Home » date » 2009 » Dec » 04 »

WS9

*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: Thu, 03 Dec 2009 16:59:13 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Dec/04/t1259884812r0oxctzz0bd6myl.htm/, Retrieved Fri, 04 Dec 2009 01:00:18 +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/2009/Dec/04/t1259884812r0oxctzz0bd6myl.htm/},
    year = {2009},
}
@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 = {2009},
    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 «
10284,5 12792 12823,61538 13845,66667 15335,63636 11188,5 13633,25 12298,46667 15353,63636 12696,15385 12213,93333 13683,72727 11214,14286 13950,23077 11179,13333 11801,875 11188,82353 16456,27273 11110,0625 16530,69231 10038,41176 11681,25 11148,88235 8631 9386,444444 9764,736842 12043,75 12948,06667 10987,125 11648,3125 10633,35294 10219,3 9037,6 10296,31579 11705,41176 10681,94444 9362,947368 11306,35294 10984,45 10062,61905 8118,583333 8867,48 8346,72 8529,307692 10697,18182 8591,84 8695,607143 8125,571429 7009,758621 7883,466667 7527,645161 6763,758621 6682,333333 7855,681818 6738,88 7895,434783 6361,884615 6935,956522 8344,454545 9107,944444
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Classical Decomposition by Moving Averages
tObservationsFitTrendSeasonalRandom
110284.5NANA0.877942965248289NA
212792NANA1.02694834303885NA
312823.61538NANA1.02062529748104NA
413845.66667NANA1.02058053929210NA
515335.63636NANA0.919357225700753NA
611188.5NANA1.10783436799676NA
713633.2512596.721569604513051.15894333330.9651803050057151.08228557126297
812298.4666713905.866309541813138.15367791671.058433829474500.884408522003493
915353.6363613434.078460024113117.89320791671.024103356163671.14288720329333
1012696.1538512837.071841993112964.215136250.9901927503577630.989022575106875
1112213.9333312985.696859553012706.27328208331.021990993839530.940568185296486
1213683.7272712329.708876914712752.97994458330.9668100264010491.10981754772982
1311214.1428611296.788582266212867.33766250.8779429652482890.992684140128463
1413950.2307713287.22000374512938.5475851.026948343038851.04989838100582
1511179.1333313159.353305591512893.42262833331.020625297481040.84951996275151
1611801.87512889.59263987512629.667276251.020580539292100.915612721808597
1711188.8235311531.499972696312543.00249166670.9193572257007530.970283445908367
1816456.2727313613.174029756812288.09506458331.107834367996761.20884906738344
1911110.062511583.525202282812001.4106610.9651803050057150.95912619914795
2016530.6923112437.508786683811750.860981.058433829474501.32909995028092
2110038.4117611892.391103042111612.491094251.024103356163670.844103735995709
2211681.2511581.566488479911696.27477508330.9901927503577631.00860708364618
2311148.8823511993.706793391911735.62865591671.021990993839530.9295610224641
24863111144.315604075711526.892874250.9668100264010490.774475553872817
259386.4444449926.6362323771411306.69829966670.8779429652482890.945581587183056
269764.73684211320.935502092211023.860721751.026948343038850.8625379802045
2712043.7510940.271942934510719.18555216671.020625297481041.10086385994985
2812948.0666710838.340258740810619.77947008331.020580539292101.19465401167469
2910987.1259731.6376603910710585.26260341670.9193572257007531.12901090067491
3011648.312511847.078087364310693.90734716671.107834367996760.983222395775691
3110633.3529410403.084266089910778.38432066670.9651803050057151.02213465430254
3210219.311475.157780823310841.63927991671.058433829474500.890558560953119
339037.611123.540070157410861.7357841.024103356163670.812475160155745
3410296.3157910592.459508980210697.37129983330.9901927503577630.972042024920737
3511705.4117610687.595241605310457.62174620831.021990993839531.09523344544641
3610681.944449882.955573729410222.23115591670.9668100264010491.08084513385798
379362.9473688789.163197700310011.08676258330.8779429652482891.06528313986135
3811306.3529410110.71109996479845.394043916671.026948343038851.11825497022058
3910984.4510047.16498683389844.126940251.020625297481041.09328850619996
4010062.6190510044.81530186889842.256358166671.020580539292101.00177243160736
418118.5833338867.961676906589645.8280078750.9193572257007530.915495987555058
428867.4810429.04632179839413.903940041671.107834367996760.850267582134106
438346.728888.672496350979209.338866791670.9651803050057150.939028859869294
448529.3076929492.742753592018968.669074291671.058433829474500.898508251345223
4510697.181828891.280984421388682.015277958331.024103356163671.20310918513798
468591.848318.14313788738400.5292251250.9901927503577631.03290360090897
478695.6071438383.630202677088203.232957251.021990993839531.03721263137576
488125.5714297832.351308328228101.230949666670.9668100264010491.03743704912214
497009.7586217016.589850720627992.079358750.8779429652482890.999026417409888
507883.4666678111.530848342177898.674654208331.026948343038850.971883953151854
517527.6451617850.267971747527691.625899458331.020625297481040.958902955681436
526763.7586217595.15360798347441.9933711.020580539292100.890536119492105
536682.3333336764.967749299597358.366867833330.9193572257007530.98778495044442
547855.6818188180.988694836677384.667718541671.107834367996760.960236239289514
556738.88NANA0.965180305005715NA
567895.434783NANA1.05843382947450NA
576361.884615NANA1.02410335616367NA
586935.956522NANA0.990192750357763NA
598344.454545NANA1.02199099383953NA
609107.944444NANA0.966810026401049NA
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Dec/04/t1259884812r0oxctzz0bd6myl/1vve21259884751.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/04/t1259884812r0oxctzz0bd6myl/1vve21259884751.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/04/t1259884812r0oxctzz0bd6myl/2do2l1259884751.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/04/t1259884812r0oxctzz0bd6myl/2do2l1259884751.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/04/t1259884812r0oxctzz0bd6myl/3mfog1259884751.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/04/t1259884812r0oxctzz0bd6myl/3mfog1259884751.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/04/t1259884812r0oxctzz0bd6myl/4fr3w1259884751.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/04/t1259884812r0oxctzz0bd6myl/4fr3w1259884751.ps (open in new window)


 
Parameters (Session):
par1 = multiplicative ; par2 = 12 ;
 
Parameters (R input):
par1 = multiplicative ; 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.

FreeStatistics.org is powered by