*Unverified author*

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

Title produced by software: Classical Decomposition

Date of computation: Tue, 12 Jan 2010 08:56:43 -0700

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Jan/12/t1263311832lz0q2cstcgdcgsf.htm/, Retrieved Tue, 12 Jan 2010 16:57:17 +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/Jan/12/t1263311832lz0q2cstcgdcgsf.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:

KDGP2W52

Dataseries X:

» Textbox « » Textfile « » CSV «

91 87 82 89 91 90 87 89 95 85 94 94 97 99 97 96 94 100 96 98 98 94 93 94 94 97 98 95 89 89 89 90 86 92 91 95 99 98 95 96 94 98 98 98 98 102 101 92 99 101 99 102 102 101 99 98 98 99 92 96 94 97 97 93 91 89 87 89 91 83 78 75 80 76 76 78 81 82 83 89 89

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 'Gwilym Jenkins' @ 72.249.127.135 Classical Decomposition by Moving Averages t Observations Fit Trend Seasonal Random 1 91 NA NA 1.04097222222222 NA 2 87 NA NA 2.84097222222223 NA 3 82 NA NA 1.67430555555557 NA 4 89 NA NA 0.924305555555556 NA 5 91 NA NA -1.32569444444444 NA 6 90 NA NA 0.365972222222225 NA 7 87 88.8159722222222 89.75 -0.934027777777781 -1.81597222222221 8 89 90.6993055555555 90.5 0.199305555555556 -1.69930555555554 9 95 91.7909722222222 91.625 0.165972222222222 3.20902777777778 10 85 92.8326388888889 92.5416666666667 0.290972222222219 -7.83263888888888 11 94 90.5076388888889 92.9583333333333 -2.45069444444445 3.49236111111111 12 94 90.7076388888889 93.5 -2.79236111111111 3.29236111111111 13 97 95.3326388888889 94.2916666666667 1.04097222222222 1.66736111111111 14 99 97.8826388888889 95.0416666666666 2.84097222222223 1.11736111111112 15 97 97.2159722222222 95.5416666666666 1.67430555555557 -0.215972222222206 16 96 96.9659722222222 96.0416666666667 0.924305555555556 -0.96597222222222 17 94 95.0493055555556 96.375 -1.32569444444444 -1.04930555555556 18 100 96.6993055555556 96.3333333333333 0.365972222222225 3.30069444444445 19 96 95.2743055555555 96.2083333333333 -0.934027777777781 0.725694444444457 20 98 96.1993055555555 96 0.199305555555556 1.80069444444446 21 98 96.1243055555556 95.9583333333333 0.165972222222222 1.87569444444445 22 94 96.2493055555556 95.9583333333333 0.290972222222219 -2.24930555555555 23 93 93.2576388888889 95.7083333333333 -2.45069444444445 -0.257638888888891 24 94 92.2493055555556 95.0416666666667 -2.79236111111111 1.75069444444443 25 94 95.3326388888889 94.2916666666667 1.04097222222222 -1.33263888888889 26 97 96.5076388888889 93.6666666666667 2.84097222222223 0.492361111111109 27 98 94.5076388888889 92.8333333333333 1.67430555555557 3.49236111111114 28 95 93.1743055555555 92.25 0.924305555555556 1.82569444444445 29 89 90.7576388888889 92.0833333333333 -1.32569444444444 -1.75763888888888 30 89 92.4076388888889 92.0416666666667 0.365972222222225 -3.40763888888888 31 89 91.3576388888889 92.2916666666667 -0.934027777777781 -2.35763888888889 32 90 92.7409722222222 92.5416666666667 0.199305555555556 -2.74097222222224 33 86 92.6243055555556 92.4583333333333 0.165972222222222 -6.62430555555557 34 92 92.6659722222222 92.375 0.290972222222219 -0.665972222222223 35 91 90.1743055555555 92.625 -2.45069444444445 0.825694444444451 36 95 90.4159722222222 93.2083333333333 -2.79236111111111 4.58402777777778 37 99 94.9993055555556 93.9583333333333 1.04097222222222 4.00069444444445 38 98 97.5076388888889 94.6666666666667 2.84097222222223 0.492361111111094 39 95 97.1743055555556 95.5 1.67430555555557 -2.17430555555556 40 96 97.3409722222222 96.4166666666667 0.924305555555556 -1.34097222222222 41 94 95.9243055555556 97.25 -1.32569444444444 -1.92430555555558 42 98 97.9076388888889 97.5416666666667 0.365972222222225 0.0923611111111029 43 98 96.4826388888889 97.4166666666667 -0.934027777777781 1.51736111111111 44 98 97.7409722222222 97.5416666666667 0.199305555555556 0.259027777777789 45 98 97.9993055555555 97.8333333333333 0.165972222222222 0.00069444444446276 46 102 98.5409722222222 98.25 0.290972222222219 3.45902777777778 47 101 96.3826388888889 98.8333333333333 -2.45069444444445 4.61736111111111 48 92 96.4993055555556 99.2916666666667 -2.79236111111111 -4.49930555555557 49 99 100.499305555556 99.4583333333333 1.04097222222222 -1.49930555555555 50 101 102.340972222222 99.5 2.84097222222223 -1.34097222222223 51 99 101.174305555556 99.5 1.67430555555557 -2.17430555555556 52 102 100.299305555556 99.375 0.924305555555556 1.70069444444442 53 102 97.5493055555556 98.875 -1.32569444444444 4.45069444444444 54 101 99.0326388888889 98.6666666666667 0.365972222222225 1.96736111111112 55 99 97.6909722222222 98.625 -0.934027777777781 1.30902777777779 56 98 98.4493055555555 98.25 0.199305555555556 -0.44930555555554 57 98 98.1659722222222 98 0.165972222222222 -0.165972222222223 58 99 97.8326388888889 97.5416666666667 0.290972222222219 1.16736111111111 59 92 94.2576388888889 96.7083333333333 -2.45069444444445 -2.25763888888889 60 96 92.9576388888889 95.75 -2.79236111111111 3.04236111111111 61 94 95.7909722222222 94.75 1.04097222222222 -1.79097222222222 62 97 96.7159722222222 93.875 2.84097222222223 0.28402777777778 63 97 94.8826388888889 93.2083333333333 1.67430555555557 2.11736111111111 64 93 93.1743055555556 92.25 0.924305555555556 -0.174305555555563 65 91 89.6743055555555 91 -1.32569444444444 1.32569444444445 66 89 89.9076388888889 89.5416666666667 0.365972222222225 -0.907638888888883 67 87 87.1493055555555 88.0833333333333 -0.934027777777781 -0.149305555555543 68 89 86.8243055555556 86.625 0.199305555555556 2.17569444444445 69 91 85.0409722222222 84.875 0.165972222222222 5.95902777777778 70 83 83.6659722222222 83.375 0.290972222222219 -0.665972222222223 71 78 79.8826388888889 82.3333333333333 -2.45069444444445 -1.88263888888889 72 75 78.8326388888889 81.625 -2.79236111111111 -3.83263888888888 73 80 NA 81.1666666666667 NA NA 74 76 NA 81 NA NA 75 76 NA 80.9166666666667 NA NA 76 78 NA NA NA NA 77 81 NA NA NA NA 78 82 NA NA NA NA 79 83 NA NA NA NA 80 89 NA NA NA NA 81 89 NA NA NA NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Jan/12/t1263311832lz0q2cstcgdcgsf/12npc1263311800.png (open in new window) http://www.freestatistics.org/blog/date/2010/Jan/12/t1263311832lz0q2cstcgdcgsf/12npc1263311800.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Jan/12/t1263311832lz0q2cstcgdcgsf/26zgz1263311800.png (open in new window) http://www.freestatistics.org/blog/date/2010/Jan/12/t1263311832lz0q2cstcgdcgsf/26zgz1263311800.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Jan/12/t1263311832lz0q2cstcgdcgsf/3ukhs1263311800.png (open in new window) http://www.freestatistics.org/blog/date/2010/Jan/12/t1263311832lz0q2cstcgdcgsf/3ukhs1263311800.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Jan/12/t1263311832lz0q2cstcgdcgsf/4ct831263311800.png (open in new window) http://www.freestatistics.org/blog/date/2010/Jan/12/t1263311832lz0q2cstcgdcgsf/4ct831263311800.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