*Unverified author*

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

Title produced by software: Classical Decomposition

Date of computation: Tue, 25 May 2010 18:02:49 +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/25/t1274810686id7oqkz4vtiyobs.htm/, Retrieved Tue, 25 May 2010 20:04:46 +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/25/t1274810686id7oqkz4vtiyobs.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 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 Classical Decomposition by Moving Averages t Observations Fit Trend Seasonal Random 1 66857.2 NA NA 1.04725585796514 NA 2 64722.8 NA NA 0.929807391279941 NA 3 68489.6 NA NA 1.00648705996556 NA 4 71342.9 NA NA 1.11653084294536 NA 5 63542.5 NA NA 0.945795982000637 NA 6 69425 NA NA 1.02582053138681 NA 7 58927.9 62351.5062469715 65695 0.949105810898417 0.945091843757379 8 61009 60672.950731438 65425.1875 0.927363803602978 1.00553869993977 9 66837 64913.4673378176 65099.725 0.997138887112312 1.02963225877570 10 66147.6 67966.3215129246 64798.8791666667 1.04888112860889 0.973240842340148 11 65982.3 65122.5231939853 64452.3416666667 1.01039809431261 1.01320244922718 12 65527.5 63814.5499628248 64108.5125 0.995414609921339 1.02684262504669 13 65914.6 66871.8900932831 63854.3958333333 1.04725585796514 0.985684716075054 14 59189.9 59233.2791323546 63704.8916666667 0.929807391279941 0.999267656071215 15 66211.4 63735.629518172 63324.8375 1.00648705996556 1.03884437167318 16 66400.8 70262.7462899771 62929.5166666667 1.11653084294536 0.94503564842116 17 60167.7 59413.2208605954 62818.2208333333 0.945795982000637 1.01269884258884 18 64547.9 64105.2347072476 62491.6666666667 1.02582053138681 1.00690529088262 19 57706.2 58877.1936971666 62034.3833333333 0.949105810898417 0.980111251511246 20 58642.6 57277.0063068975 61763.2541666667 0.927363803602978 1.02384191809512 21 60082.1 61227.647310241 61403.3291666667 0.997138887112312 0.981290358840076 22 63414.8 64167.2959167933 61176.9 1.04888112860889 0.988272905908812 23 66044 61690.6765967081 61055.8125 1.01039809431261 1.07056695830637 24 57628.5 60457.547371352 60736.0458333333 0.995414609921339 0.953206051281323 25 62838.8 63360.0702984096 60501.0416666667 1.04725585796514 0.991772889519304 26 55758.6 56122.9145664272 60359.7208333333 0.929807391279941 0.99350863066821 27 61004.5 60478.0712431522 60088.275 1.00648705996556 1.00870445677296 28 66173.4 66813.6336453399 59840.3833333333 1.11653084294536 0.99041761972207 29 57489 56273.1782003533 59498.2208333333 0.945795982000637 1.02160570699096 30 59552.2 60779.1954270711 59249.3458333333 1.02582053138681 0.97981224630485 31 57061.8 56139.8262180564 59150.2291666667 0.949105810898417 1.01642281147011 32 55895.3 54627.9452337154 58906.7041666667 0.927363803602978 1.02319975171796 33 56314.7 58375.867485808 58543.3666666667 0.997138887112312 0.964691445719258 34 61232.8 61151.181417084 58301.3458333333 1.04888112860889 1.00133470165293 35 60014.1 58777.5852210193 58172.7 1.01039809431261 1.02103718236010 36 57685.4 57631.212751111 57896.6916666667 0.995414609921339 1.00094024134323 37 60403.1 60313.3804657193 57591.8291666667 1.04725585796514 1.00148755605453 38 52349.7 53284.42568171 57306.95 0.929807391279941 0.982457806952945 39 55693.3 57504.0487603169 57133.4208333333 1.00648705996556 0.968510934458471 40 65676.1 63720.8478625931 57070.3875 1.11653084294536 1.03068465350027 41 54898.8 53658.5567346452 56733.7541666667 0.945795982000637 1.02311361581132 42 55518.2 57793.7071920539 56339.0041666667 1.02582053138681 0.960627076846063 43 53779.1 53380.0479779863 56242.4625 0.949105810898417 1.00747567746995 44 52340.9 52145.6666765955 56230 0.927363803602978 1.00374399899066 45 55704.4 55990.3581144796 56151.0125 0.997138887112312 0.994892725745835 46 60330.3 58703.241454404 55967.4875 1.04888112860889 1.02771667296873 47 52837.4 56192.6753563552 55614.3916666667 1.01039809431261 0.940289809391043 48 55388.1 55214.9516221097 55469.3 0.995414609921339 1.00313589657880 49 60383.4 58193.5949750834 55567.6958333333 1.04725585796514 1.03762965711010 50 52070.3 51466.0982215204 55351.3541666667 0.929807391279941 1.01173980152680 51 54077 55455.8601743752 55098.4333333333 1.00648705996556 0.975135897810628 52 62887.8 61306.7081350359 54908.2083333333 1.11653084294536 1.02578986726023 53 49212.8 51718.969565374 54683.0083333333 0.945795982000637 0.951542546449883 54 57722 55951.709651878 54543.3708333333 1.02582053138681 1.03163961135659 55 53936.8 51454.1224665112 54213.2625 0.949105810898417 1.04825031337585 56 46991 49935.8398769424 53847.0875 0.927363803602978 0.941027528841021 57 54984.2 53546.7321650138 53700.375 0.997138887112312 1.02684510850366 58 56485.1 56104.332534613 53489.6958333333 1.04888112860889 1.00678677471391 59 51277.8 53848.7833271132 53294.6208333333 1.01039809431261 0.952255498299835 60 53596.4 52896.7305370639 53140.4 0.995414609921339 1.01322708333450 61 54252.5 55315.8318758489 52819.7875 1.04725585796514 0.980777078825545 62 49413 48905.4590305025 52597.4083333333 0.929807391279941 1.01037800236536 63 53213.2 52887.6113371572 52546.7375 1.00648705996556 1.00615623686930 64 58695.3 58378.6478693183 52285.7458333333 1.11653084294536 1.00542410868081 65 48723.5 49295.7653839732 52120.9291666667 0.945795982000637 0.988391185743528 66 54510 53526.8366115159 52179.5333333333 1.02582053138681 1.01836767219441 67 49454.1 NA NA 0.949105810898417 NA 68 46136.6 NA NA 0.927363803602978 NA 69 54622.5 NA NA 0.997138887112312 NA 70 50583 NA NA 1.04888112860889 NA 71 53224.3 NA NA 1.01039809431261 NA 72 53056.4 NA NA 0.995414609921339 NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/May/25/t1274810686id7oqkz4vtiyobs/1kbt41274810565.png (open in new window) http://www.freestatistics.org/blog/date/2010/May/25/t1274810686id7oqkz4vtiyobs/1kbt41274810565.ps (open in new window) http://www.freestatistics.org/blog/date/2010/May/25/t1274810686id7oqkz4vtiyobs/2kbt41274810565.png (open in new window) http://www.freestatistics.org/blog/date/2010/May/25/t1274810686id7oqkz4vtiyobs/2kbt41274810565.ps (open in new window) http://www.freestatistics.org/blog/date/2010/May/25/t1274810686id7oqkz4vtiyobs/3d3aq1274810565.png (open in new window) http://www.freestatistics.org/blog/date/2010/May/25/t1274810686id7oqkz4vtiyobs/3d3aq1274810565.ps (open in new window) http://www.freestatistics.org/blog/date/2010/May/25/t1274810686id7oqkz4vtiyobs/4d3aq1274810565.png (open in new window) http://www.freestatistics.org/blog/date/2010/May/25/t1274810686id7oqkz4vtiyobs/4d3aq1274810565.ps (open in new window)

Parameters (Session):

par1 = multiplicative ; par2 = 12 ;

Parameters (R input):

par1 = multiplicative ; 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

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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