Blog & Share Statistical Computations at FreeStatistics.org

Home » date » 2009 » Dec » 01 »

*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, 01 Dec 2009 14:12:47 -0700

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Dec/01/t1259702143a4813n49d6q4jd0.htm/, Retrieved Tue, 01 Dec 2009 22:15:49 +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/2009/Dec/01/t1259702143a4813n49d6q4jd0.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 «

111.4 87.4 96.8 114.1 110.3 103.9 101.6 94.6 95.9 104.7 102.8 98.1 113.9 80.9 95.7 113.2 105.9 108.8 102.3 99 100.7 115.5 100.7 109.9 114.6 85.4 100.5 114.8 116.5 112.9 102 106 105.3 118.8 106.1 109.3 117.2 92.5 104.2 112.5 122.4 113.3 100 110.7 112.8 109.8 117.3 109.1 115.9 96 99.8 116.8 115.7 99.4 94.3 91 93.2 103.1 94.1 91.8 102.7

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	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Classical Decomposition by Moving Averages
t	Observations	Fit	Trend	Seasonal	Random
1	111.4	NA	NA	1.08581264005774	NA
2	87.4	NA	NA	0.834380110345525	NA
3	96.8	NA	NA	0.94236680559873	NA
4	114.1	NA	NA	1.07817693771933	NA
5	110.3	NA	NA	1.08557752225472	NA
6	103.9	NA	NA	1.02554157155640	NA
7	101.6	96.1501946622139	101.904166666667	0.943535458925106	1.05668012796991
8	94.6	99.8945907805817	101.7375	0.981885644728657	0.946998223435228
9	95.9	98.4307566054336	101.420833333333	0.970518121083935	0.974288965230875
10	104.7	104.701194659951	101.3375	1.03319299035354	0.999988589815471
11	102.8	101.761359100205	101.116666666667	1.00637572869825	1.01020663352945
12	98.1	102.415520850928	101.1375	1.01263646867807	0.95786262848568
13	113.9	110.069732166520	101.370833333333	1.08581264005774	1.03479855686107
14	80.9	84.7591128759329	101.583333333333	0.834380110345525	0.954469640549664
15	95.7	96.090001944217	101.966666666667	0.94236680559873	0.995941284875366
16	113.2	110.638923425631	102.616666666667	1.07817693771933	1.02314806123444
17	105.9	111.791868593856	102.979166666667	1.08557752225472	0.947296089885915
18	108.8	106.023906139406	103.383333333333	1.02554157155640	1.02618365953188
19	102.3	98.037265580064	103.904166666667	0.943535458925106	1.04348075596269
20	99	102.234751567185	104.120833333333	0.981885644728657	0.96835956934801
21	100.7	101.427231304280	104.508333333333	0.970518121083935	0.99283001916814
22	115.5	108.252795564292	104.775	1.03319299035354	1.06694704185634
23	100.7	105.954591303115	105.283333333333	1.00637572869825	0.950407139148107
24	109.9	107.233982714388	105.895833333333	1.01263646867807	1.02486168300503
25	114.6	115.154954697457	106.054166666667	1.08581264005774	0.995180800522954
26	85.4	88.7224184000741	106.333333333333	0.834380110345525	0.96255266188651
27	100.5	100.660480951371	106.816666666667	0.94236680559873	0.998405720399364
28	114.8	115.522166472719	107.145833333333	1.07817693771933	0.9937486761652
29	116.5	116.708630121735	107.508333333333	1.08557752225472	0.998212384795218
30	112.9	110.459373436387	107.708333333333	1.02554157155640	1.02209524178605
31	102	101.705259676635	107.791666666667	0.943535458925106	1.00289798506293
32	106	106.235935569454	108.195833333333	0.981885644728657	0.997779135956307
33	105.3	105.442750030265	108.645833333333	0.970518121083935	0.998646184491356
34	118.8	112.312383022222	108.704166666667	1.03319299035354	1.05776403993221
35	106.1	109.548191301008	108.854166666667	1.00637572869825	0.968523521383085
36	109.3	110.495516007255	109.116666666667	1.01263646867807	0.9891804115637
37	117.2	118.407868398297	109.05	1.08581264005774	0.989799086710742
38	92.5	91.0830187955933	109.1625	0.834380110345525	1.01555702943472
39	104.2	103.350152875684	109.670833333333	0.94236680559873	1.00822298855560
40	112.5	118.177177181852	109.608333333333	1.07817693771933	0.951960460410081
41	122.4	119.087854191343	109.7	1.08557752225472	1.02781262481508
42	113.3	112.971950286700	110.158333333333	1.02554157155640	1.00290381561500
43	100	103.879322629909	110.095833333333	0.943535458925106	0.962655487813204
44	110.7	108.191524478539	110.1875	0.981885644728657	1.02318550860200
45	112.8	106.902571037395	110.15	0.970518121083935	1.05516639034380
46	109.8	113.801902916649	110.145833333333	1.03319299035354	0.964834481550103
47	117.3	110.74745571104	110.045833333333	1.00637572869825	1.059166544702
48	109.1	110.567244423787	109.1875	1.01263646867807	0.986729845430869
49	115.9	117.670420646924	108.370833333333	1.08581264005774	0.984954412186248
50	96	89.5394155914541	107.3125	0.834380110345525	1.07215352441012
51	99.8	99.5846121816457	105.675	0.94236680559873	1.00216286245069
52	116.8	112.754845665906	104.579166666667	1.07817693771933	1.03587565847130
53	115.7	112.176343966321	103.333333333333	1.08557752225472	1.03141175678480
54	99.4	104.242027658826	101.645833333333	1.02554157155640	0.953550139348078
55	94.3	94.7073716896076	100.375	0.943535458925106	0.995698627442195
56	91	NA	NA	0.981885644728657	NA
57	93.2	NA	NA	0.970518121083935	NA
58	103.1	NA	NA	1.03319299035354	NA
59	94.1	NA	NA	1.00637572869825	NA
60	91.8	NA	NA	1.01263646867807	NA
61	102.7	NA	NA	NA	NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2009/Dec/01/t1259702143a4813n49d6q4jd0/1yq041259701965.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Dec/01/t1259702143a4813n49d6q4jd0/1yq041259701965.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Dec/01/t1259702143a4813n49d6q4jd0/2oc8x1259701965.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Dec/01/t1259702143a4813n49d6q4jd0/2oc8x1259701965.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Dec/01/t1259702143a4813n49d6q4jd0/35tqq1259701965.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Dec/01/t1259702143a4813n49d6q4jd0/35tqq1259701965.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Dec/01/t1259702143a4813n49d6q4jd0/46eum1259701965.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Dec/01/t1259702143a4813n49d6q4jd0/46eum1259701965.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')

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.

FreeStatistics.org is powered by