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GuyVanHasseltOpgave9

*Unverified author*

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

Title produced by software: Classical Decomposition

Date of computation: Tue, 18 Aug 2009 10:45:20 -0600

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Aug/18/t1250613978lv6yz2o015os5cf.htm/, Retrieved Tue, 18 Aug 2009 18:46:18 +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/2009/Aug/18/t1250613978lv6yz2o015os5cf.htm/},
    year = {2009},
}
@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 = {2009},
    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 «

0.8800 1.0300 0.6900 0.7100 1.1100 1.0500 1.0300 0.6500 0.5900 0.7700 0.9000 1.2600 0.9600 0.8300 0.8700 0.7900 1.1200 0.8800 0.6400 0.6400 0.5800 0.5000 0.9900 1.0700 0.8900 0.8900 0.8300 0.8600 0.9000 1.1200 0.8800 0.8800 0.8900 0.8200 0.8800 0.8100 0.8800 0.7600 1.1300 0.8500 1.4500 1.5500 0.7100 0.8100 0.8300 0.7300 0.9000 0.9400 1.7800 0.8800 1.0400 0.8300 1.4100 0.9600 1.3000 0.8300 1.4000 0.9100 0.8700 0.9700 1.1900 1.2300 1.3300 1.1700 1.0900 0.6300 0.8900 0.6300 1.5100 0.9700 0.8400 0.9200 0.9500 0.7300 1.0200 0.7900 1.2700 0.9500 0.7500 0.5200 0.9500 0.8200 0.7600 1.2400 0.9400 1.0400 1.8100 0.9500 1.3900 0.8600 1.1500 1.5100 0.6000 0.7200 1.1000 1.6200 1.8400 1.7300 1.3600 1.0700 1.0000 1.4900 0.9000 1.4300 1.5400 0.8100 1.6100 1.3000 1.4000 1.0300 0.7900 1.1100 1.1500 1.0300 1.5900 1.1100 1.3300 0.9300 1.0700 1.1400 1.1200 0.8600 0.8200 1.0200 1.0700 1.3100 0.9800 0.8900 etc...

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	0.88	NA	NA	0.167350694444444	NA
2	1.03	NA	NA	-0.0304409722222222	NA
3	0.69	NA	NA	0.0696840277777778	NA
4	0.71	NA	NA	-0.0873159722222222	NA
5	1.11	NA	NA	0.154059027777778	NA
6	1.05	NA	NA	0.0487673611111112	NA
7	1.03	0.853725694444444	0.8925	-0.0387743055555555	0.176274305555556
8	0.65	0.765434027777778	0.8875	-0.122065972222222	-0.115434027777778
9	0.59	0.885767361111111	0.886666666666667	-0.000899305555555584	-0.295767361111111
10	0.77	0.670767361111111	0.8975	-0.226732638888889	0.099232638888889
11	0.9	0.867392361111111	0.90125	-0.0338576388888890	0.0326076388888890
12	1.26	0.994809027777778	0.894583333333333	0.100225694444444	0.265190972222222
13	0.96	1.03860069444444	0.87125	0.167350694444444	-0.0786006944444446
14	0.83	0.824142361111111	0.854583333333333	-0.0304409722222222	0.0058576388888888
15	0.87	0.923434027777778	0.85375	0.0696840277777778	-0.0534340277777776
16	0.79	0.754767361111111	0.842083333333333	-0.0873159722222222	0.0352326388888889
17	1.12	0.988642361111111	0.834583333333333	0.154059027777778	0.131357638888889
18	0.88	0.879184027777778	0.830416666666667	0.0487673611111112	0.000815972222222183
19	0.64	0.780809027777778	0.819583333333333	-0.0387743055555555	-0.140809027777778
20	0.64	0.697100694444444	0.819166666666667	-0.122065972222222	-0.0571006944444444
21	0.58	0.819100694444444	0.82	-0.000899305555555584	-0.239100694444444
22	0.5	0.594517361111111	0.82125	-0.226732638888889	-0.094517361111111
23	0.99	0.781142361111111	0.815	-0.0338576388888890	0.208857638888889
24	1.07	0.916059027777778	0.815833333333333	0.100225694444444	0.153940972222222
25	0.89	1.00318402777778	0.835833333333333	0.167350694444444	-0.113184027777778
26	0.89	0.825392361111111	0.855833333333333	-0.0304409722222222	0.0646076388888891
27	0.83	0.948434027777778	0.87875	0.0696840277777778	-0.118434027777778
28	0.86	0.817684027777778	0.905	-0.0873159722222222	0.0423159722222221
29	0.9	1.06780902777778	0.91375	0.154059027777778	-0.167809027777778
30	1.12	0.947100694444444	0.898333333333333	0.0487673611111112	0.172899305555556
31	0.88	0.848309027777778	0.887083333333333	-0.0387743055555555	0.0316909722222221
32	0.88	0.759184027777778	0.88125	-0.122065972222222	0.120815972222222
33	0.89	0.887434027777778	0.888333333333333	-0.000899305555555584	0.00256597222222232
34	0.82	0.673684027777778	0.900416666666667	-0.226732638888889	0.146315972222222
35	0.88	0.889059027777778	0.922916666666667	-0.0338576388888890	-0.0090590277777779
36	0.81	1.06397569444444	0.96375	0.100225694444444	-0.253975694444444
37	0.88	1.14193402777778	0.974583333333333	0.167350694444444	-0.261934027777778
38	0.76	0.934142361111111	0.964583333333333	-0.0304409722222222	-0.174142361111111
39	1.13	1.02885069444444	0.959166666666667	0.0696840277777778	0.101149305555555
40	0.85	0.865600694444444	0.952916666666667	-0.0873159722222222	-0.0156006944444445
41	1.45	1.10405902777778	0.95	0.154059027777778	0.345940972222222
42	1.55	1.00501736111111	0.95625	0.0487673611111112	0.544982638888889
43	0.71	0.960392361111111	0.999166666666667	-0.0387743055555555	-0.250392361111111
44	0.81	0.919600694444444	1.04166666666667	-0.122065972222222	-0.109600694444444
45	0.83	1.04201736111111	1.04291666666667	-0.000899305555555584	-0.212017361111111
46	0.73	0.811600694444444	1.03833333333333	-0.226732638888889	-0.0816006944444444
47	0.9	1.00197569444444	1.03583333333333	-0.0338576388888890	-0.101975694444444
48	0.94	1.10980902777778	1.00958333333333	0.100225694444444	-0.169809027777778
49	1.78	1.17693402777778	1.00958333333333	0.167350694444444	0.603065972222222
50	0.88	1.00455902777778	1.035	-0.0304409722222222	-0.124559027777778
51	1.04	1.12926736111111	1.05958333333333	0.0696840277777778	-0.0892673611111111
52	0.83	1.00351736111111	1.09083333333333	-0.0873159722222222	-0.173517361111111
53	1.41	1.25114236111111	1.09708333333333	0.154059027777778	0.158857638888889
54	0.96	1.14585069444444	1.09708333333333	0.0487673611111112	-0.185850694444444
55	1.3	1.03497569444444	1.07375	-0.0387743055555555	0.265024305555556
56	0.83	0.941684027777777	1.06375	-0.122065972222222	-0.111684027777778
57	1.4	1.08951736111111	1.09041666666667	-0.000899305555555584	0.310482638888889
58	0.91	0.889934027777778	1.11666666666667	-0.226732638888889	0.0200659722222223
59	0.87	1.08364236111111	1.1175	-0.0338576388888890	-0.213642361111111
60	0.97	1.19064236111111	1.09041666666667	0.100225694444444	-0.220642361111111
61	1.19	1.22693402777778	1.05958333333333	0.167350694444444	-0.0369340277777779
62	1.23	1.00372569444444	1.03416666666667	-0.0304409722222222	0.226274305555556
63	1.33	1.10010069444444	1.03041666666667	0.0696840277777778	0.229899305555556
64	1.17	0.950184027777778	1.0375	-0.0873159722222222	0.219815972222222
65	1.09	1.19280902777778	1.03875	0.154059027777778	-0.102809027777778
66	0.63	1.08418402777778	1.03541666666667	0.0487673611111112	-0.454184027777778
67	0.89	0.984559027777778	1.02333333333333	-0.0387743055555555	-0.094559027777778
68	0.63	0.870434027777778	0.9925	-0.122065972222222	-0.240434027777778
69	1.51	0.957850694444444	0.95875	-0.000899305555555584	0.552149305555556
70	0.97	0.703267361111111	0.93	-0.226732638888889	0.266732638888889
71	0.84	0.887809027777778	0.921666666666667	-0.0338576388888890	-0.0478090277777777
72	0.92	1.04272569444444	0.9425	0.100225694444444	-0.122725694444444
73	0.95	1.11735069444444	0.95	0.167350694444444	-0.167350694444445
74	0.73	0.909142361111111	0.939583333333333	-0.0304409722222222	-0.179142361111111
75	1.02	0.981350694444444	0.911666666666666	0.0696840277777778	0.0386493055555558
76	0.79	0.794767361111111	0.882083333333333	-0.0873159722222222	-0.00476736111111087
77	1.27	1.02655902777778	0.8725	0.154059027777778	0.243440972222222
78	0.95	0.931267361111111	0.8825	0.0487673611111112	0.018732638888889
79	0.75	0.856642361111111	0.895416666666667	-0.0387743055555555	-0.106642361111111
80	0.52	0.785850694444444	0.907916666666667	-0.122065972222222	-0.265850694444444
81	0.95	0.952850694444444	0.95375	-0.000899305555555584	-0.00285069444444452
82	0.82	0.766600694444445	0.993333333333334	-0.226732638888889	0.0533993055555554
83	0.76	0.971142361111111	1.005	-0.0338576388888890	-0.211142361111111
84	1.24	1.10647569444444	1.00625	0.100225694444444	0.133524305555556
85	0.94	1.18651736111111	1.01916666666667	0.167350694444444	-0.246517361111111
86	1.04	1.04664236111111	1.07708333333333	-0.0304409722222222	-0.00664236111111105
87	1.81	1.17343402777778	1.10375	0.0696840277777778	0.636565972222222
88	0.95	0.997684027777778	1.085	-0.0873159722222222	-0.0476840277777777
89	1.39	1.24905902777778	1.095	0.154059027777778	0.140940972222222
90	0.86	1.17376736111111	1.125	0.0487673611111112	-0.313767361111111
91	1.15	1.13955902777778	1.17833333333333	-0.0387743055555555	0.0104409722222223
92	1.51	1.12251736111111	1.24458333333333	-0.122065972222222	0.387482638888889
93	0.6	1.25368402777778	1.25458333333333	-0.000899305555555584	-0.653684027777778
94	0.72	1.01410069444444	1.24083333333333	-0.226732638888889	-0.294100694444444
95	1.1	1.19572569444444	1.22958333333333	-0.0338576388888890	-0.0957256944444445
96	1.62	1.33980902777778	1.23958333333333	0.100225694444444	0.280190972222222
97	1.84	1.42276736111111	1.25541666666667	0.167350694444444	0.417232638888889
98	1.73	1.21122569444444	1.24166666666667	-0.0304409722222222	0.518774305555555
99	1.36	1.34718402777778	1.2775	0.0696840277777778	0.0128159722222223
100	1.07	1.23310069444444	1.32041666666667	-0.0873159722222222	-0.163100694444444
101	1	1.49947569444444	1.34541666666667	0.154059027777778	-0.499475694444445
102	1.49	1.40210069444444	1.35333333333333	0.0487673611111112	0.0878993055555557
103	0.9	1.28289236111111	1.32166666666667	-0.0387743055555555	-0.382892361111111
104	1.43	1.15210069444444	1.27416666666667	-0.122065972222222	0.277899305555556
105	1.54	1.22035069444444	1.22125	-0.000899305555555584	0.319649305555556
106	0.81	0.972434027777778	1.19916666666667	-0.226732638888889	-0.162434027777778
107	1.61	1.17322569444444	1.20708333333333	-0.0338576388888890	0.436774305555556
108	1.3	1.29439236111111	1.19416666666667	0.100225694444444	0.00560763888888904
109	1.4	1.37110069444444	1.20375	0.167350694444444	0.0288993055555553
110	1.03	1.18872569444444	1.21916666666667	-0.0304409722222222	-0.158725694444444
111	0.79	1.26676736111111	1.19708333333333	0.0696840277777778	-0.476767361111111
112	1.11	1.10601736111111	1.19333333333333	-0.0873159722222222	0.00398263888888906
113	1.15	1.32989236111111	1.17583333333333	0.154059027777778	-0.179892361111111
114	1.03	1.19543402777778	1.14666666666667	0.0487673611111112	-0.165434027777778
115	1.59	1.08955902777778	1.12833333333333	-0.0387743055555555	0.500440972222222
116	1.11	0.987517361111111	1.10958333333333	-0.122065972222222	0.122482638888889
117	1.33	1.10285069444444	1.10375	-0.000899305555555584	0.227149305555556
118	0.93	0.874517361111111	1.10125	-0.226732638888889	0.0554826388888892
119	1.07	1.06030902777778	1.09416666666667	-0.0338576388888890	0.00969097222222226
120	1.14	1.20272569444444	1.1025	0.100225694444444	-0.0627256944444445
121	1.12	1.25610069444444	1.08875	0.167350694444444	-0.136100694444444
122	0.86	1.02372569444444	1.05416666666667	-0.0304409722222222	-0.163725694444444
123	0.82	1.09260069444444	1.02291666666667	0.0696840277777778	-0.272600694444445
124	1.02	0.908100694444445	0.995416666666667	-0.0873159722222222	0.111899305555555
125	1.07	1.13197569444444	0.977916666666667	0.154059027777778	-0.0619756944444444
126	1.31	1.00751736111111	0.95875	0.0487673611111112	0.302482638888889
127	0.98	NA	NA	-0.0387743055555555	NA
128	0.89	NA	NA	-0.122065972222222	NA
129	0.8	NA	NA	-0.000899305555555584	NA
130	0.8	NA	NA	-0.226732638888889	NA
131	0.78	NA	NA	-0.0338576388888890	NA
132	0.97	NA	NA	0.100225694444444	NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/18/t1250613978lv6yz2o015os5cf/1vtd21250613916.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/18/t1250613978lv6yz2o015os5cf/1vtd21250613916.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/18/t1250613978lv6yz2o015os5cf/2x5df1250613916.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/18/t1250613978lv6yz2o015os5cf/2x5df1250613916.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/18/t1250613978lv6yz2o015os5cf/3h89b1250613916.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/18/t1250613978lv6yz2o015os5cf/3h89b1250613916.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/18/t1250613978lv6yz2o015os5cf/4i0ow1250613916.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/18/t1250613978lv6yz2o015os5cf/4i0ow1250613916.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

Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.

We may request personal information to be submitted to our servers in order to be able to:

personalize online software applications according to your needs
enforce strict security rules with respect to the data that you upload (e.g. statistical data)
manage user sessions of online applications
alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.

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