R version 3.1.0 (2014-04-10) -- "Spring Dance" Copyright (C) 2014 The R Foundation for Statistical Computing Platform: i686-pc-linux-gnu (32-bit) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- c(0.978,0.973,0.96,0.978,0.985,1.035,1.015,1.05,1.022,1.042,1.058,1.056,1.098,1.097,1.139,1.182,1.189,1.191,1.168,1.168,1.177,1.184,1.2,1.251,1.288,1.313,1.363,1.377,1.342,1.334,1.348,1.327,1.349,1.361,1.393,1.38,1.421,1.432,1.457,1.453,1.428,1.383,1.408,1.458,1.474,1.491,1.476,1.446,1.451,1.472,1.449,1.415,1.39,1.394,1.418,1.426,1.437,1.406,1.387,1.404) > par20 = '' > par19 = '' > par18 = '' > par17 = '' > par16 = '' > par15 = '' > par14 = '' > par13 = '' > par12 = '' > par11 = '' > par10 = '' > par9 = '' > par8 = '' > par7 = '' > par6 = '' > par5 = '' > par4 = '' > par3 = '' > par2 = '12' > par1 = 'multiplicative' > par2 <- '12' > par1 <- 'multiplicative' > par2 <- as.numeric(par2) > x <- ts(x,freq=par2) > m <- decompose(x,type=par1) > m$figure [1] 1.0074520 1.0110885 1.0238504 1.0226632 1.0028402 0.9888977 0.9891262 [8] 0.9940377 0.9873402 0.9905301 0.9932989 0.9888747 > postscript(file="/var/wessaorg/rcomp/tmp/1njtd1400800373.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(m) > dev.off() null device 1 > mylagmax <- length(x)/2 > postscript(file="/var/wessaorg/rcomp/tmp/22ii11400800373.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > op <- par(mfrow = c(2,2)) > acf(as.numeric(x),lag.max = mylagmax,main='Observed') > acf(as.numeric(m$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() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/3n7mf1400800373.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$trend[!is.na(m$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() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/45ccc1400800373.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$trend[!is.na(m$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() 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,'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$trend)) { + a<-table.row.start(a) + a<-table.element(a,i,header=TRUE) + a<-table.element(a,x[i]) + if (par1 == 'additive') a<-table.element(a,signif(m$trend[i]+m$seasonal[i],6)) else a<-table.element(a,signif(m$trend[i]*m$seasonal[i],6)) + a<-table.element(a,signif(m$trend[i],6)) + a<-table.element(a,signif(m$seasonal[i],6)) + a<-table.element(a,signif(m$random[i],6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/5wegx1400800373.tab") > > try(system("convert tmp/1njtd1400800373.ps tmp/1njtd1400800373.png",intern=TRUE)) character(0) > try(system("convert tmp/22ii11400800373.ps tmp/22ii11400800373.png",intern=TRUE)) character(0) > try(system("convert tmp/3n7mf1400800373.ps tmp/3n7mf1400800373.png",intern=TRUE)) character(0) > try(system("convert tmp/45ccc1400800373.ps tmp/45ccc1400800373.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.005 0.388 2.422