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Seasonal Analysis

Seasonal Analysis. What is the period?. R-code. par(bg='yellow') plot(co2,lwd=2,col=4,xlab='Time, years',ylab='CO2 in parts per million (ppm)', main='Mauna Loa Atmospheric CO2 Concentration') abline(v=seq(1950,2006,by=10),lty=2) abline(h=seq(320,360,by=10),lty=2). R-code.

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Seasonal Analysis

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  1. Seasonal Analysis

  2. What is the period? R-code par(bg='yellow') plot(co2,lwd=2,col=4,xlab='Time, years',ylab='CO2 in parts per million (ppm)', main='Mauna Loa Atmospheric CO2 Concentration') abline(v=seq(1950,2006,by=10),lty=2) abline(h=seq(320,360,by=10),lty=2)

  3. R-code # This line adds yearly grid abline(v=seq(1950,2006,by=1),lty=2)

  4. R-code # Linear trend time<-time(co2) l<-lsfit(time,co2) points(time,time*l$coefficients[2]+l$coefficients[1],type='l',col='green')

  5. R-code # Filter with 1-year window and plot a trend f<-filter(co2,rep(1,12)/12) points(f,col=2,type='l',lwd=2)

  6. R-code # Plot series minus trend plot(co2-f,ldw=2,col=4,lwd=2, xlab='Time, years',ylab='CO2-trend',main='Detrended CO2 series') abline(h=seq(-4,4,by=2),lty=2) abline(v=seq(1950,2006,by=1),lty=2)

  7. R-code # Perform seasonal analysis and plot season component m<-decompose(co2) plot(m$figure,lwd=2,type='p',pch=19,col=4, xlab='Month',ylab='Seasonal component') axis(1,at=seq(1,12)) grid(col='black',lty=2) UNR * STAT 758 * Fall 2006

  8. R-code m<-decompose(co2) plot(m)

  9. Trend Estimation by filtering

  10. Estimated signal

  11. Differencing

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