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workshop8

*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: Sun, 19 Dec 2010 00:26:46 +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/19/t129271843313y9d7kxcbd0ckq.htm/, Retrieved Sun, 19 Dec 2010 01:27:19 +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/19/t129271843313y9d7kxcbd0ckq.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 «
40,7819 39,5915 38,8859 39,9068 41,47 41,5613 41,6005 41,4113 41,84 42,2892 43,1521 43,5998 43,116 42,4185 42,3687 42,2975 42,8528 43,535 44,7265 45,7293 45,7585 46,1685 46,5075 46,527 46,601 46,4607 46,7135 46,4113 45,55 44,6081 44,4395 44,9847 45,7558 45,3942 45,697 45,5664 46,0205 45,9195 45,8005 45,535 45,4977 45,5782 45,7697 45,2445 45,0615 45,2865 44,791 44,7625 44,7644 44,9973 44,7265 45,1465 44,7465 45,1795 45,6515 45,492 45,2775 45,2115 45,411 45,4005 44,7692 44,8913 45,032 44,879 44,833 44,8257 44,7815 44,479 44,6317 44,5043 44,3217 44,1005 44,047 43,6835 43,7864 44,1807 43,9595 43,937 43,991 43,865 43,671 43,93 43,863 43,7095 43,9435 43,736 43,6295 43,598 43,8726 43,8935 43,5957 43,7155 43,528 43,3415 43,3374 43,332 43,3869 43,5016 43,4875 43,6023 43,3886 43,3105 43,4455 43,5185 43,5755 43,6217 43,644 43,5789 43,5215 43,5033 43,632 43,263 43,3717 43,2745 43,2647 43,324 43,4455 43,409 etc...
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time15 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Seasonal Decomposition by Loess - Parameters
ComponentWindowDegreeJump
Seasonal49110492
Trend911
Low-pass511


Seasonal Decomposition by Loess - Time Series Components
tObservedFittedSeasonalTrendRemainder
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42839.38839.44864931179180.0021414078772668739.3252092803310.0606493117917637
42939.38239.40789413709980.0014008095742481839.3547050533260.0258941370997618
43039.439839.52408196564770.014145566883913339.34137246746840.0842819656477118
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43740.140.1847371534332-0.0030060458371120540.01826889240390.084737153433231
43840.587540.90488912720170.0021414078772668740.2679694649210.317389127201707
43940.48540.4584587723220.0014008095742481840.5101404181037-0.0265412276779884
44040.5540.34762812719170.014145566883913340.7382263059243-0.20237187280825
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45541.57541.45148092194870.014145566883913341.6843735111674-0.123519078051281
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48342.39142.40792992177750.0021414078772668742.37192867034530.0169299217774608
48442.46342.56422749325090.0014008095742481842.36037169717490.101227493250875
48542.412542.53594880024870.014145566883913342.27490563286740.123448800248738
48642.30442.4968858605440-0.014681739225281742.12579587868120.192885860544045
48741.81341.7011240178862-0.0030060458371120541.9278820279509-0.111875982113823
48841.65141.61495180000140.0021414078772668741.6849067921213-0.0360481999985538
48941.53941.63534315500130.0014008095742481841.44125603542450.0963431550012928
49041.157541.1020939936850.014145566883913341.1987604394311-0.0554060063150388
49140.954540.9672790489523-0.014681739225281740.9564026902730.0127790489523179
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/19/t129271843313y9d7kxcbd0ckq/1uhge1292718390.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/19/t129271843313y9d7kxcbd0ckq/1uhge1292718390.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/19/t129271843313y9d7kxcbd0ckq/2z5qs1292718390.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/19/t129271843313y9d7kxcbd0ckq/2z5qs1292718390.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/19/t129271843313y9d7kxcbd0ckq/3z5qs1292718390.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/19/t129271843313y9d7kxcbd0ckq/3z5qs1292718390.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/19/t129271843313y9d7kxcbd0ckq/4sepv1292718390.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/19/t129271843313y9d7kxcbd0ckq/4sepv1292718390.ps (open in new window)


 
Parameters (Session):
par1 = 5 ; par2 = periodic ; par3 = 0 ; par5 = 1 ; par7 = 1 ; par8 = FALSE ;
 
Parameters (R input):
par1 = 5 ; 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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Software written by Ed van Stee & Patrick Wessa


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