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ws8dollarloess

*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: Sun, 26 Dec 2010 01:45:13 +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/26/t12933277834zo6zy7p4w0tbi8.htm/, Retrieved Sun, 26 Dec 2010 02:43:05 +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/26/t12933277834zo6zy7p4w0tbi8.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 «
1,3866 1,3582 1,3332 1,3595 1,3617 1,3684 1,3394 1,3262 1,3173 1,3085 1,327 1,3182 1,293 1,291 1,2984 1,2795 1,299 1,3174 1,326 1,3111 1,2816 1,276 1,2849 1,2818 1,2829 1,2796 1,3008 1,2967 1,2938 1,2833 1,2823 1,2765 1,2634 1,2596 1,2705 1,2591 1,2798 1,2763 1,2795 1,2782 1,2644 1,2596 1,2615 1,2555 1,2555 1,2658 1,2565 1,2783 1,2786 1,2782 1,2905 1,3042 1,2942 1,313 1,3671 1,3549 1,3558 1,3507 1,3494 1,3607 1,3295 1,3193 1,3308 1,3246 1,3392 1,3425 1,3496 1,3255 1,3231 1,3273 1,3276 1,3173 1,3196 1,3058 1,2966 1,2932 1,2947 1,305 1,3232 1,3125 1,2992 1,3266 1,3275 1,3223 1,3403 1,3322 1,3363 1,3425 1,3574 1,3683 1,3623 1,3563 1,3518 1,3494 1,3612 1,369 1,3771 1,3972 1,401 1,3908 1,3901 1,3856 1,4098 1,422 1,4238 1,4207 1,4095 1,4177 1,3866 1,3959 1,4102 1,3969 1,4004 1,385 1,389 1,384 1,392 1,3932 1,3858 1,3978 1,4029 1,394 1,4096 1,4058 1,4134 1,4096 1,4049 1,4009 1,3897 1,4019 etc...
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time9 seconds
R Server'RServer@AstonUniversity' @ vre.aston.ac.uk


Seasonal Decomposition by Loess - Parameters
ComponentWindowDegreeJump
Seasonal49110492
Trend911
Low-pass511


Seasonal Decomposition by Loess - Time Series Components
tObservedFittedSeasonalTrendRemainder
11.38661.40540095921826-0.001133703370409631.368932744152150.0188009592182585
21.35821.35229328128065-0.0006619510692042411.36476866978856-0.00590671871935422
31.33321.305285685054440.0002066171914247871.36090769775414-0.0279143149455603
41.35951.361873177900290.000499896635563981.356626925464150.00237317790028957
51.36171.368674528352290.001089140563050731.353636331084650.00697452835229506
61.36841.38784283892511-0.001133703370409631.35009086444530.0194428389251076
71.33941.33719343514027-0.0006619510692042411.34226851592893-0.00220656485972581
81.32621.320055710947470.0002066171914247871.33213767186111-0.00614428905253273
91.31731.310054162159210.000499896635563981.32404594120523-0.00724583784078914
101.30851.297207978769270.001089140563050731.31870288066768-0.0112920212307261
111.3271.34157998621299-0.001133703370409631.313553717157420.0145799862129898
121.31821.3283976410882-0.0006619510692042411.308664309981010.0101976410881983
131.2931.282241552658740.0002066171914247871.30355183014983-0.0107584473412561
141.2911.284500970250810.000499896635563981.29699913311363-0.00649902974918959
151.29841.301820217221630.001089140563050731.293890642215320.00342021722163133
161.27951.26306097697913-0.001133703370409631.29707272639128-0.0164390230208746
171.2991.29586316105715-0.0006619510692042411.30279879001206-0.0031368389428521
181.31741.327888382568780.0002066171914247871.306705000239790.0104883825687807
191.3261.344723271684390.000499896635563981.306776831680040.0187232716843921
201.31111.318796380381090.001089140563050731.302314479055850.00769638038109499
211.28161.2693921279394-0.001133703370409631.29494157543101-0.0122078720605963
221.2761.26535425109004-0.0006619510692042411.28730769997916-0.0106457489099565
231.28491.287061093381960.0002066171914247871.282532289426610.00216109338196335
241.28181.28084832984020.000499896635563981.28225177352424-0.000951670159799356
251.28291.279571718861770.001089140563050731.28513914057518-0.0033282811382298
261.27961.27206232280572-0.001133703370409631.28827138056469-0.007537677194281
271.30081.31175361886303-0.0006619510692042411.290508332206170.0109536188630328
281.29671.301834452380490.0002066171914247871.291358930428080.0051344523804906
291.29381.296868613864810.000499896635563981.290231489499620.00306861386481128
301.28331.279421092555520.001089140563050731.28608976688143-0.00387890744447805
311.28231.28581248978212-0.001133703370409631.279921213588290.00351248978211882
321.27651.27961581484468-0.0006619510692042411.274046136224520.00311581484467949
331.26341.256872807724020.0002066171914247871.26972057508455-0.00652719227597709
341.25961.251954699815040.000499896635563981.26674540354939-0.00764530018495568
351.27051.273210729145480.001089140563050731.266700130291470.00271072914547821
361.25911.25001243433068-0.001133703370409631.26932126903973-0.0090875656693199
371.27981.28770237679997-0.0006619510692042411.272559574269230.00790237679997063
381.27631.277667109184370.0002066171914247871.274726273624210.00136710918437011
391.27951.283786489088360.000499896635563981.274713614276080.00428648908835938
401.27821.283296838418460.001089140563050731.272014021018490.0050968384184642
411.26441.2617672405986-0.001133703370409631.26816646277181-0.00263275940139662
421.25961.25609010761273-0.0006619510692042411.26377184345647-0.00350989238726984
431.26151.262494941764860.0002066171914247871.260298441043720.00099494176485826
441.25551.251310637364490.000499896635563981.25918946599995-0.00418936263551362
451.25551.250176861713460.001089140563050731.25973399772349-0.00532313828654085
461.26581.27027053588837-0.001133703370409631.262463167482040.00447053588837143
471.25651.24680920503135-0.0006619510692042411.26685274603785-0.00969079496865044
481.27831.28478535814680.0002066171914247871.271608024661770.00648535814680407
491.27861.279225166830230.000499896635563981.27747493653420.000625166830231727
501.27821.270980964344890.001089140563050731.28432989509206-0.00721903565510851
511.29051.29207637592713-0.001133703370409631.290057327443280.00157637592712989
521.30421.31063384742287-0.0006619510692042411.298428103646330.00643384742286934
531.29421.276200297733030.0002066171914247871.31199308507555-0.0179997022669718
541.3131.299642537725180.000499896635563981.32585756563926-0.0133574622748209
551.36711.395156783572630.001089140563050731.337954075864310.0280567835726346
561.35491.36273699594179-0.001133703370409631.348196707428620.00783699594178544
571.35581.35853123894674-0.0006619510692042411.353730712122460.00273123894673954
581.35071.347861429127450.0002066171914247871.35333195368112-0.00283857087254624
591.34941.349324074606280.000499896635563981.34897602875815-7.59253937165916e-05
601.36071.377260522597940.001089140563050731.343050336839010.0165605225979371
611.32951.32254151046868-0.001133703370409631.33759219290173-0.00695848953131972
621.31931.30662144371354-0.0006619510692042411.33264050735566-0.0126785562864551
631.33081.331478608385850.0002066171914247871.329914774422730.000678608385847879
641.32461.316790507715170.000499896635563981.33190959564927-0.00780949228483019
651.33921.341568486846660.001089140563050731.335742372590290.00236848684665514
661.34251.34916856445964-0.001133703370409631.336965138910770.0066685644596407
671.34961.36395319342362-0.0006619510692042411.335908757645590.0143531934236156
681.32551.317452957278810.0002066171914247871.33334042552977-0.00804704272119183
691.32311.316233049341180.000499896635563981.32946705402325-0.00686695065881815
701.32731.32813049002930.001089140563050731.325380369407650.000830490029300135
711.32761.33369411842097-0.001133703370409631.322639584949440.00609411842096619
721.31731.31616883893011-0.0006619510692042411.31909311213909-0.00113116106988698
731.31961.325658542136260.0002066171914247871.313334840672320.00605854213625934
741.30581.304106234641420.000499896635563981.30699386872302-0.00169376535858112
751.29661.290073009455270.001089140563050731.30203784998168-0.00652699054473094
761.29321.28742082255319-0.001133703370409631.30011288081722-0.00577917744681278
771.29471.28791300343929-0.0006619510692042411.30214894762991-0.00678699656070925
781.3051.304383930809390.0002066171914247871.30540945199918-0.000616069190606972
791.32321.337387840671070.000499896635563981.308512262693360.0141878406710738
801.31251.311128410515380.001089140563050731.31278244892157-0.00137158948461691
811.29921.28316509510955-0.001133703370409631.31636860826086-0.0160349048904542
821.32661.33490950327613-0.0006619510692042411.318952447793070.00830950327613378
831.32751.33122218786320.0002066171914247871.323571194945380.00372218786319944
841.32231.315391388853030.000499896635563981.32870871451141-0.00690861114697272
851.34031.347511227411830.001089140563050731.331999632025120.00721122741183211
861.33221.32988473975096-0.001133703370409631.33564896361945-0.00231526024903617
871.33631.33211282214793-0.0006619510692042411.34114912892128-0.00418717785207368
881.34251.337530865142630.0002066171914247871.34726251766595-0.00496913485737216
891.35741.361202200102410.000499896635563981.353097903262030.00380220010241006
901.36831.378196220018040.001089140563050731.357314639418910.00989622001804169
911.36231.36699841613157-0.001133703370409631.358735287238840.00469841613156663
921.35631.3556280251037-0.0006619510692042411.35763392596551-0.000671974896301553
931.35181.346881974607080.0002066171914247871.35651140820149-0.00491802539291553
941.34941.340493400905090.000499896635563981.35780670245934-0.00890659909490643
951.36121.358717498408630.001089140563050731.36259336102832-0.00248250159137386
961.3691.36818644054012-0.001133703370409631.37094726283029-0.000813559459881485
971.37711.37468143156366-0.0006619510692042411.38018051950555-0.00241856843634469
981.39721.40715063125720.0002066171914247871.387042751551380.00995063125719509
991.4011.41042933299980.000499896635563981.391070770364640.00942933299980098
1001.39081.387380681808860.001089140563050731.39313017762809-0.00341931819114127
1011.39011.38594083446865-0.001133703370409631.39539286890176-0.00415916553135243
1021.38561.3720677568498-0.0006619510692042411.3997941942194-0.0135322431502005
1031.40981.413228145260430.0002066171914247871.406165237548140.003428145260431
1041.4221.430982467278290.000499896635563981.412517636086150.00898246727828567
1051.42381.429677653084390.001089140563050731.416833206352560.0058776530843867
1061.42071.4255980193644-0.001133703370409631.416935684006010.0048980193644006
1071.40951.40742013933497-0.0006619510692042411.41224181173424-0.00207986066503407
1081.41771.428361970797640.0002066171914247871.406831412010930.010661970797645
1091.38661.369250665239290.000499896635563981.40344943812514-0.017349334760707
1101.39591.389750587912040.001089140563050731.40096027152491-0.00614941208795727
1111.41021.42255628059027-0.001133703370409631.398977422780130.012356280590275
1121.39691.39668997977123-0.0006619510692042411.39777197129798-0.000210020228771812
1131.40041.40518943096380.0002066171914247871.395403951844780.00478943096379503
1141.3851.377628540375350.000499896635563981.39187156298908-0.0073714596246488
1151.3891.387196862762880.001089140563050731.38971399667407-0.00180313723711989
1161.3841.38019922071991-0.001133703370409631.38893448265049-0.00380077928008538
1171.3921.39540400325029-0.0006619510692042411.389257947818910.00340400325029
1181.39321.395202188501640.0002066171914247871.390991194306930.00200218850164124
1191.38581.377711707845140.000499896635563981.3933883955193-0.00808829215485973
1201.39781.399115074991470.001089140563050731.395395784445480.00131507499147276
1211.40291.40867735161724-0.001133703370409631.398256351753170.00577735161723503
1221.3941.38685897674812-0.0006619510692042411.40180297432108-0.00714102325187915
1231.40961.414300840229030.0002066171914247871.404692542579540.00470084022903361
1241.40581.404308658596790.000499896635563981.40679144476765-0.0014913414032145
1251.41341.417785486802540.001089140563050731.407925372634410.00438548680253992
1261.40961.41353070016785-0.001133703370409631.406803003202560.0039307001678508
1271.40491.40643632984515-0.0006619510692042411.404025621224050.00153632984515339
1281.40091.400705163619350.0002066171914247871.40088821918923-0.000194836380649877
1291.38971.380950818012410.000499896635563981.39794928535202-0.00874918198758534
1301.40191.40670147582290.001089140563050731.396009383614050.00480147582290313
1311.39011.38624667400906-0.001133703370409631.39508702936135-0.00385332599094457
1321.3991.40346939420089-0.0006619510692042411.395192556868320.00446939420088732
1331.39011.383964113623960.0002066171914247871.39602926918462-0.00613588637604434
1341.39751.396031431019490.000499896635563981.39846867234495-0.00146856898051206
1351.39911.395225736409380.001089140563050731.40188512302757-0.00387426359061771
1361.40891.41306564848577-0.001133703370409631.405868054884640.00416564848576817
1371.4131.41630181325247-0.0006619510692042411.410360137816740.00330181325246603
1381.4091.403442199831450.0002066171914247871.41435118297713-0.00555780016855034
1391.42171.425848159903070.000499896635563981.417051943461370.0041481599030686
1401.42231.424219904781330.001089140563050731.419290954655620.00191990478132964
1411.41911.41796731112886-0.001133703370409631.42136639224155-0.00113268887114137
1421.42291.42390611814967-0.0006619510692042411.422555832919540.00100611814966589
1431.42271.422611708161210.0002066171914247871.42258167464736-8.82918387883347e-05
1441.42691.432317618096420.000499896635563981.420982485268020.00541761809641494
1451.42291.426532972110780.001089140563050731.418177887326170.0036329721107804
1461.41041.40576585360823-0.001133703370409631.41616784976218-0.00463414639176807
1471.40531.39468547606075-0.0006619510692042411.41657647500845-0.0106145239392452
1481.41381.407371181389850.0002066171914247871.42002220141872-0.00642881861014799
1491.43031.434186975118850.000499896635563981.425913128245590.00388697511884573
1501.43841.443714224685910.001089140563050731.431996634751040.00531422468590592
1511.4411.44778165614213-0.001133703370409631.435352047228280.00678165614213366
1521.4371.44042481803475-0.0006619510692042411.434237133034460.00342481803474914
1531.43571.441081387840090.0002066171914247871.430111994968480.00538138784009035
1541.42021.414077899574280.000499896635563981.42582220379015-0.00612210042571526
1551.41661.408725695836310.001089140563050731.42338516360064-0.00787430416369173
1561.4171.41303276839569-0.001133703370409631.42210093497472-0.00396723160431245
1571.42931.43864643180206-0.0006619510692042411.420615519267140.00934643180206152
1581.42941.439661877865240.0002066171914247871.418931504943330.010261877865243
1591.40721.396678848758560.000499896635563981.41722125460587-0.0105211512414372
1601.41011.402802685897190.001089140563050731.41630817353976-0.00729731410280765
1611.41121.40562653715546-0.001133703370409631.41790716621495-0.00557346284453852
1621.42431.42710153207224-0.0006619510692042411.422160418996970.00280153207223544
1631.4331.439174534726090.0002066171914247871.426618848082480.0061745347260922
1641.43231.434707444685940.000499896635563981.429392658678490.00240744468594389
1651.43241.433356519096240.001089140563050731.430354340340710.000956519096235509
1661.4271.42465457544312-0.001133703370409631.43047912792729-0.00234542455688458
1671.42681.42411850070333-0.0006619510692042411.43014345036588-0.00268149929667461
1681.43641.44291505623030.0002066171914247871.429678326578280.00651505623029935
1691.42721.424537219019880.000499896635563981.42936288434456-0.00266278098012074
1701.43141.432512226138690.001089140563050731.429198633298260.00111222613868689
1711.4221.4163885323528-0.001133703370409631.42874517101761-0.005611467647197
1721.43351.43805715176805-0.0006619510692042411.429604799301160.00455715176804894
1731.42621.41934986310070.0002066171914247871.43284351970788-0.00685013689930258
1741.4331.427710660169750.000499896635563981.43778944319468-0.00528933983024582
1751.44731.450245855777570.001089140563050731.443265003659380.00294585577756745
1761.45221.45650007517133-0.001133703370409631.449033628199080.00430007517133357
1771.45451.45601994111012-0.0006619510692042411.453642009959090.00151994111011766
1781.45941.461862767990810.0002066171914247871.456730614817760.00246276799081313
1791.45611.452105837343390.000499896635563981.45959426602105-0.00399416265661023
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4181.28361.287629827792910.0002066171914247871.279363555015670.00402982779291006
4191.27111.267001176913370.000499896635563981.27469892645107-0.00409882308663012
4201.27041.269820093605640.001089140563050731.26989076583131-0.000579906394355678
4211.26111.25625850562043-0.001133703370409631.26707519774998-0.00484149437957115
4221.26131.25678609577916-0.0006619510692042411.26647585529004-0.00451390422083997
4231.26931.271423930615810.0002066171914247871.266969452192760.00212393061581295
4241.27131.273504777532970.000499896635563981.268595325831460.00220477753297432
4251.271.26760097277860.001089140563050731.27130988665835-0.00239902722140473
4261.2681.26305841641791-0.001133703370409631.2740752869525-0.00494158358208852
4271.281.28373214820842-0.0006619510692042411.276929802860790.00373214820841516
4281.28181.283623517741990.0002066171914247871.279769865066580.00182351774199474
4291.28341.28545223957230.000499896635563981.280847863792140.00205223957229705
4301.28741.294169812859570.001089140563050731.279541046577380.00676981285956568
4311.27441.27268893582143-0.001133703370409631.27724476754898-0.00171106417857447
4321.26971.26501778645431-0.0006619510692042411.27504416461489-0.00468221354568521
4331.27151.268572565509480.0002066171914247871.27422081729909-0.00292743449051969
4341.27251.268099368299140.000499896635563981.2764007350653-0.00440063170085914
4351.28011.277390435656030.001089140563050731.28172042378092-0.00270956434396741
4361.2851.28245427481308-0.001133703370409631.28867942855733-0.00254572518692253
4371.29891.3029912571895-0.0006619510692042411.295470693879710.00409125718949599
4381.30781.314132613658930.0002066171914247871.301260769149650.00633261365892901
4391.3061.304648617169950.000499896635563981.30685148619449-0.00135138283005443
4401.30741.300737841250320.001089140563050731.31297301818663-0.00666215874968468
4411.3121.30592325414665-0.001133703370409631.31921044922376-0.0060767458533475
4421.33641.34718556798079-0.0006619510692042411.326276383088420.0107855679807867
4431.33231.330595808067440.0002066171914247871.33379757474113-0.00170419193255866
4441.34121.341622027861530.000499896635563981.340278075502910.000422027861530117
4451.34771.348365776588350.001089140563050731.34594508284860.000665776588353761
4461.3461.34108867644584-0.001133703370409631.35204502692457-0.00491132355415558
4471.36111.3647833068938-0.0006619510692042411.35807864417540.00368330689380492
4481.36481.365808820714050.0002066171914247871.363584562094530.0010088207140484
4491.37261.375626967411110.000499896635563981.369073135953330.00302696741111008
4501.37051.365382621568990.001089140563050731.37452823786796-0.00511737843100701
4511.3781.37728034333663-0.001133703370409631.37985336003378-0.000719656663368262
4521.38561.38757329326644-0.0006619510692042411.384288657802770.00197329326643736
4531.3971.406033437969240.0002066171914247871.387759944839330.00903343796924205
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4551.39361.394762942614360.001089140563050731.391347916822590.00116294261435512
4561.38331.37360966227191-0.001133703370409631.3941240410985-0.00969033772808858
4571.39581.39508675318481-0.0006619510692042411.39717519788439-0.000713246815190027
4581.41011.421621885593160.0002066171914247871.398371497215410.0115218855931616
4591.40891.419402905273370.000499896635563981.397897198091070.0105029052733669
4601.38961.38210302076720.001089140563050731.39600783866975-0.00749697923279946
4611.38591.37928928043931-0.001133703370409631.3936444229311-0.00661071956068748
4621.38611.38035405899741-0.0006619510692042411.3925078920718-0.00574594100259485
4631.40161.409261540929450.0002066171914247871.393731841879130.00766154092944982
4641.39341.391488080685360.000499896635563981.39481202267908-0.00191191931463908
4651.40311.411424075001230.001089140563050731.393686784435720.00832407500123278
4661.39121.39237549669558-0.001133703370409631.391158206674830.0011754966955797
4671.38031.37243320526454-0.0006619510692042411.38882874580467-0.00786679473546359
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4691.38571.381389102146340.000499896635563981.3895110012181-0.00431089785366168
4701.39261.389969414041680.001089140563050731.39414144539527-0.002630585958318
4711.40181.40434106906359-0.001133703370409631.400392634306820.00254106906359053
4721.40141.39852698081312-0.0006619510692042411.40493497025609-0.00287301918688465
4731.42441.442791255462490.0002066171914247871.405802127346080.0183912554624912
4741.40841.412690260258020.000499896635563981.403609843106410.00429026025802393
4751.39171.384514947603590.001089140563050731.39779591183336-0.00718505239640965
4761.39451.40104846502706-0.001133703370409631.389085238343350.0065484650270633
4771.3771.37348191496213-0.0006619510692042411.38118003610708-0.00351808503787199
4781.371.365119042437860.0002066171914247871.37467434037071-0.00488095756213647
4791.37111.373177862866470.000499896635563981.368522240497960.00207786286647216
4801.36261.360407583182660.001089140563050731.36370327625429-0.00219241681733928
4811.36121.36215423303608-0.001133703370409631.361379470334330.00095423303608122
4821.34811.33607330085204-0.0006619510692042411.36078865021717-0.0120266991479623
4831.36471.368580640420350.0002066171914247871.360612742388220.00388064042035197
4841.36741.375070562710740.000499896635563981.359229540653690.00767056271074451
4851.36471.372687170017310.001089140563050731.355623689419640.00798717001730598
4861.34961.35128908360361-0.001133703370409631.34904461976680.00168908360361186
4871.33391.3282664129731-0.0006619510692042411.3401955380961-0.00563358702689998
4881.33211.333273241319590.0002066171914247871.330720141488990.00117324131958996
4891.32251.323331333991670.000499896635563981.321168769372760.000831333991673455
4901.31461.316386513325940.001089140563050731.311724346111010.00178651332593982
4911.29981.29839090449317-0.001133703370409631.30234279887724-0.00140909550683266
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/26/t12933277834zo6zy7p4w0tbi8/10o2p1293327902.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/26/t12933277834zo6zy7p4w0tbi8/10o2p1293327902.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/26/t12933277834zo6zy7p4w0tbi8/20o2p1293327902.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/26/t12933277834zo6zy7p4w0tbi8/20o2p1293327902.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/26/t12933277834zo6zy7p4w0tbi8/3bx1s1293327902.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/26/t12933277834zo6zy7p4w0tbi8/3bx1s1293327902.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/26/t12933277834zo6zy7p4w0tbi8/4bx1s1293327902.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/26/t12933277834zo6zy7p4w0tbi8/4bx1s1293327902.ps (open in new window)


 
Parameters (Session):
par1 = 5 ; par2 = periodic ; par3 = 0 ; par5 = 1 ; par7 = 1 ; par8 = FALSE ;
 
Parameters (R input):
par1 = 5 ; par2 = periodic ; par3 = 0 ; par5 = 1 ; par7 = 1 ; par8 = FALSE ;
 
R code (references can be found in the software module):
par1 <- 5
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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This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa


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