| statistiek classical Decomposition | | *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: Sun, 19 Dec 2010 09:09:14 +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/19/t12927496504h8ycnvj5h9z7c3.htm/, Retrieved Sun, 19 Dec 2010 10:07:30 +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/19/t12927496504h8ycnvj5h9z7c3.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 « | | 6.5
6.3
5.9
5.5
5.2
4.9
5.4
5.8
5.7
5.6
5.5
5.4
5.4
5.4
5.5
5.8
5.7
5.4
5.6
5.8
6.2
6.8
6.7
6.7
6.4
6.3
6.3
6.4
6.3
6
6.3
6.3
6.6
7.5
7.8
7.9
7.8
7.6
7.5
7.6
7.5
7.3
7.6
7.5
7.6
7.9
7.9
8.1
8.2
8
7.5
6.8
6.5
6.6
7.6
8
8.1
7.7
7.5
7.6
7.8
7.8
7.8
7.5
7.5
7.1
7.5
7.5
7.6
7.7
7.7
7.9
8.1
8.2
8.2
8.2
7.9
7.3
6.9
6.6
6.7
6.9
7
7.1
7.2
7.1
6.9
7
6.8
6.4
6.7
6.6
6.4
6.3
6.2
6.5
6.8
6.8
6.4
6.1
5.8
6.1
7.2
7.3
6.9
6.1
5.8
6.2
7.1
7.7
8
7.8
7.4
7.4
7.7
7.8
7.8
8
8.1
8.4 | | | | Output produced by software: |
| Classical Decomposition by Moving Averages | | t | Observations | Fit | Trend | Seasonal | Random | | 1 | 6.5 | NA | NA | 0.245717592592593 | NA | | 2 | 6.3 | NA | NA | 0.236921296296296 | NA | | 3 | 5.9 | NA | NA | 0.129050925925926 | NA | | 4 | 5.5 | NA | NA | 0.00821759259259251 | NA | | 5 | 5.2 | NA | NA | -0.214930555555556 | NA | | 6 | 4.9 | NA | NA | -0.440856481481482 | NA | | 7 | 5.4 | 5.50775462962963 | 5.59583333333333 | -0.0880787037037038 | -0.107754629629628 | | 8 | 5.8 | 5.4818287037037 | 5.5125 | -0.0306712962962963 | 0.318171296296296 | | 9 | 5.7 | 5.45590277777778 | 5.45833333333333 | -0.00243055555555562 | 0.244097222222222 | | 10 | 5.6 | 5.50914351851852 | 5.45416666666667 | 0.0549768518518522 | 0.09085648148148 | | 11 | 5.5 | 5.47719907407407 | 5.4875 | -0.0103009259259258 | 0.0228009259259254 | | 12 | 5.4 | 5.64155092592593 | 5.52916666666667 | 0.112384259259260 | -0.241550925925926 | | 13 | 5.4 | 5.80405092592593 | 5.55833333333333 | 0.245717592592593 | -0.404050925925926 | | 14 | 5.4 | 5.80358796296296 | 5.56666666666667 | 0.236921296296296 | -0.403587962962963 | | 15 | 5.5 | 5.71655092592593 | 5.5875 | 0.129050925925926 | -0.216550925925926 | | 16 | 5.8 | 5.66655092592593 | 5.65833333333333 | 0.00821759259259251 | 0.133449074074074 | | 17 | 5.7 | 5.54340277777778 | 5.75833333333333 | -0.214930555555556 | 0.156597222222222 | | 18 | 5.4 | 5.42164351851852 | 5.8625 | -0.440856481481482 | -0.021643518518518 | | 19 | 5.6 | 5.87025462962963 | 5.95833333333333 | -0.0880787037037038 | -0.27025462962963 | | 20 | 5.8 | 6.0068287037037 | 6.0375 | -0.0306712962962963 | -0.206828703703702 | | 21 | 6.2 | 6.10590277777778 | 6.10833333333333 | -0.00243055555555562 | 0.0940972222222225 | | 22 | 6.8 | 6.22164351851852 | 6.16666666666667 | 0.0549768518518522 | 0.578356481481482 | | 23 | 6.7 | 6.20636574074074 | 6.21666666666667 | -0.0103009259259258 | 0.49363425925926 | | 24 | 6.7 | 6.37905092592593 | 6.26666666666667 | 0.112384259259260 | 0.320949074074075 | | 25 | 6.4 | 6.56655092592593 | 6.32083333333333 | 0.245717592592593 | -0.166550925925925 | | 26 | 6.3 | 6.60775462962963 | 6.37083333333333 | 0.236921296296296 | -0.307754629629629 | | 27 | 6.3 | 6.53738425925926 | 6.40833333333333 | 0.129050925925926 | -0.237384259259259 | | 28 | 6.4 | 6.46238425925926 | 6.45416666666667 | 0.00821759259259251 | -0.0623842592592583 | | 29 | 6.3 | 6.31423611111111 | 6.52916666666667 | -0.214930555555556 | -0.0142361111111109 | | 30 | 6 | 6.18414351851852 | 6.625 | -0.440856481481482 | -0.184143518518519 | | 31 | 6.3 | 6.64525462962963 | 6.73333333333333 | -0.0880787037037038 | -0.34525462962963 | | 32 | 6.3 | 6.81516203703704 | 6.84583333333333 | -0.0306712962962963 | -0.515162037037038 | | 33 | 6.6 | 6.94756944444444 | 6.95 | -0.00243055555555562 | -0.347569444444445 | | 34 | 7.5 | 7.10497685185185 | 7.05 | 0.0549768518518522 | 0.395023148148148 | | 35 | 7.8 | 7.13969907407407 | 7.15 | -0.0103009259259258 | 0.660300925925926 | | 36 | 7.9 | 7.36655092592593 | 7.25416666666667 | 0.112384259259260 | 0.533449074074074 | | 37 | 7.8 | 7.6082175925926 | 7.3625 | 0.245717592592593 | 0.191782407407407 | | 38 | 7.6 | 7.70358796296296 | 7.46666666666667 | 0.236921296296296 | -0.103587962962964 | | 39 | 7.5 | 7.68738425925926 | 7.55833333333333 | 0.129050925925926 | -0.187384259259259 | | 40 | 7.6 | 7.62488425925926 | 7.61666666666667 | 0.00821759259259251 | -0.0248842592592604 | | 41 | 7.5 | 7.42256944444444 | 7.6375 | -0.214930555555556 | 0.0774305555555559 | | 42 | 7.3 | 7.20914351851852 | 7.65 | -0.440856481481482 | 0.0908564814814818 | | 43 | 7.6 | 7.5869212962963 | 7.675 | -0.0880787037037038 | 0.0130787037037035 | | 44 | 7.5 | 7.67766203703704 | 7.70833333333333 | -0.0306712962962963 | -0.177662037037035 | | 45 | 7.6 | 7.72256944444444 | 7.725 | -0.00243055555555562 | -0.122569444444444 | | 46 | 7.9 | 7.74664351851852 | 7.69166666666667 | 0.0549768518518522 | 0.153356481481483 | | 47 | 7.9 | 7.60636574074074 | 7.61666666666667 | -0.0103009259259258 | 0.29363425925926 | | 48 | 8.1 | 7.65821759259259 | 7.54583333333333 | 0.112384259259260 | 0.441782407407408 | | 49 | 8.2 | 7.76238425925926 | 7.51666666666667 | 0.245717592592593 | 0.437615740740741 | | 50 | 8 | 7.7744212962963 | 7.5375 | 0.236921296296296 | 0.225578703703704 | | 51 | 7.5 | 7.70821759259259 | 7.57916666666667 | 0.129050925925926 | -0.208217592592592 | | 52 | 6.8 | 7.59988425925926 | 7.59166666666667 | 0.00821759259259251 | -0.79988425925926 | | 53 | 6.5 | 7.35173611111111 | 7.56666666666667 | -0.214930555555556 | -0.85173611111111 | | 54 | 6.6 | 7.08831018518519 | 7.52916666666667 | -0.440856481481482 | -0.488310185185187 | | 55 | 7.6 | 7.40358796296296 | 7.49166666666667 | -0.0880787037037038 | 0.196412037037037 | | 56 | 8 | 7.43599537037037 | 7.46666666666667 | -0.0306712962962963 | 0.56400462962963 | | 57 | 8.1 | 7.46840277777778 | 7.47083333333333 | -0.00243055555555562 | 0.631597222222222 | | 58 | 7.7 | 7.56747685185185 | 7.5125 | 0.0549768518518522 | 0.132523148148149 | | 59 | 7.5 | 7.5730324074074 | 7.58333333333333 | -0.0103009259259258 | -0.073032407407406 | | 60 | 7.6 | 7.7582175925926 | 7.64583333333333 | 0.112384259259260 | -0.158217592592594 | | 61 | 7.8 | 7.90821759259259 | 7.6625 | 0.245717592592593 | -0.108217592592592 | | 62 | 7.8 | 7.8744212962963 | 7.6375 | 0.236921296296296 | -0.0744212962962951 | | 63 | 7.8 | 7.72488425925926 | 7.59583333333333 | 0.129050925925926 | 0.0751157407407401 | | 64 | 7.5 | 7.58321759259259 | 7.575 | 0.00821759259259251 | -0.0832175925925922 | | 65 | 7.5 | 7.36840277777778 | 7.58333333333333 | -0.214930555555556 | 0.131597222222222 | | 66 | 7.1 | 7.16331018518518 | 7.60416666666667 | -0.440856481481482 | -0.063310185185185 | | 67 | 7.5 | 7.54108796296296 | 7.62916666666667 | -0.0880787037037038 | -0.0410879629629637 | | 68 | 7.5 | 7.62766203703704 | 7.65833333333333 | -0.0306712962962963 | -0.127662037037037 | | 69 | 7.6 | 7.68923611111111 | 7.69166666666667 | -0.00243055555555562 | -0.089236111111111 | | 70 | 7.7 | 7.79247685185185 | 7.7375 | 0.0549768518518522 | -0.0924768518518508 | | 71 | 7.7 | 7.7730324074074 | 7.78333333333333 | -0.0103009259259258 | -0.0730324074074069 | | 72 | 7.9 | 7.9207175925926 | 7.80833333333333 | 0.112384259259260 | -0.0207175925925922 | | 73 | 8.1 | 8.03738425925926 | 7.79166666666667 | 0.245717592592593 | 0.0626157407407408 | | 74 | 8.2 | 7.96608796296296 | 7.72916666666667 | 0.236921296296296 | 0.233912037037037 | | 75 | 8.2 | 7.78321759259259 | 7.65416666666667 | 0.129050925925926 | 0.416782407407408 | | 76 | 8.2 | 7.59155092592593 | 7.58333333333333 | 0.00821759259259251 | 0.608449074074075 | | 77 | 7.9 | 7.30590277777778 | 7.52083333333333 | -0.214930555555556 | 0.594097222222222 | | 78 | 7.3 | 7.01747685185185 | 7.45833333333333 | -0.440856481481482 | 0.282523148148147 | | 79 | 6.9 | 7.2994212962963 | 7.3875 | -0.0880787037037038 | -0.399421296296297 | | 80 | 6.6 | 7.27349537037037 | 7.30416666666667 | -0.0306712962962963 | -0.673495370370371 | | 81 | 6.7 | 7.20173611111111 | 7.20416666666667 | -0.00243055555555562 | -0.501736111111111 | | 82 | 6.9 | 7.15497685185185 | 7.1 | 0.0549768518518522 | -0.254976851851851 | | 83 | 7 | 6.99386574074074 | 7.00416666666667 | -0.0103009259259258 | 0.0061342592592597 | | 84 | 7.1 | 7.03321759259259 | 6.92083333333333 | 0.112384259259260 | 0.0667824074074073 | | 85 | 7.2 | 7.12071759259259 | 6.875 | 0.245717592592593 | 0.0792824074074083 | | 86 | 7.1 | 7.10358796296296 | 6.86666666666667 | 0.236921296296296 | -0.00358796296296404 | | 87 | 6.9 | 6.98321759259259 | 6.85416666666667 | 0.129050925925926 | -0.0832175925925913 | | 88 | 7 | 6.82488425925926 | 6.81666666666667 | 0.00821759259259251 | 0.175115740740742 | | 89 | 6.8 | 6.54340277777778 | 6.75833333333333 | -0.214930555555556 | 0.256597222222223 | | 90 | 6.4 | 6.25914351851852 | 6.7 | -0.440856481481482 | 0.140856481481483 | | 91 | 6.7 | 6.57025462962963 | 6.65833333333333 | -0.0880787037037038 | 0.129745370370371 | | 92 | 6.6 | 6.59849537037037 | 6.62916666666667 | -0.0306712962962963 | 0.00150462962963083 | | 93 | 6.4 | 6.59340277777778 | 6.59583333333333 | -0.00243055555555562 | -0.193402777777776 | | 94 | 6.3 | 6.59247685185185 | 6.5375 | 0.0549768518518522 | -0.292476851851852 | | 95 | 6.2 | 6.44803240740741 | 6.45833333333333 | -0.0103009259259258 | -0.248032407407407 | | 96 | 6.5 | 6.51655092592593 | 6.40416666666667 | 0.112384259259260 | -0.0165509259259258 | | 97 | 6.8 | 6.65821759259259 | 6.4125 | 0.245717592592593 | 0.141782407407408 | | 98 | 6.8 | 6.6994212962963 | 6.4625 | 0.236921296296296 | 0.100578703703703 | | 99 | 6.4 | 6.64155092592593 | 6.5125 | 0.129050925925926 | -0.241550925925925 | | 100 | 6.1 | 6.53321759259259 | 6.525 | 0.00821759259259251 | -0.433217592592594 | | 101 | 5.8 | 6.28506944444444 | 6.5 | -0.214930555555556 | -0.485069444444444 | | 102 | 6.1 | 6.02997685185185 | 6.47083333333333 | -0.440856481481482 | 0.0700231481481488 | | 103 | 7.2 | 6.38275462962963 | 6.47083333333333 | -0.0880787037037038 | 0.81724537037037 | | 104 | 7.3 | 6.49016203703704 | 6.52083333333333 | -0.0306712962962963 | 0.809837962962964 | | 105 | 6.9 | 6.62256944444444 | 6.625 | -0.00243055555555562 | 0.277430555555557 | | 106 | 6.1 | 6.81747685185185 | 6.7625 | 0.0549768518518522 | -0.717476851851851 | | 107 | 5.8 | 6.88969907407407 | 6.9 | -0.0103009259259258 | -1.08969907407407 | | 108 | 6.2 | 7.13321759259259 | 7.02083333333333 | 0.112384259259260 | -0.933217592592592 | | 109 | 7.1 | 7.34155092592593 | 7.09583333333333 | 0.245717592592593 | -0.241550925925925 | | 110 | 7.7 | 7.3744212962963 | 7.1375 | 0.236921296296296 | 0.325578703703704 | | 111 | 8 | 7.32488425925926 | 7.19583333333333 | 0.129050925925926 | 0.675115740740742 | | 112 | 7.8 | 7.3207175925926 | 7.3125 | 0.00821759259259251 | 0.479282407407407 | | 113 | 7.4 | 7.27256944444444 | 7.4875 | -0.214930555555556 | 0.127430555555557 | | 114 | 7.4 | 7.23414351851852 | 7.675 | -0.440856481481482 | 0.165856481481481 | | 115 | 7.7 | NA | NA | -0.0880787037037038 | NA | | 116 | 7.8 | NA | NA | -0.0306712962962963 | NA | | 117 | 7.8 | NA | NA | -0.00243055555555562 | NA | | 118 | 8 | NA | NA | 0.0549768518518522 | NA | | 119 | 8.1 | NA | NA | -0.0103009259259258 | NA | | 120 | 8.4 | NA | NA | 0.112384259259260 | NA |
| | | | Charts produced by software: |  | | http://www.freestatistics.org/blog/date/2010/Dec/19/t12927496504h8ycnvj5h9z7c3/1t82k1292749746.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/19/t12927496504h8ycnvj5h9z7c3/1t82k1292749746.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/19/t12927496504h8ycnvj5h9z7c3/2t82k1292749746.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/19/t12927496504h8ycnvj5h9z7c3/2t82k1292749746.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/19/t12927496504h8ycnvj5h9z7c3/33zjn1292749746.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/19/t12927496504h8ycnvj5h9z7c3/33zjn1292749746.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/19/t12927496504h8ycnvj5h9z7c3/43zjn1292749746.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/19/t12927496504h8ycnvj5h9z7c3/43zjn1292749746.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')
| | |
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ban misbehaving individuals - even if this leads to ban entire blocks
of IP addresses, or disclosing user's identity.
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