R version 2.10.1 (2009-12-14)
Copyright (C) 2009 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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(9.3,14.2,17.3,23,16.3,18.4,14.2,9.1,5.9,7.2,6.8,8,14.3,14.6,17.5,17.2,17.2,14.1,10.4,6.8,4.1,6.5,6.1,6.3,9.3,16.4,16.1,18,17.6,14,10.5,6.9,2.8,0.7,3.6,6.7,12.5,14.4,16.5,18.7,19.4,15.8,11.3,9.7,2.9,0.1,2.5,6.7,10.3,11.2,17.4,20.5,17,14.2,10.6,6.1)
> par20 = ''
> par19 = ''
> par18 = ''
> par17 = ''
> par16 = ''
> par15 = ''
> par14 = ''
> par13 = ''
> par12 = ''
> par11 = ''
> par10 = ''
> par9 = ''
> par8 = 'FALSE'
> par7 = '1'
> par6 = ''
> par5 = '1'
> par4 = ''
> par3 = '0'
> par2 = 'periodic'
> par1 = '12'
> ylab = ''
> xlab = ''
> main = ''
> #'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  0.02065002 11.30147 -2.02212449
Feb 1  3.05375084 11.52325 -0.37700562
Mar 1  5.86684861 11.74504 -0.31188371
Apr 1  8.42280576 11.93809  2.63910239
May 1  6.47876807 12.13115 -2.30991668
Jun 1  4.30685145 12.29836  1.79479151
Jul 1  0.43493691 12.46557  1.29949762
Aug 1 -3.24515996 12.60403 -0.25887130
Sep 1 -7.23486621 12.74250  0.39236914
Oct 1 -7.52797702 12.68326  2.04471900
Nov 1 -6.39608802 12.62402  0.57206907
Dec 1 -4.18052050 12.36247 -0.18194662
Jan 2  0.02065002 12.10092  2.17843469
Feb 2  3.05375084 11.83485 -0.28859689
Mar 2  5.86684861 11.56878  0.06437457
Apr 2  8.42280576 11.40263 -2.62544068
May 2  6.47876807 11.23649 -0.51526109
Jun 2  4.30685145 11.13368 -1.34052727
Jul 2  0.43493691 11.03086 -1.06579551
Aug 2 -3.24515996 11.00437 -0.95920683
Sep 2 -7.23486621 10.97787  0.35699123
Oct 2 -7.52797702 11.01035  3.01763149
Nov 2 -6.39608802 11.04282  1.45327194
Dec 2 -4.18052050 11.03447 -0.55394527
Jan 3  0.02065002 11.02612 -1.74676548
Feb 3  3.05375084 10.90792  2.43833394
Mar 3  5.86684861 10.78971 -0.55656359
Apr 3  8.42280576 10.59857 -1.02138034
May 3  6.47876807 10.40743  0.71379773
Jun 3  4.30685145 10.32889 -0.63573685
Jul 3  0.43493691 10.25034 -0.18527351
Aug 3 -3.24515996 10.27602 -0.13086290
Sep 3 -7.23486621 10.30171 -0.26684291
Oct 3 -7.52797702 10.39003 -2.16205745
Nov 3 -6.39608802 10.47836 -0.48227179
Dec 3 -4.18052050 10.61823  0.26228909
Jan 4  0.02065002 10.75810  1.72124697
Feb 4  3.05375084 10.88872  0.45752472
Mar 4  5.86684861 11.01935 -0.38619448
Apr 4  8.42280576 11.01817 -0.74097161
May 4  6.47876807 11.01699  1.90424609
Jun 4  4.30685145 10.89916  0.59398730
Jul 4  0.43493691 10.78134  0.08372644
Aug 4 -3.24515996 10.65324  2.29192398
Sep 4 -7.23486621 10.52514 -0.39026911
Oct 4 -7.52797702 10.44899 -2.82100996
Nov 4 -6.39608802 10.37284 -1.47675061
Dec 4 -4.18052050 10.33459  0.54593107
Jan 5  0.02065002 10.29634 -0.01699024
Feb 5  3.05375084 10.24539 -2.09913676
Mar 5  5.86684861 10.19443  1.33871976
Apr 5  8.42280576 10.16355  1.91364627
May 5  6.47876807 10.13266  0.38856761
Jun 5  4.30685145 10.11705 -0.22390521
Jul 5  0.43493691 10.10144  0.06361989
Aug 5 -3.24515996 10.08951 -0.74434645
> m$win
  s   t   l 
561  19  13 
> m$deg
s t l 
0 1 1 
> m$jump
 s  t  l 
57  2  2 
> m$inner
[1] 2
> m$outer
[1] 0
> postscript(file="/var/yougetitorg/rcomp/tmp/1dn131293650411.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> plot(m,main=main)
> dev.off()
null device 
          1 
> mylagmax <- nx/2
> postscript(file="/var/yougetitorg/rcomp/tmp/2dn131293650411.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> op <- par(mfrow = c(2,2))
> acf(as.numeric(x),lag.max = mylagmax,main='Observed')
> acf(as.numeric(m$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/yougetitorg/rcomp/tmp/35w0o1293650411.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/yougetitorg/rcomp/tmp/45w0o1293650411.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/yougetitorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/yougetitorg/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$jump['l'])
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/yougetitorg/rcomp/tmp/5cxx01293650411.tab") 
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,'Seasonal Decomposition by Loess - Time Series Components',6,TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'t',header=TRUE)
> a<-table.element(a,'Observed',header=TRUE)
> a<-table.element(a,'Fitted',header=TRUE)
> a<-table.element(a,'Seasonal',header=TRUE)
> a<-table.element(a,'Trend',header=TRUE)
> a<-table.element(a,'Remainder',header=TRUE)
> a<-table.row.end(a)
> for (i in 1:nx) {
+ a<-table.row.start(a)
+ a<-table.element(a,i,header=TRUE)
+ a<-table.element(a,x[i])
+ a<-table.element(a,x[i]+m$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/yougetitorg/rcomp/tmp/6n6wl1293650411.tab") 
> 
> try(system("convert tmp/1dn131293650411.ps tmp/1dn131293650411.png",intern=TRUE))
character(0)
> try(system("convert tmp/2dn131293650411.ps tmp/2dn131293650411.png",intern=TRUE))
character(0)
> try(system("convert tmp/35w0o1293650411.ps tmp/35w0o1293650411.png",intern=TRUE))
character(0)
> try(system("convert tmp/45w0o1293650411.ps tmp/45w0o1293650411.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.260   0.860   1.607