Blog & Share Statistical Computations at FreeStatistics.org

Home » date » 2010 » Jan » 27 »

*Unverified author*

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

Title produced by software: Classical Decomposition

Date of computation: Tue, 26 Jan 2010 17:55:46 -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/27/t1264553774rt3hjefcqyosr2a.htm/, Retrieved Wed, 27 Jan 2010 01:56:20 +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/27/t1264553774rt3hjefcqyosr2a.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 «

2,46 2,46 2,45 2,45 2,46 2,43 2,44 2,44 2,43 2,43 2,42 2,43 2,43 2,42 2,41 2,42 2,39 2,4 2,39 2,4 2,41 2,41 2,41 2,41 2,42 2,43 2,43 2,43 2,44 2,42 2,44 2,42 2,42 2,42 2,43 2,44 2,43 2,44 2,44 2,45 2,45 2,43 2,44 2,45 2,46 2,44 2,43 2,42 2,41 2,43 2,41 2,43 2,43 2,44 2,43 2,44 2,43 2,44 2,44 2,43 2,43 2,43 2,43 2,44 2,47 2,48 2,49 2,5 2,51 2,49 2,49 2,48 2,48 2,48 2,5 2,5 2,5 2,5 2,5 2,48 2,49 2,48 2,5 2,5 2,49 2,48 2,47 2,46 2,43 2,42 2,43 2,45 2,45 2,46 2,44 2,45 2,45 2,42 2,41 2,39 2,39 2,38 2,37 2,37 2,38 2,39 2,41 2,42 2,48 2,53 2,56 2,56 2,53 2,57 2,56 2,57 2,58 2,57 2,6 2,63 2,72 2,83 2,9 2,92 2,94 2,95 2,98 3,02 3,16 3,2 3,18 3,17

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	2.46	NA	NA	0.000315972222222368	NA
2	2.46	NA	NA	0.0106493055555556	NA
3	2.45	NA	NA	0.0121909722222222	NA
4	2.45	NA	NA	0.00994097222222223	NA
5	2.46	NA	NA	0.000565972222222274	NA
6	2.43	NA	NA	-0.00368402777777786	NA
7	2.44	2.43814930555556	2.44041666666667	-0.00226736111111106	0.0018506944444443
8	2.44	2.43560763888889	2.4375	-0.00189236111111118	0.00439236111111097
9	2.43	2.43285763888889	2.43416666666667	-0.00130902777777771	-0.00285763888888901
10	2.43	2.42310763888889	2.43125	-0.00814236111111118	0.00689236111111091
11	2.42	2.41898263888889	2.42708333333333	-0.00810069444444446	0.00101736111111039
12	2.43	2.41464930555555	2.42291666666667	-0.00826736111111124	0.0153506944444453
13	2.43	2.41989930555556	2.41958333333333	0.000315972222222368	0.0101006944444442
14	2.42	2.42648263888889	2.41583333333333	0.0106493055555556	-0.006482638888889
15	2.41	2.42552430555556	2.41333333333333	0.0121909722222222	-0.0155243055555556
16	2.42	2.42160763888889	2.41166666666667	0.00994097222222223	-0.00160763888888882
17	2.39	2.41098263888889	2.41041666666667	0.000565972222222274	-0.0209826388888885
18	2.4	2.40548263888889	2.40916666666667	-0.00368402777777786	-0.00548263888888911
19	2.39	2.40564930555556	2.40791666666667	-0.00226736111111106	-0.0156493055555553
20	2.4	2.40602430555556	2.40791666666667	-0.00189236111111118	-0.006024305555556
21	2.41	2.40785763888889	2.40916666666667	-0.00130902777777771	0.00214236111111132
22	2.41	2.40227430555556	2.41041666666667	-0.00814236111111118	0.00772569444444393
23	2.41	2.40481597222222	2.41291666666667	-0.00810069444444446	0.00518402777777727
24	2.41	2.40756597222222	2.41583333333333	-0.00826736111111124	0.00243402777777746
25	2.42	2.41906597222222	2.41875	0.000315972222222368	0.000934027777776958
26	2.43	2.43231597222222	2.42166666666667	0.0106493055555556	-0.00231597222222213
27	2.43	2.43510763888889	2.42291666666667	0.0121909722222222	-0.0051076388888891
28	2.43	2.43369097222222	2.42375	0.00994097222222223	-0.00369097222222203
29	2.44	2.42556597222222	2.425	0.000565972222222274	0.0144340277777775
30	2.42	2.42339930555556	2.42708333333333	-0.00368402777777786	-0.00339930555555634
31	2.44	2.42648263888889	2.42875	-0.00226736111111106	0.013517361111111
32	2.42	2.42769097222222	2.42958333333333	-0.00189236111111118	-0.00769097222222248
33	2.42	2.42910763888889	2.43041666666667	-0.00130902777777771	-0.00910763888888866
34	2.42	2.42352430555556	2.43166666666667	-0.00814236111111118	-0.00352430555555516
35	2.43	2.42481597222222	2.43291666666667	-0.00810069444444446	0.00518402777777816
36	2.44	2.42548263888889	2.43375	-0.00826736111111124	0.0145173611111113
37	2.43	2.43448263888889	2.43416666666667	0.000315972222222368	-0.00448263888888878
38	2.44	2.44606597222222	2.43541666666667	0.0106493055555556	-0.00606597222222227
39	2.44	2.45052430555556	2.43833333333333	0.0121909722222222	-0.0105243055555557
40	2.45	2.45077430555556	2.44083333333333	0.00994097222222223	-0.00077430555555491
41	2.45	2.44223263888889	2.44166666666667	0.000565972222222274	0.00776736111111154
42	2.43	2.43714930555556	2.44083333333333	-0.00368402777777786	-0.0071493055555556
43	2.44	2.43689930555556	2.43916666666667	-0.00226736111111106	0.00310069444444494
44	2.45	2.43602430555556	2.43791666666667	-0.00189236111111118	0.0139756944444449
45	2.46	2.43494097222222	2.43625	-0.00130902777777771	0.025059027777778
46	2.44	2.42602430555556	2.43416666666667	-0.00814236111111118	0.0139756944444445
47	2.43	2.42439930555556	2.4325	-0.00810069444444446	0.00560069444444444
48	2.42	2.42381597222222	2.43208333333333	-0.00826736111111124	-0.00381597222222219
49	2.41	2.43239930555556	2.43208333333333	0.000315972222222368	-0.0223993055555551
50	2.43	2.44189930555556	2.43125	0.0106493055555556	-0.0118993055555552
51	2.41	2.44177430555556	2.42958333333333	0.0121909722222222	-0.0317743055555555
52	2.43	2.43827430555556	2.42833333333333	0.00994097222222223	-0.0082743055555552
53	2.43	2.42931597222222	2.42875	0.000565972222222274	0.000684027777778429
54	2.44	2.42589930555556	2.42958333333333	-0.00368402777777786	0.0141006944444442
55	2.43	2.42856597222222	2.43083333333333	-0.00226736111111106	0.00143402777777757
56	2.44	2.42977430555556	2.43166666666667	-0.00189236111111118	0.0102256944444443
57	2.43	2.43119097222222	2.4325	-0.00130902777777771	-0.00119097222222209
58	2.44	2.42560763888889	2.43375	-0.00814236111111118	0.0143923611111112
59	2.44	2.42773263888889	2.43583333333333	-0.00810069444444446	0.0122673611111113
60	2.43	2.43089930555556	2.43916666666667	-0.00826736111111124	-0.000899305555555507
61	2.43	2.44364930555556	2.44333333333333	0.000315972222222368	-0.0136493055555555
62	2.43	2.45898263888889	2.44833333333333	0.0106493055555556	-0.0289826388888890
63	2.43	2.46635763888889	2.45416666666667	0.0121909722222222	-0.0363576388888887
64	2.44	2.46952430555556	2.45958333333333	0.00994097222222223	-0.0295243055555559
65	2.47	2.46431597222222	2.46375	0.000565972222222274	0.00568402777777743
66	2.48	2.46423263888889	2.46791666666667	-0.00368402777777786	0.0157673611111107
67	2.49	2.46981597222222	2.47208333333333	-0.00226736111111106	0.0201840277777778
68	2.5	2.47435763888889	2.47625	-0.00189236111111118	0.0256423611111112
69	2.51	2.47994097222222	2.48125	-0.00130902777777771	0.0300590277777779
70	2.49	2.47852430555556	2.48666666666667	-0.00814236111111118	0.0114756944444445
71	2.49	2.48231597222222	2.49041666666667	-0.00810069444444446	0.0076840277777781
72	2.48	2.48423263888889	2.4925	-0.00826736111111124	-0.00423263888888892
73	2.48	2.49406597222222	2.49375	0.000315972222222368	-0.0140659722222218
74	2.48	2.50398263888889	2.49333333333333	0.0106493055555556	-0.0239826388888882
75	2.5	2.50385763888889	2.49166666666667	0.0121909722222222	-0.00385763888888846
76	2.5	2.50035763888889	2.49041666666667	0.00994097222222223	-0.000357638888888623
77	2.5	2.49098263888889	2.49041666666667	0.000565972222222274	0.00901736111111129
78	2.5	2.48798263888889	2.49166666666667	-0.00368402777777786	0.0120173611111114
79	2.5	2.49064930555556	2.49291666666667	-0.00226736111111106	0.00935069444444458
80	2.48	2.49144097222222	2.49333333333333	-0.00189236111111118	-0.0114409722222222
81	2.49	2.49077430555556	2.49208333333333	-0.00130902777777771	-0.00077430555555491
82	2.48	2.48102430555556	2.48916666666667	-0.00814236111111118	-0.00102430555555522
83	2.5	2.47648263888889	2.48458333333333	-0.00810069444444446	0.0235173611111112
84	2.5	2.47006597222222	2.47833333333333	-0.00826736111111124	0.0299340277777782
85	2.49	2.47239930555556	2.47208333333333	0.000315972222222368	0.0176006944444449
86	2.48	2.47856597222222	2.46791666666667	0.0106493055555556	0.00143402777777801
87	2.47	2.47719097222222	2.465	0.0121909722222222	-0.00719097222222187
88	2.46	2.47244097222222	2.4625	0.00994097222222223	-0.0124409722222225
89	2.43	2.45973263888889	2.45916666666667	0.000565972222222274	-0.029732638888889
90	2.42	2.45089930555556	2.45458333333333	-0.00368402777777786	-0.0308993055555558
91	2.43	2.44856597222222	2.45083333333333	-0.00226736111111106	-0.0185659722222224
92	2.45	2.44477430555556	2.44666666666667	-0.00189236111111118	0.00522569444444398
93	2.45	2.44035763888889	2.44166666666667	-0.00130902777777771	0.00964236111111116
94	2.46	2.42810763888889	2.43625	-0.00814236111111118	0.0318923611111108
95	2.44	2.42356597222222	2.43166666666667	-0.00810069444444446	0.0164340277777781
96	2.45	2.42006597222222	2.42833333333333	-0.00826736111111124	0.0299340277777778
97	2.45	2.42448263888889	2.42416666666667	0.000315972222222368	0.0255173611111115
98	2.42	2.42898263888889	2.41833333333333	0.0106493055555556	-0.0089826388888885
99	2.41	2.42427430555556	2.41208333333333	0.0121909722222222	-0.0142743055555554
100	2.39	2.41619097222222	2.40625	0.00994097222222223	-0.026190972222222
101	2.39	2.40264930555556	2.40208333333333	0.000565972222222274	-0.0126493055555552
102	2.38	2.39589930555556	2.39958333333333	-0.00368402777777786	-0.0158993055555556
103	2.37	2.39731597222222	2.39958333333333	-0.00226736111111106	-0.0273159722222220
104	2.37	2.40352430555556	2.40541666666667	-0.00189236111111118	-0.0335243055555554
105	2.38	2.41494097222222	2.41625	-0.00130902777777771	-0.034940972222222
106	2.39	2.42144097222222	2.42958333333333	-0.00814236111111118	-0.0314409722222222
107	2.41	2.43439930555556	2.4425	-0.00810069444444446	-0.0243993055555554
108	2.42	2.44798263888889	2.45625	-0.00826736111111124	-0.0279826388888891
109	2.48	2.47239930555556	2.47208333333333	0.000315972222222368	0.00760069444444467
110	2.53	2.49898263888889	2.48833333333333	0.0106493055555556	0.0310173611111115
111	2.56	2.51719097222222	2.505	0.0121909722222222	0.0428090277777784
112	2.56	2.53077430555556	2.52083333333333	0.00994097222222223	0.0292256944444449
113	2.53	2.53681597222222	2.53625	0.000565972222222274	-0.0068159722222223
114	2.57	2.54923263888889	2.55291666666667	-0.00368402777777786	0.020767361111111
115	2.56	2.56939930555556	2.57166666666667	-0.00226736111111106	-0.00939930555555568
116	2.57	2.59227430555556	2.59416666666667	-0.00189236111111118	-0.0222743055555559
117	2.58	2.61952430555556	2.62083333333333	-0.00130902777777771	-0.0395243055555552
118	2.57	2.64185763888889	2.65	-0.00814236111111118	-0.071857638888889
119	2.6	2.67398263888889	2.68208333333333	-0.00810069444444446	-0.0739826388888893
120	2.63	2.70673263888889	2.715	-0.00826736111111124	-0.0767326388888891
121	2.72	2.74864930555556	2.74833333333333	0.000315972222222368	-0.0286493055555557
122	2.83	2.79523263888889	2.78458333333333	0.0106493055555556	0.0347673611111112
123	2.9	2.83969097222222	2.8275	0.0121909722222222	0.0603090277777771
124	2.92	2.88785763888889	2.87791666666667	0.00994097222222223	0.0321423611111111
125	2.94	2.92889930555556	2.92833333333333	0.000565972222222274	0.0111006944444445
126	2.95	2.97131597222222	2.975	-0.00368402777777786	-0.0213159722222218
127	2.98	NA	NA	-0.00226736111111106	NA
128	3.02	NA	NA	-0.00189236111111118	NA
129	3.16	NA	NA	-0.00130902777777771	NA
130	3.2	NA	NA	-0.00814236111111118	NA
131	3.18	NA	NA	-0.00810069444444446	NA
132	3.17	NA	NA	-0.00826736111111124	NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Jan/27/t1264553774rt3hjefcqyosr2a/111271264553743.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Jan/27/t1264553774rt3hjefcqyosr2a/111271264553743.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Jan/27/t1264553774rt3hjefcqyosr2a/25uel1264553743.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Jan/27/t1264553774rt3hjefcqyosr2a/25uel1264553743.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Jan/27/t1264553774rt3hjefcqyosr2a/38ot21264553743.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Jan/27/t1264553774rt3hjefcqyosr2a/38ot21264553743.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Jan/27/t1264553774rt3hjefcqyosr2a/436dg1264553743.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Jan/27/t1264553774rt3hjefcqyosr2a/436dg1264553743.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

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