Home » date » 2009 » Dec » 15 »

ws9

*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: Tue, 15 Dec 2009 13:36:36 -0700

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Dec/15/t1260909488m54b0n4s6o7h8go.htm/, Retrieved Tue, 15 Dec 2009 21:38:15 +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/2009/Dec/15/t1260909488m54b0n4s6o7h8go.htm/},
    year = {2009},
}
@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 = {2009},
    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 «

25.6 23.7 22 21.3 20.7 20.4 20.3 20.4 19.8 19.5 23.1 23.5 23.5 22.9 21.9 21.5 20.5 20.2 19.4 19.2 18.8 18.8 22.6 23.3 23 21.4 19.9 18.8 18.6 18.4 18.6 19.9 19.2 18.4 21.1 20.5 19.1 18.1 17 17.1 17.4 16.8 15.3 14.3 13.4 15.3 22.1 23.7 22.2 19.5 16.6 17.3 19.8 21.2 21.5 20.6 19.1 19.6 23.5 24

Output produced by software:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Seasonal Decomposition by Loess - Parameters
Component	Window	Degree	Jump
Seasonal	601	0	61
Trend	19	1	2
Low-pass	13	1	2

Seasonal Decomposition by Loess - Time Series Components
t	Observed	Fitted	Seasonal	Trend	Remainder
1	25.6	26.1300117127414	2.49374347292356	22.5762448143350	0.530011712741409
2	23.7	24.0166088924025	0.960611431311238	22.4227796762863	0.316608892402506
3	22	22.3832061112741	-0.65252064951154	22.2693145382375	0.383206111274074
4	21.3	21.3733041851982	-0.903360584094743	22.1300563988965	0.0733041851982321
5	20.7	20.0834025728063	-0.674200832361873	21.9907982595556	-0.616597427193682
6	20.4	19.6078078240339	-0.669926421672021	21.8621185976381	-0.792192175966054
7	20.3	19.9122129184194	-1.04565185414	21.7334389357206	-0.387787081580594
8	20.4	20.3571640340534	-1.17074040647373	21.6135763724203	-0.042835965946562
9	19.8	20.0821153457403	-1.97582915486025	21.49371380912	0.282115345740255
10	19.5	19.2681677486169	-1.71791930968246	21.4497515610656	-0.231832251383111
11	23.1	22.3542200077218	2.43999067926709	21.4057893130111	-0.745779992278234
12	23.5	22.6907820802917	2.91580452331451	21.3934133963938	-0.809217919708296
13	23.5	23.1252190473000	2.49374347292356	21.3810374797764	-0.374780952699968
14	22.9	23.5119341281348	0.960611431311238	21.327454440554	0.611934128134752
15	21.9	23.1786492481799	-0.65252064951154	21.2738714013316	1.27864924817994
16	21.5	22.6922063247483	-0.903360584094743	21.2111542593465	1.19220632474829
17	20.5	20.5257637150006	-0.674200832361873	21.1484371173613	0.0257637150005756
18	20.2	20.0027620245314	-0.669926421672021	21.0671643971407	-0.197237975468632
19	19.4	18.85976017722	-1.04565185414	20.98589167692	-0.540239822780006
20	19.2	18.7132965627299	-1.17074040647373	20.8574438437438	-0.486703437270112
21	18.8	18.8468331442926	-1.97582915486025	20.7289960105677	0.0468331442925631
22	18.8	18.7355177593128	-1.71791930968246	20.5824015503697	-0.0644822406872372
23	22.6	22.3242022305612	2.43999067926709	20.4358070901717	-0.275797769438793
24	23.3	23.3551464862589	2.91580452331451	20.3290489904266	0.055146486258888
25	23	23.2839656363949	2.49374347292356	20.2222908906815	0.283965636394946
26	21.4	21.6571930561966	0.960611431311238	20.1821955124922	0.257193056196567
27	19.9	20.3104205152087	-0.65252064951154	20.1421001343029	0.410420515208656
28	18.8	18.4134360788157	-0.903360584094743	20.0899245052790	-0.386563921184301
29	18.6	17.8364519561067	-0.674200832361873	20.0377488762552	-0.763548043893334
30	18.4	17.5994871889904	-0.669926421672021	19.8704392326816	-0.800512811009614
31	18.6	18.5425222650319	-1.04565185414	19.7031295891081	-0.0574777349680602
32	19.9	21.5072824226119	-1.17074040647373	19.4634579838618	1.60728242261192
33	19.2	21.1520427762447	-1.97582915486025	19.2237863786156	1.95204277624470
34	18.4	19.5067718613888	-1.71791930968246	19.0111474482936	1.10677186138881
35	21.1	20.9615008027612	2.43999067926709	18.7985085179717	-0.138499197238833
36	20.5	19.5318708315941	2.91580452331451	18.5523246450914	-0.968129168405902
37	19.1	17.4001157548654	2.49374347292356	18.3061407722110	-1.69988424513458
38	18.1	17.2649889518747	0.960611431311238	17.9743996168141	-0.835011048125306
39	17	17.0098621880944	-0.65252064951154	17.6426584614171	0.00986218809443073
40	17.1	17.6466070919378	-0.903360584094743	17.4567534921569	0.546607091937815
41	17.4	18.2033523094651	-0.674200832361873	17.2708485228967	0.803352309465126
42	16.8	16.9142332576939	-0.669926421672021	17.3556931639782	0.114233257693865
43	15.3	14.2051140490804	-1.04565185414	17.4405378050596	-1.09488595091956
44	14.3	12.1893710005571	-1.17074040647373	17.5813694059167	-2.11062899944293
45	13.4	11.0536281480865	-1.97582915486025	17.7222010067738	-2.34637185191351
46	15.3	14.4397940199456	-1.71791930968246	17.8781252897368	-0.860205980054364
47	22.1	23.725959748033	2.43999067926709	18.0340495726999	1.62595974803303
48	23.7	26.1107546171013	2.91580452331451	18.3734408595842	2.41075461710134
49	22.2	23.1934243806080	2.49374347292356	18.7128321464684	0.993424380608037
50	19.5	18.8866780713229	0.960611431311238	19.1527104973659	-0.613321928677134
51	16.6	14.2599318012482	-0.65252064951154	19.5925888482634	-2.34006819875184
52	17.3	15.6329940692988	-0.903360584094743	19.8703665147959	-1.66700593070120
53	19.8	20.1260566510334	-0.674200832361873	20.1481441813285	0.326056651033369
54	21.2	22.6686450437361	-0.669926421672021	20.4012813779359	1.46864504373615
55	21.5	23.3912332795968	-1.04565185414	20.6544185745432	1.89123327959677
56	20.6	21.4548255611420	-1.17074040647373	20.9159148453317	0.854825561142029
57	19.1	18.9984180387401	-1.97582915486025	21.1774111161202	-0.101581961259924
58	19.6	19.4820873072831	-1.71791930968246	21.4358320023993	-0.117912692716878
59	23.5	22.8657564320544	2.43999067926709	21.6942528886785	-0.634243567945592
60	24	23.1406857748077	2.91580452331451	21.9435097018778	-0.859314225192282

Charts produced by software:

http://www.freestatistics.org/blog/date/2009/Dec/15/t1260909488m54b0n4s6o7h8go/1mb2o1260909394.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Dec/15/t1260909488m54b0n4s6o7h8go/1mb2o1260909394.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Dec/15/t1260909488m54b0n4s6o7h8go/2y2ey1260909394.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Dec/15/t1260909488m54b0n4s6o7h8go/2y2ey1260909394.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Dec/15/t1260909488m54b0n4s6o7h8go/3zhfp1260909394.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Dec/15/t1260909488m54b0n4s6o7h8go/3zhfp1260909394.ps (open in new window)

http://www.freestatistics.org/blog/date/2009/Dec/15/t1260909488m54b0n4s6o7h8go/4pd3m1260909394.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Dec/15/t1260909488m54b0n4s6o7h8go/4pd3m1260909394.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')

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa

Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.

We may request personal information to be submitted to our servers in order to be able to:

personalize online software applications according to your needs
enforce strict security rules with respect to the data that you upload (e.g. statistical data)
manage user sessions of online applications
alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.

FreeStatistics.org is powered by