| | | *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, 07 Dec 2010 14:23:13 +0000 | | | | Cite this page as follows: | | Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/07/t12917316983os9f6xgk568b32.htm/, Retrieved Tue, 07 Dec 2010 15:21:39 +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/2010/Dec/07/t12917316983os9f6xgk568b32.htm/},
year = {2010},
}
@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 = {2010},
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 « | | 1145,11
1176,86
1206,41
1192,72
1214,82
1199,07
1157,47
1100,1
1095,63
1105,63
1137,79
1124,72
1152,6
1211,85
1239,62
1244,13
1198,42
1227,99
1304,92
1340,26
1307,32
1356,51
1383,29
1437,87
1494,56
1521,42
1498,76
1488,75
1524,62
1439,27
1423,11
1466,85
1425,83
1363,45
1389,18
1395,89
1368,43
1349,03
1299,88
1365,41
1451,04
1433,75
1464,65
1475,57
1471,16
1429,12
1452,46
1538,09
1631,59
1665,5
1690,6
1711,74
1734,1
1748,09
1703,45
1745,74
1751,01
1795,65
1852,13
1877,1
1989,31
2097,76
2154,87
2152,18
2250,27
2346,9
2525,56
2409,36
2394,36
2401,33
2354,32
2450,41
2504,67
2661,39
2880,4
3064,42
3141,12
3327,7
3564,95
3403,13
3149,9
3006,84
3230,66
3361,13
3484,74
3411,13
3288,18
3280,37
3173,95
3165,26
3092,71
3053,05
3181,96
2999,93
3249,57
3210,52
3030,29
2803,47
2767,63
2882,6
2863,36
2897,06
3012,61
3142,95
3032,93
3045,78
3110,52
3013,24
2987,1
2995,55
2833,18
2848,96
2794,83
2845,26
2915,02
2 etc... | | | | Output produced by software: |
| Seasonal Decomposition by Loess - Parameters | | Component | Window | Degree | Jump | | Seasonal | 2161 | 0 | 217 | | Trend | 19 | 1 | 2 | | Low-pass | 13 | 1 | 2 |
| Seasonal Decomposition by Loess - Time Series Components | | t | Observed | Fitted | Seasonal | Trend | Remainder | | 1 | 1145.11 | 1120.03501189815 | 4.65682062870043 | 1165.52816747315 | -25.0749881018528 | | 2 | 1176.86 | 1184.26118195117 | 5.66932488960048 | 1163.78949315923 | 7.40118195117157 | | 3 | 1206.41 | 1273.81734312876 | -23.0481619740608 | 1162.0508188453 | 67.4073431287572 | | 4 | 1192.72 | 1181.92917035643 | 42.4729248003272 | 1161.03790484324 | -10.7908296435653 | | 5 | 1214.82 | 1223.48879856126 | 46.1262105975643 | 1160.02499084117 | 8.6687985612632 | | 6 | 1199.07 | 1221.94005585483 | 16.4001910847785 | 1159.7997530604 | 22.8700558548262 | | 7 | 1157.47 | 1143.82686619547 | 11.5386185249137 | 1159.57451527962 | -13.643133804532 | | 8 | 1100.1 | 1030.90292944394 | 9.80086336073282 | 1159.49620719532 | -69.1970705560577 | | 9 | 1095.63 | 1043.06514136844 | -11.2230404794715 | 1159.41789911103 | -52.5648586315599 | | 10 | 1105.63 | 1102.92103793521 | -52.4392777051814 | 1160.77823976997 | -2.70896206478824 | | 11 | 1137.79 | 1145.0774291753 | -31.6360096042116 | 1162.13858042891 | 7.28742917530371 | | 12 | 1124.72 | 1098.08961303303 | -18.3184585696747 | 1169.66884553665 | -26.6303869669709 | | 13 | 1152.6 | 1123.34406872692 | 4.65682062870043 | 1177.19911064438 | -29.2559312730841 | | 14 | 1211.85 | 1226.58436975297 | 5.66932488960048 | 1191.44630535743 | 14.73436975297 | | 15 | 1239.62 | 1296.59466190359 | -23.0481619740608 | 1205.69350007048 | 56.9746619035855 | | 16 | 1244.13 | 1220.0586351691 | 42.4729248003272 | 1225.72844003057 | -24.0713648308952 | | 17 | 1198.42 | 1104.95040941178 | 46.1262105975643 | 1245.76337999066 | -93.4695905882247 | | 18 | 1227.99 | 1169.6325623926 | 16.4001910847785 | 1269.94724652263 | -58.3574376074048 | | 19 | 1304.92 | 1304.17026842049 | 11.5386185249137 | 1294.13111305459 | -0.749731579505578 | | 20 | 1340.26 | 1349.92494174749 | 9.80086336073282 | 1320.79419489178 | 9.66494174748527 | | 21 | 1307.32 | 1278.4057637505 | -11.2230404794715 | 1347.45727672897 | -28.9142362495006 | | 22 | 1356.51 | 1393.09460811605 | -52.4392777051814 | 1372.36466958913 | 36.584608116051 | | 23 | 1383.29 | 1400.94394715492 | -31.6360096042116 | 1397.27206244929 | 17.6539471549229 | | 24 | 1437.87 | 1478.34290447445 | -18.3184585696747 | 1415.71555409523 | 40.4729044744465 | | 25 | 1494.56 | 1550.30413363013 | 4.65682062870043 | 1434.15904574117 | 55.7441336301322 | | 26 | 1521.42 | 1593.7523195936 | 5.66932488960048 | 1443.4183555168 | 72.3323195935968 | | 27 | 1498.76 | 1567.89049668162 | -23.0481619740608 | 1452.67766529244 | 69.1304966816222 | | 28 | 1488.75 | 1480.80260880452 | 42.4729248003272 | 1454.22446639515 | -7.94739119548149 | | 29 | 1524.62 | 1547.34252190457 | 46.1262105975643 | 1455.77126749787 | 22.7225219045656 | | 30 | 1439.27 | 1412.28384808692 | 16.4001910847785 | 1449.85596082831 | -26.9861519130843 | | 31 | 1423.11 | 1390.74072731634 | 11.5386185249137 | 1443.94065415874 | -32.3692726836553 | | 32 | 1466.85 | 1491.1673600786 | 9.80086336073282 | 1432.73177656066 | 24.3173600786047 | | 33 | 1425.83 | 1441.36014151689 | -11.2230404794715 | 1421.52289896258 | 15.5301415168879 | | 34 | 1363.45 | 1367.87991556646 | -52.4392777051814 | 1411.45936213872 | 4.42991556645939 | | 35 | 1389.18 | 1408.60018428935 | -31.6360096042116 | 1401.39582531486 | 19.4201842893513 | | 36 | 1395.89 | 1412.92532578788 | -18.3184585696747 | 1397.1731327818 | 17.0353257878764 | | 37 | 1368.43 | 1339.25273912256 | 4.65682062870043 | 1392.95044024874 | -29.1772608774365 | | 38 | 1349.03 | 1298.07862267348 | 5.66932488960048 | 1394.31205243692 | -50.9513773265155 | | 39 | 1299.88 | 1227.13449734897 | -23.0481619740608 | 1395.67366462509 | -72.7455026510329 | | 40 | 1365.41 | 1286.23642038537 | 42.4729248003272 | 1402.1106548143 | -79.1735796146304 | | 41 | 1451.04 | 1447.40614439892 | 46.1262105975643 | 1408.54764500351 | -3.6338556010769 | | 42 | 1433.75 | 1427.50768814 | 16.4001910847785 | 1423.59212077523 | -6.24231186000384 | | 43 | 1464.65 | 1479.12478492815 | 11.5386185249137 | 1438.63659654694 | 14.4747849281482 | | 44 | 1475.57 | 1477.96881746711 | 9.80086336073282 | 1463.37031917216 | 2.39881746711148 | | 45 | 1471.16 | 1465.4389986821 | -11.2230404794715 | 1488.10404179737 | -5.72100131790148 | | 46 | 1429.12 | 1394.70968148215 | -52.4392777051814 | 1515.96959622303 | -34.4103185178508 | | 47 | 1452.46 | 1392.72085895552 | -31.6360096042116 | 1543.83515064869 | -59.7391410444791 | | 48 | 1538.09 | 1525.1681551758 | -18.3184585696747 | 1569.33030339387 | -12.9218448241954 | | 49 | 1631.59 | 1663.69772323225 | 4.65682062870043 | 1594.82545613905 | 32.10772323225 | | 50 | 1665.5 | 1705.84129985617 | 5.66932488960048 | 1619.48937525423 | 40.341299856173 | | 51 | 1690.6 | 1760.09486760466 | -23.0481619740608 | 1644.1532943694 | 69.494867604657 | | 52 | 1711.74 | 1710.27401208234 | 42.4729248003272 | 1670.73306311733 | -1.46598791765996 | | 53 | 1734.1 | 1724.76095753717 | 46.1262105975643 | 1697.31283186526 | -9.33904246282577 | | 54 | 1748.09 | 1753.83961042413 | 16.4001910847785 | 1725.94019849109 | 5.7496104241336 | | 55 | 1703.45 | 1640.79381635817 | 11.5386185249137 | 1754.56756511691 | -62.656183641828 | | 56 | 1745.74 | 1693.50840586061 | 9.80086336073282 | 1788.17073077866 | -52.2315941393942 | | 57 | 1751.01 | 1691.46914403906 | -11.2230404794715 | 1821.77389644041 | -59.540855960937 | | 58 | 1795.65 | 1780.41651696445 | -52.4392777051814 | 1863.32276074073 | -15.2334830355455 | | 59 | 1852.13 | 1831.02438456317 | -31.6360096042116 | 1904.87162504105 | -21.1056154368339 | | 60 | 1877.1 | 1815.27304437211 | -18.3184585696747 | 1957.24541419756 | -61.8269556278876 | | 61 | 1989.31 | 1964.34397601722 | 4.65682062870043 | 2009.61920335408 | -24.966023982779 | | 62 | 2097.76 | 2122.88124258083 | 5.66932488960048 | 2066.96943252957 | 25.1212425808267 | | 63 | 2154.87 | 2208.46850026899 | -23.0481619740608 | 2124.31966170507 | 53.5985002689927 | | 64 | 2152.18 | 2084.80780804233 | 42.4729248003272 | 2177.07926715734 | -67.3721919576683 | | 65 | 2250.27 | 2224.57491679282 | 46.1262105975643 | 2229.83887260961 | -25.6950832071784 | | 66 | 2346.9 | 2401.52822631513 | 16.4001910847785 | 2275.87158260009 | 54.6282263151306 | | 67 | 2525.56 | 2717.67708888452 | 11.5386185249137 | 2321.90429259057 | 192.117088884519 | | 68 | 2409.36 | 2437.67620161411 | 9.80086336073282 | 2371.24293502516 | 28.3162016141068 | | 69 | 2394.36 | 2379.36146301972 | -11.2230404794715 | 2420.58157745975 | -14.998536980283 | | 70 | 2401.33 | 2372.23585491848 | -52.4392777051814 | 2482.8634227867 | -29.0941450815221 | | 71 | 2354.32 | 2195.13074149056 | -31.6360096042116 | 2545.14526811365 | -159.18925850944 | | 72 | 2450.41 | 2295.64892352198 | -18.3184585696747 | 2623.48953504769 | -154.761076478018 | | 73 | 2504.67 | 2302.84937738957 | 4.65682062870043 | 2701.83380198173 | -201.820622610434 | | 74 | 2661.39 | 2532.25370405511 | 5.66932488960048 | 2784.85697105529 | -129.136295944891 | | 75 | 2880.4 | 2915.96802184521 | -23.0481619740608 | 2867.88014012885 | 35.5680218452148 | | 76 | 3064.42 | 3141.06660188125 | 42.4729248003272 | 2945.30047331842 | 76.6466018812484 | | 77 | 3141.12 | 3213.39298289443 | 46.1262105975643 | 3022.720806508 | 72.2729828944334 | | 78 | 3327.7 | 3546.61696984009 | 16.4001910847785 | 3092.38283907513 | 218.916969840093 | | 79 | 3564.95 | 3956.31650983283 | 11.5386185249137 | 3162.04487164225 | 391.366509832833 | | 80 | 3403.13 | 3583.57457135138 | 9.80086336073282 | 3212.88456528789 | 180.444571351378 | | 81 | 3149.9 | 3047.29878154595 | -11.2230404794715 | 3263.72425893352 | -102.601218454053 | | 82 | 3006.84 | 2785.23344677554 | -52.4392777051814 | 3280.88583092964 | -221.606553224456 | | 83 | 3230.66 | 3194.90860667846 | -31.6360096042116 | 3298.04740292575 | -35.7513933215387 | | 84 | 3361.13 | 3452.75951334264 | -18.3184585696747 | 3287.81894522704 | 91.6295133426352 | | 85 | 3484.74 | 3687.23269184297 | 4.65682062870043 | 3277.59048752833 | 202.49269184297 | | 86 | 3411.13 | 3555.73464173808 | 5.66932488960048 | 3260.85603337232 | 144.604641738079 | | 87 | 3288.18 | 3355.28658275775 | -23.0481619740608 | 3244.12157921631 | 67.1065827577486 | | 88 | 3280.37 | 3286.40889369352 | 42.4729248003272 | 3231.85818150615 | 6.03889369351919 | | 89 | 3173.95 | 3082.17900560644 | 46.1262105975643 | 3219.59478379599 | -91.7709943935588 | | 90 | 3165.26 | 3115.18786193689 | 16.4001910847785 | 3198.93194697833 | -50.0721380631071 | | 91 | 3092.71 | 2995.61227131442 | 11.5386185249137 | 3178.26911016066 | -97.0977286855764 | | 92 | 3053.05 | 2949.89752566653 | 9.80086336073282 | 3146.40161097274 | -103.152474333472 | | 93 | 3181.96 | 3260.60892869466 | -11.2230404794715 | 3114.53411178481 | 78.6489286946567 | | 94 | 2999.93 | 2969.38771586293 | -52.4392777051814 | 3082.91156184226 | -30.5422841370746 | | 95 | 3249.57 | 3479.48699770452 | -31.6360096042116 | 3051.2890118997 | 229.916997704515 | | 96 | 3210.52 | 3410.57420925788 | -18.3184585696747 | 3028.78424931179 | 200.05420925788 | | 97 | 3030.29 | 3049.64369264741 | 4.65682062870043 | 3006.27948672389 | 19.3536926474071 | | 98 | 2803.47 | 2607.48132901578 | 5.66932488960048 | 2993.78934609462 | -195.988670984219 | | 99 | 2767.63 | 2577.00895650872 | -23.0481619740608 | 2981.29920546534 | -190.621043491283 | | 100 | 2882.6 | 2747.45693264575 | 42.4729248003272 | 2975.27014255392 | -135.143067354248 | | 101 | 2863.36 | 2711.35270975994 | 46.1262105975643 | 2969.2410796425 | -152.007290240061 | | 102 | 2897.06 | 2806.70771427283 | 16.4001910847785 | 2971.01209464239 | -90.3522857271664 | | 103 | 3012.61 | 3040.89827183281 | 11.5386185249137 | 2972.78310964228 | 28.2882718328078 | | 104 | 3142.95 | 3294.59166580883 | 9.80086336073282 | 2981.50747083044 | 151.64166580883 | | 105 | 3032.93 | 3086.85120846088 | -11.2230404794715 | 2990.2318320186 | 53.9212084608753 | | 106 | 3045.78 | 3153.09523742507 | -52.4392777051814 | 2990.90404028011 | 107.315237425074 | | 107 | 3110.52 | 3261.09976106259 | -31.6360096042116 | 2991.57624854162 | 150.579761062592 | | 108 | 3013.24 | 3065.57493699705 | -18.3184585696747 | 2979.22352157263 | 52.3349369970497 | | 109 | 2987.1 | 3002.67238476767 | 4.65682062870043 | 2966.87079460363 | 15.5723847676691 | | 110 | 2995.55 | 3043.27064693003 | 5.66932488960048 | 2942.16002818037 | 47.7206469300313 | | 111 | 2833.18 | 2771.95890021695 | -23.0481619740608 | 2917.44926175711 | -61.2210997830462 | | 112 | 2848.96 | 2769.80986217185 | 42.4729248003272 | 2885.63721302782 | -79.1501378281482 | | 113 | 2794.83 | 2689.7086251039 | 46.1262105975643 | 2853.82516429854 | -105.121374896099 | | 114 | 2845.26 | 2849.4920506871 | 16.4001910847785 | 2824.62775822813 | 4.23205068709558 | | 115 | 2915.02 | 3023.07102931737 | 11.5386185249137 | 2795.43035215772 | 108.05102931737 | | 116 | 2892.63 | 2997.67776389622 | 9.80086336073282 | 2777.78137274305 | 105.047763896215 | | 117 | 2604.42 | 2459.93064715108 | -11.2230404794715 | 2760.13239332839 | -144.489352848916 | | 118 | 2641.65 | 2586.09648539164 | -52.4392777051814 | 2749.64279231354 | -55.5535146083625 | | 119 | 2659.81 | 2612.10281830551 | -31.6360096042116 | 2739.1531912987 | -47.7071816944886 | | 120 | 2638.53 | 2577.42005135563 | -18.3184585696747 | 2717.95840721405 | -61.1099486443704 | | 121 | 2720.25 | 2739.07955624191 | 4.65682062870043 | 2696.76362312939 | 18.8295562419084 | | 122 | 2745.88 | 2830.11903327915 | 5.66932488960048 | 2655.97164183125 | 84.2390332791515 | | 123 | 2735.7 | 2879.26850144095 | -23.0481619740608 | 2615.17966053311 | 143.568501440955 | | 124 | 2811.7 | 3020.05663778021 | 42.4729248003272 | 2560.87043741946 | 208.356637780211 | | 125 | 2799.43 | 3046.17257509662 | 46.1262105975643 | 2506.56121430582 | 246.742575096619 | | 126 | 2555.28 | 2654.64196280899 | 16.4001910847785 | 2439.51784610623 | 99.3619628089918 | | 127 | 2304.98 | 2225.94690356844 | 11.5386185249137 | 2372.47447790664 | -79.0330964315563 | | 128 | 2214.95 | 2128.65847533556 | 9.80086336073282 | 2291.44066130371 | -86.2915246644438 | | 129 | 2065.81 | 1932.43619577869 | -11.2230404794715 | 2210.40684470078 | -133.373804221307 | | 130 | 1940.49 | 1801.39213479191 | -52.4392777051814 | 2132.02714291327 | -139.097865208093 | | 131 | 2042 | 2061.98856847844 | -31.6360096042116 | 2053.64744112577 | 19.9885684784422 | | 132 | 1995.37 | 2006.11939778485 | -18.3184585696747 | 2002.93906078482 | 10.7493977848528 | | 133 | 1946.81 | 1936.73249892743 | 4.65682062870043 | 1952.23068044387 | -10.0775010725743 | | 134 | 1765.9 | 1589.97141818943 | 5.66932488960048 | 1936.15925692097 | -175.928581810575 | | 135 | 1635.25 | 1373.46032857599 | -23.0481619740608 | 1920.08783339808 | -261.789671424015 | | 136 | 1833.42 | 1695.9168688165 | 42.4729248003272 | 1928.45020638318 | -137.503131183503 | | 137 | 1910.43 | 1837.92121003416 | 46.1262105975643 | 1936.81257936828 | -72.5087899658402 | | 138 | 1959.67 | 1936.72481593676 | 16.4001910847785 | 1966.21499297846 | -22.9451840632387 | | 139 | 1969.6 | 1932.04397488644 | 11.5386185249137 | 1995.61740658864 | -37.5560251135585 | | 140 | 2061.41 | 2067.95203224549 | 9.80086336073282 | 2045.06710439377 | 6.54203224549474 | | 141 | 2093.48 | 2103.66623828057 | -11.2230404794715 | 2094.5168021989 | 10.1862382805716 | | 142 | 2120.88 | 2146.77314609301 | -52.4392777051814 | 2147.42613161217 | 25.8931460930107 | | 143 | 2174.56 | 2180.42054857877 | -31.6360096042116 | 2200.33546102544 | 5.86054857877025 | | 144 | 2196.72 | 2167.72791410735 | -18.3184585696747 | 2244.03054446233 | -28.9920858926512 | | 145 | 2350.44 | 2408.49755147209 | 4.65682062870043 | 2287.72562789921 | 58.057551472089 | | 146 | 2440.25 | 2546.61891590946 | 5.66932488960048 | 2328.21175920094 | 106.368915909461 | | 147 | 2408.64 | 2471.63027147139 | -23.0481619740608 | 2368.69789050267 | 62.9902714713926 | | 148 | 2472.81 | 2488.04674006784 | 42.4729248003272 | 2415.10033513184 | 15.2367400678354 | | 149 | 2407.6 | 2307.57100964143 | 46.1262105975643 | 2461.50277976101 | -100.028990358571 | | 150 | 2454.62 | 2378.03419583804 | 16.4001910847785 | 2514.80561307718 | -76.5858041619567 | | 151 | 2448.05 | 2316.45293508174 | 11.5386185249137 | 2568.10844639335 | -131.597064918263 | | 152 | 2497.84 | 2359.51259394564 | 9.80086336073282 | 2626.36654269362 | -138.327406054358 | | 153 | 2645.64 | 2617.87840148557 | -11.2230404794715 | 2684.6246389939 | -27.7615985144289 | | 154 | 2756.76 | 2820.60675996709 | -52.4392777051814 | 2745.35251773809 | 63.8467599670944 | | 155 | 2849.27 | 2924.09561312194 | -31.6360096042116 | 2806.08039648227 | 74.8256131219373 | | 156 | 2921.44 | 2996.28723745481 | -18.3184585696747 | 2864.91122111486 | 74.8472374548119 | | 157 | 2981.85 | 3035.30113362385 | 4.65682062870043 | 2923.74204574745 | 53.4511336238475 | | 158 | 3080.58 | 3179.25396247385 | 5.66932488960048 | 2976.23671263655 | 98.673962473848 | | 159 | 3106.22 | 3206.75678244841 | -23.0481619740608 | 3028.73137952565 | 100.53678244841 | | 160 | 3119.31 | 3121.87303160576 | 42.4729248003272 | 3074.27404359391 | 2.56303160575862 | | 161 | 3061.26 | 2956.57708174026 | 46.1262105975643 | 3119.81670766218 | -104.682918259741 | | 162 | 3097.31 | 3010.88333373987 | 16.4001910847785 | 3167.33647517535 | -86.4266662601267 | | 163 | 3161.69 | 3096.98513878657 | 11.5386185249137 | 3214.85624268852 | -64.7048612134331 | | 164 | 3257.16 | 3229.7331932505 | 9.80086336073282 | 3274.78594338876 | -27.4268067494954 | | 165 | 3277.01 | 3230.52739639047 | -11.2230404794715 | 3334.71564408901 | -46.4826036095337 | | 166 | 3295.32 | 3242.55103416964 | -52.4392777051814 | 3400.52824353554 | -52.7689658303602 | | 167 | 3363.99 | 3293.27516662213 | -31.6360096042116 | 3466.34084298208 | -70.7148333778664 | | 168 | 3494.17 | 3483.16667741414 | -18.3184585696747 | 3523.49178115553 | -11.0033225858569 | | 169 | 3667.03 | 3748.76046004231 | 4.65682062870043 | 3580.64271932899 | 81.7304600423136 | | 170 | 3813.06 | 3988.45427895354 | 5.66932488960048 | 3631.99639615686 | 175.394278953539 | | 171 | 3917.96 | 4175.61808898933 | -23.0481619740608 | 3683.35007298473 | 257.658088989327 | | 172 | 3895.51 | 4008.82876837364 | 42.4729248003272 | 3739.71830682604 | 113.318768373636 | | 173 | 3801.06 | 3759.90724873509 | 46.1262105975643 | 3796.08654066734 | -41.152751264905 | | 174 | 3570.12 | 3268.48045440235 | 16.4001910847785 | 3855.35935451288 | -301.639545597654 | | 175 | 3701.61 | 3477.04921311668 | 11.5386185249137 | 3914.63216835841 | -224.560786883324 | | 176 | 3862.27 | 3740.82793198389 | 9.80086336073282 | 3973.91120465537 | -121.442068016107 | | 177 | 3970.1 | 3918.23279952713 | -11.2230404794715 | 4033.19024095234 | -51.8672004728674 | | 178 | 4138.52 | 4227.3180835851 | -52.4392777051814 | 4102.16119412008 | 88.7980835851004 | | 179 | 4199.75 | 4260.00386231639 | -31.6360096042116 | 4171.13214728783 | 60.2538623163864 | | 180 | 4290.89 | 4356.95130292596 | -18.3184585696747 | 4243.14715564371 | 66.061302925963 | | 181 | 4443.91 | 4568.0010153717 | 4.65682062870043 | 4315.1621639996 | 124.091015371701 | | 182 | 4502.64 | 4637.92525065404 | 5.66932488960048 | 4361.68542445636 | 135.285250654035 | | 183 | 4356.98 | 4328.79947706093 | -23.0481619740608 | 4408.20868491313 | -28.1805229390711 | | 184 | 4591.27 | 4719.4940315068 | 42.4729248003272 | 4420.57304369288 | 128.224031506795 | | 185 | 4696.96 | 4914.85638692981 | 46.1262105975643 | 4432.93740247263 | 217.896386929808 | | 186 | 4621.4 | 4815.5269169896 | 16.4001910847785 | 4410.87289192562 | 194.126916989597 | | 187 | 4562.84 | 4725.33300009647 | 11.5386185249137 | 4388.80838137862 | 162.493000096465 | | 188 | 4202.52 | 4060.99004809432 | 9.80086336073282 | 4334.24908854495 | -141.529951905681 | | 189 | 4296.49 | 4324.5132447682 | -11.2230404794715 | 4279.68979571128 | 28.0232447681965 | | 190 | 4435.23 | 4716.976270168 | -52.4392777051814 | 4205.92300753719 | 281.746270167996 | | 191 | 4105.18 | 4109.83979024112 | -31.6360096042116 | 4132.1562193631 | 4.65979024111584 | | 192 | 4116.68 | 4211.77824802231 | -18.3184585696747 | 4039.90021054736 | 95.0982480223129 | | 193 | 3844.49 | 3736.67897763967 | 4.65682062870043 | 3947.64420173163 | -107.811022360328 | | 194 | 3720.98 | 3602.98530303468 | 5.66932488960048 | 3833.30537207572 | -117.994696965318 | | 195 | 3674.4 | 3652.88161955425 | -23.0481619740608 | 3718.96654241981 | -21.5183804457479 | | 196 | 3857.62 | 4102.99107769819 | 42.4729248003272 | 3569.77599750149 | 245.371077698186 | | 197 | 3801.06 | 4135.40833681927 | 46.1262105975643 | 3420.58545258317 | 334.34833681927 | | 198 | 3504.37 | 3744.63187513231 | 16.4001910847785 | 3247.70793378291 | 240.26187513231 | | 199 | 3032.6 | 2978.83096649243 | 11.5386185249137 | 3074.83041498266 | -53.7690335075695 | | 200 | 3047.03 | 3189.15062644757 | 9.80086336073282 | 2895.1085101917 | 142.120626447571 | | 201 | 2962.34 | 3220.51643507874 | -11.2230404794715 | 2715.38660540074 | 258.176435078735 | | 202 | 2197.82 | 1898.65616734056 | -52.4392777051814 | 2549.42311036463 | -299.163832659444 | | 203 | 2014.45 | 1677.0763942757 | -31.6360096042116 | 2383.45961532851 | -337.373605724302 | | 204 | 1862.83 | 1483.14719511812 | -18.3184585696747 | 2260.83126345155 | -379.68280488188 | | 205 | 1905.41 | 1667.96026779671 | 4.65682062870043 | 2138.20291157459 | -237.449732203294 | | 206 | 1810.99 | 1532.97113236072 | 5.66932488960048 | 2083.33954274968 | -278.018867639284 | | 207 | 1670.07 | 1334.71198804929 | -23.0481619740608 | 2028.47617392477 | -335.358011950713 | | 208 | 1864.44 | 1616.08948593065 | 42.4729248003272 | 2070.31758926902 | -248.350514069351 | | 209 | 2052.02 | 1945.75478478916 | 46.1262105975643 | 2112.15900461327 | -106.265215210839 | | 210 | 2029.6 | 1884.66711198472 | 16.4001910847785 | 2158.1326969305 | -144.932888015281 | | 211 | 2070.83 | 1926.01499222736 | 11.5386185249137 | 2204.10638924773 | -144.815007772645 | | 212 | 2293.41 | 2320.15338176109 | 9.80086336073282 | 2256.86575487818 | 26.7433817610918 | | 213 | 2443.27 | 2588.13791997085 | -11.2230404794715 | 2309.62512050862 | 144.867919970852 | | 214 | 2513.17 | 2709.14796474379 | -52.4392777051814 | 2369.63131296139 | 195.977964743787 | | 215 | 2466.92 | 2535.83850419004 | -31.6360096042116 | 2429.63750541417 | 68.9185041900423 | | 216 | 2502.66 | 2529.51793849938 | -18.3184585696747 | 2494.12052007029 | 26.8579384993809 |
| | | | Charts produced by software: |  | | http://www.freestatistics.org/blog/date/2010/Dec/07/t12917316983os9f6xgk568b32/1k9zc1291731787.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/07/t12917316983os9f6xgk568b32/1k9zc1291731787.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/07/t12917316983os9f6xgk568b32/2k9zc1291731787.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/07/t12917316983os9f6xgk568b32/2k9zc1291731787.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/07/t12917316983os9f6xgk568b32/3v0yf1291731787.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/07/t12917316983os9f6xgk568b32/3v0yf1291731787.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/07/t12917316983os9f6xgk568b32/4v0yf1291731787.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/07/t12917316983os9f6xgk568b32/4v0yf1291731787.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')
| | |
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