Classical Deomposition eigen reeks

*Unverified author*

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

Title produced by software: Classical Decomposition

Date of computation: Fri, 28 May 2010 08:17:05 +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/May/28/t1275034682z4esa3qssmmffxw.htm/, Retrieved Fri, 28 May 2010 10:18:07 +0200

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/May/28/t1275034682z4esa3qssmmffxw.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 2.4 1.5 1.2 1.5 0.6 2.7 3.7 4.9 6.6 7.4 7.2 5.3 4.7 6.1 6.6 7 7.5 6.6 7.8 4.7 5.4 4.3 4.5 5.8 4.6 5.2 3.6 4.8 6.7 6.3 4.8 8.7 6.8 7.4 9 7.9 9.1 8.7 9.8 6.4 6.1 4.7 4.8 4.2 2.8 6.1 5.8 4.9 4.6 4.1 3.6 5.9 4.5 4.8 5.7 5 7 4.6 2.6 5 4.1 3.2 0 2.3 3.8 4.5 5.9 5 4.2 4.5 6

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 1 seconds R Server 'Gwilym Jenkins' @ 72.249.127.135 Classical Decomposition by Moving Averages t Observations Fit Trend Seasonal Random 1 2 NA NA 0.262638888888889 NA 2 2.4 NA NA -0.130694444444445 NA 3 1.5 NA NA -0.109861111111111 NA 4 1.2 NA NA -0.830694444444444 NA 5 1.5 NA NA -0.226527777777777 NA 6 0.6 NA NA 0.247638888888889 NA 7 2.7 3.25847222222222 3.6125 -0.354027777777778 -0.558472222222222 8 3.7 3.79263888888889 3.84583333333333 -0.0531944444444443 -0.0926388888888883 9 4.9 4.19180555555556 4.13333333333333 0.0584722222222225 0.708194444444445 10 6.6 4.82430555555555 4.55 0.274305555555556 1.77569444444445 11 7.4 5.52180555555555 5.00416666666667 0.517638888888888 1.87819444444445 12 7.2 5.86513888888889 5.52083333333333 0.344305555555555 1.33486111111111 13 5.3 6.23347222222222 5.97083333333333 0.262638888888889 -0.933472222222222 14 4.7 6.17347222222222 6.30416666666667 -0.130694444444445 -1.47347222222222 15 6.1 6.35680555555555 6.46666666666667 -0.109861111111111 -0.256805555555554 16 6.6 5.57763888888889 6.40833333333333 -0.830694444444444 1.02236111111111 17 7 6.00263888888889 6.22916666666667 -0.226527777777777 0.997361111111112 18 7.5 6.23513888888889 5.9875 0.247638888888889 1.26486111111111 19 6.6 5.54180555555556 5.89583333333333 -0.354027777777778 1.05819444444444 20 7.8 5.85930555555555 5.9125 -0.0531944444444443 1.94069444444445 21 4.7 5.92930555555555 5.87083333333333 0.0584722222222225 -1.22930555555555 22 5.4 5.98263888888889 5.70833333333333 0.274305555555556 -0.582638888888888 23 4.3 6.00930555555556 5.49166666666667 0.517638888888888 -1.70930555555556 24 4.5 5.71097222222222 5.36666666666667 0.344305555555555 -1.21097222222222 25 5.8 5.58347222222222 5.32083333333333 0.262638888888889 0.216527777777778 26 4.6 5.05263888888889 5.18333333333333 -0.130694444444445 -0.452638888888889 27 5.2 5.11513888888889 5.225 -0.109861111111111 0.0848611111111106 28 3.6 4.61930555555556 5.45 -0.830694444444444 -1.01930555555556 29 4.8 5.41097222222222 5.6375 -0.226527777777777 -0.610972222222222 30 6.7 6.20180555555556 5.95416666666667 0.247638888888889 0.498194444444445 31 6.3 5.87513888888889 6.22916666666667 -0.354027777777778 0.42486111111111 32 4.8 6.45097222222222 6.50416666666667 -0.0531944444444443 -1.65097222222222 33 8.7 6.89597222222222 6.8375 0.0584722222222225 1.80402777777778 34 6.8 7.51597222222222 7.24166666666667 0.274305555555556 -0.715972222222223 35 7.4 8.08430555555556 7.56666666666667 0.517638888888888 -0.684305555555556 36 9 7.95263888888889 7.60833333333333 0.344305555555555 1.04736111111111 37 7.9 7.77930555555556 7.51666666666667 0.262638888888889 0.120694444444445 38 9.1 7.31930555555556 7.45 -0.130694444444445 1.78069444444444 39 8.7 7.15263888888889 7.2625 -0.109861111111111 1.54736111111111 40 9.8 6.07763888888889 6.90833333333333 -0.830694444444444 3.72236111111111 41 6.4 6.46097222222222 6.6875 -0.226527777777777 -0.0609722222222224 42 6.1 6.74763888888889 6.5 0.247638888888889 -0.647638888888889 43 4.7 5.88763888888889 6.24166666666667 -0.354027777777778 -1.18763888888889 44 4.8 5.87597222222222 5.92916666666667 -0.0531944444444443 -1.07597222222222 45 4.2 5.60847222222222 5.55 0.0584722222222225 -1.40847222222222 46 2.8 5.37430555555556 5.1 0.274305555555556 -2.57430555555556 47 6.1 5.33847222222222 4.82083333333333 0.517638888888888 0.761527777777777 48 5.8 5.07763888888889 4.73333333333333 0.344305555555555 0.722361111111111 49 4.9 4.93347222222222 4.67083333333333 0.262638888888889 -0.0334722222222226 50 4.6 4.58180555555555 4.7125 -0.130694444444445 0.0181944444444451 51 4.1 4.67347222222222 4.78333333333333 -0.109861111111111 -0.573472222222223 52 3.6 4.16097222222222 4.99166666666667 -0.830694444444444 -0.560972222222222 53 5.9 4.87763888888889 5.10416666666667 -0.226527777777777 1.02236111111111 54 4.5 5.15597222222222 4.90833333333333 0.247638888888889 -0.655972222222221 55 4.8 4.42513888888889 4.77916666666667 -0.354027777777778 0.374861111111112 56 5.7 4.70930555555556 4.7625 -0.0531944444444443 0.990694444444444 57 5 4.76263888888889 4.70416666666667 0.0584722222222225 0.237361111111110 58 7 4.79097222222222 4.51666666666667 0.274305555555556 2.20902777777778 59 4.6 4.73430555555555 4.21666666666667 0.517638888888888 -0.134305555555555 60 2.6 4.38180555555556 4.0375 0.344305555555555 -1.78180555555555 61 5 4.25847222222222 3.99583333333333 0.262638888888889 0.741527777777778 62 4.1 3.86097222222222 3.99166666666667 -0.130694444444445 0.239027777777779 63 3.2 3.89013888888889 4 -0.109861111111111 -0.690138888888888 64 0 3.05263888888889 3.88333333333333 -0.830694444444444 -3.05263888888889 65 2.3 3.53597222222222 3.7625 -0.226527777777777 -1.23597222222222 66 3.8 4.14763888888889 3.9 0.247638888888889 -0.347638888888889 67 4.5 NA NA -0.354027777777778 NA 68 5.9 NA NA -0.0531944444444443 NA 69 5 NA NA 0.0584722222222225 NA 70 4.2 NA NA 0.274305555555556 NA 71 4.5 NA NA 0.517638888888888 NA 72 6 NA NA 0.344305555555555 NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/May/28/t1275034682z4esa3qssmmffxw/1dg5f1275034623.png (open in new window) http://www.freestatistics.org/blog/date/2010/May/28/t1275034682z4esa3qssmmffxw/1dg5f1275034623.ps (open in new window) http://www.freestatistics.org/blog/date/2010/May/28/t1275034682z4esa3qssmmffxw/2dg5f1275034623.png (open in new window) http://www.freestatistics.org/blog/date/2010/May/28/t1275034682z4esa3qssmmffxw/2dg5f1275034623.ps (open in new window) http://www.freestatistics.org/blog/date/2010/May/28/t1275034682z4esa3qssmmffxw/36q401275034623.png (open in new window) http://www.freestatistics.org/blog/date/2010/May/28/t1275034682z4esa3qssmmffxw/36q401275034623.ps (open in new window) http://www.freestatistics.org/blog/date/2010/May/28/t1275034682z4esa3qssmmffxw/46q401275034623.png (open in new window) http://www.freestatistics.org/blog/date/2010/May/28/t1275034682z4esa3qssmmffxw/46q401275034623.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

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