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*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, 29 Dec 2010 14:16:19 +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/29/t12936321727b9c7na2mxiy5ac.htm/, Retrieved Wed, 29 Dec 2010 15:16:13 +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/29/t12936321727b9c7na2mxiy5ac.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 «
315.42 316.32 316.49 317.56 318.13 318.00 316.39 314.66 313.68 313.18 314.66 315.43 316.27 316.81 317.42 318.87 319.87 319.43 318.01 315.75 314.00 313.68 314.84 316.03 316.73 317.54 318.38 319.31 320.42 319.61 318.42 316.64 314.83 315.15 315.95 316.85 317.78 318.40 319.53 320.41 320.85 320.45 319.44 317.25 316.12 315.27 316.53 317.53 318.58 318.92 319.70 321.22 322.08 321.31 319.58 317.61 316.05 315.83 316.91 318.20 319.41 320.07 320.74 321.40 322.06 321.73 320.27 318.54 316.54 316.71 317.53 318.55 319.27 320.28 320.73 321.97 322.00 321.71 321.05 318.71 317.65 317.14 318.71 319.25 320.46 321.43 322.22 323.54 323.91 323.59 322.26 320.21 318.48 317.94 319.63 320.87 322.17 322.34 322.88 324.25 324.83 323.93 322.39 320.76 319.10 319.23 320.56 321.80 322.40 322.99 323.73 324.86 325.41 325.19 323.97 321.92 320.10 319.96 320.97 322.48 323.52 323.89 325.04 326.01 326.67 325.96 325.13 322.90 etc...
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time7 seconds
R Server'RServer@AstonUniversity' @ vre.aston.ac.uk


Classical Decomposition by Moving Averages
tObservationsFitTrendSeasonalRandom
1315.42NANA-0.0723107078853115NA
2316.32NANA0.577191980286741NA
3316.49NANA1.32243391577062NA
4317.56NANA2.44127800179211NA
5318.13NANA2.93381832437277NA
6318NANA2.29988015232975NA
7316.39316.70864359319315.8620833333330.84656025985663-0.318643593190018
8314.66314.742326388889315.917916666667-1.17559027777779-0.0823263888888164
9313.68313.020740367383315.977083333333-2.956342965949820.659259632616511
10313.18312.870108646953316.070416666667-3.200308019713270.309891353046623
11314.66314.153388216846316.1975-2.044111783154110.506611783154142
12315.43315.357084453405316.329583333333-0.9724988799283180.0729155465949702
13316.27316.384355958781316.456666666667-0.0723107078853115-0.114355958781346
14316.81317.14677531362316.5695833333330.577191980286741-0.33677531362008
15317.42317.950767249104316.6283333333331.32243391577062-0.530767249103917
16318.87319.103778001792316.66252.44127800179211-0.233778001792132
17319.87319.624651657706316.6908333333332.933818324372770.24534834229388
18319.43319.023213485663316.7233333333332.299880152329750.406786514336943
19318.01317.614060259857316.76750.846560259856630.395939740143433
20315.75315.641493055556316.817083333333-1.175590277777790.108506944444457
21314313.93115703405316.8875-2.956342965949820.0688429659498411
22313.68313.74552531362316.945833333333-3.20030801971327-0.0655253136200713
23314.84314.942971550179316.987083333333-2.04411178315411-0.102971550179234
24316.03316.045001120072317.0175-0.972498879928318-0.0150011200717017
25316.73316.969772625448317.042083333333-0.0723107078853115-0.23977262544804
26317.54317.673441980287317.096250.577191980286741-0.133441980286705
27318.38318.490350582437317.1679166666671.32243391577062-0.110350582437263
28319.31319.705028001792317.263752.44127800179211-0.395028001792127
29320.42320.305068324373317.371252.933818324372770.114931675627247
30319.61319.751546818996317.4516666666672.29988015232975-0.141546818996403
31318.42318.37614359319317.5295833333330.846560259856630.0438564068101073
32316.64316.433576388889317.609166666667-1.175590277777790.20642361111112
33314.83314.736573700717317.692916666667-2.956342965949820.0934262992831805
34315.15314.586358646953317.786666666667-3.200308019713270.563641353046592
35315.95315.806304883513317.850416666667-2.044111783154110.143695116487436
36316.85316.930834453405317.903333333333-0.972498879928318-0.080834453405032
37317.78317.908522625448317.980833333333-0.0723107078853115-0.128522625447999
38318.4318.625941980287318.048750.577191980286741-0.225941980286734
39319.53319.450350582437318.1279166666671.322433915770620.0796494175627345
40320.41320.627944668459318.1866666666672.44127800179211-0.217944668458699
41320.85321.149651657706318.2158333333332.93381832437277-0.299651657706079
42320.45320.568213485663318.2683333333332.29988015232975-0.118213485663091
43319.44319.176560259857318.330.846560259856630.263439740143383
44317.25317.209409722222318.385-1.175590277777790.0405902777778238
45316.12315.45740703405318.41375-2.956342965949820.662592965949898
46315.27315.25427531362318.454583333333-3.200308019713270.0157246863798832
47316.53316.495471550179318.539583333333-2.044111783154110.0345284498208116
48317.53317.654167786738318.626666666667-0.972498879928318-0.124167786738383
49318.58318.596022625448318.668333333333-0.0723107078853115-0.0160226254480449
50318.92319.266358646953318.6891666666670.577191980286741-0.346358646953377
51319.7320.023683915771318.701251.32243391577062-0.323683915770573
52321.22321.162944668459318.7216666666672.441278001792110.0570553315412212
53322.08321.694651657706318.7608333333332.933818324372770.385348342293923
54321.31321.104463485663318.8045833333332.299880152329750.205536514336927
55319.58319.71364359319318.8670833333330.84656025985663-0.133643593189959
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57316.05316.084490367383319.040833333333-2.95634296594982-0.0344903673834551
58315.83315.891358646953319.091666666667-3.20030801971327-0.0613586469534084
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60318.2318.142501120072319.115-0.9724988799283180.0574988799282892
61319.41319.088939292115319.16125-0.07231070788531150.321060707885351
62320.07319.805941980287319.228750.5771919802867410.264058019713275
63320.74320.610350582437319.2879166666671.322433915770620.129649417562746
64321.4321.786278001792319.3452.44127800179211-0.386278001792164
65322.06322.341318324373319.40752.93381832437277-0.281318324372762
66321.73321.747796818996319.4479166666672.29988015232975-0.0177968189963735
67320.27320.303226926523319.4566666666670.84656025985663-0.0332269265232981
68318.54318.283993055556319.459583333333-1.175590277777790.256006944444493
69316.54316.511573700717319.467916666667-2.956342965949820.0284262992831827
70316.71316.290941980287319.49125-3.200308019713270.419058019713248
71317.53317.468388216846319.5125-2.044111783154110.061611783154035
72318.55318.536667786738319.509166666667-0.9724988799283180.0133322132616627
73319.27319.468522625448319.540833333333-0.0723107078853115-0.198522625448049
74320.28320.157608646953319.5804166666670.5771919802867410.122391353046623
75320.73320.956183915771319.633751.32243391577062-0.226183915770491
76321.97322.139194668459319.6979166666672.44127800179211-0.169194668458715
77322322.698818324373319.7652.93381832437277-0.69881832437278
78321.71322.143213485663319.8433333333332.29988015232975-0.433213485663146
79321.05320.76864359319319.9220833333330.846560259856630.281356406810062
80318.71318.843993055556320.019583333333-1.17559027777779-0.13399305555555
81317.65317.173240367383320.129583333333-2.956342965949820.476759632616506
82317.14317.05677531362320.257083333333-3.200308019713270.0832246863799355
83318.71318.357971550179320.402083333333-2.044111783154110.352028449820693
84319.25319.587501120072320.56-0.972498879928318-0.337501120071693
85320.46320.616439292115320.68875-0.0723107078853115-0.156439292114726
86321.43321.378858646953320.8016666666670.5771919802867410.0511413530466598
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88323.54323.407944668459320.9666666666672.441278001792110.132055331541267
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90323.59323.444046818996321.1441666666672.299880152329750.145953181003563
91322.26322.129476926523321.2829166666670.846560259856630.130523073476638
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102323.93324.28113015233321.981252.29988015232975-0.351130152329745
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108321.8321.343334453405322.315833333333-0.9724988799283180.456665546594991
109322.4322.361855958781322.434166666667-0.07231070788531150.0381440412186294
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120322.48322.369584453405323.342083333333-0.9724988799283180.110415546594993
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123325.04324.937850582437323.6154166666671.322433915770620.102149417562771
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128322.9322.883993055555324.059583333333-1.175590277777790.0160069444444844
129321.61321.214073700717324.170416666667-2.956342965949820.395926299283133
130321.01321.085941980287324.28625-3.20030801971327-0.0759419802868138
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134325.3325.23802531362324.6608333333330.5771919802867410.0619746863799833
135326.29326.100767249104324.7783333333331.322433915770620.189232750896053
136327.54327.352528001792324.911252.441278001792110.187471998207911
137327.54327.997568324373325.063752.93381832437277-0.457568324372801
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146326.51326.492191980287325.9150.5771919802867410.0178080197132431
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159327.58328.149100582437326.8266666666671.32243391577062-0.569100582437272
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170329.4329.348858646953328.7716666666670.5771919802867410.051141353046603
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174331.9331.765296818996329.4654166666672.299880152329750.134703181003601
175330.7330.39114359319329.5445833333330.846560259856630.308856406810094
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190327.21327.099691980287330.3-3.200308019713270.110308019713216
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195331.87331.995767249104330.6733333333331.32243391577062-0.125767249103887
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198333.42333.23488015233330.9352.299880152329750.185119847670251
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201328.4328.296990367384331.253333333333-2.956342965949820.103009632616477
202328.17328.16677531362331.367083333333-3.200308019713270.00322468637989459
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378355.99356.18738015233353.88752.29988015232975-0.197380152329742
379354.58NANA0.84656025985663NA
380352.68NANA-1.17559027777779NA
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382350.92NANA-3.20030801971327NA
383352.55NANA-2.04411178315411NA
384353.91NANA-0.972498879928318NA
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/29/t12936321727b9c7na2mxiy5ac/1dl7t1293632171.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/29/t12936321727b9c7na2mxiy5ac/1dl7t1293632171.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/29/t12936321727b9c7na2mxiy5ac/26uov1293632171.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/29/t12936321727b9c7na2mxiy5ac/26uov1293632171.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/29/t12936321727b9c7na2mxiy5ac/36uov1293632171.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/29/t12936321727b9c7na2mxiy5ac/36uov1293632171.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/29/t12936321727b9c7na2mxiy5ac/4zl5g1293632171.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/29/t12936321727b9c7na2mxiy5ac/4zl5g1293632171.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')
 





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


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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.


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