*Unverified author*

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

Title produced by software: Classical Decomposition

Date of computation: Sun, 30 May 2010 11:21:00 +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/30/t12752184858lxygibdtppfl4h.htm/, Retrieved Sun, 30 May 2010 13:21:25 +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/30/t12752184858lxygibdtppfl4h.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 «

77 70 67 76 85 106 108 120 108 111 109 104 104 117 111 110 116 118 115 111 112 97 106 93 95 97 81 71 75 70 72 80 78 80 81 99 87 100 95 128 112 104 102 108 103 99 96 85 78 74 106 100 109 87 107 106 109 83 84 83 65 68 61 75 66 78 68 68 174 64 48 45

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 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 Classical Decomposition by Moving Averages t Observations Fit Trend Seasonal Random 1 77 NA NA -9.25347222222222 NA 2 70 NA NA -3.08680555555555 NA 3 67 NA NA -3.60347222222222 NA 4 76 NA NA 2.23819444444445 NA 5 85 NA NA 1.93819444444444 NA 6 106 NA NA -1.26180555555556 NA 7 108 100.588194444444 96.2083333333333 4.37986111111112 7.41180555555559 8 120 107.988194444444 99.2916666666666 8.69652777777778 12.0118055555556 9 108 108.846527777778 103.083333333333 5.76319444444445 -0.846527777777766 10 111 104.154861111111 106.333333333333 -2.17847222222222 6.84513888888888 11 109 108.229861111111 109.041666666667 -0.811805555555557 0.770138888888894 12 104 108.013194444444 110.833333333333 -2.82013888888889 -4.01319444444444 13 104 102.371527777778 111.625 -9.25347222222222 1.62847222222224 14 117 108.454861111111 111.541666666667 -3.08680555555555 8.5451388888889 15 111 107.729861111111 111.333333333333 -3.60347222222222 3.27013888888889 16 110 113.154861111111 110.916666666667 2.23819444444445 -3.1548611111111 17 116 112.146527777778 110.208333333333 1.93819444444444 3.85347222222224 18 118 108.363194444444 109.625 -1.26180555555556 9.63680555555557 19 115 113.171527777778 108.791666666667 4.37986111111112 1.82847222222223 20 111 116.279861111111 107.583333333333 8.69652777777778 -5.2798611111111 21 112 111.263194444444 105.5 5.76319444444445 0.736805555555563 22 97 100.446527777778 102.625 -2.17847222222222 -3.44652777777776 23 106 98.479861111111 99.2916666666666 -0.811805555555557 7.52013888888891 24 93 92.7631944444444 95.5833333333333 -2.82013888888889 0.236805555555577 25 95 82.5381944444444 91.7916666666667 -9.25347222222222 12.4618055555556 26 97 85.6215277777778 88.7083333333333 -3.08680555555555 11.3784722222222 27 81 82.3965277777778 86 -3.60347222222222 -1.39652777777776 28 71 86.1131944444444 83.875 2.23819444444445 -15.1131944444444 29 75 84.0631944444444 82.125 1.93819444444444 -9.06319444444443 30 70 80.0715277777778 81.3333333333333 -1.26180555555556 -10.0715277777778 31 72 85.6298611111111 81.25 4.37986111111112 -13.6298611111111 32 80 89.7381944444444 81.0416666666667 8.69652777777778 -9.73819444444445 33 78 87.5131944444445 81.75 5.76319444444445 -9.51319444444445 34 80 82.5298611111111 84.7083333333333 -2.17847222222222 -2.52986111111110 35 81 87.8131944444444 88.625 -0.811805555555557 -6.81319444444445 36 99 88.7631944444445 91.5833333333333 -2.82013888888889 10.2368055555555 37 87 84.9965277777778 94.25 -9.25347222222222 2.00347222222223 38 100 93.5798611111111 96.6666666666667 -3.08680555555555 6.4201388888889 39 95 95.2715277777778 98.875 -3.60347222222222 -0.271527777777763 40 128 102.946527777778 100.708333333333 2.23819444444445 25.0534722222222 41 112 104.063194444444 102.125 1.93819444444444 7.93680555555557 42 104 100.904861111111 102.166666666667 -1.26180555555556 3.0951388888889 43 102 105.588194444444 101.208333333333 4.37986111111112 -3.58819444444444 44 108 108.446527777778 99.75 8.69652777777778 -0.446527777777789 45 103 104.888194444444 99.125 5.76319444444445 -1.88819444444445 46 99 96.2381944444444 98.4166666666667 -2.17847222222222 2.76180555555555 47 96 96.3131944444444 97.125 -0.811805555555557 -0.313194444444449 48 85 93.4715277777778 96.2916666666667 -2.82013888888889 -8.47152777777777 49 78 86.5381944444444 95.7916666666667 -9.25347222222222 -8.53819444444443 50 74 92.8298611111111 95.9166666666667 -3.08680555555555 -18.8298611111111 51 106 92.479861111111 96.0833333333333 -3.60347222222222 13.5201388888889 52 100 97.9048611111111 95.6666666666667 2.23819444444445 2.09513888888890 53 109 96.4381944444444 94.5 1.93819444444444 12.5618055555556 54 87 92.654861111111 93.9166666666667 -1.26180555555556 -5.65486111111109 55 107 97.6715277777778 93.2916666666667 4.37986111111112 9.32847222222223 56 106 101.196527777778 92.5 8.69652777777778 4.80347222222225 57 109 96.1381944444444 90.375 5.76319444444445 12.8618055555556 58 83 85.2798611111111 87.4583333333333 -2.17847222222222 -2.27986111111112 59 84 83.8131944444444 84.625 -0.811805555555557 0.186805555555551 60 83 79.6381944444444 82.4583333333333 -2.82013888888889 3.36180555555556 61 65 71.2048611111111 80.4583333333333 -9.25347222222222 -6.20486111111109 62 68 74.1631944444444 77.25 -3.08680555555555 -6.16319444444444 63 61 74.7715277777778 78.375 -3.60347222222222 -13.7715277777778 64 75 82.5298611111111 80.2916666666667 2.23819444444445 -7.5298611111111 65 66 79.9381944444444 78 1.93819444444444 -13.9381944444444 66 78 73.6548611111111 74.9166666666667 -1.26180555555556 4.3451388888889 67 68 NA NA 4.37986111111112 NA 68 68 NA NA 8.69652777777778 NA 69 174 NA NA 5.76319444444445 NA 70 64 NA NA -2.17847222222222 NA 71 48 NA NA -0.811805555555557 NA 72 45 NA NA -2.82013888888889 NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/May/30/t12752184858lxygibdtppfl4h/1bcp61275218456.png (open in new window) http://www.freestatistics.org/blog/date/2010/May/30/t12752184858lxygibdtppfl4h/1bcp61275218456.ps (open in new window) http://www.freestatistics.org/blog/date/2010/May/30/t12752184858lxygibdtppfl4h/2bcp61275218456.png (open in new window) http://www.freestatistics.org/blog/date/2010/May/30/t12752184858lxygibdtppfl4h/2bcp61275218456.ps (open in new window) http://www.freestatistics.org/blog/date/2010/May/30/t12752184858lxygibdtppfl4h/3l4o91275218456.png (open in new window) http://www.freestatistics.org/blog/date/2010/May/30/t12752184858lxygibdtppfl4h/3l4o91275218456.ps (open in new window) http://www.freestatistics.org/blog/date/2010/May/30/t12752184858lxygibdtppfl4h/4l4o91275218456.png (open in new window) http://www.freestatistics.org/blog/date/2010/May/30/t12752184858lxygibdtppfl4h/4l4o91275218456.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