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Type 'q()' to quit R. > x <- c(989236,1008380,1207763,1368839,1469798,1498721,1761769,1653214,1599104,1421179,1163995,1037735,1015407,1039210,1258049,1469445,1552346,1549144,1785895,1662335,1629440,1467430,1202209,1076982,1039367,1063449,1335135,1491602,1591972,1641248,1898849,1798580,1762444,1622044,1368955,1262973,1195650,1269530,1479279,1607819,1712466,1721766,1949843,1821326,1757802,1590367,1260647,1149235,1016367,1027885,1262159,1520854,1544144,1564709,1821776,1741365,1623386,1498658,1241822,1136029) > 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 -379171.70 1338624 29784.12363 Feb 1 -350271.44 1340638 18013.68734 Mar 1 -125070.37 1342652 -9818.55158 Apr 1 56142.81 1344913 -32216.73258 May 1 136554.64 1347174 -13930.55626 Jun 1 156508.48 1349564 -7351.21568 Jul 1 403998.71 1351954 5816.73352 Aug 1 295352.71 1354714 3147.42821 Sep 1 234040.33 1357474 7589.49021 Oct 1 78443.98 1362469 -19733.92541 Nov 1 -195062.78 1367464 -8405.93213 Dec 1 -311465.33 1372173 -22973.05505 Jan 2 -379171.70 1376883 17695.63552 Feb 2 -350271.44 1380038 9443.16043 Mar 2 -125070.37 1383193 -74.11730 Apr 2 56142.81 1385853 27449.51519 May 2 136554.64 1388512 27279.50500 Jun 2 156508.48 1390736 1899.24055 Jul 2 403998.71 1392961 -11064.41528 Aug 2 295352.71 1395331 -28348.26034 Sep 2 234040.33 1397700 -2300.73809 Oct 2 78443.98 1401751 -12764.53284 Nov 2 -195062.78 1405801 -8528.91869 Dec 2 -311465.33 1413025 -24578.04287 Jan 3 -379171.70 1420250 -1711.35356 Feb 3 -350271.44 1430858 -17137.74616 Mar 3 -125070.37 1441466 18739.05860 Apr 3 56142.81 1454395 -18935.40528 May 3 136554.64 1467323 -11905.51184 Jun 3 156508.48 1481699 3040.61802 Jul 3 403998.71 1496075 -1224.64352 Aug 3 295352.71 1510348 -7120.93481 Sep 3 234040.33 1524622 3782.14120 Oct 3 78443.98 1536242 7357.55527 Nov 3 -195062.78 1547863 16154.37825 Dec 3 -311465.33 1555117 19321.20546 Jan 4 -379171.70 1562371 12450.84617 Feb 4 -350271.44 1564205 55596.91089 Mar 4 -125070.37 1566038 38311.17297 Apr 4 56142.81 1561694 -10018.16063 May 4 136554.64 1557350 18560.86309 Jun 4 156508.48 1546085 19172.35449 Jul 4 403998.71 1534820 11024.45450 Aug 4 295352.71 1519030 6942.97008 Sep 4 234040.33 1503241 20520.85295 Oct 4 78443.98 1488173 23750.41899 Nov 4 -195062.78 1473104 -17394.60606 Dec 4 -311465.33 1460665 35.40734 Jan 5 -379171.70 1448225 -52686.76576 Feb 5 -350271.44 1438804 -60647.72596 Mar 5 -125070.37 1429383 -42153.48878 Apr 5 56142.81 1427207 37503.71486 May 5 136554.64 1425032 -17442.72418 Jun 5 156508.48 1424035 -15834.77259 Jul 5 403998.71 1423039 -5261.21239 Aug 5 295352.71 1422697 23315.01842 Sep 5 234040.33 1422356 -33010.38347 Oct 5 78443.98 1422551 -2336.98522 Nov 5 -195062.78 1422746 14138.82193 Dec 5 -311465.33 1423326 24168.44819 > m$win s t l 601 19 13 > m$deg s t l 0 1 1 > m$jump s t l 61 2 2 > m$inner [1] 2 > m$outer [1] 0 > postscript(file="/var/www/html/rcomp/tmp/1f6001292607457.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(m,main=main) > dev.off() null device 1 > mylagmax <- nx/2 > postscript(file="/var/www/html/rcomp/tmp/2qxzl1292607457.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > op <- par(mfrow = c(2,2)) > acf(as.numeric(x),lag.max = mylagmax,main='Observed') > acf(as.numeric(m$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/www/html/rcomp/tmp/3qxzl1292607457.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/www/html/rcomp/tmp/406y61292607457.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/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/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$jump['l']) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/5wgex1292607457.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Seasonal Decomposition by Loess - Time Series Components',6,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'t',header=TRUE) > a<-table.element(a,'Observed',header=TRUE) > a<-table.element(a,'Fitted',header=TRUE) > a<-table.element(a,'Seasonal',header=TRUE) > a<-table.element(a,'Trend',header=TRUE) > a<-table.element(a,'Remainder',header=TRUE) > a<-table.row.end(a) > for (i in 1:nx) { + a<-table.row.start(a) + a<-table.element(a,i,header=TRUE) + a<-table.element(a,x[i]) + a<-table.element(a,x[i]+m$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$time.series[i,'remainder']) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/6iyck1292607457.tab") > postscript(file="/var/www/html/rcomp/tmp/7iyck1292607457.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > myresid <- m$time.series[!is.na(m$time.series[,'remainder']),'remainder'] > hist(as.numeric(myresid), main='Residual Histogram', xlab='Residual Value') > dev.off() null device 1 > try(system("convert tmp/1f6001292607457.ps tmp/1f6001292607457.png",intern=TRUE)) character(0) > try(system("convert tmp/2qxzl1292607457.ps tmp/2qxzl1292607457.png",intern=TRUE)) character(0) > try(system("convert tmp/3qxzl1292607457.ps tmp/3qxzl1292607457.png",intern=TRUE)) character(0) > try(system("convert tmp/406y61292607457.ps tmp/406y61292607457.png",intern=TRUE)) character(0) > try(system("convert tmp/7iyck1292607457.ps tmp/7iyck1292607457.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.074 0.756 2.723