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

Title produced by software: Classical Decomposition

Date of computation: Sat, 23 Jan 2010 04:52:51 -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/23/t1264247772y43tacoskwt5guk.htm/, Retrieved Sat, 23 Jan 2010 12:56:18 +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/23/t1264247772y43tacoskwt5guk.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 «

0,62 0,62 0,62 0,63 0,62 0,63 0,63 0,62 0,63 0,63 0,63 0,64 0,64 0,64 0,64 0,64 0,64 0,64 0,64 0,63 0,64 0,64 0,64 0,64 0,64 0,64 0,64 0,64 0,64 0,64 0,64 0,64 0,65 0,65 0,65 0,65 0,65 0,65 0,66 0,66 0,66 0,66 0,68 0,69 0,7 0,7 0,7 0,7 0,7 0,7 0,7 0,7 0,7 0,71 0,7 0,71 0,7 0,71 0,71 0,71 0,71 0,71 0,71 0,71 0,71 0,71 0,71 0,71 0,71 0,71 0,7 0,7 0,7 0,7 0,7 0,7 0,7 0,7 0,7 0,71 0,71 0,7 0,71 0,71 0,71 0,71 0,71 0,71 0,71 0,71 0,71 0,71 0,71 0,71 0,7 0,7 0,68 0,68 0,69 0,69 0,7 0,7 0,7 0,7 0,7 0,71 0,71 0,71 0,71 0,71 0,71 0,71 0,71 0,71 0,76 0,77 0,78 0,85 0,89 0,9 0,91 0,91 0,91 0,9 0,89 0,88 0,87 0,86 0,87 0,87 0,87 0,85

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	'Gwilym Jenkins' @ 72.249.127.135

Classical Decomposition by Moving Averages
t	Observations	Fit	Trend	Seasonal	Random
1	0.62	NA	NA	0.00237847222222222	NA
2	0.62	NA	NA	0.000378472222222232	NA
3	0.62	NA	NA	0.00037847222222221	NA
4	0.63	NA	NA	-0.00262152777777777	NA
5	0.62	NA	NA	-0.00462152777777778	NA
6	0.63	NA	NA	-0.00649652777777779	NA
7	0.63	0.625503472222222	0.6275	-0.00199652777777779	0.00449652777777787
8	0.62	0.626753472222222	0.629166666666667	-0.00241319444444445	-0.00675347222222211
9	0.63	0.630003472222222	0.630833333333333	-0.000829861111111101	-3.47222222218946e-06
10	0.63	0.636920138888889	0.632083333333333	0.00483680555555556	-0.00692013888888876
11	0.63	0.638920138888889	0.633333333333333	0.00558680555555555	-0.00892013888888887
12	0.64	0.640003472222222	0.634583333333333	0.00542013888888891	-3.47222222218946e-06
13	0.64	0.637795138888889	0.635416666666667	0.00237847222222222	0.00220486111111118
14	0.64	0.636628472222222	0.63625	0.000378472222222232	0.00337152777777772
15	0.64	0.637461805555556	0.637083333333333	0.00037847222222221	0.00253819444444447
16	0.64	0.635295138888889	0.637916666666667	-0.00262152777777777	0.00470486111111112
17	0.64	0.634128472222222	0.63875	-0.00462152777777778	0.00587152777777777
18	0.64	0.632670138888889	0.639166666666667	-0.00649652777777779	0.00732986111111111
19	0.64	0.637170138888889	0.639166666666667	-0.00199652777777779	0.00282986111111116
20	0.63	0.636753472222222	0.639166666666667	-0.00241319444444445	-0.00675347222222222
21	0.64	0.638336805555556	0.639166666666667	-0.000829861111111101	0.00166319444444440
22	0.64	0.644003472222222	0.639166666666667	0.00483680555555556	-0.00400347222222219
23	0.64	0.644753472222222	0.639166666666667	0.00558680555555555	-0.00475347222222222
24	0.64	0.644586805555556	0.639166666666667	0.00542013888888891	-0.00458680555555557
25	0.64	0.641545138888889	0.639166666666667	0.00237847222222222	-0.00154513888888885
26	0.64	0.639961805555556	0.639583333333333	0.000378472222222232	3.81944444444171e-05
27	0.64	0.640795138888889	0.640416666666667	0.00037847222222221	-0.000795138888888824
28	0.64	0.638628472222222	0.64125	-0.00262152777777777	0.00137152777777783
29	0.64	0.637461805555556	0.642083333333333	-0.00462152777777778	0.00253819444444447
30	0.64	0.636420138888889	0.642916666666667	-0.00649652777777779	0.00357986111111108
31	0.64	0.641753472222222	0.64375	-0.00199652777777779	-0.00175347222222222
32	0.64	0.642170138888889	0.644583333333333	-0.00241319444444445	-0.00217013888888895
33	0.65	0.645003472222222	0.645833333333333	-0.000829861111111101	0.0049965277777777
34	0.65	0.652336805555556	0.6475	0.00483680555555556	-0.0023368055555556
35	0.65	0.654753472222222	0.649166666666667	0.00558680555555555	-0.00475347222222233
36	0.65	0.656253472222222	0.650833333333333	0.00542013888888891	-0.00625347222222228
37	0.65	0.655711805555556	0.653333333333333	0.00237847222222222	-0.00571180555555562
38	0.65	0.657461805555556	0.657083333333333	0.000378472222222232	-0.00746180555555565
39	0.66	0.661628472222222	0.66125	0.00037847222222221	-0.00162847222222229
40	0.66	0.662795138888889	0.665416666666667	-0.00262152777777777	-0.00279513888888894
41	0.66	0.664961805555556	0.669583333333333	-0.00462152777777778	-0.00496180555555559
42	0.66	0.667253472222222	0.67375	-0.00649652777777779	-0.00725347222222217
43	0.68	0.675920138888889	0.677916666666667	-0.00199652777777779	0.00407986111111114
44	0.69	0.679670138888889	0.682083333333333	-0.00241319444444445	0.010329861111111
45	0.7	0.685003472222222	0.685833333333333	-0.000829861111111101	0.0149965277777776
46	0.7	0.694003472222222	0.689166666666667	0.00483680555555556	0.0059965277777777
47	0.7	0.698086805555556	0.6925	0.00558680555555555	0.00191319444444438
48	0.7	0.701670138888889	0.69625	0.00542013888888891	-0.00167013888888889
49	0.7	0.701545138888889	0.699166666666667	0.00237847222222222	-0.00154513888888896
50	0.7	0.701211805555556	0.700833333333333	0.000378472222222232	-0.00121180555555567
51	0.7	0.702045138888889	0.701666666666667	0.00037847222222221	-0.00204513888888902
52	0.7	0.699461805555556	0.702083333333333	-0.00262152777777777	0.000538194444444362
53	0.7	0.698295138888889	0.702916666666667	-0.00462152777777778	0.00170486111111101
54	0.71	0.697253472222222	0.70375	-0.00649652777777779	0.0127465277777777
55	0.7	0.702586805555556	0.704583333333333	-0.00199652777777779	-0.00258680555555557
56	0.71	0.703003472222222	0.705416666666667	-0.00241319444444445	0.0069965277777777
57	0.7	0.705420138888889	0.70625	-0.000829861111111101	-0.00542013888888893
58	0.71	0.711920138888889	0.707083333333333	0.00483680555555556	-0.00192013888888887
59	0.71	0.713503472222222	0.707916666666667	0.00558680555555555	-0.00350347222222225
60	0.71	0.713753472222222	0.708333333333333	0.00542013888888891	-0.00375347222222222
61	0.71	0.711128472222222	0.70875	0.00237847222222222	-0.00112847222222223
62	0.71	0.709545138888889	0.709166666666667	0.000378472222222232	0.000454861111111149
63	0.71	0.709961805555556	0.709583333333333	0.00037847222222221	3.81944444444171e-05
64	0.71	0.707378472222222	0.71	-0.00262152777777777	0.0026215277777778
65	0.71	0.704961805555555	0.709583333333333	-0.00462152777777778	0.00503819444444453
66	0.71	0.702253472222222	0.70875	-0.00649652777777779	0.00774652777777773
67	0.71	0.705920138888889	0.707916666666667	-0.00199652777777779	0.00407986111111114
68	0.71	0.704670138888889	0.707083333333333	-0.00241319444444445	0.00532986111111111
69	0.71	0.705420138888889	0.70625	-0.000829861111111101	0.00457986111111108
70	0.71	0.710253472222222	0.705416666666667	0.00483680555555556	-0.000253472222222162
71	0.7	0.710170138888889	0.704583333333333	0.00558680555555555	-0.0101701388888890
72	0.7	0.709170138888889	0.70375	0.00542013888888891	-0.00917013888888896
73	0.7	0.705295138888889	0.702916666666667	0.00237847222222222	-0.00529513888888899
74	0.7	0.702878472222222	0.7025	0.000378472222222232	-0.00287847222222226
75	0.7	0.702878472222222	0.7025	0.00037847222222221	-0.00287847222222226
76	0.7	0.699461805555555	0.702083333333333	-0.00262152777777777	0.000538194444444473
77	0.7	0.697461805555556	0.702083333333333	-0.00462152777777778	0.00253819444444436
78	0.7	0.696420138888889	0.702916666666667	-0.00649652777777779	0.00357986111111097
79	0.7	0.701753472222222	0.70375	-0.00199652777777779	-0.00175347222222222
80	0.71	0.702170138888889	0.704583333333333	-0.00241319444444445	0.00782986111111106
81	0.71	0.704586805555556	0.705416666666667	-0.000829861111111101	0.00541319444444444
82	0.7	0.711086805555555	0.70625	0.00483680555555556	-0.0110868055555555
83	0.71	0.712670138888889	0.707083333333333	0.00558680555555555	-0.00267013888888890
84	0.71	0.713336805555556	0.707916666666667	0.00542013888888891	-0.0033368055555556
85	0.71	0.711128472222222	0.70875	0.00237847222222222	-0.00112847222222223
86	0.71	0.709545138888889	0.709166666666667	0.000378472222222232	0.000454861111111149
87	0.71	0.709545138888889	0.709166666666667	0.00037847222222221	0.000454861111111149
88	0.71	0.706961805555556	0.709583333333333	-0.00262152777777777	0.00303819444444442
89	0.71	0.704961805555555	0.709583333333333	-0.00462152777777778	0.00503819444444453
90	0.71	0.702253472222222	0.70875	-0.00649652777777779	0.00774652777777773
91	0.71	0.705086805555555	0.707083333333333	-0.00199652777777779	0.00491319444444449
92	0.71	0.702170138888889	0.704583333333333	-0.00241319444444445	0.00782986111111117
93	0.71	0.701670138888889	0.7025	-0.000829861111111101	0.00832986111111111
94	0.71	0.705670138888889	0.700833333333333	0.00483680555555556	0.00432986111111111
95	0.7	0.705170138888889	0.699583333333333	0.00558680555555555	-0.00517013888888895
96	0.7	0.704170138888889	0.69875	0.00542013888888891	-0.00417013888888895
97	0.68	0.700295138888889	0.697916666666667	0.00237847222222222	-0.0202951388888889
98	0.68	0.697461805555555	0.697083333333333	0.000378472222222232	-0.0174618055555554
99	0.69	0.696628472222222	0.69625	0.00037847222222221	-0.00662847222222218
100	0.69	0.693211805555556	0.695833333333333	-0.00262152777777777	-0.00321180555555556
101	0.7	0.691628472222222	0.69625	-0.00462152777777778	0.00837152777777772
102	0.7	0.690586805555556	0.697083333333333	-0.00649652777777779	0.00941319444444444
103	0.7	0.696753472222222	0.69875	-0.00199652777777779	0.00324652777777779
104	0.7	0.698836805555555	0.70125	-0.00241319444444445	0.00116319444444446
105	0.7	0.702503472222222	0.703333333333333	-0.000829861111111101	-0.00250347222222236
106	0.71	0.709836805555555	0.705	0.00483680555555556	0.00016319444444457
107	0.71	0.711836805555556	0.70625	0.00558680555555555	-0.00183680555555554
108	0.71	0.712503472222222	0.707083333333333	0.00542013888888891	-0.00250347222222225
109	0.71	0.712378472222222	0.71	0.00237847222222222	-0.00237847222222221
110	0.71	0.715795138888889	0.715416666666667	0.000378472222222232	-0.00579513888888883
111	0.71	0.722045138888889	0.721666666666667	0.00037847222222221	-0.0120451388888889
112	0.71	0.728211805555556	0.730833333333333	-0.00262152777777777	-0.0182118055555556
113	0.71	0.739545138888889	0.744166666666667	-0.00462152777777778	-0.0295451388888889
114	0.71	0.753086805555556	0.759583333333333	-0.00649652777777779	-0.0430868055555557
115	0.76	0.773836805555556	0.775833333333333	-0.00199652777777779	-0.0138368055555557
116	0.77	0.790086805555556	0.7925	-0.00241319444444445	-0.0200868055555556
117	0.78	0.808336805555556	0.809166666666667	-0.000829861111111101	-0.0283368055555556
118	0.85	0.830253472222222	0.825416666666667	0.00483680555555556	0.0197465277777776
119	0.89	0.846420138888889	0.840833333333333	0.00558680555555555	0.0435798611111111
120	0.9	0.860836805555556	0.855416666666667	0.00542013888888891	0.0391631944444445
121	0.91	0.869461805555555	0.867083333333333	0.00237847222222222	0.0405381944444447
122	0.91	0.875795138888889	0.875416666666666	0.000378472222222232	0.0342048611111114
123	0.91	0.883295138888889	0.882916666666667	0.00037847222222221	0.0267048611111113
124	0.9	0.884878472222222	0.8875	-0.00262152777777777	0.0151215277777781
125	0.89	0.882878472222222	0.8875	-0.00462152777777778	0.00712152777777797
126	0.88	0.878086805555556	0.884583333333333	-0.00649652777777779	0.00191319444444449
127	0.87	NA	NA	-0.00199652777777779	NA
128	0.86	NA	NA	-0.00241319444444445	NA
129	0.87	NA	NA	-0.000829861111111101	NA
130	0.87	NA	NA	0.00483680555555556	NA
131	0.87	NA	NA	0.00558680555555555	NA
132	0.85	NA	NA	0.00542013888888891	NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Jan/23/t1264247772y43tacoskwt5guk/1ye701264247568.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Jan/23/t1264247772y43tacoskwt5guk/1ye701264247568.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Jan/23/t1264247772y43tacoskwt5guk/2zynx1264247568.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Jan/23/t1264247772y43tacoskwt5guk/2zynx1264247568.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Jan/23/t1264247772y43tacoskwt5guk/3nle51264247568.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Jan/23/t1264247772y43tacoskwt5guk/3nle51264247568.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Jan/23/t1264247772y43tacoskwt5guk/45dm01264247568.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Jan/23/t1264247772y43tacoskwt5guk/45dm01264247568.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')

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa

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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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