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Type 'q()' to quit R. > x <- c(37,30,47,35,30,43,82,40,47,19,52,136,80,42,54,66,81,63,137,72,107,58,36,52,79,77,54,84,48,96,83,66,61,53,30,74,69,59,42,65,70,100,63,105,82,81,75,102,121,98,76,77,63,37,35,23,40,29,37,51,20,28,13,22,25,13,16,13,16,17,9,17,25,14,8,7,10,7,10,3) > par8 = 'FALSE' > par7 = '1' > par6 = '' > par5 = '1' > par4 = '' > par3 = '0' > par2 = 'periodic' > par1 = '12' > main = 'Seasonal Decomposition by Loess' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > par1 <- as.numeric(par1) #seasonal period > if (par2 != 'periodic') par2 <- as.numeric(par2) #s.window > par3 <- as.numeric(par3) #s.degree > if (par4 == '') par4 <- NULL else par4 <- as.numeric(par4)#t.window > par5 <- as.numeric(par5)#t.degree > if (par6 != '') par6 <- as.numeric(par6)#l.window > par7 <- as.numeric(par7)#l.degree > if (par8 == 'FALSE') par8 <- FALSE else par9 <- TRUE #robust > nx <- length(x) > x <- ts(x,frequency=par1) > if (par6 != '') { + m <- stl(x,s.window=par2, s.degree=par3, t.window=par4, t.degre=par5, l.window=par6, l.degree=par7, robust=par8) + } else { + m <- stl(x,s.window=par2, s.degree=par3, t.window=par4, t.degre=par5, l.degree=par7, robust=par8) + } > m$time.series seasonal trend remainder Jan 1 10.8239302 30.694969 -4.5188990 Feb 1 -1.0331025 33.734513 -2.7014100 Mar 1 -8.7472919 36.774056 18.9732356 Apr 1 0.2110631 39.847967 -5.0590302 May 1 -3.8306037 42.921878 -9.0912743 Jun 1 1.1688093 45.985154 -4.1539636 Jul 1 11.1681906 49.048431 21.7833787 Aug 1 -3.1936594 52.011785 -8.8181258 Sep 1 3.1259183 54.975140 -11.1010579 Oct 1 -12.4241262 57.518434 -26.0943074 Nov 1 -14.9741820 60.061727 6.9124545 Dec 1 17.7050474 63.114080 55.1808722 Jan 2 10.8239302 66.166433 3.0096364 Feb 2 -1.0331025 69.546497 -26.5133948 Mar 2 -8.7472919 72.926561 -10.1792693 Apr 2 0.2110631 74.507243 -8.7183061 May 2 -3.8306037 76.087925 8.7426790 Jun 2 1.1688093 75.357093 -13.5259020 Jul 2 11.1681906 74.626261 51.2055488 Aug 2 -3.1936594 74.254298 0.9393615 Sep 2 3.1259183 73.882335 29.9917466 Oct 2 -12.4241262 73.404550 -2.9804242 Nov 2 -14.9741820 72.926766 -21.9525837 Dec 2 17.7050474 71.737880 -37.4429274 Jan 3 10.8239302 70.548995 -2.3729247 Feb 3 -1.0331025 69.345125 8.6879771 Mar 3 -8.7472919 68.141256 -5.3939645 Apr 3 0.2110631 67.690909 16.0980281 May 3 -3.8306037 67.240561 -15.4099575 Jun 3 1.1688093 66.911309 27.9198813 Jul 3 11.1681906 66.582058 5.2497519 Aug 3 -3.1936594 65.441845 3.7518148 Sep 3 3.1259183 64.301632 -6.4275499 Oct 3 -12.4241262 63.433689 1.9904374 Nov 3 -14.9741820 62.565746 -17.5915641 Dec 3 17.7050474 62.734377 -6.4394242 Jan 4 10.8239302 62.903008 -4.7269379 Feb 4 -1.0331025 64.557004 -4.5239019 Mar 4 -8.7472919 66.211001 -15.4637094 Apr 4 0.2110631 69.068905 -4.2799682 May 4 -3.8306037 71.926809 1.9037949 Jun 4 1.1688093 75.381589 23.4496013 Jul 4 11.1681906 78.836370 -27.0045605 Aug 4 -3.1936594 81.860051 26.3336079 Sep 4 3.1259183 84.883733 -6.0096513 Oct 4 -12.4241262 85.859830 7.5642966 Nov 4 -14.9741820 86.835926 3.1382559 Dec 4 17.7050474 84.423827 -0.1288742 Jan 5 10.8239302 82.011728 28.1643421 Feb 5 -1.0331025 77.399248 21.6338543 Mar 5 -8.7472919 72.786769 11.9605231 Apr 5 0.2110631 67.578630 9.2103070 May 5 -3.8306037 62.370491 4.4601126 Jun 5 1.1688093 56.720668 -20.8894778 Jul 5 11.1681906 51.070846 -27.2390364 Aug 5 -3.1936594 45.500845 -19.3071852 Sep 5 3.1259183 39.930843 -3.0567616 Oct 5 -12.4241262 36.119094 5.3050317 Nov 5 -14.9741820 32.307346 19.6668363 Dec 5 17.7050474 30.092010 3.2029423 Jan 6 10.8239302 27.876675 -18.7006052 Feb 6 -1.0331025 26.044585 2.9885180 Mar 6 -8.7472919 24.212494 -2.4652023 Apr 6 0.2110631 22.412639 -0.6237019 May 6 -3.8306037 20.612783 8.2178203 Jun 6 1.1688093 19.272517 -7.4413267 Jul 6 11.1681906 17.932251 -13.1004420 Aug 6 -3.1936594 17.081217 -0.8875575 Sep 6 3.1259183 16.230182 -3.3561007 Oct 6 -12.4241262 15.465593 13.9585327 Nov 6 -14.9741820 14.701005 9.2731774 Dec 6 17.7050474 13.728748 -14.4337950 Jan 7 10.8239302 12.756491 1.4195791 Feb 7 -1.0331025 11.708589 3.3245135 Mar 7 -8.7472919 10.660687 6.0866045 Apr 7 0.2110631 9.583485 -2.7945477 May 7 -3.8306037 8.506282 5.3243220 Jun 7 1.1688093 7.373991 -1.5428002 Jul 7 11.1681906 6.241700 -7.4098905 Aug 7 -3.1936594 5.056570 1.1370897 > m$win s t l 801 19 13 > m$deg s t l 0 1 1 > m$jump s t l 81 2 2 > m$inner [1] 2 > m$outer [1] 0 > postscript(file="/var/wessaorg/rcomp/tmp/1j4wj1322321310.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(m,main=main) > dev.off() null device 1 > mylagmax <- nx/2 > postscript(file="/var/wessaorg/rcomp/tmp/2d11i1322321310.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > op <- par(mfrow = c(2,2)) > acf(as.numeric(x),lag.max = mylagmax,main='Observed') > acf(as.numeric(m$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() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/3xui41322321310.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > 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() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/4zjlu1322321310.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > 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() null device 1 > > #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/wessaorg/rcomp/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$jump['l']) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/596uu1322321310.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Seasonal Decomposition by Loess - Time Series Components',6,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'t',header=TRUE) > a<-table.element(a,'Observed',header=TRUE) > a<-table.element(a,'Fitted',header=TRUE) > a<-table.element(a,'Seasonal',header=TRUE) > a<-table.element(a,'Trend',header=TRUE) > a<-table.element(a,'Remainder',header=TRUE) > a<-table.row.end(a) > for (i in 1:nx) { + a<-table.row.start(a) + a<-table.element(a,i,header=TRUE) + a<-table.element(a,x[i]) + a<-table.element(a,x[i]+m$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="/var/wessaorg/rcomp/tmp/6csj91322321310.tab") > > try(system("convert tmp/1j4wj1322321310.ps tmp/1j4wj1322321310.png",intern=TRUE)) character(0) > try(system("convert tmp/2d11i1322321310.ps tmp/2d11i1322321310.png",intern=TRUE)) character(0) > try(system("convert tmp/3xui41322321310.ps tmp/3xui41322321310.png",intern=TRUE)) character(0) > try(system("convert tmp/4zjlu1322321310.ps tmp/4zjlu1322321310.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.377 0.259 2.028