Home » date » 2009 » Jun » 04 »

Jeroen De Laet

*Unverified author*
R Software Module: rwasp_decompose.wasp (opens new window with default values)
Title produced by software: Classical Decomposition
Date of computation: Thu, 04 Jun 2009 04:24:07 -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/04/t12441110726eurgpo93ac3yvv.htm/, Retrieved Thu, 04 Jun 2009 12:24:37 +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/04/t12441110726eurgpo93ac3yvv.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 «
15136 16733 20016 17708 18019 19227 22893 23739 21133 22591 26786 29740 15028 17977 20008 21354 19498 22125 25817 28779 20960 22254 27392 29945 16933 17892 20533 23569 22417 22084 26580 27454 24081 23451 28991 31386 16896 20045 23471 21747 25621 23859 25500 30998 24475 23145 29701 34365 17556 22077 25702 22214 26886 23191 27831 35406 23195 25110 30009 36242 18450 21845 26488 22394 28057 25451 24872 33424 24052 28449 33533 37351 19969 21701 26249 24493 24603 26485 30723 34569 26689 26157 32064 38870 21337 19419 23166 28286 24570 24001 33151 24878 26804 28967 33311 40226 20504 23060 23562 27562 23940 24584 34303 25517 23494 29095 32903 34379 16991 21109 23740 25552 21752 20294 29009 25500 24166 26960 31222 38641 14672 17543 25453 32683 22449 22316 27595 25451 25421 25288 32568 35110 16052 22146 21198 19543 22084 23816 29961 26773 26635 26972 30207 38687 16974 21697 24 etc...
 
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'George Udny Yule' @ 72.249.76.132


Classical Decomposition by Moving Averages
tObservationsFitTrendSeasonalRandom
115136NANA0.68655096270282NA
216733NANA0.797909563573127NA
320016NANA0.92228891239898NA
417708NANA0.957210139256826NA
518019NANA0.932261724234506NA
619227NANA0.916128250591831NA
72289323631.332866424121138.91666666671.117906524684290.96875619032589
82373923659.493225377421186.251.116738130880991.00336045974718
92113320103.695586461321237.750.9466019510758571.05119976121365
102259121602.672843140721389.33333333331.009974107490061.04575022563345
112678626033.248857561721602.8751.205082603938671.02891499046304
122974030310.845045795221785.251.391347129172040.981166970273092
131502815123.230181257322027.83333333330.686550962702820.993703052845464
141797717840.991871640622359.66666666670.7979095635731271.00762335016674
152000820809.105157297322562.45833333330.922288912398980.961502181317184
162135421576.673167767122541.20833333330.9572101392568260.98967991191062
171949821024.754847321722552.41666666670.9322617242345060.927382989318605
182212520691.863527919322586.20833333330.9161282505918311.06926087010708
192581725347.552279007122674.1251.117906524684291.01852043604943
202877925405.745946787122749.95833333331.116738130880991.13277524148585
212096021552.509314330922768.29166666670.9466019510758570.972508569387933
222225423110.690432386822882.45833333331.009974107490060.96293098923664
232739227833.039726544123096.3751.205082603938670.98415409416732
242994532301.920760437423216.29166666671.391347129172040.92703465599098
251693315959.821135600823246.3750.686550962702821.06097680269288
261789218529.820548626923222.95833333330.7979095635731270.965578698026075
272053321487.29493754823297.79166666670.922288912398980.955587944395904
282356922473.100463181123477.70833333330.9572101392568261.04876494627941
292241721995.977342781523594.20833333330.9322617242345061.01914089338507
302208421731.363716257523720.8750.9161282505918311.01622706648082
312658026583.118465414423779.3751.117906524684290.999882690008003
322745426653.793869557623867.54166666671.116738130880991.03002222251581
332408122793.859447923024079.66666666670.9466019510758571.05646874128612
342345124366.803646323124126.16666666671.009974107490060.96241593031176
352899129143.416423001924183.751.205082603938670.994770125067369
363138633936.637691620424391.20833333331.391347129172040.924841178587051
371689616765.688934363324420.16666666670.686550962702821.00777248499282
382004519567.003242576524522.83333333330.7979095635731271.02442871560339
392347122768.469522984224686.91666666670.922288912398981.03085541065053
402174723634.076710832324690.58333333330.9572101392568260.92015441373399
412562123033.778863047024707.41666666670.9322617242345061.11232291289831
422385922775.978953994824861.1250.9161282505918311.04755102066931
432550027961.916425296925012.751.117906524684290.911954660479936
443099828057.952476874125124.91666666671.116738130880991.10478482082929
452447523951.435308844825302.54166666670.9466019510758571.02185942864818
462314525668.449859605425414.95833333331.009974107490060.901690601754002
472970130714.090961910525487.1251.205082603938670.967015433952877
483436535496.0479594371255121.391347129172040.968135946831896
491755617562.860420931625581.29166666670.686550962702820.999609379066553
502207720635.603625591825862.08333333330.7979095635731271.06984997388788
512570223972.517698121125992.41666666670.922288912398981.07214437480693
522221424907.525149846126020.95833333330.9572101392568260.89185898102515
532688624346.636436200326115.66666666670.9322617242345061.10430038541275
542319124008.705859187026206.70833333330.9161282505918310.965941277135763
552783129425.721860493926322.16666666671.117906524684290.945805174532185
563540629425.770564181526349.751.116738130880991.20323102237119
572319524964.575488731726372.83333333330.9466019510758570.929116539973593
582511026676.530265643926413.08333333331.009974107490060.941276835853672
593000931897.783349629226469.3751.205082603938670.940786376002169
603624237026.993583902726612.33333333331.391347129172040.978799424205913
611845018250.727272979626583.20833333330.686550962702821.01091861842215
622184521046.726528222926377.33333333330.7979095635731271.03792862850699
632648824284.289779216626330.45833333330.922288912398981.09074633192153
642239425371.133927292826505.29166666670.9572101392568260.882656646887581
652805724976.456919397726791.250.9322617242345061.12333787336385
662545124721.071918043126984.29166666670.9161282505918311.02952655468893
672487230288.326482603427093.79166666671.117906524684290.821174455257065
683342430320.650053060827151.08333333331.116738130880991.10235103605986
692405225686.162267687327135.1250.9466019510758570.936379664246573
702844927484.046646836727212.6251.009974107490061.03510958068012
713353332725.424039659327156.16666666671.205082603938671.02467732608635
723735137643.360362125927055.33333333331.391347129172040.99223341488875
731996918771.819453671127342.20833333330.686550962702821.06377541342136
742170122049.200156157127633.70833333330.7979095635731270.984208036858885
752624925631.600165412827791.29166666670.922288912398981.02408744793937
762449326615.866062128927805.66666666670.9572101392568260.920240579165318
772460325776.065569121327648.95833333330.9322617242345060.954490123173545
782648525331.900429125227651.04166666670.9161282505918311.04551966300756
793072331045.754732515627771.33333333331.117906524684290.989603901232347
803456930970.777768255327733.251.116738130880991.11618120341275
812668926040.743581861127509.70833333330.9466019510758571.02489392885810
822615727813.971521950127539.29166666671.009974107490060.9404266477859
833206433375.917586910327695.95833333331.205082603938670.960692688568213
843887038388.774586579827591.08333333331.391347129172041.01253557631372
852133718941.082872267427588.750.686550962702821.1264931442352
861941921771.860090351827286.1250.7979095635731270.891931140445163
872316624797.697273785426887.1250.922288912398980.934199645403756
882828625853.2886511876270090.9572101392568261.09409678519567
892457025337.047985483927178.04166666670.9322617242345060.969726229120166
902400124997.93350977427286.50.9161282505918310.960119363091185
913315130528.117432148227308.29166666671.117906524684291.08591694439336
922487830626.868954699427425.29166666671.116738130880990.812293285245624
932680426120.060937011727593.50.9466019510758571.02618443596428
942896727854.917555557927579.83333333331.009974107490061.03992409750357
953331133167.990625955727523.41666666671.205082603938671.00431166830867
964022638291.902042711227521.45833333331.391347129172041.05050932061644
972050418944.515627080927593.750.686550962702821.08231851389696
982306022076.861021027627668.3750.7979095635731271.04453255279525
992356225415.592416388027557.08333333330.922288912398980.927068691297047
1002756226251.009464048827424.50.9572101392568261.04994057610419
1012394025555.935269486527412.83333333330.9322617242345060.93676868983872
1022458424874.905120121627152.20833333330.9161282505918310.988305277197368
1033430329917.647310793526762.20833333331.117906524684291.14658080041021
1042551729632.134464617226534.54166666671.116738130880990.861125951978554
1052349425047.718693434626460.66666666670.9466019510758570.937969652547965
1062909526647.493510053626384.33333333331.009974107490061.09184753113921
1073290331584.512084380326209.41666666671.205082603938671.04174476123289
1083437936090.848857158125939.51.391347129172040.952568340414122
1091699117534.626012590525540.16666666670.686550962702820.968996999867569
1102110920202.172501412625318.8750.7979095635731271.04488762278037
1112374023376.488488483325346.16666666670.922288912398981.01555030438793
1122555224203.257789887825285.20833333330.9572101392568261.05572564742403
1132175223424.202304308725126.20833333330.9322617242345060.928612198503718
1142029423117.351243371625233.750.9161282505918310.877868739647188
1152900928299.477616313025314.70833333331.117906524684291.02507192511843
1162550027996.066572121125069.51.116738130880990.910842240437923
1172416623657.752053523624992.29166666670.9466019510758571.02148335756189
1182696025613.74292878325360.79166666671.009974107490061.05255995092010
1193122230954.906635597525686.95833333331.205082603938671.00862846616036
1203864135897.103769420925800.251.391347129172041.07643781649361
1211467217730.579099861925825.58333333330.686550962702820.827496942844595
1221754320557.840689375325764.6250.7979095635731270.853348377637083
1232545323808.772987465625814.8750.922288912398981.06905971229177
1243268324693.628567478025797.50.9572101392568261.32353979127410
1252244924037.358609185525783.91666666670.9322617242345060.933921250042069
1262231623537.968626424625692.8750.9161282505918310.94808521305221
1272759528622.04022812325603.251.117906524684290.964117155173521
1282545128870.519059356325852.54166666671.116738130880990.881556716998195
1292542124485.792110227225867.04166666670.9466019510758571.03819389977514
1302528825393.021504041925142.251.009974107490060.995864158819177
1313256829620.378075285824579.54166666671.205082603938671.09951331199157
1323511034264.473858931624626.83333333331.391347129172041.02467646649266
1331605217018.168050897324787.91666666670.686550962702820.943227258773818
1342214619901.127872322824941.58333333330.7979095635731271.11280125137024
1352119823100.800961085325047.250.922288912398980.917630520071979
1361954324091.0647848158251680.9572101392568260.811213625240742
1372208423436.865526062925139.79166666670.9322617242345060.942276174919446
1382381623077.690524523125190.45833333330.9161282505918311.03199234666451
1392996128370.138624560825377.91666666671.117906524684291.05607520627559
1402677328362.496271316425397.6251.116738130880990.94395781471027
1412663524141.307883531525503.1250.9466019510758571.10329565110968
1422697226060.277731057025802.91666666671.009974107490061.03498513248216
1433020731453.308715876526100.54166666671.205082603938670.960375910619304
1443868736496.484518108826231.04166666671.391347129172041.06001990358289
1451697418025.738801243926255.50.686550962702820.941653498209388
1462169720886.313459712926176.29166666670.7979095635731271.03881424751433
1472417923997.457927460626019.45833333330.922288912398981.00756505431068
1482375724794.374934634725902.750.9572101392568260.958160875707915
1492501324124.602768878425877.50.9322617242345061.03682536204358
1502401923679.205065057525847.04166666670.9161282505918311.01434992999169
1513034528850.093159158625807.251.117906524684291.05181636095920
1522448828738.883552178725734.66666666671.116738130880990.852085988501927
1532515624279.196234404925648.79166666670.9466019510758571.03611337694749
1542565026040.1624134162257831.009974107490060.985016897851022
1553092331234.887493912625919.29166666671.205082603938670.99001477133627
1563724036117.168507018325958.41666666671.391347129172041.03108858029011
1571746617813.966435540225947.04166666670.686550962702820.980466650321853
1581946320894.791248825926186.91666666670.7979095635731270.931476163998226
1592435224317.684323586426366.66666666670.922288912398981.00141114079601
1602680525254.952546640526383.91666666670.9572101392568261.06137597964189
1612523624782.391103802926583.08333333330.9322617242345061.01830367757079
1622473524425.735073258526661.91666666670.9161282505918311.01266143785700
1632935629625.920287289526501.251.117906524684290.990889049701343
1643123429572.016728571426480.70833333331.116738130880991.05620121504337
1652272425166.635563538526586.29166666670.9466019510758570.902941513283668
1662849626798.063816578526533.41666666671.009974107490061.06336040525327
1673285731877.598216013226452.6251.205082603938671.03072382609725
1683719836883.452938409826509.16666666671.391347129172041.00852813488248
16913652NA26639.0833333333NANA
17022784NA26323.5NANA
17123565NANANANA
17226323NANANANA
17323779NANANANA
17427549NANANANA
17529660NANANANA
17623356NANANANA
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/04/t12441110726eurgpo93ac3yvv/1st6g1244111045.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/04/t12441110726eurgpo93ac3yvv/1st6g1244111045.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/04/t12441110726eurgpo93ac3yvv/2pzbr1244111045.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/04/t12441110726eurgpo93ac3yvv/2pzbr1244111045.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/04/t12441110726eurgpo93ac3yvv/3htcc1244111045.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/04/t12441110726eurgpo93ac3yvv/3htcc1244111045.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/04/t12441110726eurgpo93ac3yvv/4lk9h1244111045.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/04/t12441110726eurgpo93ac3yvv/4lk9h1244111045.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


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.

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