	-0.0618510802469051	1.43268441358023
47	111.9	110.975199845679	111.2125	-0.237300154320984	0.924800154320991
48	110.9	110.699602623457	110.875	-0.175397376543214	0.200397376543222
49	109.8	110.076597993827	110.654166666667	-0.577568672839512	-0.276597993827153
50	108.3	110.457801697531	110.454166666667	0.00363503086419385	-2.15780169753087
51	109.2	109.986079475309	110.220833333333	-0.234753858024696	-0.786079475308654
52	109.2	110.067801697531	109.954166666667	0.113635030864193	-0.867801697530865
53	108.7	110.137403549383	109.7625	0.374903549382724	-1.43740354938271
54	109.8	110.051111882716	109.745833333333	0.305278549382719	-0.25111188271606
55	110.8	109.753991512346	109.9125	-0.158508487654322	1.04600848765433
56	110	110.305505401235	110.3	0.00550540123456631	-0.305505401234569
57	109.6	111.396588734568	110.754166666667	0.642422067901237	-1.79658873456789
58	109.5	111.088148919753	111.15	-0.0618510802469051	-1.58814891975308
59	110.8	111.266866512346	111.504166666667	-0.237300154320984	-0.466866512345675
60	111.6	111.612102623457	111.7875	-0.175397376543214	-0.0121026234567978
61	113.1	111.359931327160	111.9375	-0.577568672839512	1.74006867283951
62	114.3	111.999468364198	111.995833333333	0.00363503086419385	2.30053163580249
63	114.1	111.823579475309	112.058333333333	-0.234753858024696	2.27642052469137
64	113.8	112.213635030864	112.1	0.113635030864193	1.58636496913583
65	112.6	112.449903549383	112.075	0.374903549382724	0.150096450617298
66	112.7	112.334445216049	112.029166666667	0.305278549382719	0.3655547839506
67	111.5	111.687324845679	111.845833333333	-0.158508487654322	-0.187324845679044
68	110.7	111.426338734568	111.420833333333	0.00550540123456631	-0.726338734567904
69	110.4	111.521588734568	110.879166666667	0.642422067901237	-1.12158873456788
70	109.7	110.317315586420	110.379166666667	-0.0618510802469051	-0.617315586419735
71	110	109.833533179012	110.070833333333	-0.237300154320984	0.166466820987665
72	111.3	109.699602623457	109.875	-0.175397376543214	1.60039737654321
73	109	109.114097993827	109.691666666667	-0.577568672839512	-0.114097993827144
74	108.2	109.561968364198	109.558333333333	0.00363503086419385	-1.36196836419752
75	107.2	109.231912808642	109.466666666667	-0.234753858024696	-2.03191280864196
76	108.7	109.534468364198	109.420833333333	0.113635030864193	-0.834468364197534
77	110.3	109.845736882716	109.470833333333	0.374903549382724	0.454263117283958
78	110.3	109.776111882716	109.470833333333	0.305278549382719	0.523888117283946
79	109.5	109.278991512346	109.4375	-0.158508487654322	0.221008487654316
80	109.5	109.567713734568	109.562208333333	0.00550540123456631	-0.0677137345679029
81	109.4	110.391630401235	109.749208333333	0.642422067901237	-0.99163040123456
82	109.6	109.745273919753	109.807125	-0.0618510802469051	-0.145273919753080
83	111.3	109.457074845679	109.694375	-0.237300154320984	1.84292515432098
84	110	109.288519290123	109.463916666667	-0.175397376543214	0.71148070987654
85	109.5	108.567514660494	109.145083333333	-0.577568672839512	0.932485339506187
86	110.693	108.939926697531	108.936291666667	0.00363503086419385	1.75307330246913
87	109.195	108.743329475309	108.978083333333	-0.234753858024696	0.451670524691366
88	108.095	109.168093364198	109.054458333333	0.113635030864193	-1.07309336419753
89	108.199	109.352736882716	108.977833333333	0.374903549382724	-1.15373688271605
90	106.87	109.202070216049	108.896791666667	0.305278549382719	-2.33207021604936
91	105.278	108.803324845679	108.961833333333	-0.158508487654322	-3.52532484567901
92	108.711	109.036755401235	109.03125	0.00550540123456631	-0.325755401234559
93	111.192	109.723047067901	109.080625	0.642422067901237	1.46895293209876
94	109.641	109.219440586420	109.281291666667	-0.0618510802469051	0.421559413580255
95	109.42	109.325908179012	109.563208333333	-0.237300154320984	0.0940918209876713
96	109.935	109.711352623457	109.88675	-0.175397376543214	0.223647376543227
97	111.126	109.784181327160	110.36175	-0.577568672839512	1.34181867283952
98	110.733	110.741468364198	110.737833333333	0.00363503086419385	-0.00846836419749764
99	110.34	110.755871141975	110.990625	-0.234753858024696	-0.415871141975302
100	111.766	111.361551697531	111.247916666667	0.113635030864193	0.404448302469149
101	111.294	111.776445216049	111.401541666667	0.374903549382724	-0.482445216049399
102	111.54	111.716903549383	111.411625	0.305278549382719	-0.176903549382700
103	112.008	111.059074845679	111.217583333333	-0.158508487654322	0.94892515432096
104	111.007	111.098130401235	111.092625	0.00550540123456631	-0.0911304012345653
105	114.963	111.870088734568	111.227666666667	0.642422067901237	3.09291126543208
106	112.045	111.418357253086	111.480208333333	-0.0618510802469051	0.626642746913575
107	110.703	111.548116512346	111.785416666667	-0.237300154320984	-0.845116512345683
108	108.894	111.924144290123	112.099541666667	-0.175397376543214	-3.03014429012345
109	107.51	111.688181327160	112.26575	-0.577568672839512	-4.17818132716047
110	111.35	112.273760030864	112.270125	0.00363503086419385	-0.923760030864202
111	112.964	111.946787808642	112.181541666667	-0.234753858024696	1.01721219135804
112	115.203	112.178510030864	112.064875	0.113635030864193	3.02448996913581
113	115.182	112.334861882716	111.959958333333	0.374903549382724	2.84713811728395
114	115.191	112.159653549383	111.854375	0.305278549382719	3.03134645061728
115	112.346	111.638283179012	111.796791666667	-0.158508487654322	0.707716820987642
116	110.774	NA	NA	0.00550540123456631	NA
117	113.07	NA	NA	0.642422067901237	NA
118	111.138	NA	NA	-0.0618510802469051	NA
119	109.092	NA	NA	-0.237300154320984	NA
120	107.971	NA	NA	-0.175397376543214	NA
121	107.051	NA	NA	NA	NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/May/24/t1274729150eelb9chi67tz5xf/1pxtd1274729080.png (open in new window)

http://www.freestatistics.org/blog/date/2010/May/24/t1274729150eelb9chi67tz5xf/1pxtd1274729080.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/May/24/t1274729150eelb9chi67tz5xf/2pxtd1274729080.png (open in new window)

http://www.freestatistics.org/blog/date/2010/May/24/t1274729150eelb9chi67tz5xf/2pxtd1274729080.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/May/24/t1274729150eelb9chi67tz5xf/306ty1274729080.png (open in new window)

http://www.freestatistics.org/blog/date/2010/May/24/t1274729150eelb9chi67tz5xf/306ty1274729080.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/May/24/t1274729150eelb9chi67tz5xf/406ty1274729080.png (open in new window)

http://www.freestatistics.org/blog/date/2010/May/24/t1274729150eelb9chi67tz5xf/406ty1274729080.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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