Ken Soltvedt Sigaretten O9

*Unverified author*

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

Title produced by software: Classical Decomposition

Date of computation: Fri, 05 Jun 2009 15:58:09 -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/05/t1244239131ysrv72l8voirich.htm/, Retrieved Fri, 05 Jun 2009 23:58:56 +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/05/t1244239131ysrv72l8voirich.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 «

3.42 3.42 3.43 3.47 3.51 3.52 3.52 3.52 3.52 3.52 3.52 3.52 3.52 3.52 3.58 3.6 3.61 3.61 3.61 3.63 3.68 3.69 3.69 3.69 3.69 3.69 3.69 3.69 3.69 3.78 3.79 3.79 3.8 3.8 3.8 3.8 3.81 3.95 3.99 4 4.06 4.16 4.19 4.2 4.2 4.2 4.2 4.2 4.23 4.38 4.43 4.44 4.44 4.44 4.44 4.44 4.45 4.45 4.45 4.45 4.45 4.45 4.45 4.45 4.46 4.46 4.46 4.48 4.58 4.67 4.68 4.68

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 2 seconds R Server 'George Udny Yule' @ 72.249.76.132 Classical Decomposition by Moving Averages t Observations Fit Trend Seasonal Random 1 3.42 NA NA 0.989694259333962 NA 2 3.42 NA NA 0.9997938720852 NA 3 3.43 NA NA 1.00325296587264 NA 4 3.47 NA NA 1.00075703241194 NA 5 3.51 NA NA 1.00000958178297 NA 6 3.52 NA NA 1.00500957163150 NA 7 3.52 3.51910567592285 3.495 1.00689718910525 1.00025413390773 8 3.52 3.51766826638936 3.50333333333333 1.00409179820819 1.00066286341805 9 3.52 3.52575450960129 3.51375 1.00341643816472 0.998367864357652 10 3.52 3.52438869190413 3.52541666666667 0.999708410420744 0.998754765070545 11 3.52 3.51965339361635 3.535 0.995658668632631 1.00009847741947 12 3.52 3.51354663983927 3.54291666666667 0.991710212350258 1.00183670826724 13 3.52 3.51382699324362 3.55041666666667 0.989694259333962 1.00175677595062 14 3.52 3.5580164422832 3.55875 0.9997938720852 0.989315270769573 15 3.58 3.58161308816531 3.57 1.00325296587264 0.999549619647459 16 3.6 3.58646301490628 3.58375 1.00075703241194 1.00377446666464 17 3.61 3.59795114112332 3.59791666666667 1.00000958178297 1.00334881114392 18 3.61 3.6301783235306 3.61208333333333 1.00500957163150 0.994441506247831 19 3.61 3.65126093199291 3.62625 1.00689718910525 0.98869953893698 20 3.63 3.6553125170604 3.64041666666667 1.00409179820819 0.993075142838742 21 3.68 3.66456045021408 3.65208333333333 1.00341643816472 1.00421320646655 22 3.69 3.65934932731093 3.66041666666667 0.999708410420744 1.00837598981336 23 3.69 3.65157816721018 3.6675 0.995658668632631 1.01052198009475 24 3.69 3.64742751850655 3.67791666666667 0.991710212350258 1.01167191980579 25 3.69 3.65444605259066 3.6925 0.989694259333962 1.00972895670033 26 3.69 3.70590261919580 3.70666666666667 0.9997938720852 0.995708840509345 27 3.69 3.73042894476975 3.71833333333333 1.00325296587264 0.989162387122683 28 3.69 3.73073882041234 3.72791666666667 1.00075703241194 0.98908022716856 29 3.69 3.73711914125479 3.73708333333333 1.00000958178297 0.987391587082512 30 3.78 3.7650171077245 3.74625 1.00500957163150 1.00397950177830 31 3.79 3.78173802608113 3.75583333333333 1.00689718910525 1.00218470286992 32 3.79 3.78709956557523 3.77166666666667 1.00409179820819 1.00076587223931 33 3.8 3.80796538283512 3.795 1.00341643816472 0.997908231290383 34 3.8 3.81930267297825 3.82041666666667 0.999708410420744 0.99494602166128 35 3.8 3.83204130089984 3.84875 0.995658668632631 0.99163858153295 36 3.8 3.847835623919 3.88 0.991710212350258 0.987568173748992 37 3.81 3.87217878964412 3.9125 0.989694259333962 0.983942169764883 38 3.95 3.94543656771621 3.94625 0.9997938720852 1.00115663557263 39 3.99 3.99294680417309 3.98 1.00325296587264 0.999261997637932 40 4 4.01637155674657 4.01333333333333 1.00075703241194 0.995923794271704 41 4.06 4.04670544094843 4.04666666666667 1.00000958178297 1.00328527965417 42 4.16 4.10043905225651 4.08 1.00500957163150 1.01452550494824 43 4.19 4.14254285217718 4.11416666666667 1.00689718910525 1.01145604270524 44 4.2 4.16656259098141 4.14958333333333 1.00409179820819 1.00802517861869 45 4.2 4.2001339740845 4.18583333333333 1.00341643816472 0.999968102425941 46 4.2 4.22126876300159 4.2225 0.999708410420744 0.994961523609203 47 4.2 4.23818706614623 4.25666666666667 0.995658668632631 0.99098976388955 48 4.2 4.2486518347439 4.28416666666667 0.991710212350258 0.988548876999983 49 4.23 4.26187090425687 4.30625 0.989694259333962 0.992521851324722 50 4.38 4.32577481988863 4.32666666666667 0.9997938720852 1.01253536819856 51 4.43 4.36122424706217 4.34708333333333 1.00325296587264 1.01576982724155 52 4.44 4.37122332115597 4.36791666666667 1.00075703241194 1.01573396593836 53 4.44 4.38879205205003 4.38875 1.00000958178297 1.01166789115152 54 4.44 4.43167345690672 4.40958333333333 1.00500957163150 1.00187887107980 55 4.44 4.45971546674533 4.42916666666667 1.00689718910525 0.995579209729333 56 4.44 4.45942269879213 4.44125 1.00409179820819 0.99564457103441 57 4.45 4.46018606764219 4.445 1.00341643816472 0.997716223608678 58 4.45 4.44495351983324 4.44625 0.999708410420744 1.00113532799483 59 4.45 4.42819192874363 4.4475 0.995658668632631 1.00492482521248 60 4.45 4.41228401978169 4.44916666666667 0.991710212350258 1.0085479493272 61 4.45 4.40496419925224 4.45083333333333 0.989694259333962 1.01022387440865 62 4.45 4.45241537701942 4.45333333333333 0.9997938720852 0.999457513099095 63 4.45 4.47492624986107 4.46041666666667 1.00325296587264 0.994429796499585 64 4.45 4.47838772004342 4.475 1.00075703241194 0.993661174105947 65 4.46 4.49379305813724 4.49375 1.00000958178297 0.992480059117086 66 4.46 4.53552444597531 4.51291666666667 1.00500957163150 0.98334824409505 67 4.46 NA NA 1.00689718910525 NA 68 4.48 NA NA 1.00409179820819 NA 69 4.58 NA NA 1.00341643816472 NA 70 4.67 NA NA 0.999708410420744 NA 71 4.68 NA NA 0.995658668632631 NA 72 4.68 NA NA 0.991710212350258 NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/05/t1244239131ysrv72l8voirich/130oq1244239087.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/05/t1244239131ysrv72l8voirich/130oq1244239087.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/05/t1244239131ysrv72l8voirich/2llt21244239087.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/05/t1244239131ysrv72l8voirich/2llt21244239087.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/05/t1244239131ysrv72l8voirich/3jbc71244239087.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/05/t1244239131ysrv72l8voirich/3jbc71244239087.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/05/t1244239131ysrv72l8voirich/4u6db1244239087.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/05/t1244239131ysrv72l8voirich/4u6db1244239087.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

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