WS 9 Classical Decomposition

*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: Fri, 04 Dec 2009 03:19:32 -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/t1259922024sppmpz0q7nh1ncm.htm/, Retrieved Fri, 04 Dec 2009 11:20:30 +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/t1259922024sppmpz0q7nh1ncm.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:

SHW WS 9 Classical Decomposition

Dataseries X:

» Textbox « » Textfile « » CSV «

14.2 13.5 11.9 14.6 15.6 14.1 14.9 14.2 14.6 17.2 15.4 14.3 17.5 14.5 14.4 16.6 16.7 16.6 16.9 15.7 16.4 18.4 16.9 16.5 18.3 15.1 15.7 18.1 16.8 18.9 19 18.1 17.8 21.5 17.1 18.7 19 16.4 16.9 18.6 19.3 19.4 17.6 18.6 18.1 20.4 18.1 19.6 19.9 19.2 17.8 19.2 22 21.1 19.5 22.2 20.9 22.2 23.5 21.5 24.3 22.8 20.3 23.7 23.3 19.6 18 17.3 16.8 18.2 16.5 16 18.4

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 1 seconds R Server 'Gwilym Jenkins' @ 72.249.127.135 Classical Decomposition by Moving Averages t Observations Fit Trend Seasonal Random 1 14.2 NA NA 1.0648237190536 NA 2 13.5 NA NA 0.937619927740266 NA 3 11.9 NA NA 0.908864046242515 NA 4 14.6 NA NA 1.02609493892651 NA 5 15.6 NA NA 1.04303119886857 NA 6 14.1 NA NA 1.01965263741201 NA 7 14.9 14.2678962019095 14.6791666666667 0.971982710320264 1.04430252289093 8 14.2 14.7915579001253 14.8583333333333 0.995505859795309 0.960007059153634 9 14.6 14.4851446024887 15.0041666666667 0.965408137905383 1.00792918542847 10 17.2 16.1596459811008 15.1916666666667 1.06371778262869 1.06437975312800 11 15.4 15.4949086514172 15.3208333333333 1.01136200063643 0.993874849245493 12 14.3 15.3460926302784 15.4708333333333 0.991937040470462 0.931833291021947 13 17.5 16.6733647341809 15.6583333333333 1.0648237190536 1.04957819126480 14 14.5 14.8183016079951 15.8041666666667 0.937619927740266 0.978519697033067 15 14.4 14.4888076705161 15.9416666666667 0.908864046242515 0.993870601878662 16 16.6 16.4859253520859 16.0666666666667 1.02609493892651 1.0069195174355 17 16.7 16.8753756050277 16.1791666666667 1.04303119886857 0.989607602868675 18 16.6 16.6543264110629 16.3333333333333 1.01965263741201 0.996738000101476 19 16.9 15.9972154406877 16.4583333333333 0.971982710320264 1.05643385642080 20 15.7 16.4424384509525 16.5166666666667 0.995505859795309 0.95484620768585 21 16.4 16.0217525553214 16.5958333333333 0.965408137905383 1.02360836889551 22 18.4 17.7773834421819 16.7125 1.06371778262869 1.03502295823472 23 16.9 16.9698115690120 16.7791666666667 1.01136200063643 0.995886131750602 24 16.5 16.743070628941 16.8791666666667 0.991937040470462 0.985482314783954 25 18.3 18.1685547063520 17.0625 1.0648237190536 1.00723476885049 26 15.1 16.1739437535196 17.25 0.937619927740266 0.93360037787408 27 15.7 15.8218082716718 17.4083333333333 0.908864046242515 0.992301242084328 28 18.1 18.0549955295277 17.5958333333333 1.02609493892651 1.00249263260125 29 16.8 18.4964199266026 17.7333333333333 1.04303119886857 0.908283876915946 30 18.9 18.1838053671809 17.8333333333333 1.01965263741201 1.03938640006078 31 19 17.4511395782084 17.9541666666667 0.971982710320264 1.08875411344057 32 18.1 17.9564369460579 18.0375 0.995505859795309 1.00799507465615 33 17.8 17.5141126351668 18.1416666666667 0.965408137905383 1.01632325718056 34 21.5 19.3729601161249 18.2125 1.06371778262869 1.10979426329922 35 17.1 18.5458506866705 18.3375 1.01136200063643 0.9220391282612 36 18.7 18.3136376096859 18.4625 0.991937040470462 1.02109697693864 37 19 19.6193770235626 18.425 1.0648237190536 0.968430341961485 38 16.4 17.2404864213241 18.3875 0.937619927740266 0.95124926288132 39 16.9 16.7420331184923 18.4208333333333 0.908864046242515 1.00943534637577 40 18.6 18.8673206895112 18.3875 1.02609493892651 0.985831550016544 41 19.3 19.1743902058672 18.3833333333333 1.04303119886857 1.00655091467234 42 19.4 18.8253368182193 18.4625 1.01965263741201 1.03052605046750 43 17.6 18.0181294925619 18.5375 0.971982710320264 0.976793956734826 44 18.6 18.6076636960073 18.6916666666667 0.995505859795309 0.999588143028995 45 18.1 18.1939208656085 18.8458333333333 0.965408137905383 0.9948377886052 46 20.4 20.1131304065374 18.9083333333333 1.06371778262869 1.01426280184458 47 18.1 19.2622321037879 19.0458333333333 1.01136200063643 0.939662646700256 48 19.6 19.0741226740466 19.2291666666667 0.991937040470462 1.02757019732650 49 19.9 20.6353963221595 19.3791666666667 1.0648237190536 0.964362384386588 50 19.2 18.3851640831071 19.6083333333333 0.937619927740266 1.04432029614800 51 17.8 18.0636729190700 19.875 0.908864046242515 0.985403139203677 52 19.2 20.5903051077919 20.0666666666667 1.02609493892651 0.932477683039976 53 22 21.2430687502899 20.3666666666667 1.04303119886857 1.03563191639625 54 21.1 21.0770697258375 20.6708333333333 1.01965263741201 1.00108792514618 55 19.5 20.3468380693709 20.9333333333333 0.971982710320264 0.95837986882858 56 22.2 21.1710912849802 21.2666666666667 0.995505859795309 1.04859970141217 57 20.9 20.7763876345054 21.5208333333333 0.965408137905383 1.00594965629585 58 22.2 23.2023441335882 21.8125 1.06371778262869 0.956799876434158 59 23.5 22.3047461223692 22.0541666666667 1.01136200063643 1.05358742354983 60 21.5 21.8680786713717 22.0458333333333 0.991937040470462 0.983168220816144 61 24.3 23.3418232747541 21.9208333333333 1.0648237190536 1.04104978064341 62 22.8 20.3033781852757 21.6541666666667 0.937619927740266 1.12296583317031 63 20.3 19.3398695173355 21.2791666666667 0.908864046242515 1.04964513756434 64 23.7 21.4881381793526 20.9416666666667 1.02609493892651 1.10293408401351 65 23.3 21.3647557234912 20.4833333333333 1.04303119886857 1.09058115625357 66 19.6 20.3548157743373 19.9625 1.01965263741201 0.962917091330841 67 18 18.9415130673661 19.4875 0.971982710320264 0.950293671682003 68 17.3 NA NA 0.995505859795309 NA 69 16.8 NA NA 0.965408137905383 NA 70 18.2 NA NA 1.06371778262869 NA 71 16.5 NA NA 1.01136200063643 NA 72 16 NA NA 0.991937040470462 NA 73 18.4 NA NA NA NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2009/Dec/04/t1259922024sppmpz0q7nh1ncm/1ozpz1259921970.png (open in new window) http://www.freestatistics.org/blog/date/2009/Dec/04/t1259922024sppmpz0q7nh1ncm/1ozpz1259921970.ps (open in new window) http://www.freestatistics.org/blog/date/2009/Dec/04/t1259922024sppmpz0q7nh1ncm/2rmj41259921970.png (open in new window) http://www.freestatistics.org/blog/date/2009/Dec/04/t1259922024sppmpz0q7nh1ncm/2rmj41259921970.ps (open in new window) http://www.freestatistics.org/blog/date/2009/Dec/04/t1259922024sppmpz0q7nh1ncm/3xfks1259921970.png (open in new window) http://www.freestatistics.org/blog/date/2009/Dec/04/t1259922024sppmpz0q7nh1ncm/3xfks1259921970.ps (open in new window) http://www.freestatistics.org/blog/date/2009/Dec/04/t1259922024sppmpz0q7nh1ncm/4mjws1259921970.png (open in new window) http://www.freestatistics.org/blog/date/2009/Dec/04/t1259922024sppmpz0q7nh1ncm/4mjws1259921970.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

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