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LOESS 2

*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: Wed, 29 Dec 2010 17:29:28 +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/t1293643630muqpb8iwlr7mfeb.htm/, Retrieved Wed, 29 Dec 2010 18:27:11 +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/t1293643630muqpb8iwlr7mfeb.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 «
34420 34070 33978 34484 34645 34410 34534 35019 35508 35488 35709 36534 36066 35724 35727 36281 36017 35780 36003 36285 36419 36413 36663 37451 37063 36613 36564 37064 36817 36621 36798 36967 36926 36975 37324 38159 37776 37465 37451 37944 37737 37603 37813 37960 37934 37975 38241 39176 39137 38797 38730 39031 38851 38727 39291 39407 39326 39326 39617 40458 40425 40092 39939 40174 40065 39922 40107 40163 40116 40118 40416 41215 40852 40497 40430 40766 40626 40442 40590 40673 40660 40736 41082 41873 41507 41104 40963 41227 41063 40873 41016 41433 41345 41375 41597 42225 41937 41642 41551 41866 41744 41615 41764 41828 41786 41852 42183 42937 42635 42292 42202 42577 42600 42433 42584 42660 42659 42712 43039 43664 43397 43110 43005 43159 43066 42977 43139 43226 43242 43348 43605 44225 43983 43754 43632 43868 43864 43808 43954 44032 44090 44210 44435 44919 44785 44616 44 etc...
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time4 seconds
R Server'RServer@AstonUniversity' @ vre.aston.ac.uk


Seasonal Decomposition by Loess - Parameters
ComponentWindowDegreeJump
Seasonal21510216
Trend1912
Low-pass1312


Seasonal Decomposition by Loess - Time Series Components
tObservedFittedSeasonalTrendRemainder
13442034522.17504862338.29236736257533979.5325840174102.175048620011
23407034025.5539082102-27.862092065124634142.3081838549-44.4460917898032
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43448434440.996440075361.454331566142634465.5492283585-43.0035599246912
53464534755.2822953253-91.296968349937834626.0146730246110.282295325291
63441034321.8861748901-285.08184265858334783.1956677685-88.1138251098819
73453434308.9344830045-181.3111455167434940.3766625123-225.065516995535
83501935042.9251166396-99.790905255996235094.865788616423.9251166395552
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103548835707.5735803652-124.94914141877635393.3755610536219.573580365191
113570935813.620215387866.983577225692735537.3962073866104.620215387753
123653436777.7026039634637.62688832316835652.6705077134243.702603963437
133606636025.7628245972338.29236736257535767.9448080402-40.2371754028063
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163628136465.052037636861.454331566142636035.4936307971184.052037636757
173601736009.8547339623-91.296968349937836115.4422343876-7.14526603765262
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193600335910.7556620537-181.3111455167436276.555483463-92.2443379462857
203628536316.9673522978-99.790905255996236352.823552958231.9673522977828
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413773737759.6512104688-91.296968349937837805.645757881122.6512104688009
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2034531345338.873091140466.983577225692745220.143331633925.8730911403909
2044556445286.8375543749637.62688832316845203.5355573019-277.162445625094
2054539245258.7798496675338.29236736257545186.9277829699-133.220150332512
2064511445078.8847790436-27.862092065124645176.9773130215-35.1152209563515
2074499645004.1008356-179.12767867305845167.0268430738.1008356000384
2084515945095.239904990161.454331566142645161.3057634438-63.7600950099222
2094510745149.7122845354-91.296968349937845155.584683814542.7122845354024
2104496345059.706203193-285.08184265858345151.375639465596.7062031930473
2114500545044.1445504002-181.3111455167445147.166595116539.1445504001967
2124502445003.5338759125-99.790905255996245144.2570293435-20.4661240875284
2134502545023.5899244158-114.93738798631245141.3474635705-1.41007558420097
2144505345092.0327250795-124.94914141877645138.916416339339.0327250794871
2154514345082.531053666266.983577225692745136.4853691081-60.4689463337636
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/29/t1293643630muqpb8iwlr7mfeb/19qbg1293643762.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/29/t1293643630muqpb8iwlr7mfeb/19qbg1293643762.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/29/t1293643630muqpb8iwlr7mfeb/29qbg1293643762.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/29/t1293643630muqpb8iwlr7mfeb/29qbg1293643762.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/29/t1293643630muqpb8iwlr7mfeb/310b11293643762.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/29/t1293643630muqpb8iwlr7mfeb/310b11293643762.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/29/t1293643630muqpb8iwlr7mfeb/410b11293643762.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/29/t1293643630muqpb8iwlr7mfeb/410b11293643762.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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