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Workshop 8 - blog 1

*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: Tue, 30 Nov 2010 18:49:04 +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/30/t1291144137vuag0s7ze1sg5uh.htm/, Retrieved Tue, 30 Nov 2010 20:08:57 +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/30/t1291144137vuag0s7ze1sg5uh.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 «
219,3 211,1 215,2 240,2 242,2 240,7 255,4 253 218,2 203,7 205,6 215,6 188,5 202,9 214 230,3 230 241 259,6 247,8 270,3 289,7 322,7 315 320,2 329,5 360,6 382,2 435,4 464 468,8 403 351,6 252 188 146,5 152,9 148,1 165,1 177 206,1 244,9 228,6 253,4 241,1 261,4 273,7 263,7 272,5 263,2 279,8 298,1 267,6 264,3 264,3 268,7 269,1 288,6
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Classical Decomposition by Moving Averages
tObservationsFitTrendSeasonalRandom
1219.3NANA-43.7393518518519NA
2211.1NANA-37.0726851851852NA
3215.2NANA-17.6629629629630NA
4240.2NANA-2.18240740740742NA
5242.2NANA23.4037037037037NA
6240.7NANA47.9231481481482NA
7255.4273.855092592593225.448.4550925925926-18.4550925925925
8253252.625925925926223.77528.85092592592590.374074074074116
9218.2236.749537037037223.38333333333313.3662037037037-18.5495370370371
10203.7214.464814814815222.920833333333-8.45601851851854-10.7648148148148
11205.6205.846759259259222-16.1532407407407-0.246759259259278
12215.6184.771759259259221.504166666667-36.732407407407430.8282407407407
13188.5177.952314814815221.691666666667-43.739351851851910.5476851851852
14202.9184.577314814815221.65-37.072685185185218.3226851851852
15214205.941203703704223.604166666667-17.66296296296308.0587962962963
16230.3227.175925925926229.358333333333-2.182407407407423.12407407407409
17230261.224537037037237.82083333333323.4037037037037-31.224537037037
18241294.764814814815246.84166666666747.9231481481482-53.7648148148148
19259.6304.925925925926256.47083333333348.4550925925926-45.3259259259259
20247.8296.084259259259267.23333333333328.8509259259259-48.2842592592592
21270.3291.982870370370278.61666666666713.3662037037037-21.6828703703704
22289.7282.598148148148291.054166666667-8.456018518518547.10185185185185
23322.7289.788425925926305.941666666667-16.153240740740732.9115740740741
24315287.059259259259323.791666666667-36.732407407407427.9407407407408
25320.2298.060648148148341.8-43.739351851851922.1393518518519
26329.5319.910648148148356.983333333333-37.07268518518529.58935185185186
27360.6349.174537037037366.8375-17.662962962963011.4254629629631
28382.2366.471759259259368.654166666667-2.1824074074074215.7282407407408
29435.4384.874537037037361.47083333333323.403703703703750.525462962963
30464396.760648148148348.837547.923148148148267.239351851852
31468.8383.300925925926334.84583333333348.455092592592685.4990740740741
32403349.167592592593320.31666666666728.850925925925953.8324074074074
33351.6317.978703703704304.612513.366203703703733.6212962962964
34252279.460648148148287.916666666667-8.45601851851854-27.4606481481482
35188253.659259259259269.8125-16.1532407407407-65.6592592592593
36146.5214.396759259259251.129166666667-36.7324074074074-67.8967592592593
37152.9188.252314814815231.991666666667-43.7393518518519-35.3523148148148
38148.1178.677314814815215.75-37.0726851851852-30.5773148148148
39165.1187.249537037037204.9125-17.6629629629630-22.1495370370371
40177198.517592592593200.7-2.18240740740742-21.5175925925926
41206.1228.066203703704204.662523.4037037037037-21.9662037037037
42244.9261.039814814815213.11666666666747.9231481481482-16.1398148148148
43228.6271.438425925926222.98333333333348.4550925925926-42.8384259259259
44253.4261.613425925926232.762528.8509259259259-8.21342592592589
45241.1255.703703703704242.337513.3662037037037-14.6037037037037
46261.4243.706481481481252.1625-8.4560185185185417.6935185185185
47273.7243.617592592593259.770833333333-16.153240740740730.0824074074074
48263.7226.409259259259263.141666666667-36.732407407407437.2907407407408
49272.5NA265.4375NANA
50263.2NA267.5625NANA
51279.8NA269.366666666667NANA
52298.1NA271.666666666667NANA
53267.6NANANANA
54264.3NANANANA
55264.3NANANANA
56268.7NANANANA
57269.1NANANANA
58288.6NANANANA
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Nov/30/t1291144137vuag0s7ze1sg5uh/1udag1291142939.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/30/t1291144137vuag0s7ze1sg5uh/1udag1291142939.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/30/t1291144137vuag0s7ze1sg5uh/2udag1291142939.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/30/t1291144137vuag0s7ze1sg5uh/2udag1291142939.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/30/t1291144137vuag0s7ze1sg5uh/3mm911291142939.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/30/t1291144137vuag0s7ze1sg5uh/3mm911291142939.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/30/t1291144137vuag0s7ze1sg5uh/4mm911291142939.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/30/t1291144137vuag0s7ze1sg5uh/4mm911291142939.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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