Home » date » 2010 » Dec » 20 »

*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, 20 Dec 2010 14:39:41 +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/20/t1292855929rn656py0q8ey3oo.htm/, Retrieved Mon, 20 Dec 2010 15:38:49 +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/20/t1292855929rn656py0q8ey3oo.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 «
9,4 9,4 9,5 9,5 9,4 9,4 9,3 9,4 9,4 9,2 9,1 9,1 9,1 9,0 9,0 8,9 8,8 8,7 8,5 8,3 8,1 7,9 7,8 7,6 7,4 7,2 7,0 7,0 6,8 6,8 6,7 6,8 6,7 6,7 6,7 6,5 6,3 6,3 6,3 6,5 6,6 6,5 6,3 6,3 6,5 7,0 7,1 7,3 7,3 7,4 7,4 7,3 7,4 7,5 7,7 7,7 7,7 7,7 7,7 7,8 8,0 8,1 8,1 8,2 8,2 8,2 8,1 8,1 8,2 8,3 8,3 8,4 8,5 8,5 8,4 8,0 7,9 8,1 8,5 8,8 8,8 8,6 8,3 8,3 8,3 8,4 8,4 8,5 8,6 8,6 8,6 8,6 8,6 8,5 8,4 8,4 8,4 8,5 8,5 8,6 8,6 8,4 8,2 8,0 8,0 8,0 8,0 7,9 7,9 7,8 7,8 8,0 7,8 7,4 7,2 7,0 7,0 7,2 7,2 7,2 7,0 6,9 6,8 6,8 6,8 6,9 7,2 7,2 7,2 7,1 7,2 7,3 7,5 7,6 7,7 7,7 7,7 7,8 8,0 8,1 8,1 8,0 8,1 8,2 8,3 8,4 8,4 8,4 8,5 8,5 8,6 8,6 8,5 8,5
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Classical Decomposition by Moving Averages
tObservationsFitTrendSeasonalRandom
19.4NANA0.00650252525252568NA
29.4NANA0.0163510101010100NA
39.5NANA-0.00107323232323219NA
49.5NANA0.0174873737373736NA
59.4NANA-0.00145202020202021NA
69.4NANA-0.0215277777777779NA
79.39.32316919191929.32916666666667-0.00599747474747498-0.023169191919191
89.49.290214646464659.3-0.00978535353535330.109785353535353
99.49.25726010101019.2625-0.005239898989899420.1427398989899
109.29.224684343434349.216666666666670.00801767676767671-0.0246843434343447
119.19.159532828282839.16666666666667-0.00713383838383831-0.0595328282828298
129.19.116351010101019.11250.00385101010101036-0.0163510101010100
139.19.056502525252529.050.006502525252525680.0434974747474755
1498.987184343434348.970833333333330.01635101010101000.0128156565656568
1598.86976010101018.87083333333333-0.001073232323232190.130239898989901
168.98.779987373737378.76250.01748737373737360.120012626262628
178.88.652714646464648.65416666666667-0.001452020202020210.147285353535356
188.78.515972222222228.5375-0.02152777777777790.184027777777779
198.58.398169191919198.40416666666667-0.005997474747474980.101830808080811
208.38.248547979797988.25833333333333-0.00978535353535330.0514520202020208
218.18.09476010101018.1-0.005239898989899420.00523989898989896
227.97.945517676767687.93750.00801767676767671-0.045517676767675
237.87.767866161616167.775-0.007133838383838310.0321338383838397
247.67.616351010101017.61250.00385101010101036-0.0163510101010100
257.47.464835858585867.458333333333330.00650252525252568-0.0648358585858588
267.27.337184343434347.320833333333330.0163510101010100-0.137184343434344
2777.198926767676777.2-0.00107323232323219-0.198926767676767
2877.109154040404047.091666666666670.0174873737373736-0.109154040404039
296.86.994381313131316.99583333333333-0.00145202020202021-0.194381313131313
306.86.882638888888896.90416666666667-0.0215277777777779-0.0826388888888872
316.76.806502525252526.8125-0.00599747474747498-0.106502525252524
326.86.719381313131316.72916666666667-0.00978535353535330.0806186868686876
336.76.65726010101016.6625-0.005239898989899420.0427398989899004
346.76.620517676767686.61250.008017676767676710.079482323232324
356.76.57619949494956.58333333333333-0.007133838383838310.123800505050506
366.56.566351010101016.56250.00385101010101036-0.0663510101010107
376.36.539835858585866.533333333333330.00650252525252568-0.239835858585859
386.36.512184343434346.495833333333330.0163510101010100-0.212184343434344
396.36.465593434343446.46666666666667-0.00107323232323219-0.165593434343435
406.56.488320707070716.470833333333330.01748737373737360.0116792929292924
416.66.498547979797986.5-0.001452020202020210.101452020202019
426.56.528472222222226.55-0.0215277777777779-0.0284722222222218
436.36.619002525252526.625-0.00599747474747498-0.319002525252524
446.36.702714646464656.7125-0.0097853535353533-0.402714646464647
456.56.798926767676776.80416666666667-0.00523989898989942-0.298926767676767
4676.891351010101016.883333333333330.008017676767676710.10864898989899
477.16.942866161616166.95-0.007133838383838310.157133838383838
487.37.028851010101017.0250.003851010101010360.271148989898990
497.37.131502525252537.1250.006502525252525680.168497474747474
507.47.258017676767687.241666666666670.01635101010101000.141982323232323
517.47.348926767676777.35-0.001073232323232190.0510732323232332
527.37.446654040404047.429166666666670.0174873737373736-0.146654040404042
537.47.481881313131317.48333333333333-0.00145202020202021-0.081881313131313
547.57.507638888888897.52916666666667-0.0215277777777779-0.00763888888888875
557.77.573169191919197.57916666666667-0.005997474747474980.126830808080808
567.77.627714646464657.6375-0.00978535353535330.0722853535353538
577.77.690593434343437.69583333333333-0.005239898989899420.00940656565656628
587.77.770517676767677.76250.00801767676767671-0.0705176767676745
597.77.82619949494957.83333333333333-0.00713383838383831-0.126199494949494
607.87.899684343434347.895833333333330.00385101010101036-0.099684343434343
6187.948169191919197.941666666666660.006502525252525680.0518308080808101
628.17.991351010101017.9750.01635101010101000.10864898989899
638.18.011426767676778.0125-0.001073232323232190.0885732323232329
648.28.07582070707078.058333333333330.01748737373737360.124179292929291
658.28.106881313131318.10833333333333-0.001452020202020210.0931186868686869
668.28.136805555555568.15833333333333-0.02152777777777790.0631944444444432
678.18.198169191919198.20416666666667-0.00599747474747498-0.098169191919192
688.18.231881313131318.24166666666667-0.0097853535353533-0.131881313131315
698.28.265593434343438.27083333333333-0.00523989898989942-0.0655934343434357
708.38.283017676767688.2750.008017676767676710.0169823232323250
718.38.247032828282838.25416666666667-0.007133838383838310.0529671717171727
728.48.241351010101018.23750.003851010101010360.158648989898991
738.58.256502525252528.250.006502525252525680.243497474747477
748.58.312184343434348.295833333333330.01635101010101000.187815656565657
758.48.348926767676778.35-0.001073232323232190.0510732323232332
7688.404987373737378.38750.0174873737373736-0.404987373737373
777.98.398547979797988.4-0.00145202020202021-0.498547979797978
788.18.374305555555568.39583333333333-0.0215277777777779-0.274305555555555
798.58.377335858585868.38333333333333-0.005997474747474980.122664141414143
808.88.361047979797988.37083333333333-0.00978535353535330.438952020202022
818.88.361426767676778.36666666666667-0.005239898989899420.438573232323234
828.68.395517676767688.38750.008017676767676710.204482323232321
838.38.430366161616168.4375-0.00713383838383831-0.130366161616161
848.38.491351010101018.48750.00385101010101036-0.191351010101009
858.38.519002525252528.51250.00650252525252568-0.219002525252522
868.48.524684343434348.508333333333330.0163510101010100-0.124684343434343
878.48.490593434343438.49166666666667-0.00107323232323219-0.0905934343434325
888.58.496654040404048.479166666666670.01748737373737360.00334595959595951
898.68.477714646464658.47916666666667-0.001452020202020210.122285353535354
908.68.465972222222228.4875-0.02152777777777790.134027777777776
918.68.489835858585868.49583333333333-0.005997474747474980.110164141414142
928.68.494381313131318.50416666666667-0.00978535353535330.105618686868686
938.68.50726010101018.5125-0.005239898989899420.0927398989898993
948.58.528851010101018.520833333333330.00801767676767671-0.0288510101010093
958.48.517866161616168.525-0.00713383838383831-0.117866161616160
968.48.520517676767688.516666666666670.00385101010101036-0.120517676767676
978.48.498169191919198.491666666666670.00650252525252568-0.0981691919191903
988.58.4663510101018.450.01635101010101000.0336489898989925
998.58.398926767676778.4-0.001073232323232190.101073232323234
1008.68.371654040404048.354166666666670.01748737373737360.228345959595959
1018.68.315214646464658.31666666666667-0.001452020202020210.284785353535353
1028.48.257638888888898.27916666666667-0.02152777777777790.142361111111111
1038.28.231502525252528.2375-0.00599747474747498-0.0315025252525238
10488.177714646464658.1875-0.0097853535353533-0.177714646464647
10588.123926767676778.12916666666667-0.00523989898989942-0.123926767676767
10688.083017676767688.0750.00801767676767671-0.0830176767676774
10788.009532828282838.01666666666667-0.00713383838383831-0.00953282828282909
1087.97.945517676767687.941666666666670.00385101010101036-0.0455176767676777
1097.97.864835858585867.858333333333330.006502525252525680.0351641414141408
1107.87.791351010101017.7750.01635101010101000.00864898989898943
1117.87.690593434343437.69166666666667-0.001073232323232190.109406565656565
11287.634154040404047.616666666666670.01748737373737360.365845959595961
1137.87.548547979797987.55-0.001452020202020210.25145202020202
1147.47.465972222222227.4875-0.0215277777777779-0.0659722222222214
1157.27.414835858585867.42083333333333-0.00599747474747498-0.214835858585858
11677.336047979797987.34583333333333-0.0097853535353533-0.336047979797979
11777.261426767676777.26666666666667-0.00523989898989942-0.261426767676768
1187.27.183017676767687.1750.008017676767676710.0169823232323241
1197.27.07619949494957.08333333333333-0.007133838383838310.123800505050506
1207.27.024684343434347.020833333333330.003851010101010360.175315656565657
12177.0065025252525270.00650252525252568-0.00650252525252348
1226.97.024684343434347.008333333333330.0163510101010100-0.124684343434342
1236.87.023926767676777.025-0.00107323232323219-0.223926767676766
1246.87.046654040404047.029166666666670.0174873737373736-0.246654040404039
1256.87.023547979797987.025-0.00145202020202021-0.223547979797979
1266.97.007638888888897.02916666666667-0.0215277777777779-0.107638888888888
1277.27.048169191919197.05416666666667-0.005997474747474980.151830808080809
1287.27.094381313131317.10416666666667-0.00978535353535330.105618686868688
1297.27.165593434343437.17083333333333-0.005239898989899420.0344065656565675
1307.17.253851010101017.245833333333330.00801767676767671-0.153851010101008
1317.27.31369949494957.32083333333333-0.00713383838383831-0.113699494949493
1327.37.399684343434347.395833333333330.00385101010101036-0.0996843434343422
1337.57.473169191919197.466666666666670.006502525252525680.0268308080808097
1347.67.553851010101017.53750.01635101010101000.04614898989899
1357.77.611426767676777.6125-0.001073232323232190.0885732323232338
1367.77.704987373737377.68750.0174873737373736-0.00498737373737335
1377.77.761047979797987.7625-0.00145202020202021-0.061047979797979
1387.87.815972222222227.8375-0.0215277777777779-0.0159722222222216
13987.902335858585867.90833333333333-0.005997474747474980.0976641414141426
1408.17.965214646464657.975-0.00978535353535330.134785353535354
1418.18.03226010101018.0375-0.005239898989899420.067739898989899
14288.103851010101018.095833333333330.00801767676767671-0.103851010101009
1438.18.15119949494958.15833333333333-0.00713383838383831-0.0511994949494952
1448.28.224684343434348.220833333333330.00385101010101036-0.0246843434343447
1458.3NA8.275NANA
1468.4NA8.32083333333333NANA
1478.4NA8.35833333333333NANA
1488.4NA8.39583333333333NANA
1498.5NANANANA
1508.5NANANANA
1518.6NANANANA
1528.6NANANANA
1538.5NANANANA
1548.5NANANANA
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/20/t1292855929rn656py0q8ey3oo/1vlid1292855977.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/20/t1292855929rn656py0q8ey3oo/1vlid1292855977.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/20/t1292855929rn656py0q8ey3oo/2vlid1292855977.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/20/t1292855929rn656py0q8ey3oo/2vlid1292855977.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/20/t1292855929rn656py0q8ey3oo/35uhy1292855977.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/20/t1292855929rn656py0q8ey3oo/35uhy1292855977.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/20/t1292855929rn656py0q8ey3oo/4yly01292855977.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/20/t1292855929rn656py0q8ey3oo/4yly01292855977.ps (open in new window)


 
Parameters (Session):
par1 = 2 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ;
 
Parameters (R input):
par1 = 2 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ;
 
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

Creative Commons License

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