Home » date » 2010 » Dec » 18 »

CD

*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: Sat, 18 Dec 2010 15:39:32 +0000

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/18/t1292686663gf2biqgweh6pyvw.htm/, Retrieved Sat, 18 Dec 2010 16:37:45 +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/2010/Dec/18/t1292686663gf2biqgweh6pyvw.htm/},
    year = {2010},
}
@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 = {2010},
    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 «

14.458 13.594 17.814 20.235 21.811 21.439 21.393 19.831 20.468 21.080 21.600 17.390 17.848 19.592 21.092 20.899 25.890 24.965 22.225 20.977 22.897 22.785 22.769 19.637 20.203 20.450 23.083 21.738 26.766 25.280 22.574 22.729 21.378 22.902 24.989 21.116 15.169 15.846 20.927 18.273 22.538 15.596 14.034 11.366 14.861 15.149 13.577 13.026 13.190 13.196 15.826 14.733 16.307 15.703 14.589 12.043 15.057 14.053 12.698 10.888 10.045 11.549 13.767 12.434 13.116 14.211 12.266 12.602 15.714 13.742 12.745 10.491 10.057 10.900 11.771 11.992 11.933 14.504 11.727 11.477 13.578 11.555 11.846 11.397 10.066 10.269 14.279 13.870 13.695 14.420 11.424 9.704 12.464 14.301 13.464 9.893 11.572 12.380 16.692 16.052 16.459 14.761 13.654 13.480 18.068 16.560 14.530 10.650 11.651 13.735 13.360 17.818 20.613 16.231 13.862 12.004 17.734 15.034 12.609 12.320 10.833 11.350 13.648 14.890 16.325 18.045 15.616 11.926 16 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	'RServer@AstonUniversity' @ vre.aston.ac.uk

Classical Decomposition by Moving Averages
t	Observations	Fit	Trend	Seasonal	Random
1	14.458	NA	NA	0.825300357628502	NA
2	13.594	NA	NA	0.884113445668506	NA
3	17.814	NA	NA	1.05288526926215	NA
4	20.235	NA	NA	1.04810317587357	NA
5	21.811	NA	NA	1.16912238239348	NA
6	21.439	NA	NA	1.12365575859469	NA
7	21.393	19.0226469633812	19.4006666666667	0.980515117867834	1.12460689835551
8	19.831	17.937355880841	19.7918333333333	0.906300875656173	1.10556985833021
9	20.468	22.0678686814655	20.1783333333333	1.09364179473687	0.927502347210848
10	21.08	21.4226559986091	20.3425833333333	1.05309417430312	0.984004971249536
11	21.6	20.62480372498	20.5402083333333	1.00411852646642	1.04728269359668
12	17.39	17.9193448239013	20.8570833333333	0.859149121548695	0.970459588277178
13	17.848	17.3632191240268	21.0386666666667	0.825300357628502	1.02791998836796
14	19.592	18.673433762085	21.1210833333333	0.884113445668506	1.04919107270887
15	21.092	22.3949135474254	21.2700416666667	1.05288526926215	0.941821005708897
16	20.899	22.4737339938407	21.4422916666667	1.04810317587357	0.92993002434432
17	25.89	25.2086655226008	21.5620416666667	1.16912238239348	1.02702778839238
18	24.965	24.3882459554485	21.704375	1.12365575859469	1.02364885304196
19	22.225	21.4694815852238	21.896125	0.980515117867834	1.03519034270935
20	20.977	19.9658082907055	22.03	0.906300875656173	1.05064616941981
21	22.897	24.2227531327702	22.1487083333333	1.09364179473687	0.945268272128134
22	22.785	23.4488530688922	22.266625	1.05309417430312	0.971689316021479
23	22.769	22.4300833207508	22.3380833333333	1.00411852646642	1.01510991619615
24	19.637	19.2343799480717	22.3877083333333	0.859149121548695	1.0209323125058
25	20.203	18.499417003877	22.415375	0.825300357628502	1.09208846936993
26	20.45	19.8951311917579	22.5029166666667	0.884113445668506	1.02788967827827
27	23.083	23.7032112349227	22.512625	1.05288526926215	0.97383429490731
28	21.738	23.5343270658934	22.4542083333333	1.04810317587357	0.923672044632342
29	26.766	26.3655608334117	22.5515833333333	1.16912238239348	1.01518796315839
30	25.28	25.5133999217213	22.7057083333333	1.12365575859469	0.99085186911829
31	22.574	22.1180514808968	22.5575833333333	0.980515117867834	1.02061431674924
32	22.729	20.0800022010382	22.156	0.906300875656173	1.13192218668307
33	21.378	23.9226851653392	21.8743333333333	1.09364179473687	0.89362878172948
34	22.902	22.7890895686913	21.640125	1.05309417430312	1.00495458280456
35	24.989	21.4073886015448	21.3195833333333	1.00411852646642	1.16730725382342
36	21.116	17.8186811851598	20.7399166666667	0.859149121548695	1.18504842084421
37	15.169	16.4899825706261	19.9805833333333	0.825300357628502	0.91989181522974
38	15.846	16.9319144644192	19.1512916666667	0.884113445668506	0.935865819148735
39	20.927	19.3797133575759	18.4062916666667	1.05288526926215	1.07984053292611
40	18.273	18.6685080719003	17.8117083333333	1.04810317587357	0.978814157490407
41	22.538	19.8904739453906	17.0131666666667	1.16912238239348	1.1331052272499
42	15.596	18.2038787550931	16.2005833333333	1.12365575859469	0.856740489750656
43	14.034	15.4735499298689	15.7810416666667	0.980515117867834	0.906967054335084
44	11.366	14.1275690998744	15.5881666666667	0.906300875656173	0.804526236583835
45	14.861	16.6946698386989	15.2652083333333	1.09364179473687	0.890164354466694
46	15.149	15.6965441836837	14.9051666666667	1.05309417430312	0.965116895969186
47	13.577	14.5577522349821	14.4980416666667	1.00411852646642	0.932630242694652
48	13.026	12.2367535445779	14.242875	0.859149121548695	1.06449802658417
49	13.19	11.7774143660226	14.2704583333333	0.825300357628502	1.11994021693358
50	13.196	12.6620885785632	14.3217916666667	0.884113445668506	1.042166141717
51	15.826	15.1175021769441	14.3581666666667	1.05288526926215	1.04686606390151
52	14.733	15.0095362139601	14.3206666666667	1.04810317587357	0.981575965438368
53	16.307	16.6464029014117	14.238375	1.16912238239348	0.979611036485068
54	15.703	15.8577791691273	14.1126666666667	1.12365575859469	0.990239543161971
55	14.589	13.6218471297755	13.8925416666667	0.980515117867834	1.07100012656217
56	12.043	12.4098646027505	13.692875	0.906300875656173	0.970437662738947
57	15.057	14.806223869637	13.5384583333333	1.09364179473687	1.01693721049816
58	14.053	14.066047249395	13.356875	1.05309417430312	0.999072429577148
59	12.698	13.182193530267	13.128125	1.00411852646642	0.963269122915297
60	10.888	11.1113755889893	12.933	0.859149121548695	0.97989667551058
61	10.045	10.5424211558614	12.7740416666667	0.825300357628502	0.952817180369917
62	11.549	11.2287196547731	12.7005416666667	0.884113445668506	1.02852331833672
63	13.767	13.4255594194594	12.7512083333333	1.05288526926215	1.02543213060051
64	12.434	13.379692104511	12.765625	1.04810317587357	0.9293188440269
65	13.116	14.9117175665354	12.754625	1.16912238239348	0.879576745031348
66	14.211	14.3154211834862	12.7400416666667	1.12365575859469	0.992705685557706
67	12.266	12.4760743597503	12.724	0.980515117867834	0.983161822084995
68	12.602	11.5077176061078	12.6974583333333	0.906300875656173	1.09509117544833
69	15.714	13.7659426808017	12.58725	1.09364179473687	1.1415128164027
70	13.742	13.1485828289573	12.4856666666667	1.05309417430312	1.04513164488996
71	12.745	12.4691020233881	12.4179583333333	1.00411852646642	1.02212653133276
72	10.491	10.6370178802542	12.380875	0.859149121548695	0.986272667593681
73	10.057	10.2094812365881	12.370625	0.825300357628502	0.985064741973213
74	10.9	10.8757373615899	12.3012916666667	0.884113445668506	1.00223089594787
75	11.771	12.8087880027695	12.1654166666667	1.05288526926215	0.918978438666863
76	11.992	12.5618222596043	11.9852916666667	1.04810317587357	0.954638566934931
77	11.933	13.8619430940113	11.8567083333333	1.16912238239348	0.860846125183948
78	14.504	13.3231863296572	11.857	1.12365575859469	1.08862847378441
79	11.727	11.6633498914276	11.895125	0.980515117867834	1.00545727506805
80	11.477	10.7570739058455	11.8692083333333	0.906300875656173	1.0669258295012
81	13.578	13.0661942058025	11.9474166666667	1.09364179473687	1.03917022708649
82	11.555	12.7742078499926	12.1301666666667	1.05309417430312	0.904557068093012
83	11.846	12.3324163889729	12.2818333333333	1.00411852646642	0.960557900931094
84	11.397	10.6119951620891	12.35175	0.859149121548695	1.07397335052652
85	10.066	10.1805957240711	12.335625	0.825300357628502	0.988743711352752
86	10.269	10.8296161101742	12.249125	0.884113445668506	0.948233057896896
87	14.279	12.7702699500024	12.1288333333333	1.05288526926215	1.11814394338605
88	13.87	12.7835397522673	12.1968333333333	1.04810317587357	1.08498899903996
89	13.695	14.4721762641881	12.3786666666667	1.16912238239348	0.946298590481431
90	14.42	13.9146974485774	12.3834166666667	1.12365575859469	1.03631430387114
91	11.424	12.1422089621163	12.3835	0.980515117867834	0.940850222199508
92	9.704	11.3597639881569	12.5342083333333	0.906300875656173	0.854243099602851
93	12.464	13.9140855755804	12.7227083333333	1.09364179473687	0.895782905193184
94	14.301	13.5998336826462	12.9141666666667	1.05309417430312	1.05155697736572
95	13.464	13.1742860968711	13.12025	1.00411852646642	1.02199086166785
96	9.893	11.3834036795996	13.249625	0.859149121548695	0.869072228171034
97	11.572	11.0233305517545	13.35675	0.825300357628502	1.0497734732411
98	12.38	12.0301316552114	13.607	0.884113445668506	1.02908266965117
99	16.692	14.7381125182533	13.9978333333333	1.05288526926215	1.13257379324027
100	16.052	15.0145583750111	14.3254583333333	1.04810317587357	1.0690957135786
101	16.459	16.9101861389393	14.464	1.16912238239348	0.973318676965931
102	14.761	16.3379079109768	14.5399583333333	1.12365575859469	0.903481650186232
103	13.654	14.2908035689408	14.5747916666667	0.980515117867834	0.95543962480005
104	13.48	13.2632979273267	14.6345416666667	0.906300875656173	1.01633847583464
105	18.068	15.9148576706434	14.5521666666667	1.09364179473687	1.13529133429376
106	16.56	15.2560875452814	14.4869166666667	1.05309417430312	1.08546833851395
107	14.53	14.7942639862369	14.7335833333333	1.00411852646642	0.9821374022741
108	10.65	12.8596724555807	14.9679166666667	0.859149121548695	0.828170393669568
109	11.651	12.4107292279578	15.0378333333333	0.825300357628502	0.938784481233677
110	13.735	13.2484399833426	14.985	0.884113445668506	1.03672583468463
111	13.36	15.6980806625031	14.9095833333333	1.05288526926215	0.85105945670875
112	17.818	15.5455536464881	14.8320833333333	1.04810317587357	1.14617982769789
113	20.613	17.172605400354	14.6884583333333	1.16912238239348	1.20034202844812
114	16.231	16.4930192246528	14.678	1.12365575859469	0.98411332569957
115	13.862	14.4268091867484	14.7135	0.980515117867834	0.960850027234909
116	12.004	13.2139045296035	14.5800416666667	0.906300875656173	0.908437015955965
117	17.734	15.8497859838566	14.4926666666667	1.09364179473687	1.11887946108942
118	15.034	15.1463024776103	14.3826666666667	1.05309417430312	0.992585485614305
119	12.609	14.1399970897002	14.082	1.00411852646642	0.89172578466686
120	12.32	12.0099739743691	13.9789166666667	0.859149121548695	1.02581404641613
121	10.833	11.6594995774265	14.1275833333333	0.825300357628502	0.929113632027003
122	11.35	12.5521269687581	14.1974166666667	0.884113445668506	0.9042292217287
123	13.648	14.9062670697984	14.1575416666667	1.05288526926215	0.9155880500526
124	14.89	14.8023174818967	14.1229583333333	1.04810317587357	1.00592356691515
125	16.325	16.5095181558065	14.1212916666667	1.16912238239348	0.988823528702344
126	18.045	15.8649424745883	14.1190416666667	1.12365575859469	1.13741351592693
127	15.616	NA	NA	0.980515117867834	NA
128	11.926	NA	NA	0.906300875656173	NA
129	16.855	NA	NA	1.09364179473687	NA
130	15.083	NA	NA	1.05309417430312	NA
131	12.52	NA	NA	1.00411852646642	NA
132	12.355	NA	NA	0.859149121548695	NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Dec/18/t1292686663gf2biqgweh6pyvw/18wp91292686767.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/18/t1292686663gf2biqgweh6pyvw/18wp91292686767.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/18/t1292686663gf2biqgweh6pyvw/215oc1292686767.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/18/t1292686663gf2biqgweh6pyvw/215oc1292686767.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/18/t1292686663gf2biqgweh6pyvw/315oc1292686767.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/18/t1292686663gf2biqgweh6pyvw/315oc1292686767.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/18/t1292686663gf2biqgweh6pyvw/4cwnf1292686767.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/18/t1292686663gf2biqgweh6pyvw/4cwnf1292686767.ps (open in new window)

Parameters (Session):

par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ;

Parameters (R input):

par1 = multiplicative ; par2 = 12 ; par3 = No Linear Trend ;

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