Home » date » 2010 » Dec » 22 »

Decomposition - CPI

*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, 22 Dec 2010 08:29:22 +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/22/t1293006480bujt37e5h8tbskp.htm/, Retrieved Wed, 22 Dec 2010 09:28:07 +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/22/t1293006480bujt37e5h8tbskp.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 «

97.06 97.73 98 97.76 97.48 97.77 97.96 98.22 98.51 98.19 98.37 98.31 98.6 98.96 99.11 99.64 100.02 99.98 100.32 100.44 100.51 101 100.88 100.55 100.82 101.5 102.15 102.39 102.54 102.85 103.47 103.56 103.69 103.49 103.47 103.45 103.48 103.93 103.89 104.4 104.79 104.77 105.13 105.26 104.96 104.75 105.01 105.15 105.2 105.77 105.78 106.26 106.13 106.12 106.57 106.44 106.54 107.1 108.1 108.4 108.84 109.62 110.42 110.67 111.66 112.28 112.87 112.18 112.36 112.16 111.49 111.25 111.36 111.74 111.1 111.33 111.25 111.04 110.97 111.31 111.02 111.07 111.36 111.54

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	'Gwilym Jenkins' @ 72.249.127.135

Classical Decomposition by Moving Averages
t	Observations	Fit	Trend	Seasonal	Random
1	97.06	NA	NA	-0.393142361111116	NA
2	97.73	NA	NA	-0.0377256944444476	NA
3	98	NA	NA	-0.060503472222226	NA
4	97.76	NA	NA	0.136510416666664	NA
5	97.48	NA	NA	0.240190972222227	NA
6	97.77	NA	NA	0.166440972222223	NA
7	97.96	98.4178993055556	98.0108333333333	0.407065972222215	-0.457899305555557
8	98.22	98.3000520833333	98.12625	0.173802083333332	-0.080052083333328
9	98.51	98.2876215277778	98.22375	0.0638715277777911	0.222378472222246
10	98.19	98.2469965277778	98.3483333333333	-0.101336805555551	-0.0569965277777698
11	98.37	98.3463020833333	98.5325	-0.186197916666667	0.0236979166667055
12	98.31	98.3214409722222	98.7304166666667	-0.408975694444444	-0.0114409722222035
13	98.6	98.5276909722222	98.9208333333333	-0.393142361111116	0.0723090277777771
14	98.96	99.0739409722222	99.1116666666667	-0.0377256944444476	-0.113940972222224
15	99.11	99.2269965277778	99.2875	-0.060503472222226	-0.116996527777786
16	99.64	99.6244270833333	99.4879166666667	0.136510416666664	0.0155729166666703
17	100.02	99.9497743055555	99.7095833333333	0.240190972222227	0.0702256944444599
18	99.98	100.073940972222	99.9075	0.166440972222223	-0.0939409722222138
19	100.32	100.500399305556	100.093333333333	0.407065972222215	-0.180399305555540
20	100.44	100.46546875	100.291666666667	0.173802083333332	-0.0254687499999875
21	100.51	100.588038194444	100.524166666667	0.0638715277777911	-0.0780381944444173
22	101	100.664079861111	100.765416666667	-0.101336805555551	0.335920138888895
23	100.88	100.798802083333	100.985	-0.186197916666667	0.0811979166666674
24	100.55	100.800607638889	101.209583333333	-0.408975694444444	-0.250607638888894
25	100.82	101.067274305556	101.460416666667	-0.393142361111116	-0.247274305555564
26	101.5	101.683940972222	101.721666666667	-0.0377256944444476	-0.183940972222217
27	102.15	101.923663194444	101.984166666667	-0.060503472222226	0.226336805555562
28	102.39	102.356927083333	102.220416666667	0.136510416666664	0.0330729166666828
29	102.54	102.672274305556	102.432083333333	0.240190972222227	-0.132274305555541
30	102.85	102.827274305556	102.660833333333	0.166440972222223	0.0227256944444463
31	103.47	103.299565972222	102.8925	0.407065972222215	0.170434027777773
32	103.56	103.278385416667	103.104583333333	0.173802083333332	0.281614583333337
33	103.69	103.342204861111	103.278333333333	0.0638715277777911	0.347795138888884
34	103.49	103.333246527778	103.434583333333	-0.101336805555551	0.156753472222206
35	103.47	103.425885416667	103.612083333333	-0.186197916666667	0.0441145833333394
36	103.45	103.376857638889	103.785833333333	-0.408975694444444	0.0731423611111239
37	103.48	103.541857638889	103.935	-0.393142361111116	-0.0618576388888812
38	103.93	104.037274305556	104.075	-0.0377256944444476	-0.107274305555549
39	103.89	104.138246527778	104.19875	-0.060503472222226	-0.248246527777766
40	104.4	104.440677083333	104.304166666667	0.136510416666664	-0.0406770833333354
41	104.79	104.661024305556	104.420833333333	0.240190972222227	0.128975694444449
42	104.77	104.722274305556	104.555833333333	0.166440972222223	0.047725694444452
43	105.13	105.105399305556	104.698333333333	0.407065972222215	0.0246006944444446
44	105.26	105.02046875	104.846666666667	0.173802083333332	0.239531250000013
45	104.96	105.065954861111	105.002083333333	0.0638715277777911	-0.105954861111130
46	104.75	105.056996527778	105.158333333333	-0.101336805555551	-0.306996527777770
47	105.01	105.10546875	105.291666666667	-0.186197916666667	-0.0954687499999949
48	105.15	104.994774305556	105.40375	-0.408975694444444	0.155225694444454
49	105.2	105.126857638889	105.52	-0.393142361111116	0.0731423611111239
50	105.77	105.591440972222	105.629166666667	-0.0377256944444476	0.178559027777766
51	105.78	105.683663194444	105.744166666667	-0.060503472222226	0.096336805555552
52	106.26	106.044427083333	105.907916666667	0.136510416666664	0.215572916666673
53	106.13	106.374774305556	106.134583333333	0.240190972222227	-0.244774305555552
54	106.12	106.565190972222	106.39875	0.166440972222223	-0.445190972222207
55	106.57	107.092899305556	106.685833333333	0.407065972222215	-0.522899305555555
56	106.44	107.17171875	106.997916666667	0.173802083333332	-0.731718749999999
57	106.54	107.415538194444	107.351666666667	0.0638715277777911	-0.875538194444445
58	107.1	107.627413194444	107.72875	-0.101336805555551	-0.527413194444449
59	108.1	107.95671875	108.142916666667	-0.186197916666667	0.143281250000001
60	108.4	108.221024305556	108.63	-0.408975694444444	0.178975694444460
61	108.84	108.756024305556	109.149166666667	-0.393142361111116	0.0839756944444616
62	109.62	109.613107638889	109.650833333333	-0.0377256944444476	0.00689236111112734
63	110.42	110.071996527778	110.1325	-0.060503472222226	0.348003472222217
64	110.67	110.72234375	110.585833333333	0.136510416666664	-0.0523437500000057
65	111.66	111.178107638889	110.937916666667	0.240190972222227	0.481892361111107
66	112.28	111.364357638889	111.197916666667	0.166440972222223	0.915642361111111
67	112.87	111.828732638889	111.421666666667	0.407065972222215	1.04126736111114
68	112.18	111.788802083333	111.615	0.173802083333332	0.391197916666684
69	112.36	111.795538194444	111.731666666667	0.0638715277777911	0.564461805555553
70	112.16	111.686163194444	111.7875	-0.101336805555551	0.473836805555564
71	111.49	111.61171875	111.797916666667	-0.186197916666667	-0.121718749999999
72	111.25	111.320190972222	111.729166666667	-0.408975694444444	-0.070190972222207
73	111.36	111.205190972222	111.598333333333	-0.393142361111116	0.154809027777787
74	111.74	111.445190972222	111.482916666667	-0.0377256944444476	0.294809027777788
75	111.1	111.330329861111	111.390833333333	-0.060503472222226	-0.230329861111102
76	111.33	111.42609375	111.289583333333	0.136510416666664	-0.0960937500000085
77	111.25	111.478940972222	111.23875	0.240190972222227	-0.228940972222205
78	111.04	111.411857638889	111.245416666667	0.166440972222223	-0.371857638888869
79	110.97	NA	NA	0.407065972222215	NA
80	111.31	NA	NA	0.173802083333332	NA
81	111.02	NA	NA	0.0638715277777911	NA
82	111.07	NA	NA	-0.101336805555551	NA
83	111.36	NA	NA	-0.186197916666667	NA
84	111.54	NA	NA	-0.408975694444444	NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Dec/22/t1293006480bujt37e5h8tbskp/1qeqr1293006559.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/22/t1293006480bujt37e5h8tbskp/1qeqr1293006559.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/22/t1293006480bujt37e5h8tbskp/2qeqr1293006559.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/22/t1293006480bujt37e5h8tbskp/2qeqr1293006559.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/22/t1293006480bujt37e5h8tbskp/3j67t1293006559.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/22/t1293006480bujt37e5h8tbskp/3j67t1293006559.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/22/t1293006480bujt37e5h8tbskp/4j67t1293006559.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/22/t1293006480bujt37e5h8tbskp/4j67t1293006559.ps (open in new window)

Parameters (Session):

par1 = kendall ;

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