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ws 8

*The author of this computation has been verified*
R Software Module: /rwasp_decompose.wasp (opens new window with default values)
Title produced by software: Classical Decomposition
Date of computation: Tue, 30 Nov 2010 10:05:28 +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/Nov/30/t1291111517xgms2jvlnfi85oh.htm/, Retrieved Tue, 30 Nov 2010 11:05:26 +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/Nov/30/t1291111517xgms2jvlnfi85oh.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:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
2 938 2 909 3 141 2 427 3 059 2 918 2 901 2 823 2 798 2 892 2 967 2 397 3 458 3 024 3 100 2 904 3 056 2 771 2 897 2 772 2 857 3 020 2 648 2 364 3 194 3 013 2 560 3 074 2 746 2 846 3 184 2 354 3 080 2 963 2 430 2 296 2 416 2 647 2 789 2 685 2 666 2 882 2 953 2 127 2 563 3 061 2 809 2 861 2 781 2 555 3 206 2 570 2 410 3 195 2 736 2 743 2 934 2 668 2 907 2 866 2 983 2 878 3 225 2 515 3 193 2 663 2 908 2 896 2 853 3 028 3 053 2 455 3 401 2 969 3 243 2 849 3 296 3 121 3 194 3 023 2 984 3 525 3 116 2 383 3 294 2 882 2 820 2 583 2 803 2 767 2 945 2 716 2 644 2 956 2 598 2 171 2 994 2 645 2 724 2 550 2 707 2 679 2 878 2 307 2 496 2 637 2 436 2 426 2 607 2 533 2 888 2 520 2 229 2 804 2 661 2 547 2 509 2 465 2 629 2 706 2 666 2 432 2 836 2 888 2 566 2 802 2 611 2 683 2 675 2 434 2 693 2 619 2 903 2 550 2 900 2 456 2 912 2 883 2 464 2 655 2 447 2 592 2 698 2 274 2 901 2 397 3 etc...
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time4 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Classical Decomposition by Moving Averages
tObservationsFitTrendSeasonalRandom
12938NANA188.471974206349NA
22909NANA-56.7750496031745NA
33141NANA162.596974206349NA
42427NANA-63.3881448412699NA
53059NANA-15.5518353174603NA
62918NANA72.5910218253969NA
729012970.346974206352869.16666666667101.180307539683-69.346974206349
828232780.070188492062895.625-115.55481150793642.9298115079364
927982853.930307539682898.70833333333-44.7780257936506-55.9303075396824
1028922992.698164682542916.87575.8231646825397-100.698164682540
1129672914.159474206352936.625-22.465525793650752.8405257936506
1223972648.224950396832930.375-282.150049603175-251.224950396825
1334583112.555307539682924.08333333333188.471974206349345.444692460318
1430242865.016617063492921.79166666667-56.7750496031745158.983382936508
1531003084.721974206352922.125162.59697420634915.2780257936511
1629042866.52852182542929.91666666667-63.388144841269937.4714781746034
1730562906.406498015872921.95833333333-15.5518353174603149.593501984127
1827712979.882688492062907.2916666666772.5910218253969-208.882688492063
1928972996.096974206352894.91666666667101.180307539683-99.0969742063494
2027722767.90352182542883.45833333333-115.5548115079364.09647817460291
2128572815.721974206352860.5-44.778025793650641.2780257936511
2230202920.906498015872845.0833333333375.823164682539799.0935019841272
2326482816.784474206352839.25-22.4655257936507-168.784474206349
2423642547.308283730162829.45833333333-282.150049603175-183.308283730159
2531943033.013640873022844.54166666667188.471974206349160.986359126984
2630132782.308283730162839.08333333333-56.7750496031745230.691716269842
2725602993.555307539682830.95833333333162.596974206349-433.555307539682
2830742774.486855158732837.875-63.3881448412699299.513144841270
2927462810.864831349212826.41666666667-15.5518353174603-64.8648313492063
3028462887.091021825402814.572.5910218253969-41.0910218253966
3131842880.430307539682779.25101.180307539683303.569692460317
3223542616.028521825402731.58333333333-115.554811507936-262.028521825397
3330802681.096974206352725.875-44.7780257936506398.903025793651
3429632795.031498015872719.2083333333375.8231646825397167.968501984127
3524302677.201140873022699.66666666667-22.4655257936507-247.201140873015
3622962415.683283730162697.83333333333-282.150049603175-119.683283730159
3724162878.180307539682689.70833333333188.471974206349-462.180307539682
3826472613.849950396832670.625-56.775049603174533.1500496031749
3927892802.221974206352639.625162.596974206349-13.2219742063489
4026852558.778521825402622.16666666667-63.3881448412699126.221478174603
4126662626.489831349212642.04166666667-15.551835317460339.5101686507933
4228822753.966021825402681.37572.5910218253969128.033978174603
4329532821.305307539682720.125101.180307539683131.694692460318
4421272615.945188492062731.5-115.554811507936-488.945188492063
4525632700.263640873022745.04166666667-44.7780257936506-137.263640873016
4630612833.448164682542757.62575.8231646825397227.551835317461
4728092719.701140873022742.16666666667-22.465525793650789.2988591269841
4828612462.391617063492744.54166666667-282.150049603175398.608382936508
4927812937.013640873022748.54166666667188.471974206349-156.013640873015
5025552708.391617063492765.16666666667-56.7750496031745-153.391617063493
5132062968.888640873022806.29166666667162.596974206349237.111359126984
5225702741.986855158732805.375-63.3881448412699-171.986855158730
5324102777.531498015872793.08333333333-15.5518353174603-367.531498015872
5431952869.966021825402797.37572.5910218253969325.033978174603
5527362907.180307539682806101.180307539683-171.180307539682
5627432712.320188492062827.875-115.55481150793630.6798115079368
5729342797.346974206352842.125-44.7780257936506136.653025793651
5826682916.448164682542840.62575.8231646825397-248.44816468254
5929072848.492807539682870.95833333333-22.465525793650758.5071924603176
6028662599.266617063492881.41666666667-282.150049603175266.733382936508
6129833054.888640873022866.41666666667188.471974206349-71.8886408730159
6228782823.183283730162879.95833333333-56.775049603174554.8167162698414
6332253045.555307539682882.95833333333162.596974206349179.444692460318
6425152831.195188492062894.58333333333-63.3881448412699-316.195188492064
6531932900.114831349212915.66666666667-15.5518353174603292.885168650793
6626632977.216021825402904.62572.5910218253969-314.216021825397
6729083006.096974206352904.91666666667101.180307539683-98.096974206349
6828962810.570188492062926.125-115.55481150793685.4298115079364
6928532885.888640873022930.66666666667-44.7780257936506-32.8886408730159
7030283021.156498015872945.3333333333375.82316468253976.84350198412676
7130532941.076140873022963.54166666667-22.4655257936507111.923859126984
7224552704.766617063492986.91666666667-282.150049603175-249.766617063492
7334013206.388640873023017.91666666667188.471974206349194.611359126984
7429692978.349950396833035.125-56.7750496031745-9.34995039682553
7532433208.471974206353045.875162.59697420634934.5280257936511
7628493008.653521825403072.04166666667-63.3881448412699-159.653521825397
7732963079.823164682543095.375-15.5518353174603216.176835317460
7831213167.59102182540309572.5910218253969-46.5910218253957
7931943188.721974206353087.54166666667101.1803075396835.27802579365107
8030232963.90352182543079.45833333333-115.55481150793659.0964781746029
8129843013.430307539683058.20833333333-44.7780257936506-29.4303075396824
8235253105.323164682543029.575.8231646825397419.67683531746
8331162975.409474206352997.875-22.4655257936507140.590525793651
8423832680.433283730162962.58333333333-282.150049603175-297.433283730158
8532943125.930307539682937.45833333333188.471974206349168.069692460318
8628822857.516617063492914.29166666667-56.775049603174524.4833829365080
8728203049.930307539682887.33333333333162.596974206349-229.930307539682
8825832786.070188492062849.45833333333-63.3881448412699-203.070188492063
8928032788.614831349212804.16666666667-15.551835317460314.3851686507933
9027672846.341021825402773.7572.5910218253969-79.3410218253962
9129452853.596974206352752.41666666667101.18030753968391.403025793651
9227162614.486855158732730.04166666667-115.554811507936101.513144841270
9326442671.388640873022716.16666666667-44.7780257936506-27.3886408730159
9429562786.614831349212710.7916666666775.8231646825397169.385168650794
9525982682.951140873022705.41666666667-22.4655257936507-84.9511408730159
9621712415.599950396832697.75-282.150049603175-244.599950396825
9729942879.763640873022691.29166666667188.471974206349114.236359126984
9826452614.683283730162671.45833333333-56.775049603174530.316716269841
9927242810.846974206352648.25162.596974206349-86.846974206349
10025502565.403521825402628.79166666667-63.3881448412699-15.4035218253962
10127072593.198164682542608.75-15.5518353174603113.801835317461
10226792685.216021825402612.62572.5910218253969-6.21602182539664
10328782708.305307539682607.125101.180307539683169.694692460318
10423072470.77852182542586.33333333333-115.554811507936-163.778521825397
10524962543.721974206352588.5-44.7780257936506-47.7219742063494
10626372669.906498015872594.0833333333375.8231646825397-32.9064980158732
10724362550.451140873022572.91666666667-22.4655257936507-114.451140873016
10824262276.058283730162558.20833333333-282.150049603175149.941716269841
10926072742.846974206352554.375188.471974206349-135.846974206348
11025332498.558283730162555.33333333333-56.775049603174534.4417162698414
11128882728.471974206352565.875162.596974206349159.528025793651
11225202495.861855158732559.25-63.388144841269924.1381448412699
11322292544.573164682542560.125-15.5518353174603-315.573164682539
11428042652.424355158732579.8333333333372.5910218253969151.57564484127
11526612695.138640873022593.95833333333101.180307539683-34.1386408730159
11625472476.653521825402592.20833333333-115.55481150793670.3464781746034
11725092541.055307539682585.83333333333-44.7780257936506-32.0553075396829
11824652674.82316468254259975.8231646825397-209.823164682539
11926292605.909474206352628.375-22.465525793650723.0905257936511
12027062360.183283730162642.33333333333-282.150049603175345.816716269841
12126662828.638640873022640.16666666667188.471974206349-162.638640873016
12224322586.974950396832643.75-56.7750496031745-154.974950396826
12328362818.930307539682656.33333333333162.59697420634917.0696924603176
12428882598.570188492062661.95833333333-63.3881448412699289.429811507936
12525662647.781498015872663.33333333333-15.5518353174603-81.7814980158723
12628022734.966021825402662.37572.591021825396967.0339781746038
12726112769.805307539682668.625101.180307539683-158.805307539682
12826832567.861855158732683.41666666667-115.554811507936115.138144841270
12926752646.221974206352691-44.778025793650628.7780257936511
13024342751.489831349212675.6666666666775.8231646825397-317.489831349207
13126932649.617807539682672.08333333333-22.465525793650743.3821924603171
13226192407.724950396832689.875-282.150049603175211.275049603175
13329032875.596974206352687.125188.47197420634927.4030257936511
13425502623.058283730162679.83333333333-56.7750496031745-73.0582837301586
13529002831.763640873022669.16666666667162.59697420634968.2363591269841
13624562602.861855158732666.25-63.3881448412699-146.86185515873
13729122657.489831349212673.04166666667-15.5518353174603254.510168650793
13828832731.466021825402658.87572.5910218253969151.533978174603
13924642745.596974206352644.41666666667101.180307539683-281.596974206349
14026552522.403521825402637.95833333333-115.554811507936132.596478174603
14124472591.138640873022635.91666666667-44.7780257936506-144.138640873016
14225922722.656498015872646.8333333333375.8231646825397-130.656498015873
14326982629.701140873022652.16666666667-22.465525793650768.2988591269836
14422742359.933283730162642.08333333333-282.150049603175-85.9332837301586
14529012834.096974206352645.625188.47197420634966.9030257936515
14623972607.516617063492664.29166666667-56.7750496031745-210.516617063492
14730042831.805307539682669.20833333333162.596974206349172.194692460318
14826142607.820188492062671.20833333333-63.38814484126996.17981150793639
14928822661.114831349212676.66666666667-15.5518353174603220.885168650794
15026712744.59102182540267272.5910218253969-73.5910218253966
15127612766.763640873022665.58333333333101.180307539683-5.7636408730159
15228062560.195188492062675.75-115.554811507936245.804811507936
15324142627.471974206352672.25-44.7780257936506-213.471974206349
15426732745.031498015872669.2083333333375.8231646825397-72.0314980158728
15527482641.284474206352663.75-22.4655257936507106.715525793650
15621122367.391617063492649.54166666667-282.150049603175-255.391617063492
15729092847.888640873022659.41666666667188.47197420634961.1113591269846
15826332599.683283730162656.45833333333-56.775049603174533.3167162698414
15926842819.180307539682656.58333333333162.596974206349-135.180307539682
16028612605.695188492062669.08333333333-63.3881448412699255.304811507936
16125042642.989831349212658.54166666667-15.5518353174603-138.989831349206
16227082739.216021825402666.62572.5910218253969-31.2160218253966
16329612773.888640873022672.70833333333101.180307539683187.111359126985
16425352537.153521825402652.70833333333-115.554811507936-2.15352182539664
16526882602.596974206352647.375-44.778025793650685.403025793651
16626992706.739831349212630.9166666666775.8231646825397-7.73983134920627
16724692577.534474206352600-22.4655257936507-108.534474206349
16825852299.308283730162581.45833333333-282.150049603175285.691716269841
16925822761.471974206352573188.471974206349-179.471974206349
17024802508.183283730162564.95833333333-56.7750496031745-28.183283730159
17127092722.930307539682560.33333333333162.596974206349-13.9303075396824
17224412495.361855158732558.75-63.3881448412699-54.3618551587306
17321822544.281498015872559.83333333333-15.5518353174603-362.281498015873
17425852636.341021825402563.7572.5910218253969-51.3410218253966
1752881NANA101.180307539683NA
1762422NANA-115.554811507936NA
1772690NANA-44.7780257936506NA
1782659NANA75.8231646825397NA
1792535NANA-22.4655257936507NA
1802613NANA-282.150049603175NA
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Nov/30/t1291111517xgms2jvlnfi85oh/15jwc1291111524.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/30/t1291111517xgms2jvlnfi85oh/15jwc1291111524.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/30/t1291111517xgms2jvlnfi85oh/2gawg1291111524.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/30/t1291111517xgms2jvlnfi85oh/2gawg1291111524.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/30/t1291111517xgms2jvlnfi85oh/3gawg1291111524.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/30/t1291111517xgms2jvlnfi85oh/3gawg1291111524.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Nov/30/t1291111517xgms2jvlnfi85oh/481vi1291111524.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Nov/30/t1291111517xgms2jvlnfi85oh/481vi1291111524.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$trend)) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,x[i])
a<-table.element(a,m$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')
 




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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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