*Unverified author*

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

Title produced by software: Classical Decomposition

Date of computation: Fri, 20 May 2011 04:44:20 +0000

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2011/May/20/t1305866530zmj39ejoan930gu.htm/, Retrieved Fri, 20 May 2011 06:42:14 +0200

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords:

KDGP2W92

Dataseries X:

» Textbox « » Textfile « » CSV «

116 111 104 100 93 91 119 139 134 124 113 109 109 106 101 98 93 91 122 139 140 132 117 114 113 110 107 103 98 98 137 148 147 139 130 128 127 123 118 114 108 111 151 159 158 148 138 137 136 133 126 120 114 116 153 162 161 149 139 135 130 127 122 117 112 113 149 157 157 147 137 132 125 123 117 114 111 112 144 150 149 134 123 116 117 111 105 102 95 93 124 130 124 115 106 105 105 101 95 93 84 87 116 120 117 109 105 107 109 109 108 107 99 103 131 137 135 124 118 121 121 118 113 107 100 102 130 136 133 120 112 109 110

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 4 seconds R Server 'Gwilym Jenkins' @ www.wessa.org Classical Decomposition by Moving Averages t Observations Fit Trend Seasonal Random 1 116 NA NA -2.22951388888888 NA 2 111 NA NA -5.36284722222222 NA 3 104 NA NA -10.2461805555556 NA 4 100 NA NA -13.9253472222222 NA 5 93 NA NA -20.0045138888889 NA 6 91 NA NA -18.8003472222222 NA 7 119 126.753819444444 112.458333333333 14.2954861111111 -7.75381944444443 8 139 132.937152777778 111.958333333333 20.9788194444444 6.06284722222223 9 134 133.153819444444 111.625 21.5288194444444 0.846180555555563 10 124 123.291319444444 111.416666666667 11.8746527777778 0.708680555555546 11 113 113.762152777778 111.333333333333 2.42881944444445 -0.762152777777771 12 109 110.795486111111 111.333333333333 -0.537847222222224 -1.7954861111111 13 109 109.228819444444 111.458333333333 -2.22951388888888 -0.228819444444426 14 106 106.220486111111 111.583333333333 -5.36284722222222 -0.220486111111114 15 101 101.587152777778 111.833333333333 -10.2461805555556 -0.58715277777776 16 98 98.4913194444444 112.416666666667 -13.9253472222222 -0.491319444444429 17 93 92.9121527777778 112.916666666667 -20.0045138888889 0.087847222222237 18 91 94.4913194444444 113.291666666667 -18.8003472222222 -3.49131944444444 19 122 127.962152777778 113.666666666667 14.2954861111111 -5.96215277777777 20 139 134.978819444444 114 20.9788194444444 4.02118055555555 21 140 135.945486111111 114.416666666667 21.5288194444444 4.05451388888889 22 132 126.749652777778 114.875 11.8746527777778 5.25034722222223 23 117 117.720486111111 115.291666666667 2.42881944444445 -0.7204861111111 24 114 115.253819444444 115.791666666667 -0.537847222222224 -1.25381944444445 25 113 114.478819444444 116.708333333333 -2.22951388888888 -1.47881944444444 26 110 112.345486111111 117.708333333333 -5.36284722222222 -2.34548611111113 27 107 108.128819444444 118.375 -10.2461805555556 -1.12881944444443 28 103 105.032986111111 118.958333333333 -13.9253472222222 -2.03298611111111 29 98 99.7871527777778 119.791666666667 -20.0045138888889 -1.78715277777778 30 98 102.116319444444 120.916666666667 -18.8003472222222 -4.11631944444444 31 137 136.378819444444 122.083333333333 14.2954861111111 0.621180555555554 32 148 144.187152777778 123.208333333333 20.9788194444444 3.81284722222223 33 147 145.737152777778 124.208333333333 21.5288194444444 1.26284722222222 34 139 136.999652777778 125.125 11.8746527777778 2.00034722222222 35 130 128.428819444444 126 2.42881944444445 1.57118055555557 36 128 126.420486111111 126.958333333333 -0.537847222222224 1.5795138888889 37 127 125.853819444444 128.083333333333 -2.22951388888888 1.14618055555556 38 123 123.762152777778 129.125 -5.36284722222222 -0.762152777777743 39 118 119.795486111111 130.041666666667 -10.2461805555556 -1.7954861111111 40 114 116.949652777778 130.875 -13.9253472222222 -2.94965277777774 41 108 111.578819444444 131.583333333333 -20.0045138888889 -3.57881944444443 42 111 113.491319444444 132.291666666667 -18.8003472222222 -2.49131944444443 43 151 147.337152777778 133.041666666667 14.2954861111111 3.66284722222224 44 159 154.812152777778 133.833333333333 20.9788194444444 4.18784722222222 45 158 156.112152777778 134.583333333333 21.5288194444444 1.88784722222223 46 148 147.041319444444 135.166666666667 11.8746527777778 0.95868055555556 47 138 138.095486111111 135.666666666667 2.42881944444445 -0.0954861111110858 48 137 135.587152777778 136.125 -0.537847222222224 1.41284722222221 49 136 134.187152777778 136.416666666667 -2.22951388888888 1.81284722222222 50 133 131.262152777778 136.625 -5.36284722222222 1.73784722222223 51 126 126.628819444444 136.875 -10.2461805555556 -0.628819444444446 52 120 123.116319444444 137.041666666667 -13.9253472222222 -3.11631944444443 53 114 117.120486111111 137.125 -20.0045138888889 -3.12048611111112 54 116 118.282986111111 137.083333333333 -18.8003472222222 -2.28298611111111 55 153 151.045486111111 136.75 14.2954861111111 1.9545138888889 56 162 157.228819444444 136.25 20.9788194444444 4.77118055555559 57 161 157.362152777778 135.833333333333 21.5288194444444 3.63784722222223 58 149 147.416319444444 135.541666666667 11.8746527777778 1.58368055555553 59 139 137.762152777778 135.333333333333 2.42881944444445 1.2378472222222 60 135 134.587152777778 135.125 -0.537847222222224 0.412847222222211 61 130 132.603819444444 134.833333333333 -2.22951388888888 -2.60381944444444 62 127 129.095486111111 134.458333333333 -5.36284722222222 -2.09548611111109 63 122 123.837152777778 134.083333333333 -10.2461805555556 -1.83715277777776 64 117 119.907986111111 133.833333333333 -13.9253472222222 -2.90798611111109 65 112 113.662152777778 133.666666666667 -20.0045138888889 -1.66215277777778 66 113 114.657986111111 133.458333333333 -18.8003472222222 -1.65798611111109 67 149 147.420486111111 133.125 14.2954861111111 1.5795138888889 68 157 153.728819444444 132.75 20.9788194444444 3.27118055555556 69 157 153.903819444444 132.375 21.5288194444444 3.09618055555555 70 147 143.916319444444 132.041666666667 11.8746527777778 3.08368055555556 71 137 134.303819444444 131.875 2.42881944444445 2.69618055555554 72 132 131.253819444444 131.791666666667 -0.537847222222224 0.746180555555554 73 125 129.312152777778 131.541666666667 -2.22951388888888 -4.31215277777777 74 123 125.678819444444 131.041666666667 -5.36284722222222 -2.67881944444443 75 117 120.170486111111 130.416666666667 -10.2461805555556 -3.1704861111111 76 114 115.616319444444 129.541666666667 -13.9253472222222 -1.61631944444446 77 111 108.412152777778 128.416666666667 -20.0045138888889 2.58784722222222 78 112 108.366319444444 127.166666666667 -18.8003472222222 3.63368055555556 79 144 140.462152777778 126.166666666667 14.2954861111111 3.53784722222224 80 150 146.312152777778 125.333333333333 20.9788194444444 3.68784722222223 81 149 145.862152777778 124.333333333333 21.5288194444444 3.13784722222222 82 134 135.207986111111 123.333333333333 11.8746527777778 -1.20798611111111 83 123 124.595486111111 122.166666666667 2.42881944444445 -1.5954861111111 84 116 120.170486111111 120.708333333333 -0.537847222222224 -4.17048611111112 85 117 116.853819444444 119.083333333333 -2.22951388888888 0.146180555555546 86 111 112.053819444444 117.416666666667 -5.36284722222222 -1.05381944444446 87 105 105.295486111111 115.541666666667 -10.2461805555556 -0.295486111111117 88 102 99.7829861111111 113.708333333333 -13.9253472222222 2.21701388888891 89 95 92.2038194444444 112.208333333333 -20.0045138888889 2.79618055555557 90 93 92.2413194444444 111.041666666667 -18.8003472222222 0.758680555555571 91 124 124.378819444444 110.083333333333 14.2954861111111 -0.378819444444431 92 130 130.145486111111 109.166666666667 20.9788194444444 -0.145486111111097 93 124 129.862152777778 108.333333333333 21.5288194444444 -5.86215277777777 94 115 119.416319444444 107.541666666667 11.8746527777778 -4.41631944444443 95 106 109.137152777778 106.708333333333 2.42881944444445 -3.13715277777774 96 105 105.462152777778 106 -0.537847222222224 -0.462152777777746 97 105 103.187152777778 105.416666666667 -2.22951388888888 1.81284722222223 98 101 99.3038194444444 104.666666666667 -5.36284722222222 1.69618055555556 99 95 93.7121527777778 103.958333333333 -10.2461805555556 1.28784722222223 100 93 89.4913194444444 103.416666666667 -13.9253472222222 3.50868055555557 101 84 83.1204861111111 103.125 -20.0045138888889 0.87951388888888 102 87 84.3663194444444 103.166666666667 -18.8003472222222 2.63368055555556 103 116 117.712152777778 103.416666666667 14.2954861111111 -1.71215277777777 104 120 124.895486111111 103.916666666667 20.9788194444444 -4.89548611111111 105 117 126.320486111111 104.791666666667 21.5288194444444 -9.32048611111111 106 109 117.791319444444 105.916666666667 11.8746527777778 -8.79131944444445 107 105 109.553819444444 107.125 2.42881944444445 -4.55381944444444 108 107 107.878819444444 108.416666666667 -0.537847222222224 -0.878819444444431 109 109 107.478819444444 109.708333333333 -2.22951388888888 1.52118055555557 110 109 105.678819444444 111.041666666667 -5.36284722222222 3.32118055555556 111 108 102.253819444444 112.5 -10.2461805555556 5.74618055555557 112 107 99.9496527777778 113.875 -13.9253472222222 7.05034722222223 113 99 95.0371527777778 115.041666666667 -20.0045138888889 3.96284722222224 114 103 97.3663194444444 116.166666666667 -18.8003472222222 5.63368055555559 115 131 131.545486111111 117.25 14.2954861111111 -0.545486111111089 116 137 139.103819444444 118.125 20.9788194444444 -2.10381944444444 117 135 140.237152777778 118.708333333333 21.5288194444444 -5.23715277777778 118 124 130.791319444444 118.916666666667 11.8746527777778 -6.79131944444444 119 118 121.387152777778 118.958333333333 2.42881944444445 -3.38715277777776 120 121 118.420486111111 118.958333333333 -0.537847222222224 2.5795138888889 121 121 116.645486111111 118.875 -2.22951388888888 4.35451388888892 122 118 113.428819444444 118.791666666667 -5.36284722222222 4.57118055555559 123 113 108.420486111111 118.666666666667 -10.2461805555556 4.57951388888893 124 107 104.491319444444 118.416666666667 -13.9253472222222 2.50868055555559 125 100 97.9954861111111 118 -20.0045138888889 2.00451388888891 126 102 98.4496527777778 117.25 -18.8003472222222 3.55034722222224 127 130 130.587152777778 116.291666666667 14.2954861111111 -0.58715277777776 128 136 NA NA 20.9788194444444 NA 129 133 NA NA 21.5288194444444 NA 130 120 NA NA 11.8746527777778 NA 131 112 NA NA 2.42881944444445 NA 132 109 NA NA -0.537847222222224 NA 133 110 NA NA NA NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2011/May/20/t1305866530zmj39ejoan930gu/1zllg1305866656.png (open in new window) http://www.freestatistics.org/blog/date/2011/May/20/t1305866530zmj39ejoan930gu/1zllg1305866656.ps (open in new window) http://www.freestatistics.org/blog/date/2011/May/20/t1305866530zmj39ejoan930gu/2z65d1305866656.png (open in new window) http://www.freestatistics.org/blog/date/2011/May/20/t1305866530zmj39ejoan930gu/2z65d1305866656.ps (open in new window) http://www.freestatistics.org/blog/date/2011/May/20/t1305866530zmj39ejoan930gu/3b1f91305866656.png (open in new window) http://www.freestatistics.org/blog/date/2011/May/20/t1305866530zmj39ejoan930gu/3b1f91305866656.ps (open in new window) http://www.freestatistics.org/blog/date/2011/May/20/t1305866530zmj39ejoan930gu/47lz81305866656.png (open in new window) http://www.freestatistics.org/blog/date/2011/May/20/t1305866530zmj39ejoan930gu/47lz81305866656.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