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*Unverified author*
R Software Module: /rwasp_decompose.wasp (opens new window with default values)
Title produced by software: Classical Decomposition
Date of computation: Mon, 24 May 2010 09:22:07 +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/May/24/t1274692964fb6mxbqm7y2so01.htm/, Retrieved Mon, 24 May 2010 11:22:44 +0200
 
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/May/24/t1274692964fb6mxbqm7y2so01.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 «
15136 16733 20016 17708 18019 19227 22893 23739 21133 22591 26786 29740 15028 17977 20008 21354 19498 22125 25817 28779 20960 22254 27392 29945 16933 17892 20533 23569 22417 22084 26580 27454 24081 23451 28991 31386 16896 20045 23471 21747 25621 23859 25500 30998 24475 23145 29701 34365 17556 22077 25702 22214 26886 23191 27831 35406 23195 25110 30009 36242 18450 21845 26488 22394 28057 25451 24872 33424 24052 28449 33533 37351 19969 21701 26249 24493 24603 26485 30723 34569 26689 26157 32064 38870 21337 19419 23166 28286 24570 24001 33151 24878 26804 28967 33311 40226 20504 23060 23562 27562 23940 24584 34303 25517 23494 29095 32903 34379 16991 21109 23740 25552 21752 20294 29009 25500 24166 26960 31222 38641 14672 17543 25453 32683 22449 22316 27595 25451 25421 25288 32568 35110 16052 22146 21198 19543 22084 23816 29961 26773 26635 26972 30207 38687 16974 21697 24 etc...
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Classical Decomposition by Moving Averages
tObservationsFitTrendSeasonalRandom
115136NANA-8024.93936965812NA
216733NANA-5212.29193376068NA
320016NANA-2000.87526709402NA
417708NANA-1112.74706196581NA
518019NANA-1753.67013888889NA
619227NANA-2194.41693376068NA
72289324162.159989316221138.91666666673023.24332264957-1269.15998931624
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171949820798.746527777822552.4166666667-1753.67013888889-1300.74652777777
182212520391.791399572622586.2083333333-2194.416933760681733.20860042736
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222225423144.493322649622882.4583333333262.034989316240-890.493322649574
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1673285731737.858707265026452.6255285.233707264961119.14129273505
1683719836683.217681623926509.166666666710174.0510149573514.78231837607
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17623356NANANANA
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/May/24/t1274692964fb6mxbqm7y2so01/1d4kh1274692923.png (open in new window)
http://www.freestatistics.org/blog/date/2010/May/24/t1274692964fb6mxbqm7y2so01/1d4kh1274692923.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/May/24/t1274692964fb6mxbqm7y2so01/2d4kh1274692923.png (open in new window)
http://www.freestatistics.org/blog/date/2010/May/24/t1274692964fb6mxbqm7y2so01/2d4kh1274692923.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/May/24/t1274692964fb6mxbqm7y2so01/35vjj1274692923.png (open in new window)
http://www.freestatistics.org/blog/date/2010/May/24/t1274692964fb6mxbqm7y2so01/35vjj1274692923.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/May/24/t1274692964fb6mxbqm7y2so01/45vjj1274692923.png (open in new window)
http://www.freestatistics.org/blog/date/2010/May/24/t1274692964fb6mxbqm7y2so01/45vjj1274692923.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

Creative Commons License

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.

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