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: Sun, 19 Dec 2010 19:18:16 +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/19/t129278617922iqp3bgzap4vj3.htm/, Retrieved Sun, 19 Dec 2010 20:16:24 +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/19/t129278617922iqp3bgzap4vj3.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 «

1038.00 934.00 988.00 870.00 854.00 834.00 872.00 954.00 870.00 1238.00 1082.00 1053.00 934.00 787.00 1081.00 908.00 995.00 825.00 822.00 856.00 887.00 1094.00 990.00 936.00 1097.00 918.00 926.00 907.00 899.00 971.00 1087.00 1000.00 1071.00 1190.00 1116.00 1070.00 1314.00 1068.00 1185.00 1215.00 1145.00 1251.00 1363.00 1368.00 1535.00 1853.00 1866.00 2023.00 1373.00 1968.00 1424.00 1160.00 1243.00 1375.00 1539.00 1773.00 1906.00 2076.00 2004.00

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 3 seconds R Server 'George Udny Yule' @ 72.249.76.132 Classical Decomposition by Moving Averages t Observations Fit Trend Seasonal Random 1 1038 NA NA 1.08544698912203 NA 2 934 NA NA 0.890185350023919 NA 3 988 NA NA 1.01552386048150 NA 4 870 NA NA 0.942735333563146 NA 5 854 NA NA 0.939529631512505 NA 6 834 NA NA 0.913095660751156 NA 7 872 924.363389136453 961.25 0.9616264126257 0.943351943887164 8 954 883.748477254904 950.791666666667 0.929486982519729 1.07949266624290 9 870 934.137602241508 948.541666666667 0.984814515870688 0.931340305659886 10 1238 1104.06219917146 954 1.15729790269546 1.12131363697539 11 1082 1052.22146490644 961.458333333333 1.09440152362967 1.02830063450207 12 1053 1049.97735058353 966.958333333333 1.0858558372045 1.00287877582767 13 934 1046.91362100819 964.5 1.08544698912203 0.892146191679638 14 787 853.094293772922 958.333333333333 0.890185350023919 0.922524046573315 15 1081 969.78297326565 954.958333333333 1.01552386048150 1.11468238750350 16 908 895.284321773801 949.666666666667 0.942735333563146 1.01420294974116 17 995 883.001265349836 939.833333333333 0.939529631512505 1.12683870232710 18 825 850.20619711692 931.125 0.913095660751156 0.970352842401767 19 822 897.23751074697 933.041666666667 0.9616264126257 0.916145379739715 20 856 878.636298851045 945.291666666667 0.929486982519729 0.974237009237331 21 887 929.952140549058 944.291666666667 0.984814515870688 0.953812525746004 22 1094 1085.30432899861 937.791666666667 1.15729790269546 1.00801219599798 23 990 1021.89742268921 933.75 1.09440152362967 0.968786081674161 24 936 1016.18008765054 935.833333333333 1.0858558372045 0.921096576655104 25 1097 1034.38575367541 952.958333333333 1.08544698912203 1.06053278102691 26 918 863.4797895232 970 0.890185350023919 1.06314011183389 27 926 998.936970760307 983.666666666667 1.01552386048150 0.926985412598361 28 907 938.335902006518 995.333333333333 0.942735333563146 0.966604813969592 29 899 943.83580899027 1004.58333333333 0.939529631512505 0.95249617723422 30 971 927.172552187736 1015.41666666667 0.913095660751156 1.04727000137013 31 1087 990.515272771663 1030.04166666667 0.9616264126257 1.09740862143231 32 1000 971.62372572729 1045.33333333333 0.929486982519729 1.02920500346106 33 1071 1046.24232129812 1062.375 0.984814515870688 1.02366342691162 34 1190 1256.82552232726 1086 1.15729790269546 0.94682991303079 35 1116 1213.78248983228 1109.08333333333 1.09440152362967 0.91943985792233 36 1070 1228.10295187829 1131 1.0858558372045 0.871262460825061 37 1314 1252.78673327834 1154.16666666667 1.08544698912203 1.04886168179757 38 1068 1051.30889837825 1181 0.890185350023919 1.01587649609691 39 1185 1234.53850639202 1215.66666666667 1.01552386048150 0.959872854402255 40 1215 1190.32120054017 1262.625 0.942735333563146 1.02073289079337 41 1145 1241.58840804378 1321.5 0.939529631512505 0.922205774942794 42 1251 1271.44766194345 1392.45833333333 0.913095660751156 0.983917810732218 43 1363 1379.57329221314 1434.625 0.9616264126257 0.987986653332092 44 1368 1370.60601297388 1474.58333333333 0.929486982519729 0.99809864180573 45 1535 1498.92872709335 1522.04166666667 0.984814515870688 1.02406470184650 46 1853 1770.32824590243 1529.70833333333 1.15729790269546 1.04669854547535 47 1866 1676.07593343884 1531.5 1.09440152362967 1.11331471490763 48 2023 1673.03238117283 1540.75 1.0858558372045 1.20918161702395 49 1373 NA 1553.25 NA NA 50 1968 NA 1577.45833333333 NA NA 51 1424 NA 1609.79166666667 NA NA 52 1160 NA 1634.54166666667 NA NA 53 1243 NA 1649.58333333333 NA NA 54 1375 NA NA NA NA 55 1539 NA NA NA NA 56 1773 NA NA NA NA 57 1906 NA NA NA NA 58 2076 NA NA NA NA 59 2004 NA NA NA NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Dec/19/t129278617922iqp3bgzap4vj3/15wbw1292786292.png (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/19/t129278617922iqp3bgzap4vj3/15wbw1292786292.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/19/t129278617922iqp3bgzap4vj3/25wbw1292786292.png (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/19/t129278617922iqp3bgzap4vj3/25wbw1292786292.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/19/t129278617922iqp3bgzap4vj3/3t23t1292786292.png (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/19/t129278617922iqp3bgzap4vj3/3t23t1292786292.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/19/t129278617922iqp3bgzap4vj3/4t23t1292786292.png (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/19/t129278617922iqp3bgzap4vj3/4t23t1292786292.ps (open in new window)

Parameters (Session):

par1 = additive ; 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