Blog & Share Statistical Computations at FreeStatistics.org

Home » date » 2010 » Dec » 13 »

*Unverified author*

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 20:12:53 +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/t1292271088kma8cz77s46aznt.htm/, Retrieved Mon, 13 Dec 2010 21:11:33 +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/2010/Dec/13/t1292271088kma8cz77s46aznt.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:

KDGP2W92

Dataseries X:

» Textbox « » Textfile « » CSV «

98,1 98,0 98,3 98,5 98,7 99,3 99,5 99,8 100,3 99,3 99,6 99,3 99,4 99,7 100,0 99,3 100,3 100,8 101,4 101,1 100,6 99,5 99,1 98,8 99,1 98,8 98,5 99,0 99,0 100,6 101,0 101,8 101,8 101,8 101,8 102,4 103,0 103,3 103,6 104,1 104,5 105,6 105,9 106,0 106,3 107,3 107,1 107,3 107,7 108,0 108,9 108,5 109,0 108,9 109,0 108,9 110,3 109,4 108,6 108,0 108,4 108,0 108,0 107,6 107,5 107,9 108,0 107,5 106,8 106,7 107,2 107,8 106,6 106,3 105,7 105,9 106,5 107,2 108,3

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
R Framework error message	Warning: there are blank lines in the 'Data' field. Please, use NA for missing data - blank lines are simply deleted and are NOT treated as missing values.

Classical Decomposition by Moving Averages
t	Observations	Fit	Trend	Seasonal	Random
1	98.1	NA	NA	-0.246180555555554	NA
2	98	NA	NA	-0.341180555555552	NA
3	98.3	NA	NA	-0.21951388888888	NA
4	98.5	NA	NA	-0.435347222222216	NA
5	98.7	NA	NA	-0.200347222222225	NA
6	99.3	NA	NA	0.365486111111111	NA
7	99.5	99.6471527777778	99.1125	0.534652777777777	-0.147152777777762
8	99.8	99.6571527777778	99.2375	0.419652777777780	0.142847222222244
9	100.3	99.7963194444444	99.3791666666666	0.417152777777770	0.503680555555576
10	99.3	99.5779861111111	99.4833333333333	0.0946527777777796	-0.277986111111119
11	99.6	99.3913194444444	99.5833333333333	-0.192013888888896	0.20868055555556
12	99.3	99.5154861111111	99.7125	-0.197013888888895	-0.215486111111105
13	99.4	99.6079861111111	99.8541666666667	-0.246180555555554	-0.207986111111097
14	99.7	99.6463194444444	99.9875	-0.341180555555552	0.0536805555555873
15	100	99.8346527777777	100.054166666667	-0.21951388888888	0.165347222222252
16	99.3	99.6396527777778	100.075	-0.435347222222216	-0.339652777777772
17	100.3	99.8621527777778	100.0625	-0.200347222222225	0.437847222222217
18	100.8	100.386319444444	100.020833333333	0.365486111111111	0.413680555555558
19	101.4	100.522152777778	99.9875	0.534652777777777	0.877847222222243
20	101.1	100.357152777778	99.9375	0.419652777777780	0.742847222222224
21	100.6	100.254652777778	99.8375	0.417152777777770	0.345347222222230
22	99.5	99.8571527777778	99.7625	0.0946527777777796	-0.35715277777777
23	99.1	99.5038194444444	99.6958333333333	-0.192013888888896	-0.403819444444423
24	98.8	99.4363194444445	99.6333333333333	-0.197013888888895	-0.636319444444453
25	99.1	99.3621527777778	99.6083333333333	-0.246180555555554	-0.262152777777786
26	98.8	99.2796527777778	99.6208333333333	-0.341180555555552	-0.479652777777787
27	98.5	99.4804861111111	99.7	-0.21951388888888	-0.98048611111112
28	99	99.4104861111111	99.8458333333333	-0.435347222222216	-0.410486111111098
29	99	99.8538194444444	100.054166666667	-0.200347222222225	-0.85381944444444
30	100.6	100.682152777778	100.316666666667	0.365486111111111	-0.0821527777777646
31	101	101.163819444444	100.629166666667	0.534652777777777	-0.163819444444442
32	101.8	101.398819444444	100.979166666667	0.419652777777780	0.401180555555555
33	101.8	101.796319444444	101.379166666667	0.417152777777770	0.00368055555554747
34	101.8	101.898819444444	101.804166666667	0.0946527777777796	-0.0988194444444588
35	101.8	102.053819444444	102.245833333333	-0.192013888888896	-0.253819444444446
36	102.4	102.486319444444	102.683333333333	-0.197013888888895	-0.0863194444444417
37	103	102.849652777778	103.095833333333	-0.246180555555554	0.150347222222223
38	103.3	103.133819444444	103.475	-0.341180555555552	0.166180555555556
39	103.6	103.617986111111	103.8375	-0.21951388888888	-0.0179861111110995
40	104.1	103.818819444444	104.254166666667	-0.435347222222216	0.281180555555579
41	104.5	104.503819444444	104.704166666667	-0.200347222222225	-0.00381944444441729
42	105.6	105.494652777778	105.129166666667	0.365486111111111	0.105347222222235
43	105.9	106.063819444444	105.529166666667	0.534652777777777	-0.163819444444442
44	106	106.340486111111	105.920833333333	0.419652777777780	-0.340486111111090
45	106.3	106.754652777778	106.3375	0.417152777777770	-0.454652777777753
46	107.3	106.836319444444	106.741666666667	0.0946527777777796	0.463680555555555
47	107.1	106.920486111111	107.1125	-0.192013888888896	0.179513888888891
48	107.3	107.240486111111	107.4375	-0.197013888888895	0.0595138888888869
49	107.7	107.457986111111	107.704166666667	-0.246180555555554	0.242013888888906
50	108	107.612986111111	107.954166666667	-0.341180555555552	0.387013888888902
51	108.9	108.022152777778	108.241666666667	-0.21951388888888	0.877847222222258
52	108.5	108.060486111111	108.495833333333	-0.435347222222216	0.439513888888911
53	109	108.445486111111	108.645833333333	-0.200347222222225	0.554513888888891
54	108.9	109.102986111111	108.7375	0.365486111111111	-0.202986111111102
55	109	109.330486111111	108.795833333333	0.534652777777777	-0.330486111111114
56	108.9	109.244652777778	108.825	0.419652777777780	-0.344652777777782
57	110.3	109.204652777778	108.7875	0.417152777777770	1.09534722222223
58	109.4	108.807152777778	108.7125	0.0946527777777796	0.592847222222233
59	108.6	108.420486111111	108.6125	-0.192013888888896	0.179513888888891
60	108	108.311319444444	108.508333333333	-0.197013888888895	-0.311319444444436
61	108.4	108.178819444444	108.425	-0.246180555555554	0.221180555555577
62	108	107.983819444444	108.325	-0.341180555555552	0.0161805555555645
63	108	107.901319444444	108.120833333333	-0.21951388888888	0.0986805555555463
64	107.6	107.427152777778	107.8625	-0.435347222222216	0.172847222222217
65	107.5	107.491319444444	107.691666666667	-0.200347222222225	0.00868055555554292
66	107.9	107.990486111111	107.625	0.365486111111111	-0.0904861111111046
67	108	108.076319444444	107.541666666667	0.534652777777777	-0.0763194444444366
68	107.5	107.815486111111	107.395833333333	0.419652777777780	-0.315486111111113
69	106.8	107.646319444444	107.229166666667	0.417152777777770	-0.846319444444447
70	106.7	107.157152777778	107.0625	0.0946527777777796	-0.45715277777775
71	107.2	106.757986111111	106.95	-0.192013888888896	0.442013888888894
72	107.8	106.682152777778	106.879166666667	-0.197013888888895	1.11784722222224
73	106.6	NA	106.8625	NA	NA
74	106.3	NA	NA	NA	NA
75	105.7	NA	NA	NA	NA
76	105.9	NA	NA	NA	NA
77	106.5	NA	NA	NA	NA
78	107.2	NA	NA	NA	NA
79	108.3	NA	NA	NA	NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Dec/13/t1292271088kma8cz77s46aznt/185401292271170.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/13/t1292271088kma8cz77s46aznt/185401292271170.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/13/t1292271088kma8cz77s46aznt/285401292271170.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/13/t1292271088kma8cz77s46aznt/285401292271170.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/13/t1292271088kma8cz77s46aznt/3jwm31292271170.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/13/t1292271088kma8cz77s46aznt/3jwm31292271170.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/13/t1292271088kma8cz77s46aznt/4c5361292271170.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/13/t1292271088kma8cz77s46aznt/4c5361292271170.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