Classical decomposition - King size sigarets - Vincent Bruyninckx

*Unverified author*

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

Title produced by software: Classical Decomposition

Date of computation: Mon, 01 Jun 2009 16:44:48 -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/Jun/02/t124389632332ym2dze3ggth0t.htm/, Retrieved Tue, 02 Jun 2009 00:45:27 +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/Jun/02/t124389632332ym2dze3ggth0t.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 «

2.98 2.98 2.98 3.03 3.07 3.08 3.08 3.08 3.08 3.08 3.08 3.08 3.08 3.08 3.12 3.15 3.15 3.15 3.15 3.16 3.19 3.2 3.2 3.2 3.21 3.21 3.21 3.21 3.21 3.28 3.3 3.3 3.3 3.3 3.3 3.3 3.3 3.45 3.49 3.5 3.54 3.64 3.67 3.67 3.68 3.68 3.68 3.68 3.7 3.83 3.87 3.87 3.87 3.87 3.87 3.87 3.87 3.87 3.87 3.88 3.88 3.88 3.88 3.88 3.88 3.89 3.89 3.91 3.95 3.99 3.99 3.99

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 'George Udny Yule' @ 72.249.76.132 Classical Decomposition by Moving Averages t Observations Fit Trend Seasonal Random 1 2.98 NA NA -0.038298611111111 NA 2 2.98 NA NA 0.00403472222222222 NA 3 2.98 NA NA 0.0138680555555555 NA 4 3.03 NA NA 0.0070347222222218 NA 5 3.07 NA NA -0.000131944444444739 NA 6 3.08 NA NA 0.0207013888888887 NA 7 3.08 3.08128472222222 3.05416666666667 0.0271180555555554 -0.00128472222222165 8 3.08 3.07661805555556 3.0625 0.0141180555555557 0.00338194444444495 9 3.08 3.07961805555556 3.0725 0.0071180555555556 0.000381944444444837 10 3.08 3.07786805555556 3.08333333333333 -0.00546527777777748 0.00213194444444431 11 3.08 3.07236805555556 3.09166666666667 -0.0192986111111108 0.00763194444444393 12 3.08 3.06711805555556 3.09791666666667 -0.0307986111111109 0.0128819444444441 13 3.08 3.06545138888889 3.10375 -0.038298611111111 0.0145486111111106 14 3.08 3.11403472222222 3.11 0.00403472222222222 -0.0340347222222226 15 3.12 3.13178472222222 3.11791666666667 0.0138680555555555 -0.0117847222222225 16 3.15 3.13453472222222 3.1275 0.0070347222222218 0.0154652777777775 17 3.15 3.13736805555556 3.1375 -0.000131944444444739 0.0126319444444443 18 3.15 3.16820138888889 3.1475 0.0207013888888887 -0.018201388888889 19 3.15 3.18503472222222 3.15791666666667 0.0271180555555554 -0.0350347222222220 20 3.16 3.18286805555556 3.16875 0.0141180555555557 -0.0228680555555552 21 3.19 3.18503472222222 3.17791666666667 0.0071180555555556 0.004965277777778 22 3.2 3.17870138888889 3.18416666666667 -0.00546527777777748 0.0212986111111109 23 3.2 3.16986805555556 3.18916666666667 -0.0192986111111108 0.0301319444444443 24 3.2 3.16628472222222 3.19708333333333 -0.0307986111111109 0.0337152777777781 25 3.21 3.17045138888889 3.20875 -0.038298611111111 0.0395486111111114 26 3.21 3.22486805555556 3.22083333333333 0.00403472222222222 -0.0148680555555556 27 3.21 3.24511805555556 3.23125 0.0138680555555555 -0.0351180555555555 28 3.21 3.24703472222222 3.24 0.0070347222222218 -0.0370347222222223 29 3.21 3.24820138888889 3.24833333333333 -0.000131944444444739 -0.038201388888889 30 3.28 3.27736805555556 3.25666666666667 0.0207013888888887 0.00263194444444448 31 3.3 3.29170138888889 3.26458333333333 0.0271180555555554 0.00829861111111097 32 3.3 3.29245138888889 3.27833333333333 0.0141180555555557 0.00754861111111094 33 3.3 3.30711805555556 3.3 0.0071180555555556 -0.00711805555555545 34 3.3 3.31828472222222 3.32375 -0.00546527777777748 -0.0182847222222224 35 3.3 3.33028472222222 3.34958333333333 -0.0192986111111108 -0.0302847222222224 36 3.3 3.34753472222222 3.37833333333333 -0.0307986111111109 -0.0475347222222218 37 3.3 3.37045138888889 3.40875 -0.038298611111111 -0.0704513888888889 38 3.45 3.44361805555556 3.43958333333333 0.00403472222222222 0.00638194444444506 39 3.49 3.48470138888889 3.47083333333333 0.0138680555555555 0.00529861111111174 40 3.5 3.50953472222222 3.5025 0.0070347222222218 -0.00953472222222196 41 3.54 3.53403472222222 3.53416666666667 -0.000131944444444739 0.00596527777777833 42 3.64 3.58653472222222 3.56583333333333 0.0207013888888887 0.0534652777777787 43 3.67 3.62545138888889 3.59833333333333 0.0271180555555554 0.0445486111111113 44 3.67 3.64495138888889 3.63083333333333 0.0141180555555557 0.0250486111111119 45 3.68 3.66961805555556 3.6625 0.0071180555555556 0.0103819444444451 46 3.68 3.68828472222222 3.69375 -0.00546527777777748 -0.0082847222222222 47 3.68 3.70361805555556 3.72291666666667 -0.0192986111111108 -0.0236180555555552 48 3.68 3.71545138888889 3.74625 -0.0307986111111109 -0.0354513888888888 49 3.7 3.72586805555556 3.76416666666667 -0.038298611111111 -0.0258680555555557 50 3.83 3.78486805555556 3.78083333333333 0.00403472222222222 0.0451319444444445 51 3.87 3.81095138888889 3.79708333333333 0.0138680555555555 0.0590486111111104 52 3.87 3.81995138888889 3.81291666666667 0.0070347222222218 0.0500486111111109 53 3.87 3.82861805555556 3.82875 -0.000131944444444739 0.0413819444444443 54 3.87 3.86570138888889 3.845 0.0207013888888887 0.00429861111111185 55 3.87 3.88795138888889 3.86083333333333 0.0271180555555554 -0.0179513888888883 56 3.87 3.88453472222222 3.87041666666667 0.0141180555555557 -0.0145347222222214 57 3.87 3.88003472222222 3.87291666666667 0.0071180555555556 -0.0100347222222212 58 3.87 3.86828472222222 3.87375 -0.00546527777777748 0.00171527777777891 59 3.87 3.85528472222222 3.87458333333333 -0.0192986111111108 0.0147152777777788 60 3.88 3.84503472222222 3.87583333333333 -0.0307986111111109 0.0349652777777791 61 3.88 3.83920138888889 3.8775 -0.038298611111111 0.0407986111111120 62 3.88 3.88403472222222 3.88 0.00403472222222222 -0.00403472222222145 63 3.88 3.89886805555555 3.885 0.0138680555555555 -0.0188680555555547 64 3.88 3.90036805555555 3.89333333333333 0.0070347222222218 -0.0203680555555548 65 3.88 3.90320138888889 3.90333333333333 -0.000131944444444739 -0.0232013888888885 66 3.89 3.93361805555555 3.91291666666667 0.0207013888888887 -0.0436180555555548 67 3.89 NA NA 0.0271180555555554 NA 68 3.91 NA NA 0.0141180555555557 NA 69 3.95 NA NA 0.0071180555555556 NA 70 3.99 NA NA -0.00546527777777748 NA 71 3.99 NA NA -0.0192986111111108 NA 72 3.99 NA NA -0.0307986111111109 NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t124389632332ym2dze3ggth0t/14qmi1243896285.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t124389632332ym2dze3ggth0t/14qmi1243896285.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t124389632332ym2dze3ggth0t/2spiu1243896285.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t124389632332ym2dze3ggth0t/2spiu1243896285.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t124389632332ym2dze3ggth0t/33eqd1243896285.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t124389632332ym2dze3ggth0t/33eqd1243896285.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t124389632332ym2dze3ggth0t/4k7k81243896285.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t124389632332ym2dze3ggth0t/4k7k81243896285.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')

Copyright

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.

Privacy Policy

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