Home » date » 2011 » Jan » 16 »

*Unverified author*
R Software Module: /rwasp_decompose.wasp (opens new window with default values)
Title produced by software: Classical Decomposition
Date of computation: Sun, 16 Jan 2011 14:38:54 +0000
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2011/Jan/16/t1295188653u07gubtdzmtmnks.htm/, Retrieved Sun, 16 Jan 2011 15:37:34 +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/2011/Jan/16/t1295188653u07gubtdzmtmnks.htm/},
    year = {2011},
}
@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 = {2011},
    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:
KDGP2W92
 
Dataseries X:
» Textbox « » Textfile « » CSV «
52347 52407 50570 50442 50590 50040 50476 50268 50595 48708 48547 48196 48375 47915 46462 46132 46308 46532 46817 46824 46263 45992 46404 46995 48102 48719 47912 48430 50141 50608 51005 51857 52513 52406 53634 55165 57294 58026 56701 58706 60103 61153 62395 63850 64534 65765 66954 65741 65474 60687 59227 59373 59995 59532 59696 59507 60210 58782 59372 58827 60481 59508 56565 56201 56193 56431 56316 55316 54795 53310 51848 50618 52026 50120 46825 46374 45441 45392 45032 44302 42880 42101 41886 41415 43228 41633 39375 38603 37847 36881 36700 36477 35684 35896 37109 37612 39570 39518 37970 38343 37966 38942 39304 39438 38999 38110 40024 41050 42239 42313 41159 42067 42515 43554 45018 45797 46749 47291 48800 50566 54884 54002 51813 52751 54461 55364 56900 57795
 
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'RServer@AstonUniversity' @ vre.aston.ac.uk


Classical Decomposition by Moving Averages
tObservationsFitTrendSeasonalRandom
152347NANA1.0338633448719NA
252407NANA1.01763637602028NA
350570NANA0.98087814587542NA
450442NANA0.985352539285359NA
550590NANA0.989129409340085NA
650040NANA0.994498961152158NA
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95059549247.2236831033493890.9971293948673441.02736755934851
104870848497.46660416249038.250.9889722125924561.00434112151788
114854748828.266088912348680.251.003040577830070.994239687143505
124819648699.103322293148355.66666666671.007102304224110.989669146083379
134837549684.413842148148057.04166666671.03386334487190.973645380092272
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174630846430.682390107546940.95833333330.9891294093400850.997357730194944
184653246544.167442732846801.6250.9944989611521580.999738582868674
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254810249565.218014012247941.751.03386334487190.970478935175902
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274791247863.011745982548796.08333333330.980878145875421.00102350964201
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295014149349.891773147849892.250.9891294093400851.01603059699682
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1104231342373.149053530141638.79166666671.017636376020280.998580491304667
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1124206742303.278385666442932.1250.9853525392853590.994414655443194
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1174674947174.939518220247310.750.9971293948673440.990971063819685
1184729147668.295818254348199.83333333330.9889722125924560.99208497363336
1194880049292.172356158749142.751.003040577830070.990015202563957
1205056650488.640191707350132.58333333331.007102304224111.00153222206023
12154884NA51119.75NANA
12254002NA52114.75NANA
12351813NANANANA
12452751NANANANA
12554461NANANANA
12655364NANANANA
12756900NANANANA
12857795NANANANA
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2011/Jan/16/t1295188653u07gubtdzmtmnks/1o7m41295188730.png (open in new window)
http://www.freestatistics.org/blog/date/2011/Jan/16/t1295188653u07gubtdzmtmnks/1o7m41295188730.ps (open in new window)


http://www.freestatistics.org/blog/date/2011/Jan/16/t1295188653u07gubtdzmtmnks/2ywtr1295188730.png (open in new window)
http://www.freestatistics.org/blog/date/2011/Jan/16/t1295188653u07gubtdzmtmnks/2ywtr1295188730.ps (open in new window)


http://www.freestatistics.org/blog/date/2011/Jan/16/t1295188653u07gubtdzmtmnks/39e6f1295188730.png (open in new window)
http://www.freestatistics.org/blog/date/2011/Jan/16/t1295188653u07gubtdzmtmnks/39e6f1295188730.ps (open in new window)


http://www.freestatistics.org/blog/date/2011/Jan/16/t1295188653u07gubtdzmtmnks/4cuds1295188730.png (open in new window)
http://www.freestatistics.org/blog/date/2011/Jan/16/t1295188653u07gubtdzmtmnks/4cuds1295188730.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

Creative Commons License

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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