| | | *The author of this computation has been verified* | | R Software Module: /rwasp_decomposeloess.wasp (opens new window with default values) | | Title produced by software: Decomposition by Loess | | Date of computation: Tue, 21 Dec 2010 11:55:29 +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/21/t1292932569hwl0ofupag9tfx9.htm/, Retrieved Tue, 21 Dec 2010 12:56:10 +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/21/t1292932569hwl0ofupag9tfx9.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: |
| Seasonal Decomposition by Loess - Parameters | | Component | Window | Degree | Jump | | Seasonal | 1541 | 0 | 155 | | Trend | 19 | 1 | 2 | | Low-pass | 13 | 1 | 2 |
| Seasonal Decomposition by Loess - Time Series Components | | t | Observed | Fitted | Seasonal | Trend | Remainder | | 1 | 9.4 | 9.2956907160481 | -0.00217849452725008 | 9.50648777847915 | -0.104309283951904 | | 2 | 9.4 | 9.30836564800975 | 0.0142406341454931 | 9.47739371784476 | -0.0916343519902547 | | 3 | 9.5 | 9.54411756171732 | 0.00758278107230874 | 9.44829965721037 | 0.0441175617173233 | | 4 | 9.5 | 9.56024142194154 | 0.0224061873456872 | 9.41735239071277 | 0.0602414219415408 | | 5 | 9.4 | 9.4071344969343 | 0.00646037885053224 | 9.38640512421518 | 0.00713449693429169 | | 6 | 9.4 | 9.45855819100064 | -0.0126707553958901 | 9.35411256439525 | 0.0585581910006354 | | 7 | 9.3 | 9.27921262940789 | -0.00103263398322153 | 9.32182000457533 | -0.0207873705921084 | | 8 | 9.4 | 9.51054434157457 | 0.00103444092080056 | 9.28842121750463 | 0.110544341574565 | | 9 | 9.4 | 9.54956829920892 | -0.00459072964285728 | 9.25502243043394 | 0.149568299208921 | | 10 | 9.2 | 9.19781785237337 | -0.00909819386603986 | 9.21128034149266 | -0.00218214762662505 | | 11 | 9.1 | 9.05122121242022 | -0.0187594649716158 | 9.1675382525514 | -0.0487787875797778 | | 12 | 9.1 | 9.09731050200334 | -0.00339416794336436 | 9.10608366594003 | -0.00268949799666274 | | 13 | 9.1 | 9.1575494151986 | -0.00217849452725008 | 9.04462907932866 | 0.0575494151985918 | | 14 | 9 | 9.02461574543192 | 0.0142406341454931 | 8.96114362042258 | 0.0246157454319249 | | 15 | 9 | 9.11475905741118 | 0.00758278107230874 | 8.8776581615165 | 0.114759057411185 | | 16 | 8.9 | 9.00607681888417 | 0.0224061873456872 | 8.77151699377015 | 0.106076818884167 | | 17 | 8.8 | 8.92816379512568 | 0.00646037885053224 | 8.66537582602379 | 0.128163795125683 | | 18 | 8.7 | 8.87583551587184 | -0.0126707553958901 | 8.53683523952405 | 0.175835515871842 | | 19 | 8.5 | 8.59273798095891 | -0.00103263398322153 | 8.40829465302431 | 0.0927379809589137 | | 20 | 8.3 | 8.34323160735393 | 0.00103444092080056 | 8.25573395172527 | 0.0432316073539312 | | 21 | 8.1 | 8.10141747921663 | -0.00459072964285728 | 8.10317325042623 | 0.00141747921662549 | | 22 | 7.9 | 7.87093941632534 | -0.00909819386603986 | 7.9381587775407 | -0.02906058367466 | | 23 | 7.8 | 7.84561516031645 | -0.0187594649716158 | 7.77314430465517 | 0.0456151603164479 | | 24 | 7.6 | 7.58823296414816 | -0.00339416794336436 | 7.6151612037952 | -0.0117670358518414 | | 25 | 7.4 | 7.34500039159201 | -0.00217849452725008 | 7.45717810293524 | -0.054999608407992 | | 26 | 7.2 | 7.06225534264583 | 0.0142406341454931 | 7.32350402320868 | -0.137744657354173 | | 27 | 7 | 6.80258727544558 | 0.00758278107230874 | 7.18982994348212 | -0.197412724554423 | | 28 | 7 | 6.89264012006646 | 0.0224061873456872 | 7.08495369258785 | -0.107359879933538 | | 29 | 6.8 | 6.61346217945588 | 0.00646037885053224 | 6.98007744169359 | -0.186537820544118 | | 30 | 6.8 | 6.71690216621815 | -0.0126707553958901 | 6.89576858917774 | -0.083097833781852 | | 31 | 6.7 | 6.58957289732133 | -0.00103263398322153 | 6.8114597366619 | -0.110427102678674 | | 32 | 6.8 | 6.8546428953059 | 0.00103444092080056 | 6.7443226637733 | 0.0546428953058973 | | 33 | 6.7 | 6.72740513875815 | -0.00459072964285728 | 6.67718559088471 | 0.0274051387581498 | | 34 | 6.7 | 6.77786867939785 | -0.00909819386603986 | 6.63122951446819 | 0.0778686793978478 | | 35 | 6.7 | 6.83348602691994 | -0.0187594649716158 | 6.58527343805168 | 0.13348602691994 | | 36 | 6.5 | 6.4512315119991 | -0.00339416794336436 | 6.55216265594427 | -0.0487684880009063 | | 37 | 6.3 | 6.08312662069039 | -0.00217849452725008 | 6.51905187383686 | -0.216873379309614 | | 38 | 6.3 | 6.09043026537626 | 0.0142406341454931 | 6.49532910047825 | -0.209569734623741 | | 39 | 6.3 | 6.12081089180806 | 0.00758278107230874 | 6.47160632711963 | -0.179189108191938 | | 40 | 6.5 | 6.49499615077927 | 0.0224061873456872 | 6.48259766187504 | -0.00500384922072961 | | 41 | 6.6 | 6.69995062451901 | 0.00646037885053224 | 6.49358899663045 | 0.099950624519014 | | 42 | 6.5 | 6.46008679858714 | -0.0126707553958901 | 6.55258395680875 | -0.0399132014128618 | | 43 | 6.3 | 5.98945371699617 | -0.00103263398322153 | 6.61157891698705 | -0.310546283003828 | | 44 | 6.3 | 5.9011765996141 | 0.00103444092080056 | 6.6977889594651 | -0.398823400385895 | | 45 | 6.5 | 6.22059172769972 | -0.00459072964285728 | 6.78399900194314 | -0.279408272300281 | | 46 | 7 | 7.1361388631909 | -0.00909819386603986 | 6.87295933067514 | 0.136138863190899 | | 47 | 7.1 | 7.25683980556447 | -0.0187594649716158 | 6.96191965940714 | 0.156839805564474 | | 48 | 7.3 | 7.54588117840212 | -0.00339416794336436 | 7.05751298954124 | 0.24588117840212 | | 49 | 7.3 | 7.4490721748519 | -0.00217849452725008 | 7.15310631967535 | 0.149072174851902 | | 50 | 7.4 | 7.53856343058888 | 0.0142406341454931 | 7.24719593526563 | 0.138563430588878 | | 51 | 7.4 | 7.45113166807178 | 0.00758278107230874 | 7.34128555085591 | 0.0511316680717817 | | 52 | 7.3 | 7.16820869279095 | 0.0224061873456872 | 7.40938511986336 | -0.131791307209047 | | 53 | 7.4 | 7.31605493227866 | 0.00646037885053224 | 7.47748468887081 | -0.0839450677213405 | | 54 | 7.5 | 7.48282235087855 | -0.0126707553958901 | 7.52984840451734 | -0.0171776491214501 | | 55 | 7.7 | 7.81882051381935 | -0.00103263398322153 | 7.58221212016387 | 0.118820513819352 | | 56 | 7.7 | 7.7583846045413 | 0.00103444092080056 | 7.6405809545379 | 0.0583846045413035 | | 57 | 7.7 | 7.70564094073094 | -0.00459072964285728 | 7.69894978891192 | 0.00564094073093724 | | 58 | 7.7 | 7.64644819460715 | -0.00909819386603986 | 7.76264999925889 | -0.0535518053928508 | | 59 | 7.7 | 7.59240925536576 | -0.0187594649716158 | 7.82635020960586 | -0.107590744634245 | | 60 | 7.8 | 7.72175474377436 | -0.00339416794336436 | 7.881639424169 | -0.078245256225638 | | 61 | 8 | 8.0652498557951 | -0.00217849452725008 | 7.93692863873214 | 0.0652498557951064 | | 62 | 8.1 | 8.20373294333696 | 0.0142406341454931 | 7.98202642251755 | 0.103732943336958 | | 63 | 8.1 | 8.16529301262474 | 0.00758278107230874 | 8.02712420630296 | 0.0652930126247355 | | 64 | 8.2 | 8.30687936289194 | 0.0224061873456872 | 8.07071444976237 | 0.106879362891942 | | 65 | 8.2 | 8.27923492792768 | 0.00646037885053224 | 8.11430469322178 | 0.0792349279276827 | | 66 | 8.2 | 8.25743305053321 | -0.0126707553958901 | 8.15523770486268 | 0.0574330505332092 | | 67 | 8.1 | 8.00486191747965 | -0.00103263398322153 | 8.19617071650358 | -0.0951380825203536 | | 68 | 8.1 | 7.97374352467395 | 0.00103444092080056 | 8.22522203440525 | -0.126256475326054 | | 69 | 8.2 | 8.15031737733593 | -0.00459072964285728 | 8.25427335230693 | -0.0496826226640739 | | 70 | 8.3 | 8.34724597262893 | -0.00909819386603986 | 8.26185222123711 | 0.0472459726289269 | | 71 | 8.3 | 8.34932837480432 | -0.0187594649716158 | 8.2694310901673 | 0.0493283748043218 | | 72 | 8.4 | 8.52883632823838 | -0.00339416794336436 | 8.27455783970499 | 0.128836328238377 | | 73 | 8.5 | 8.72249390528457 | -0.00217849452725008 | 8.27968458924268 | 0.222493905284569 | | 74 | 8.5 | 8.68182978254443 | 0.0142406341454931 | 8.30392958331008 | 0.181829782544431 | | 75 | 8.4 | 8.46424264155022 | 0.00758278107230874 | 8.32817457737747 | 0.0642426415502229 | | 76 | 8 | 7.62679021570192 | 0.0224061873456872 | 8.3508035969524 | -0.373209784298083 | | 77 | 7.9 | 7.42010700462215 | 0.00646037885053224 | 8.37343261652732 | -0.479892995377854 | | 78 | 8.1 | 7.83329222710701 | -0.0126707553958901 | 8.37937852828888 | -0.266707772892989 | | 79 | 8.5 | 8.61570819393279 | -0.00103263398322153 | 8.38532444005043 | 0.11570819393279 | | 80 | 8.8 | 9.20600606512286 | 0.00103444092080056 | 8.39295949395634 | 0.406006065122856 | | 81 | 8.8 | 9.2039961817806 | -0.00459072964285728 | 8.40059454786226 | 0.403996181780601 | | 82 | 8.6 | 8.7853881332106 | -0.00909819386603986 | 8.42371006065544 | 0.185388133210594 | | 83 | 8.3 | 8.17193389152298 | -0.0187594649716158 | 8.44682557344863 | -0.128066108477016 | | 84 | 8.3 | 8.13927312843916 | -0.00339416794336436 | 8.46412103950421 | -0.160726871560842 | | 85 | 8.3 | 8.12076198896747 | -0.00217849452725008 | 8.48141650555978 | -0.179238011032528 | | 86 | 8.4 | 8.3034931471534 | 0.0142406341454931 | 8.4822662187011 | -0.0965068528465949 | | 87 | 8.4 | 8.30930128708526 | 0.00758278107230874 | 8.48311593184243 | -0.0906987129147367 | | 88 | 8.5 | 8.49074637203434 | 0.0224061873456872 | 8.48684744061998 | -0.00925362796566453 | | 89 | 8.6 | 8.70296067175194 | 0.00646037885053224 | 8.49057894939753 | 0.102960671751942 | | 90 | 8.6 | 8.71310662675737 | -0.0126707553958901 | 8.49956412863852 | 0.113106626757366 | | 91 | 8.6 | 8.6924833261037 | -0.00103263398322153 | 8.50854930787952 | 0.0924833261037001 | | 92 | 8.6 | 8.68637165510787 | 0.00103444092080056 | 8.51259390397133 | 0.0863716551078735 | | 93 | 8.6 | 8.68795222957973 | -0.00459072964285728 | 8.51663850006313 | 0.0879522295797255 | | 94 | 8.5 | 8.49448289434816 | -0.00909819386603986 | 8.51461529951788 | -0.00551710565184393 | | 95 | 8.4 | 8.30616736599898 | -0.0187594649716158 | 8.51259209897264 | -0.0938326340010196 | | 96 | 8.4 | 8.30655316559951 | -0.00339416794336436 | 8.49684100234385 | -0.0934468344004884 | | 97 | 8.4 | 8.32108858881218 | -0.00217849452725008 | 8.48108990571507 | -0.0789114111878195 | | 98 | 8.5 | 8.53773442338269 | 0.0142406341454931 | 8.44802494247182 | 0.0377344233826875 | | 99 | 8.5 | 8.57745723969912 | 0.00758278107230874 | 8.41495997922857 | 0.0774572396991218 | | 100 | 8.6 | 8.80429814979988 | 0.0224061873456872 | 8.37329566285444 | 0.204298149799877 | | 101 | 8.6 | 8.86190827466917 | 0.00646037885053224 | 8.3316313464803 | 0.261908274669166 | | 102 | 8.4 | 8.52863010050707 | -0.0126707553958901 | 8.28404065488883 | 0.128630100507065 | | 103 | 8.2 | 8.16458267068587 | -0.00103263398322153 | 8.23644996329735 | -0.0354173293141269 | | 104 | 8 | 7.82007522970926 | 0.00103444092080056 | 8.17889032936994 | -0.179924770290745 | | 105 | 8 | 7.88326003420032 | -0.00459072964285728 | 8.12133069544254 | -0.116739965799683 | | 106 | 8 | 7.94883916659534 | -0.00909819386603986 | 8.0602590272707 | -0.0511608334046603 | | 107 | 8 | 8.01957210587276 | -0.0187594649716158 | 7.99918735909886 | 0.0195721058727578 | | 108 | 7.9 | 7.87082639229931 | -0.00339416794336436 | 7.93256777564405 | -0.0291736077006899 | | 109 | 7.9 | 7.936230302338 | -0.00217849452725008 | 7.86594819218925 | 0.0362303023380006 | | 110 | 7.8 | 7.795989784759 | 0.0142406341454931 | 7.7897695810955 | -0.00401021524099221 | | 111 | 7.8 | 7.87882624892594 | 0.00758278107230874 | 7.71359097000175 | 0.0788262489259433 | | 112 | 8 | 8.34240911276926 | 0.0224061873456872 | 7.63518469988506 | 0.342409112769257 | | 113 | 7.8 | 8.0367611913811 | 0.00646037885053224 | 7.55677842976836 | 0.236761191381106 | | 114 | 7.4 | 7.33136813428096 | -0.0126707553958901 | 7.48130262111493 | -0.0686318657190395 | | 115 | 7.2 | 6.99520582152172 | -0.00103263398322153 | 7.4058268124615 | -0.204794178478276 | | 116 | 7 | 6.67272479820434 | 0.00103444092080056 | 7.32624076087486 | -0.327275201795659 | | 117 | 7 | 6.75793602035464 | -0.00459072964285728 | 7.24665470928822 | -0.242063979645359 | | 118 | 7.2 | 7.23779323198578 | -0.00909819386603986 | 7.17130496188026 | 0.0377932319857779 | | 119 | 7.2 | 7.3228042504993 | -0.0187594649716158 | 7.0959552144723 | 0.122804250499309 | | 120 | 7.2 | 7.34852080462959 | -0.00339416794336436 | 7.05487336331378 | 0.148520804629588 | | 121 | 7 | 6.988386982372 | -0.00217849452725008 | 7.01379151215524 | -0.0116130176279947 | | 122 | 6.9 | 6.77819559619393 | 0.0142406341454931 | 7.00756376966057 | -0.121804403806068 | | 123 | 6.8 | 6.59108119176179 | 0.00758278107230874 | 7.0013360271659 | -0.208918808238213 | | 124 | 6.8 | 6.57063716054762 | 0.0224061873456872 | 7.00695665210669 | -0.229362839452381 | | 125 | 6.8 | 6.58096234410199 | 0.00646037885053224 | 7.01257727704748 | -0.219037655898013 | | 126 | 6.9 | 6.77554978434622 | -0.0126707553958901 | 7.03712097104967 | -0.124450215653784 | | 127 | 7.2 | 7.33936796893135 | -0.00103263398322153 | 7.06166466505187 | 0.139367968931354 | | 128 | 7.2 | 7.28111732677708 | 0.00103444092080056 | 7.11784823230212 | 0.08111732677708 | | 129 | 7.2 | 7.23055893009049 | -0.00459072964285728 | 7.17403179955237 | 0.0305589300904874 | | 130 | 7.1 | 6.96335506260602 | -0.00909819386603986 | 7.24574313126002 | -0.13664493739398 | | 131 | 7.2 | 7.10130500200395 | -0.0187594649716158 | 7.31745446296767 | -0.0986949979960521 | | 132 | 7.3 | 7.2131920151143 | -0.00339416794336436 | 7.39020215282906 | -0.0868079848856924 | | 133 | 7.5 | 7.5392286518368 | -0.00217849452725008 | 7.46294984269044 | 0.0392286518368063 | | 134 | 7.6 | 7.64763858815758 | 0.0142406341454931 | 7.53812077769693 | 0.0476385881575778 | | 135 | 7.7 | 7.77912550622428 | 0.00758278107230874 | 7.61329171270341 | 0.0791255062242788 | | 136 | 7.7 | 7.68749523225177 | 0.0224061873456872 | 7.69009858040254 | -0.0125047677482319 | | 137 | 7.7 | 7.62663417304779 | 0.00646037885053224 | 7.76690544810168 | -0.073365826952208 | | 138 | 7.8 | 7.77481947040055 | -0.0126707553958901 | 7.83785128499533 | -0.0251805295994449 | | 139 | 8 | 8.09223551209423 | -0.00103263398322153 | 7.908797121889 | 0.092235512094228 | | 140 | 8.1 | 8.22540013280342 | 0.00103444092080056 | 7.97356542627578 | 0.125400132803421 | | 141 | 8.1 | 8.1662569989803 | -0.00459072964285728 | 8.03833373066256 | 0.0662569989802932 | | 142 | 8 | 7.91000738176733 | -0.00909819386603986 | 8.09909081209871 | -0.0899926182326691 | | 143 | 8.1 | 8.05891157143676 | -0.0187594649716158 | 8.15984789353486 | -0.0410884285632402 | | 144 | 8.2 | 8.18872116949574 | -0.00339416794336436 | 8.21467299844763 | -0.0112788305042617 | | 145 | 8.3 | 8.33268039116686 | -0.00217849452725008 | 8.2694981033604 | 0.0326803911668545 | | 146 | 8.4 | 8.47361208256778 | 0.0142406341454931 | 8.31214728328673 | 0.0736120825677808 | | 147 | 8.4 | 8.43762075571464 | 0.00758278107230874 | 8.35479646321306 | 0.0376207557146362 | | 148 | 8.4 | 8.38316299164723 | 0.0224061873456872 | 8.39443082100709 | -0.0168370083527751 | | 149 | 8.5 | 8.55947444234835 | 0.00646037885053224 | 8.43406517880112 | 0.059474442348348 | | 150 | 8.5 | 8.5394404231252 | -0.0126707553958901 | 8.47323033227069 | 0.0394404231251979 | | 151 | 8.6 | 8.68863714824296 | -0.00103263398322153 | 8.51239548574026 | 0.0886371482429595 | | 152 | 8.6 | 8.64827690095651 | 0.00103444092080056 | 8.55068865812269 | 0.0482769009565107 | | 153 | 8.5 | 8.41560889913774 | -0.00459072964285728 | 8.58898183050511 | -0.0843911008622573 | | 154 | 8.5 | 8.38300116063706 | -0.00909819386603986 | 8.62609703322898 | -0.116998839362944 |
| | | | Charts produced by software: |  | | http://www.freestatistics.org/blog/date/2010/Dec/21/t1292932569hwl0ofupag9tfx9/1mzd91292932523.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/21/t1292932569hwl0ofupag9tfx9/1mzd91292932523.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/21/t1292932569hwl0ofupag9tfx9/2x8uc1292932523.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/21/t1292932569hwl0ofupag9tfx9/2x8uc1292932523.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/21/t1292932569hwl0ofupag9tfx9/3x8uc1292932523.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/21/t1292932569hwl0ofupag9tfx9/3x8uc1292932523.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/21/t1292932569hwl0ofupag9tfx9/4q0ux1292932523.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/21/t1292932569hwl0ofupag9tfx9/4q0ux1292932523.ps (open in new window) |
| | | | Parameters (Session): | | par1 = 12 ; par2 = periodic ; par3 = 0 ; par5 = 1 ; par7 = 1 ; par8 = FALSE ; | | | | Parameters (R input): | | par1 = 12 ; par2 = periodic ; par3 = 0 ; par5 = 1 ; par7 = 1 ; par8 = FALSE ; | | | | R code (references can be found in the software module): | par1 <- as.numeric(par1) #seasonal period
if (par2 != 'periodic') par2 <- as.numeric(par2) #s.window
par3 <- as.numeric(par3) #s.degree
if (par4 == '') par4 <- NULL else par4 <- as.numeric(par4)#t.window
par5 <- as.numeric(par5)#t.degree
if (par6 != '') par6 <- as.numeric(par6)#l.window
par7 <- as.numeric(par7)#l.degree
if (par8 == 'FALSE') par8 <- FALSE else par9 <- TRUE #robust
nx <- length(x)
x <- ts(x,frequency=par1)
if (par6 != '') {
m <- stl(x,s.window=par2, s.degree=par3, t.window=par4, t.degre=par5, l.window=par6, l.degree=par7, robust=par8)
} else {
m <- stl(x,s.window=par2, s.degree=par3, t.window=par4, t.degre=par5, l.degree=par7, robust=par8)
}
m$time.series
m$win
m$deg
m$jump
m$inner
m$outer
bitmap(file='test1.png')
plot(m,main=main)
dev.off()
mylagmax <- nx/2
bitmap(file='test2.png')
op <- par(mfrow = c(2,2))
acf(as.numeric(x),lag.max = mylagmax,main='Observed')
acf(as.numeric(m$time.series[,'trend']),na.action=na.pass,lag.max = mylagmax,main='Trend')
acf(as.numeric(m$time.series[,'seasonal']),na.action=na.pass,lag.max = mylagmax,main='Seasonal')
acf(as.numeric(m$time.series[,'remainder']),na.action=na.pass,lag.max = mylagmax,main='Remainder')
par(op)
dev.off()
bitmap(file='test3.png')
op <- par(mfrow = c(2,2))
spectrum(as.numeric(x),main='Observed')
spectrum(as.numeric(m$time.series[!is.na(m$time.series[,'trend']),'trend']),main='Trend')
spectrum(as.numeric(m$time.series[!is.na(m$time.series[,'seasonal']),'seasonal']),main='Seasonal')
spectrum(as.numeric(m$time.series[!is.na(m$time.series[,'remainder']),'remainder']),main='Remainder')
par(op)
dev.off()
bitmap(file='test4.png')
op <- par(mfrow = c(2,2))
cpgram(as.numeric(x),main='Observed')
cpgram(as.numeric(m$time.series[!is.na(m$time.series[,'trend']),'trend']),main='Trend')
cpgram(as.numeric(m$time.series[!is.na(m$time.series[,'seasonal']),'seasonal']),main='Seasonal')
cpgram(as.numeric(m$time.series[!is.na(m$time.series[,'remainder']),'remainder']),main='Remainder')
par(op)
dev.off()
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Seasonal Decomposition by Loess - Parameters',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Component',header=TRUE)
a<-table.element(a,'Window',header=TRUE)
a<-table.element(a,'Degree',header=TRUE)
a<-table.element(a,'Jump',header=TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Seasonal',header=TRUE)
a<-table.element(a,m$win['s'])
a<-table.element(a,m$deg['s'])
a<-table.element(a,m$jump['s'])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Trend',header=TRUE)
a<-table.element(a,m$win['t'])
a<-table.element(a,m$deg['t'])
a<-table.element(a,m$jump['t'])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Low-pass',header=TRUE)
a<-table.element(a,m$win['l'])
a<-table.element(a,m$deg['l'])
a<-table.element(a,m$jump['l'])
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Seasonal Decomposition by Loess - Time Series Components',6,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'t',header=TRUE)
a<-table.element(a,'Observed',header=TRUE)
a<-table.element(a,'Fitted',header=TRUE)
a<-table.element(a,'Seasonal',header=TRUE)
a<-table.element(a,'Trend',header=TRUE)
a<-table.element(a,'Remainder',header=TRUE)
a<-table.row.end(a)
for (i in 1:nx) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,x[i])
a<-table.element(a,x[i]+m$time.series[i,'remainder'])
a<-table.element(a,m$time.series[i,'seasonal'])
a<-table.element(a,m$time.series[i,'trend'])
a<-table.element(a,m$time.series[i,'remainder'])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')
| | |
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