*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: Sun, 06 Dec 2009 08:20:02 -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/06/t1260112869g5p80eg2q17yx2b.htm/, Retrieved Sun, 06 Dec 2009 16:21:14 +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/06/t1260112869g5p80eg2q17yx2b.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 «

8.1 7.7 7.5 7.6 7.8 7.8 7.8 7.5 7.5 7.1 7.5 7.5 7.6 7.7 7.7 7.9 8.1 8.2 8.2 8.2 7.9 7.3 6.9 6.6 6.7 6.9 7.0 7.1 7.2 7.1 6.9 7.0 6.8 6.4 6.7 6.6 6.4 6.3 6.2 6.5 6.8 6.8 6.4 6.1 5.8 6.1 7.2 7.3 6.9 6.1 5.8 6.2 7.1 7.7 7.9 7.7 7.4 7.5 8.0 8.1

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 2 seconds R Server 'Gwilym Jenkins' @ 72.249.127.135 Classical Decomposition by Moving Averages t Observations Fit Trend Seasonal Random 1 8.1 NA NA 0.98746957219666 NA 2 7.7 NA NA 0.9632977319049 NA 3 7.5 NA NA 0.952483429071527 NA 4 7.6 NA NA 0.989147481050016 NA 5 7.8 NA NA 1.04191055471343 NA 6 7.8 NA NA 1.06056829812262 NA 7 7.8 7.80031039505569 7.59583333333333 1.02691963511430 0.99996020734561 8 7.5 7.67534328197769 7.575 1.01324663788484 0.977154991570291 9 7.5 7.50226669176962 7.58333333333333 0.98930989342017 0.999697865743415 10 7.1 7.27927658744594 7.60416666666667 0.95727472930796 0.975371647815234 11 7.5 7.7356784605084 7.62916666666667 1.01396113081486 0.969533575922066 12 7.5 7.69211352483684 7.65833333333333 1.00441090639872 0.975024611348165 13 7.6 7.59528679281264 7.69166666666667 0.98746957219666 1.00062054367609 14 7.7 7.45351620061416 7.7375 0.9632977319049 1.03306946584023 15 7.7 7.41349602294005 7.78333333333333 0.952483429071527 1.03864627109442 16 7.9 7.72359324786554 7.80833333333333 0.989147481050016 1.02283998476787 17 8.1 8.11821973880883 7.79166666666667 1.04191055471343 0.99775569775209 18 8.2 8.19730913757272 7.72916666666667 1.06056829812262 1.00032826167491 19 8.2 7.86021404043735 7.65416666666667 1.02691963511430 1.04322858866369 20 8.2 7.68378700396006 7.58333333333333 1.01324663788484 1.06718210639804 21 7.9 7.44043482343086 7.52083333333333 0.98930989342017 1.06176590313269 22 7.3 7.1396740227552 7.45833333333333 0.95727472930796 1.02245564387587 23 6.9 7.4906378538948 7.3875 1.01396113081486 0.921149858608143 24 6.6 7.33638466215396 7.30416666666667 1.00441090639872 0.899625674488863 25 6.7 7.11389537636677 7.20416666666667 0.98746957219666 0.941818742830858 26 6.9 6.83941389652478 7.1 0.9632977319049 1.00885837652054 27 7 6.67135268445515 7.00416666666667 0.952483429071527 1.04926247060969 28 7.1 6.84572485843365 6.92083333333333 0.989147481050016 1.03714364027545 29 7.2 7.16313506365485 6.875 1.04191055471343 1.00514648069840 30 7.1 7.28256898044196 6.86666666666667 1.06056829812262 0.974930689852404 31 6.9 7.03867833234592 6.85416666666667 1.02691963511430 0.980297674393128 32 7 6.90696458158168 6.81666666666667 1.01324663788484 1.01346979810298 33 6.8 6.68608602969798 6.75833333333333 0.98930989342017 1.01703746703169 34 6.4 6.41374068636333 6.7 0.95727472930796 0.997857617413105 35 6.7 6.75129119600896 6.65833333333333 1.01396113081486 0.992402757558542 36 6.6 6.65840730033482 6.62916666666667 1.00441090639872 0.991228037321795 37 6.4 6.51318471994713 6.59583333333333 0.98746957219666 0.982622215580575 38 6.3 6.29755892232828 6.5375 0.9632977319049 1.00038762283955 39 6.2 6.15145547942028 6.45833333333333 0.952483429071527 1.00789155033994 40 6.5 6.33466532655781 6.40416666666667 0.989147481050016 1.02609998554289 41 6.8 6.68125143209989 6.4125 1.04191055471343 1.01777340205004 42 6.8 6.8539226266174 6.4625 1.06056829812262 0.9921325889487 43 6.4 6.68781412368187 6.5125 1.02691963511430 0.956964395487204 44 6.1 6.6114343121986 6.525 1.01324663788484 0.922643969818324 45 5.8 6.4305143072311 6.5 0.98930989342017 0.901949629981836 46 6.1 6.19436522756358 6.47083333333333 0.95727472930796 0.984765956785422 47 7.2 6.56117348398117 6.47083333333333 1.01396113081486 1.09736467380088 48 7.3 6.54959611880829 6.52083333333333 1.00441090639872 1.11457254273081 49 6.9 6.53787145925205 6.62083333333333 0.98746957219666 1.05538936380211 50 6.1 6.50225969035807 6.75 0.9632977319049 0.938135400689308 51 5.8 6.55626093677567 6.88333333333333 0.952483429071527 0.884650573845586 52 6.2 6.93227526302553 7.00833333333333 0.989147481050016 0.89436725530343 53 7.1 7.39756493846537 7.1 1.04191055471343 0.9597752853891 54 7.7 7.60073946987875 7.16666666666667 1.06056829812262 1.01305932541361 55 7.9 NA NA 1.02691963511430 NA 56 7.7 NA NA 1.01324663788484 NA 57 7.4 NA NA 0.98930989342017 NA 58 7.5 NA NA 0.95727472930796 NA 59 8 NA NA 1.01396113081486 NA 60 8.1 NA NA 1.00441090639872 NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2009/Dec/06/t1260112869g5p80eg2q17yx2b/1rf3z1260112800.png (open in new window) http://www.freestatistics.org/blog/date/2009/Dec/06/t1260112869g5p80eg2q17yx2b/1rf3z1260112800.ps (open in new window) http://www.freestatistics.org/blog/date/2009/Dec/06/t1260112869g5p80eg2q17yx2b/2ld9k1260112800.png (open in new window) http://www.freestatistics.org/blog/date/2009/Dec/06/t1260112869g5p80eg2q17yx2b/2ld9k1260112800.ps (open in new window) http://www.freestatistics.org/blog/date/2009/Dec/06/t1260112869g5p80eg2q17yx2b/30bqd1260112800.png (open in new window) http://www.freestatistics.org/blog/date/2009/Dec/06/t1260112869g5p80eg2q17yx2b/30bqd1260112800.ps (open in new window) http://www.freestatistics.org/blog/date/2009/Dec/06/t1260112869g5p80eg2q17yx2b/4r05s1260112800.png (open in new window) http://www.freestatistics.org/blog/date/2009/Dec/06/t1260112869g5p80eg2q17yx2b/4r05s1260112800.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