Home » date » 2010 » Dec » 13 »

Paper CD

*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: Mon, 13 Dec 2010 14:14:22 +0000

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/13/t1292249984qjwa1z35fftq7kd.htm/, Retrieved Mon, 13 Dec 2010 15:19:49 +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/2010/Dec/13/t1292249984qjwa1z35fftq7kd.htm/},
    year = {2010},
}
@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 = {2010},
    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 «

2 1 -8 -1 1 -1 2 2 1 -1 -2 -2 -1 -8 -4 -6 -3 -3 -7 -9 -11 -13 -11 -9 -17 -22 -25 -20 -24 -24 -22 -19 -18 -17 -11 -11 -12 -10 -15 -15 -15 -13 -8 -13 -9 -7 -4 -4 -2 0

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	6 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Classical Decomposition by Moving Averages
t	Observations	Fit	Trend	Seasonal	Random
1	2	NA	NA	1.27430555555555	NA
2	1	NA	NA	-1.71180555555556	NA
3	-8	NA	NA	-2.69791666666667	NA
4	-1	NA	NA	-1.47569444444444	NA
5	1	NA	NA	-1.69791666666667	NA
6	-1	NA	NA	-0.975694444444444	NA
7	2	-0.559027777777779	-0.625	0.0659722222222212	2.55902777777778
8	2	-2.48958333333333	-1.125	-1.36458333333333	4.48958333333333
9	1	-0.697916666666666	-1.33333333333333	0.635416666666668	1.69791666666667
10	-1	-0.628472222222221	-1.375	0.746527777777779	-0.371527777777779
11	-2	1.69097222222222	-1.75	3.44097222222222	-3.69097222222222
12	-2	1.76041666666667	-2	3.76041666666667	-3.76041666666667
13	-1	-1.18402777777778	-2.45833333333333	1.27430555555555	0.184027777777779
14	-8	-5.00347222222222	-3.29166666666667	-1.71180555555556	-2.99652777777778
15	-4	-6.94791666666667	-4.25	-2.69791666666667	2.94791666666667
16	-6	-6.72569444444444	-5.25	-1.47569444444444	0.725694444444443
17	-3	-7.82291666666667	-6.125	-1.69791666666667	4.82291666666667
18	-3	-7.76736111111111	-6.79166666666667	-0.975694444444444	4.76736111111111
19	-7	-7.68402777777778	-7.75	0.0659722222222212	0.684027777777779
20	-9	-10.3645833333333	-9	-1.36458333333333	1.36458333333333
21	-11	-9.82291666666666	-10.4583333333333	0.635416666666668	-1.17708333333334
22	-13	-11.1701388888889	-11.9166666666667	0.746527777777779	-1.82986111111111
23	-11	-9.93402777777778	-13.375	3.44097222222222	-1.06597222222222
24	-9	-11.3645833333333	-15.125	3.76041666666667	2.36458333333333
25	-17	-15.3506944444444	-16.625	1.27430555555555	-1.64930555555556
26	-22	-19.3784722222222	-17.6666666666667	-1.71180555555556	-2.62152777777778
27	-25	-21.0729166666667	-18.375	-2.69791666666667	-3.92708333333334
28	-20	-20.3090277777778	-18.8333333333333	-1.47569444444444	0.309027777777779
29	-24	-20.6979166666667	-19	-1.69791666666667	-3.30208333333334
30	-24	-20.0590277777778	-19.0833333333333	-0.975694444444444	-3.94097222222222
31	-22	-18.8923611111111	-18.9583333333333	0.0659722222222212	-3.10763888888889
32	-19	-19.6145833333333	-18.25	-1.36458333333333	0.614583333333332
33	-18	-16.6979166666667	-17.3333333333333	0.635416666666668	-1.30208333333333
34	-17	-15.9618055555556	-16.7083333333333	0.746527777777779	-1.03819444444444
35	-11	-12.6840277777778	-16.125	3.44097222222222	1.68402777777778
36	-11	-11.53125	-15.2916666666667	3.76041666666667	0.53125
37	-12	-12.9756944444444	-14.25	1.27430555555555	0.975694444444445
38	-10	-15.1284722222222	-13.4166666666667	-1.71180555555556	5.12847222222222
39	-15	-15.4895833333333	-12.7916666666667	-2.69791666666667	0.489583333333332
40	-15	-13.4756944444444	-12	-1.47569444444444	-1.52430555555556
41	-15	-12.9895833333333	-11.2916666666667	-1.69791666666667	-2.01041666666667
42	-13	-11.6840277777778	-10.7083333333333	-0.975694444444444	-1.31597222222222
43	-8	-9.93402777777778	-10	0.0659722222222212	1.93402777777778
44	-13	-10.53125	-9.16666666666667	-1.36458333333333	-2.46875
45	-9	NA	NA	0.635416666666668	NA
46	-7	NA	NA	0.746527777777779	NA
47	-4	NA	NA	3.44097222222222	NA
48	-4	NA	NA	3.76041666666667	NA
49	-2	NA	NA	NA	NA
50	0	NA	NA	NA	NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Dec/13/t1292249984qjwa1z35fftq7kd/1l2841292249656.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/13/t1292249984qjwa1z35fftq7kd/1l2841292249656.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/13/t1292249984qjwa1z35fftq7kd/2l2841292249656.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/13/t1292249984qjwa1z35fftq7kd/2l2841292249656.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/13/t1292249984qjwa1z35fftq7kd/3eb871292249656.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/13/t1292249984qjwa1z35fftq7kd/3eb871292249656.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/13/t1292249984qjwa1z35fftq7kd/463ps1292249656.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/13/t1292249984qjwa1z35fftq7kd/463ps1292249656.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')

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.

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