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WS8 Classical decomposition

*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, 29 Nov 2010 10:00:13 +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/Nov/29/t1291024752wotaj01ye5jzwrk.htm/, Retrieved Mon, 29 Nov 2010 10:59:17 +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/Nov/29/t1291024752wotaj01ye5jzwrk.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 «
235.1 280.7 264.6 240.7 201.4 240.8 241.1 223.8 206.1 174.7 203.3 220.5 299.5 347.4 338.3 327.7 351.6 396.6 438.8 395.6 363.5 378.8 357 369 464.8 479.1 431.3 366.5 326.3 355.1 331.6 261.3 249 205.5 235.6 240.9 264.9 253.8 232.3 193.8 177 213.2 207.2 180.6 188.6 175.4 199 179.6 225.8 234 200.2 183.6 178.2 203.2 208.5 191.8 172.8 148 159.4 154.5 213.2 196.4 182.8 176.4 153.6 173.2 171 151.2 161.9 157.2 201.7 236.4 356.1 398.3 403.7 384.6 365.8 368.1 367.9 347 343.3 292.9 311.5 300.9 366.9 356.9 329.7 316.2 269 289.3 266.2 253.6 233.8 228.4 253.6 260.1 306.6 309.2 309.5 271 279.9 317.9 298.4 246.7 227.3 209.1 259.9 266 320.6 308.5 282.2 262.7 263.5 313.1 284.3 252.6 250.3 246.5 312.7 333.2 446.4 511.6 515.5 506.4 483.2 522.3 509.8 460.7 405.8 375 378.5 406.8 467.8 469.8 429.8 355.8 332.7 378 360.5 334.7 319.5 323.1 363.6 352.1 411.9 388.6 416.4 360.7 338 417.2 388. etc...
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time15 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Classical Decomposition by Moving Averages
tObservationsFitTrendSeasonalRandom
1235.1NANA46.7511574074074NA
2280.7NANA54.3856018518519NA
3264.6NANA30.8804629629630NA
4240.7NANA-9.57745370370371NA
5201.4NANA-30.5059259259259NA
6240.8NANA42.3424074074074NA
7241.1247.241574074074230.41666666666716.8249074074074-6.14157407407407
8223.8221.033240740741235.879166666667-14.84592592592592.76675925925926
9206.1208.574768518519241.729166666667-33.1543981481481-2.47476851851854
10174.7199.449212962963248.425-48.975787037037-24.749212962963
11203.3230.641990740741258.308333333333-27.6663425925926-27.3419907407407
12220.5244.599629629630271.058333333333-26.4587037037037-24.0996296296296
13299.5332.538657407407285.787546.7511574074074-33.0386574074074
14347.4355.568935185185301.18333333333354.3856018518519-8.1689351851852
15338.3345.780462962963314.930.8804629629630-7.48046296296292
16327.7320.385046296296329.9625-9.577453703703717.3149537037038
17351.6314.364907407407344.870833333333-30.505925925925937.2350925925926
18396.6399.804907407407357.462542.3424074074074-3.20490740740735
19438.8387.362407407407370.537516.824907407407451.4375925925926
20395.6368.066574074074382.9125-14.845925925925927.5334259259259
21363.5359.120601851852392.275-33.15439814814814.37939814814808
22378.8348.790879629630397.766666666667-48.97578703703730.0091203703704
23357370.662824074074398.329166666667-27.6663425925926-13.6628240740740
24369369.087129629630395.545833333333-26.4587037037037-0.0871296296296009
25464.8436.101157407407389.3546.751157407407428.6988425925926
26479.1433.673101851852379.287554.385601851851945.4268981481482
27431.3399.801296296296368.92083333333330.880462962963031.4987037037038
28366.5347.351712962963356.929166666667-9.5774537037037119.1482870370371
29326.3314.144074074074344.65-30.505925925925912.1559259259259
30355.1376.596574074074334.25416666666742.3424074074074-21.4965740740740
31331.6337.412407407407320.587516.8249074074074-5.81240740740742
32261.3288.024907407407302.870833333333-14.8459259259259-26.7249074074074
33249252.037268518518285.191666666667-33.1543981481481-3.03726851851849
34205.5220.728379629630269.704166666667-48.975787037037-15.2283796296296
35235.6228.621157407407256.2875-27.66634259259266.97884259259257
36240.9217.695462962963244.154166666667-26.458703703703723.2045370370371
37264.9279.809490740741233.05833333333346.7511574074074-14.9094907407408
38253.8278.898101851852224.512554.3856018518519-25.0981018518518
39232.3249.513796296296218.63333333333330.8804629629630-17.2137962962962
40193.8205.285046296296214.8625-9.57745370370371-11.4850462962962
41177181.577407407407212.083333333333-30.5059259259259-4.57740740740735
42213.2250.346574074074208.00416666666742.3424074074074-37.1465740740741
43207.2220.645740740741203.82083333333316.8249074074074-13.4457407407407
44180.6186.520740740741201.366666666667-14.8459259259259-5.92074074074071
45188.6166.049768518519199.204166666667-33.154398148148122.5502314814815
46175.4148.465879629630197.441666666667-48.97578703703726.9341203703704
47199169.400324074074197.066666666667-27.666342592592629.5996759259259
48179.6170.241296296296196.7-26.45870370370379.3587037037037
49225.8243.088657407407196.337546.7511574074074-17.2886574074074
50234251.243935185185196.85833333333354.3856018518519-17.2439351851852
51200.2227.547129629630196.66666666666730.8804629629630-27.3471296296296
52183.6185.289212962963194.866666666667-9.57745370370371-1.68921296296296
53178.2161.569074074074192.075-30.505925925925916.6309259259260
54203.2231.721574074074189.37916666666742.3424074074074-28.5215740740741
55208.5204.633240740741187.80833333333316.82490740740743.86675925925925
56191.8170.870740740741185.716666666667-14.845925925925920.9292592592593
57172.8150.270601851852183.425-33.154398148148122.5293981481481
58148133.424212962963182.4-48.97578703703714.5757870370370
59159.4153.408657407407181.075-27.66634259259265.99134259259259
60154.5152.341296296296178.8-26.45870370370372.15870370370371
61213.2222.738657407407175.987546.7511574074074-9.53865740740744
62196.4227.118935185185172.73333333333354.3856018518519-30.7189351851852
63182.8201.467962962963170.587530.8804629629630-18.6679629629629
64176.4160.939212962963170.516666666667-9.5774537037037115.4607870370371
65153.6142.156574074074172.6625-30.505925925925911.4434259259259
66173.2220.179907407407177.837542.3424074074074-46.9799074074074
67171204.029074074074187.20416666666716.8249074074074-33.0290740740741
68151.2186.724907407407201.570833333333-14.8459259259259-35.5249074074074
69161.9186.033101851852219.1875-33.1543981481481-24.1331018518518
70157.2188.090879629630237.066666666667-48.975787037037-30.8908796296296
71201.7226.916990740741254.583333333333-27.6663425925926-25.2169907407408
72236.4245.087129629630271.545833333333-26.4587037037037-8.68712962962957
73356.1334.621990740741287.87083333333346.751157407407421.4780092592593
74398.3358.618935185185304.23333333333354.385601851851939.6810648148148
75403.7350.830462962963319.9530.880462962963052.869537037037
76384.6323.585046296296333.1625-9.5774537037037161.0149537037037
77365.8312.885740740741343.391666666667-30.505925925925952.9142592592593
78368.1392.996574074074350.65416666666742.3424074074074-24.8965740740741
79367.9370.616574074074353.79166666666716.8249074074074-2.71657407407406
80347337.670740740741352.516666666667-14.84592592592599.32925925925923
81343.3314.553935185185347.708333333333-33.154398148148128.7460648148148
82292.9292.799212962963341.775-48.9757870370370.100787037037037
83311.5307.225324074074334.891666666667-27.66634259259264.27467592592592
84300.9301.116296296296327.575-26.4587037037037-0.216296296296264
85366.9366.805324074074320.05416666666746.75115740740740.0946759259259125
86356.9366.310601851852311.92554.3856018518519-9.41060185185188
87329.7334.351296296296303.47083333333330.8804629629630-4.65129629629627
88316.2286.643379629630296.220833333333-9.5774537037037129.5566203703704
89269260.614907407407291.120833333333-30.50592592592598.38509259259257
90289.3329.350740740741287.00833333333342.3424074074074-40.0507407407408
91266.2299.620740740741282.79583333333316.8249074074074-33.4207407407408
92253.6263.449907407407278.295833333333-14.8459259259259-9.84990740740744
93233.8242.312268518518275.466666666667-33.1543981481481-8.51226851851851
94228.4223.765879629630272.741666666667-48.9757870370374.6341203703704
95253.6243.646157407407271.3125-27.66634259259269.9538425925926
96260.1246.499629629630272.958333333333-26.458703703703713.6003703703704
97306.6322.242824074074275.49166666666746.7511574074074-15.642824074074
98309.2330.931435185185276.54583333333354.3856018518519-21.7314351851851
99309.5306.867962962963275.987530.88046296296302.63203703703709
100271265.335046296296274.9125-9.577453703703715.66495370370376
101279.9243.864907407407274.370833333333-30.505925925925936.0350925925925
102317.9317.221574074074274.87916666666742.34240740740740.678425925925978
103298.4292.533240740741275.70833333333316.82490740740745.86675925925925
104246.7261.416574074074276.2625-14.8459259259259-14.7165740740741
105227.3241.941435185185275.095833333333-33.1543981481481-14.6414351851852
106209.1224.636712962963273.6125-48.975787037037-15.536712962963
107259.9244.916990740741272.583333333333-27.666342592592614.9830092592592
108266245.241296296296271.7-26.458703703703720.7587037037037
109320.6317.663657407407270.912546.75115740740742.93634259259267
110308.5324.956435185185270.57083333333354.3856018518519-16.4564351851851
111282.2302.655462962963271.77530.8804629629630-20.455462962963
112262.7264.714212962963274.291666666667-9.57745370370371-2.01421296296292
113263.5247.544074074074278.05-30.505925925925915.9559259259259
114313.1325.392407407407283.0542.3424074074074-12.2924074074074
115284.3307.916574074074291.09166666666716.8249074074074-23.6165740740740
116252.6289.949907407407304.795833333333-14.8459259259259-37.3499074074074
117250.3289.824768518518322.979166666667-33.1543981481481-39.5247685185184
118246.5293.878379629630342.854166666667-48.975787037037-47.3783796296295
119312.7334.496157407407362.1625-27.6663425925926-21.7961574074075
120333.2353.574629629630380.033333333333-26.4587037037037-20.3746296296297
121446.4444.896990740741398.14583333333346.75115740740741.50300925925922
122511.6470.598101851852416.212554.385601851851941.0018981481483
123515.5462.242962962963431.362530.880462962963053.2570370370371
124506.4433.618379629629443.195833333333-9.5774537037037172.7816203703704
125483.2420.785740740741451.291666666667-30.505925925925962.4142592592594
126522.3499.442407407407457.142.342407407407422.8575925925927
127509.8477.883240740741461.05833333333316.824907407407431.9167592592593
128460.7445.362407407407460.208333333333-14.845925925925915.3375925925926
129405.8421.741435185185454.895833333333-33.1543981481481-15.9414351851852
130375396.074212962963445.05-48.975787037037-21.0742129629629
131378.5404.837824074074432.504166666667-27.6663425925926-26.337824074074
132406.8393.76212962963420.220833333333-26.458703703703713.0378703703704
133467.8454.738657407407407.987546.751157407407413.0613425925927
134469.8450.902268518518396.51666666666754.385601851851918.8977314814815
135429.8418.551296296296387.67083333333330.880462962963011.2487037037037
136355.8372.335046296296381.9125-9.57745370370371-16.5350462962962
137332.7348.623240740741379.129166666667-30.5059259259259-15.9232407407407
138378418.571574074074376.22916666666742.3424074074074-40.571574074074
139360.5388.445740740741371.62083333333316.8249074074074-27.9457407407407
140334.7351.062407407407365.908333333333-14.8459259259259-16.3624074074074
141319.5328.812268518519361.966666666667-33.1543981481481-9.31226851851858
142323.1312.636712962963361.6125-48.97578703703710.4632870370370
143363.6334.371157407407362.0375-27.666342592592629.2288425925926
144352.1337.432962962963363.891666666667-26.458703703703714.6670370370371
145411.9413.438657407407366.687546.7511574074074-1.53865740740736
146388.6423.752268518519369.36666666666754.3856018518519-35.1522685185185
147416.4402.263796296296371.38333333333330.880462962963014.1362037037037
148360.7363.580879629630373.158333333333-9.57745370370371-2.88087962962953
149338345.306574074074375.8125-30.5059259259259-7.30657407407409
150417.2423.488240740741381.14583333333342.3424074074074-6.28824074074066
151388.4406.991574074074390.16666666666716.8249074074074-18.5915740740741
152371.1387.754074074074402.6-14.8459259259259-16.6540740740741
153331.5382.058101851852415.2125-33.1543981481481-50.5581018518519
154353.7376.815879629630425.791666666667-48.975787037037-23.1158796296297
155396.7408.837824074074436.504166666667-27.6663425925926-12.1378240740740
156447420.178796296296446.6375-26.458703703703726.8212037037037
157533.5502.630324074074455.87916666666746.751157407407430.8696759259259
158565.4517.789768518518463.40416666666754.385601851851947.6102314814815
159542.3500.317962962963469.437530.880462962963041.982037037037
160488.7464.214212962963473.791666666667-9.5774537037037124.485787037037
161467.1444.535740740741475.041666666667-30.505925925925922.5642592592594
162531.3515.488240740741473.14583333333342.342407407407415.8117592592592
163496.1485.208240740741468.38333333333316.824907407407410.8917592592593
164444445.674907407407460.520833333333-14.8459259259259-1.67490740740737
165403.4417.895601851852451.05-33.1543981481481-14.4956018518519
166386.3393.224212962963442.2-48.975787037037-6.92421296296288
167394.1407.271157407407434.9375-27.6663425925926-13.1711574074073
168404.1400.92462962963427.383333333333-26.45870370370373.17537037037044
169462.1464.859490740741418.10833333333346.7511574074074-2.75949074074066
170448.1465.285601851852410.954.3856018518519-17.1856018518519
171432.3436.876296296296405.99583333333330.8804629629630-4.57629629629633
172386.3391.385046296296400.9625-9.57745370370371-5.08504629629624
173395.2366.939907407407397.445833333333-30.505925925925928.2600925925925
174421.9437.721574074074395.37916666666742.3424074074074-15.8215740740740
175382.9411.058240740741394.23333333333316.8249074074074-28.1582407407407
176384.2381.033240740741395.879166666667-14.84592592592593.16675925925927
177345.5364.841435185185397.995833333333-33.1543981481481-19.3414351851851
178323.4350.057546296296399.033333333333-48.975787037037-26.6575462962963
179372.6371.896157407407399.5625-27.66634259259260.703842592592707
180376374.487129629630400.945833333333-26.45870370370371.51287037037036
181462.7450.388657407407403.637546.751157407407412.3113425925927
182487458.956435185185404.57083333333354.385601851851928.0435648148148
183444.2435.151296296296404.27083333333330.88046296296309.04870370370378
184399.3395.422546296296405-9.577453703703713.87745370370374
185394.9375.710740740741406.216666666667-30.505925925925919.1892592592593
186455.4449.225740740741406.88333333333342.34240740740746.17425925925932
187414423.370740740741406.54583333333316.8249074074074-9.37074074074064
188375.5389.541574074074404.3875-14.8459259259259-14.0415740740741
189347368.624768518518401.779166666667-33.1543981481481-21.6247685185185
190339.4351.224212962963400.2-48.975787037037-11.8242129629630
191385.8370.104490740741397.770833333333-27.666342592592615.6955092592593
192378.8369.137129629630395.595833333333-26.45870370370379.66287037037029
193451.8439.988657407407393.237546.751157407407411.8113425925926
194446.1444.835601851852390.4554.38560185185191.26439814814813
195422.5419.613796296296388.73333333333330.88046296296302.88620370370376
196383.1377.472546296296387.05-9.577453703703715.6274537037038
197352.8353.477407407407383.983333333333-30.5059259259259-0.677407407407429
198445.3422.496574074074380.15416666666742.342407407407422.8034259259259
199367.5392.995740740741376.17083333333316.8249074074074-25.4957407407407
200355.1357.716574074074372.5625-14.8459259259259-2.61657407407404
201326.2336.012268518519369.166666666667-33.1543981481481-9.81226851851858
202319.8316.586712962963365.5625-48.9757870370373.21328703703705
203331.8335.175324074074362.841666666667-27.6663425925926-3.37532407407406
204340.9333.424629629630359.883333333333-26.45870370370377.47537037037034
205394.1403.959490740741357.20833333333346.7511574074074-9.85949074074063
206417.2408.960601851852354.57554.38560185185198.23939814814821
207369.9382.097129629630351.21666666666730.8804629629630-12.1971296296296
208349.2337.851712962963347.429166666667-9.5774537037037111.3482870370371
209321.4313.094074074074343.6-30.50592592592598.30592592592592
210405.7381.563240740741339.22083333333342.342407407407424.1367592592593
211342.9350.554074074074333.72916666666716.8249074074074-7.65407407407406
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213284.2285.858101851852319.0125-33.1543981481481-1.65810185185194
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365545.7578.489907407407608.995833333333-30.5059259259259-32.7899074074074
366632.6647.704907407407605.362542.3424074074074-15.1049074074074
367643.8NANA16.8249074074074NA
368593.1NANA-14.8459259259259NA
369579.7NANA-33.1543981481481NA
370546NANA-48.975787037037NA
371562.9NANA-27.6663425925926NA
372572.5NANA-26.4587037037037NA
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Nov/29/t1291024752wotaj01ye5jzwrk/1x6px1291024798.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/29/t1291024752wotaj01ye5jzwrk/1x6px1291024798.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/29/t1291024752wotaj01ye5jzwrk/2x6px1291024798.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/29/t1291024752wotaj01ye5jzwrk/2x6px1291024798.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/29/t1291024752wotaj01ye5jzwrk/38gpi1291024798.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/29/t1291024752wotaj01ye5jzwrk/38gpi1291024798.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/29/t1291024752wotaj01ye5jzwrk/48gpi1291024798.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/29/t1291024752wotaj01ye5jzwrk/48gpi1291024798.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$trend)) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,x[i])
a<-table.element(a,m$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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Software written by Ed van Stee & Patrick Wessa


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