
SEASONAL LOWESSName:
In general, these methods are an alternative to autoregressive/moving average (ARMA) models. Decomposition methods are a preferrable approach when the trend and seasonal components dominate the series. The seasonal and trend components are written to the file DPST1F.DAT (dpst1f.dat on Unix systems) and can be read back into Dataplot for further plotting and analysis. The internal variable RES contains the residual component and the internal variable PRED contains the trend plus the seasonality component. The sample program below demonstrates a common plot for displaying these components. The SEASONAL LOWESS command accepts a number of options which can be defined by LET commands. The most important is the PERIOD parameter which identifies the number of seasons (e.g., 12 for monthly data). PERIOD defaults to 12. The STLWIDTH parameter identifies the number of data points to use in the LOWESS steps and defaults to N/10. It is similar to specifying the LOWESS FRACTION for standard LOWESS smoothing. The more points used, the more smoothing that occurs. The STLSDEG and STLTDEG parameters identify the polynomial degree used in the lowess for the seasonal and trend components respectively. By default, the seasonal lowess performs some robustness iterations. Enter
The mathematical details of this technique is described in
LET STLWIDTH = <value> LET STLSDEG = <0/1/2> LET STLTDEG = <0/1/2> LET STLROBST = <0/1> SEASONAL LOWESS <y> <SUBSET/EXCEPT/FOR qualification> SKIP 0 READ DPST1F.DAT SEAS TREND where <y> is the variable containing the raw data for which a seasonal lowess is to be performed; and where the <SUBSET/EXCEPT/FOR qualification> is optional. The LET commands are described in the Description section above. The READ DPST1F.DAT command is used to read the seasonal and trend components back into Dataplot.
LET STLWIDTH = 24 LET STLSDEG = 1 LET STLTDEG = 1 LET STLROBST = 0 SEASONAL LOWESS Y
Cleveland, William S. (1993), "Visualizing Data," Hobart Press.
read mlco2mon.dat co2 date year month . . Perform Seasonal Lowess . let period = 12 let stlsdeg = 1 let stltdeg = 1 seasonal lowess co2 skip 0 read dpst1f.dat seas trend . . Generate plot . multiplot 4 1 multiplot scale factor 3 multiplot corner coordinates 0 10 100 95 frame corner coordinates 15 0 85 100 xlimits 0 150 tic offset units data xtic offset 0 15 major xtic mark number 4 xtic marks off xtic mark labels off . ylimits 320 360 major ytic mark number 5 ytic offser 10 10 y1label raw data plot co2 y1label trend plot trend major ytic mark number 5 ylimits 4 4 ytic offser 0.5 0.5 y1label seasonal plot seas y1label residuals x1tic marks on x1tic mark labels on plot res end of multiplot . justification center move 50 97 text SEASONAL LOWESS DECOMPOSITION FOR CO2 CONCENTRATIONS
 
Privacy
Policy/Security Notice
NIST is an agency of the U.S. Commerce Department.
Date created: 06/05/2001 