Blog & Share Statistical Computations at FreeStatistics.org

Home » date » 2010 » Jan » 13 »

*Unverified author*

R Software Module: /rwasp_decompose.wasp (opens new window with default values)

Title produced by software: Classical Decomposition

Date of computation: Wed, 13 Jan 2010 14:25:25 -0700

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Jan/13/t1263418134kwyuxnvuycg18ed.htm/, Retrieved Wed, 13 Jan 2010 22:29:00 +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/Jan/13/t1263418134kwyuxnvuycg18ed.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:

KDGP2W52

Dataseries X:

» Textbox « » Textfile « » CSV «

2,46 2,46 2,45 2,45 2,46 2,43 2,44 2,44 2,43 2,43 2,42 2,43 2,43 2,42 2,41 2,42 2,39 2,4 2,39 2,4 2,41 2,41 2,41 2,41 2,42 2,43 2,43 2,43 2,44 2,42 2,44 2,42 2,42 2,42 2,43 2,44 2,43 2,44 2,44 2,45 2,45 2,43 2,44 2,45 2,46 2,44 2,43 2,42 2,41 2,43 2,41 2,43 2,43 2,44 2,43 2,44 2,43 2,44 2,44 2,43 2,43 2,43 2,43 2,44 2,47 2,48 2,49 2,5 2,51 2,49 2,49 2,48 2,48 2,48 2,5 2,5 2,5 2,5 2,5 2,48 2,49 2,48 2,5 2,5 2,49 2,48 2,47 2,46 2,43 2,42 2,43 2,45 2,45 2,46 2,44 2,45 2,45 2,42 2,41 2,39 2,39 2,38 2,37 2,37 2,38 2,39 2,41 2,42 2,48 2,53 2,56 2,56 2,53 2,57 2,56 2,57 2,58 2,57 2,6 2,63 2,72 2,83 2,9 2,92 2,94 2,95 2,98 3,02 3,16 3,2 3,18 3,17 3,19

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	4 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Classical Decomposition by Moving Averages
t	Observations	Fit	Trend	Seasonal	Random
1	2.46	NA	NA	1.00038099740714	NA
2	2.46	NA	NA	1.00423298008805	NA
3	2.45	NA	NA	1.00464201592201	NA
4	2.45	NA	NA	1.00387415701602	NA
5	2.46	NA	NA	1.00026090084290	NA
6	2.43	NA	NA	0.998734111352019	NA
7	2.44	2.43542636512148	2.44041666666667	0.997955143638645	1.00187796064953
8	2.44	2.4356691728676	2.4375	0.99924889143286	1.00177808512775
9	2.43	2.43400509843501	2.43416666666667	0.999933624827803	0.998354523399484
10	2.43	2.42374384872587	2.43125	0.996912637008068	1.00258119325498
11	2.42	2.42058801828593	2.42708333333333	0.997323818692916	0.999757076263499
12	2.43	2.41443820712568	2.42291666666667	0.99650072177156	1.00644530592185
13	2.43	2.4205051883097	2.41958333333333	1.00038099740714	1.00392265702885
14	2.42	2.42605950772937	2.41583333333333	1.00423298008805	0.997502325186143
15	2.41	2.42453606509179	2.41333333333333	1.00464201592201	0.994004599353634
16	2.42	2.42100984200364	2.41166666666667	1.00387415701602	0.999582883974233
17	2.39	2.41104554640674	2.41041666666667	1.00026090084290	0.99127119500579
18	2.4	2.40611692993224	2.40916666666667	0.998734111352019	0.9974577586583
19	2.39	2.40299282295322	2.40791666666667	0.997955143638645	0.994593066267567
20	2.4	2.40610805982938	2.40791666666667	0.99924889143286	0.997461435780316
21	2.41	2.40900675781432	2.40916666666667	0.999933624827803	1.00041230361121
22	2.41	2.40297483545486	2.41041666666667	0.996912637008068	1.00292352813749
23	2.41	2.40645926418778	2.41291666666667	0.997323818692916	1.00147134666475
24	2.41	2.40737966034646	2.41583333333333	0.99650072177156	1.00108846132444
25	2.42	2.41967153747853	2.41875	1.00038099740714	1.00013574673933
26	2.43	2.43191753344655	2.42166666666667	1.00423298008805	0.999211513786885
27	2.43	2.43416388441104	2.42291666666667	1.00464201592201	0.998289398492144
28	2.43	2.43313998806758	2.42375	1.00387415701602	0.99870949140494
29	2.44	2.42563268454404	2.425	1.00026090084290	1.00592312082019
30	2.42	2.42401091609396	2.42708333333333	0.998734111352019	0.998345339095904
31	2.44	2.42378355511236	2.42875	0.997955143638645	1.00669054992697
32	2.42	2.42775845247709	2.42958333333333	0.99924889143286	0.996804273312622
33	2.42	2.43025534734191	2.43041666666667	0.999933624827803	0.99578013588032
34	2.42	2.42415922899128	2.43166666666667	0.996912637008068	0.99828425916023
35	2.43	2.42640574056164	2.43291666666667	0.997323818692916	1.00148131014458
36	2.44	2.42523363161154	2.43375	0.99650072177156	1.00608863748053
37	2.43	2.43509407785522	2.43416666666667	1.00038099740714	0.99790805706377
38	2.44	2.44572573692276	2.43541666666667	1.00423298008805	0.99765888021035
39	2.44	2.44965211548984	2.43833333333333	1.00464201592201	0.996059801541286
40	2.45	2.45028950491661	2.44083333333333	1.00387415701602	0.999881848689297
41	2.45	2.44230369955808	2.44166666666667	1.00026090084290	1.00315124627756
42	2.43	2.43774351012505	2.44083333333333	0.998734111352019	0.996823492671444
43	2.44	2.43417892119193	2.43916666666667	0.997955143638645	1.00239139315413
44	2.45	2.43608552657236	2.43791666666667	0.99924889143286	1.00571181646780
45	2.46	2.43608829348674	2.43625	0.999933624827803	1.00981561570539
46	2.44	2.42665151058381	2.43416666666667	0.996912637008068	1.00550078548897
47	2.43	2.42599018897052	2.4325	0.997323818692916	1.00165285541867
48	2.42	2.42357279707525	2.43208333333333	0.99650072177156	0.998525814005025
49	2.41	2.43300995077729	2.43208333333333	1.00038099740714	0.990542598985286
50	2.43	2.44154143283906	2.43125	1.00423298008805	0.995272890853364
51	2.41	2.44086149785052	2.42958333333333	1.00464201592201	0.987356309287644
52	2.43	2.43774107795391	2.42833333333333	1.00387415701602	0.99682448721732
53	2.43	2.42938366292220	2.42875	1.00026090084290	1.00025370100541
54	2.44	2.42650775137234	2.42958333333333	0.998734111352019	1.00556035669782
55	2.43	2.42586262832827	2.43083333333333	0.997955143638645	1.00170552595329
56	2.44	2.42984022100091	2.43166666666667	0.99924889143286	1.00418125394060
57	2.43	2.43233854239363	2.4325	0.999933624827803	0.999038562127404
58	2.44	2.42623613031839	2.43375	0.996912637008068	1.00567293080406
59	2.44	2.42931460169949	2.43583333333333	0.997323818692916	1.00439852388531
60	2.43	2.43063134385446	2.43916666666667	0.99650072177156	0.999740255199102
61	2.43	2.44426423699812	2.44333333333333	1.00038099740714	0.994164200096615
62	2.43	2.45869707958224	2.44833333333333	1.00423298008805	0.988328338687777
63	2.43	2.46555894740860	2.45416666666667	1.00464201592201	0.985577733825437
64	2.44	2.46911214536066	2.45958333333333	1.00387415701602	0.988209468162327
65	2.47	2.4643927944517	2.46375	1.00026090084290	1.00227528889101
66	2.48	2.46479255897417	2.46791666666667	0.998734111352019	1.00616986649463
67	2.49	2.46702827800337	2.47208333333333	0.997955143638645	1.00931149521124
68	2.5	2.47439006741062	2.47625	0.99924889143286	1.01034999813759
69	2.51	2.48108530660399	2.48125	0.999933624827803	1.01165405047503
70	2.49	2.47898942402673	2.48666666666667	0.996912637008068	1.00444155826828
71	2.49	2.48375186013648	2.49041666666667	0.997323818692916	1.00251560550947
72	2.48	2.48377804901561	2.4925	0.99650072177156	0.998478910377233
73	2.48	2.49470011228407	2.49375	1.00038099740714	0.994107463172956
74	2.48	2.50388756368620	2.49333333333333	1.00423298008805	0.99045980976437
75	2.5	2.50323302300568	2.49166666666667	1.00464201592201	0.998708461027813
76	2.5	2.50006493186865	2.49041666666667	1.00387415701602	0.999974027927105
77	2.5	2.49106641847418	2.49041666666667	1.00026090084290	1.00358624782526
78	2.5	2.48851249411878	2.49166666666667	0.998734111352019	1.00461621386606
79	2.5	2.48781901016251	2.49291666666667	0.997955143638645	1.00489625241536
80	2.48	2.49146056930593	2.49333333333333	0.99924889143286	0.995400059929857
81	2.49	2.49191792087295	2.49208333333333	0.999933624827803	0.999230343480863
82	2.48	2.48148170561925	2.48916666666667	0.996912637008068	0.999402894804385
83	2.5	2.47793413786077	2.48458333333333	0.997323818692916	1.00890494295311
84	2.5	2.46966095545718	2.47833333333333	0.99650072177156	1.01228470024429
85	2.49	2.47302519067358	2.47208333333333	1.00038099740714	1.00686398561181
86	2.48	2.47836330877563	2.46791666666667	1.00423298008805	1.00066039196859
87	2.47	2.47644256924776	2.465	1.00464201592201	0.997398458043097
88	2.46	2.47204011165196	2.4625	1.00387415701602	0.995129483702467
89	2.43	2.45980826532284	2.45916666666667	1.00026090084290	0.987881874476536
90	2.42	2.45147610415614	2.45458333333333	0.998734111352019	0.987160346330613
91	2.43	2.44582173120105	2.45083333333333	0.997955143638645	0.993531118397056
92	2.45	2.4448289543724	2.44666666666667	0.99924889143286	1.00211509505332
93	2.45	2.44150460062122	2.44166666666667	0.999933624827803	1.00347957541289
94	2.46	2.42872841191091	2.43625	0.996912637008068	1.01287570398392
95	2.44	2.42515908578827	2.43166666666667	0.997323818692916	1.00611956316544
96	2.45	2.41983591936861	2.42833333333333	0.99650072177156	1.01246534130267
97	2.45	2.42509026788115	2.42416666666667	1.00038099740714	1.01027167213063
98	2.42	2.42857009017959	2.41833333333333	1.00423298008805	0.99647113739305
99	2.41	2.42328026257189	2.41208333333333	1.00464201592201	0.994519716610166
100	2.39	2.41557219031980	2.40625	1.00387415701602	0.989413609569492
101	2.39	2.40271003889972	2.40208333333333	1.00026090084290	0.994710123696183
102	2.38	2.39654572803178	2.39958333333333	0.998734111352019	0.993096009878614
103	2.37	2.39467653008957	2.39958333333333	0.997955143638645	0.989695255380215
104	2.37	2.40360993760079	2.40541666666667	0.99924889143286	0.986016891894555
105	2.38	2.41608962099018	2.41625	0.999933624827803	0.985062797059908
106	2.39	2.42208232766419	2.42958333333333	0.996912637008068	0.986754237336299
107	2.41	2.43596342715745	2.4425	0.997323818692916	0.98934161865158
108	2.42	2.44765489785140	2.45625	0.99650072177156	0.988701471814645
109	2.48	2.47302519067358	2.47208333333333	1.00038099740714	1.00282035514750
110	2.53	2.49886639878576	2.48833333333333	1.00423298008805	1.01245908994149
111	2.56	2.51662824988464	2.505	1.00464201592201	1.01723407107003
112	2.56	2.53059943747789	2.52083333333333	1.00387415701602	1.01161802302122
113	2.53	2.53691170976281	2.53625	1.00026090084290	0.997275541858153
114	2.57	2.54968495843909	2.55291666666667	0.998734111352019	1.00796766733618
115	2.56	2.56640797772405	2.57166666666667	0.997955143638645	0.997503133648403
116	2.57	2.59221816585875	2.59416666666667	0.99924889143286	0.99142889817247
117	2.58	2.62065937506953	2.62083333333333	0.999933624827803	0.984485059196808
118	2.57	2.64181848807138	2.65	0.996912637008068	0.9728147530212
119	2.6	2.67490559205263	2.68208333333333	0.997323818692916	0.97199692120904
120	2.63	2.70549945960979	2.715	0.99650072177156	0.972094076995056
121	2.72	2.7493804412073	2.74833333333333	1.00038099740714	0.989313795658487
122	2.83	2.79637041913684	2.78458333333333	1.00423298008805	1.01202615384322
123	2.9	2.84062530001949	2.8275	1.00464201592201	1.02090198238399
124	2.92	2.88906616771236	2.87791666666667	1.00387415701602	1.01070720796683
125	2.94	2.9290973379683	2.92833333333333	1.00026090084290	1.00372219177915
126	2.95	2.97123398127226	2.975	0.998734111352019	0.99285348060567
127	2.98	3.01091383128643	3.01708333333333	0.997955143638645	0.989732741281002
128	3.02	NA	NA	0.99924889143286	NA
129	3.16	NA	NA	0.999933624827803	NA
130	3.2	NA	NA	0.996912637008068	NA
131	3.18	NA	NA	0.997323818692916	NA
132	3.17	NA	NA	0.99650072177156	NA
133	3.19	NA	NA	NA	NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Jan/13/t1263418134kwyuxnvuycg18ed/1cxxw1263417920.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Jan/13/t1263418134kwyuxnvuycg18ed/1cxxw1263417920.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Jan/13/t1263418134kwyuxnvuycg18ed/20bdd1263417920.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Jan/13/t1263418134kwyuxnvuycg18ed/20bdd1263417920.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Jan/13/t1263418134kwyuxnvuycg18ed/3w69p1263417920.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Jan/13/t1263418134kwyuxnvuycg18ed/3w69p1263417920.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Jan/13/t1263418134kwyuxnvuycg18ed/4f6lu1263417920.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Jan/13/t1263418134kwyuxnvuycg18ed/4f6lu1263417920.ps (open in new window)

Parameters (Session):

par1 = multiplicative ; 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')

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