Ad hoc forecasting

*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: Wed, 16 Dec 2009 15:54:54 -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/16/t1261004128s2wc7p0lsydbbys.htm/, Retrieved Wed, 16 Dec 2009 23:55:33 +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/16/t1261004128s2wc7p0lsydbbys.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 «

441 449 452 462 455 461 461 463 462 456 455 456 472 472 471 465 459 465 468 467 463 460 462 461 476 476 471 453 443 442 444 438 427 424 416 406 431 434 418 412 404 409 412 406 398 397 385 390 413 413 401 397 397 409 419 424 428 430 424 433 456

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 1 441 NA NA 1.02722122831291 NA 2 449 NA NA 1.03098213453975 NA 3 452 NA NA 1.01238961586729 NA 4 462 NA NA 0.99453947276264 NA 5 455 NA NA 0.982206122008657 NA 6 461 NA NA 0.996438253502204 NA 7 461 460.996653135373 457.375 1.00791834519896 1.00000726006275 8 463 461.568071596403 459.625 1.00422751503161 1.00310231251188 9 462 458.517910164968 461.375 0.993807445494377 1.00759422861754 10 456 458.434911569309 462.291666666667 0.99165731209224 0.994688642797788 11 455 453.300801766383 462.583333333333 0.979933277102612 1.00374850039311 12 456 453.04694914766 462.916666666667 0.978679278086754 1.00651820050416 13 472 475.988636669495 463.375 1.02722122831291 0.991620311154056 14 472 478.203880070689 463.833333333333 1.03098213453975 0.987026704865356 15 471 469.790964663081 464.041666666667 1.01238961586729 1.00257356021691 16 465 461.714950230055 464.25 0.99453947276264 1.00711488715778 17 459 456.43936994844 464.708333333333 0.982206122008657 1.00561001136219 18 465 463.551379181338 465.208333333333 0.996438253502204 1.00312504909644 19 468 469.269982885547 465.583333333333 1.00791834519896 0.997293705261653 20 467 467.886336378477 465.916666666667 1.00422751503161 0.998105658768885 21 463 463.197086887504 466.083333333333 0.993807445494377 0.999574507497815 22 460 461.699116888279 465.583333333333 0.99165731209224 0.996319861082406 23 462 455.097346107738 464.416666666667 0.979933277102612 1.01516742286304 24 461 452.924614237899 462.791666666667 0.978679278086754 1.01782942571070 25 476 473.3777827142 460.833333333333 1.02722122831291 1.0055393754873 26 476 472.834181453294 458.625 1.03098213453975 1.00669540966132 27 471 461.56529903416 455.916666666667 1.01238961586729 1.02044066351085 28 453 450.443502872079 452.916666666667 0.99453947276264 1.00567551116094 29 443 441.501651842892 449.5 0.982206122008657 1.00339375436276 30 442 443.705650632419 445.291666666667 0.996438253502204 0.996155896076627 31 444 444.61798002589 441.125 1.00791834519896 0.99861008764006 32 438 439.349537826329 437.5 1.00422751503161 0.99692832765227 33 427 430.856936265375 433.541666666667 0.993807445494377 0.991048220555978 34 424 426.040772707629 429.625 0.99165731209224 0.995209912200048 35 416 417.737389918201 426.291666666667 0.979933277102612 0.995840951851255 36 406 414.266782753472 423.291666666667 0.978679278086754 0.980044784912452 37 431 432.032128274605 420.583333333333 1.02722122831291 0.997610991852094 38 434 430.864617059738 417.916666666667 1.03098213453975 1.00727695618558 39 418 420.521336690874 415.375 1.01238961586729 0.994004259782121 40 412 410.786241395668 413.041666666667 0.99453947276264 1.00295472068443 41 404 403.318388849805 410.625 0.982206122008657 1.00169000761939 42 409 407.211099597900 408.666666666667 0.996438253502204 1.00439305412811 43 412 410.474746082275 407.25 1.00791834519896 1.00371582888419 44 406 407.339785784696 405.625 1.00422751503161 0.996710888964319 45 398 401.539616623291 404.041666666667 0.993807445494377 0.991184888173534 46 397 399.34866339048 402.708333333333 0.99165731209224 0.994118764864419 47 385 393.729024629187 401.791666666667 0.979933277102612 0.97782986754048 48 390 392.939730151832 401.5 0.978679278086754 0.99251862327412 49 413 412.728929359225 401.791666666667 1.02722122831291 1.00065677644937 50 413 415.313969863764 402.833333333333 1.03098213453975 0.994428384230555 51 401 409.849062823606 404.833333333333 1.01238961586729 0.978408971432943 52 397 405.233396006077 407.458333333333 0.99453947276264 0.979682335939673 53 397 403.15468782947 410.458333333333 0.982206122008657 0.98473368159848 54 409 412.400882168225 413.875 0.996438253502204 0.991753455641646 55 419 420.763912522848 417.458333333333 1.00791834519896 0.99580783315691 56 424 NA NA 1.00422751503161 NA 57 428 NA NA 0.993807445494377 NA 58 430 NA NA 0.99165731209224 NA 59 424 NA NA 0.979933277102612 NA 60 433 NA NA 0.978679278086754 NA 61 456 NA NA NA NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2009/Dec/16/t1261004128s2wc7p0lsydbbys/1y9n71261004092.png (open in new window) http://www.freestatistics.org/blog/date/2009/Dec/16/t1261004128s2wc7p0lsydbbys/1y9n71261004092.ps (open in new window) http://www.freestatistics.org/blog/date/2009/Dec/16/t1261004128s2wc7p0lsydbbys/2e4lz1261004092.png (open in new window) http://www.freestatistics.org/blog/date/2009/Dec/16/t1261004128s2wc7p0lsydbbys/2e4lz1261004092.ps (open in new window) http://www.freestatistics.org/blog/date/2009/Dec/16/t1261004128s2wc7p0lsydbbys/3ud3y1261004092.png (open in new window) http://www.freestatistics.org/blog/date/2009/Dec/16/t1261004128s2wc7p0lsydbbys/3ud3y1261004092.ps (open in new window) http://www.freestatistics.org/blog/date/2009/Dec/16/t1261004128s2wc7p0lsydbbys/474gg1261004092.png (open in new window) http://www.freestatistics.org/blog/date/2009/Dec/16/t1261004128s2wc7p0lsydbbys/474gg1261004092.ps (open in new window)

Parameters (Session):

par1 = 1 ; par2 = 2 ; par3 = 1 ; par4 = 12 ;

Parameters (R input):

par1 = multiplicative ; par2 = 12 ; par3 = 1 ; par4 = 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