Objetivo

Realizar una función para obtener y graficar: tendencia, estacionalidad y componente aleatorio de una serie de tiempo.

Además realizar una función general que descomponga la serie de tiempo y grafique sus componentes

Funciones

Tendencia

Objetivo

Función que obtiene y grafica la tendencia de una serie de tiempo a través de medias móviles

Parámetros

st = Objeto de clase serie de tiempo 

mm = número de observaciones a promediar para el cálculo de medias moviles  

Código de la función

tendencia<-function(st,mm) {
  if(class(st)=="ts"){
    st<-as.numeric(st)
    ma<-SMA(st, mm)
    mm<-ma %>% na.omit()
    ma<-ma %>%  as.numeric()
    if(mm[1]<mm[length(mm)])
      
      {tendencia <-"La tendencia de la serie de tiempo es CRECIENTE." }
    
    else if(mm[1]>mm[length(mm)]) 
      
      {tendencia <- "La tendencia de la serie de tiempo es DECRECIENTE."}
    
    else
      
    { tendencia<-"La tendencias de la serie es constante"}
    
    
    t<-c(1:length(st))
    t1<-c(1:length(ma))
    
    tend<-ggplot()+
          geom_line(aes(x=t, y=ma), color="orange", size=1.3)+
          labs(x="Tiempo", y="Tendencia", title = "Tendencia de la serie con Medias Moviles", subtitle = tendencia)+
      theme_solarized_2()
      
    
    return(list(tend, ma))
    
    
  }else{
    stop('El primer parámetro no es de clase Time-Series')
  }
  
}

Ejemplos

Ejemplo 1

data("AirPassengers")
st<- AirPassengers
tendencia(st,12)
## [[1]]

## 
## [[2]]
##   [1]       NA       NA       NA       NA       NA       NA       NA
##   [8]       NA       NA       NA       NA 126.6667 126.9167 127.5833
##  [15] 128.3333 128.8333 129.1667 130.3333 132.1667 134.0000 135.8333
##  [22] 137.0000 137.8333 139.6667 142.1667 144.1667 147.2500 149.5833
##  [29] 153.5000 155.9167 158.3333 160.7500 162.9167 165.3333 168.0000
##  [36] 170.1667 172.3333 174.8333 176.0833 177.5833 178.5000 181.8333
##  [43] 184.4167 188.0000 190.0833 192.5000 194.6667 197.0000 199.0833
##  [50] 200.4167 204.0000 208.5000 212.3333 214.4167 217.2500 219.7500
##  [57] 222.0833 223.7500 224.4167 225.0000 225.6667 225.0000 224.9167
##  [64] 224.2500 224.6667 226.4167 229.5833 231.3333 233.1667 234.6667
##  [71] 236.5833 238.9167 242.0833 245.8333 248.5000 252.0000 255.0000
##  [78] 259.2500 264.4167 268.9167 273.3333 277.0833 279.9167 284.0000
##  [85] 287.5000 291.1667 295.3333 299.0000 303.0000 307.9167 312.0000
##  [92] 316.8333 320.4167 323.0833 325.9167 328.2500 330.8333 332.8333
##  [99] 336.0833 339.0000 342.0833 346.0833 350.4167 355.5833 359.6667
## [106] 363.0833 365.9167 368.4167 370.5000 371.9167 372.4167 372.4167
## [113] 373.0833 374.1667 376.3333 379.5000 379.5000 380.5000 380.9167
## [120] 381.0000 382.6667 384.6667 388.3333 392.3333 397.0833 400.1667
## [127] 404.9167 409.4167 414.3333 418.3333 422.6667 428.3333 433.0833
## [134] 437.1667 438.2500 443.6667 448.0000 453.2500 459.4167 463.3333
## [141] 467.0833 471.5833 473.9167 476.1667

Ejemplo 2

ser1<-c(as.numeric(fecha[100], "%y"),as.numeric(fecha[100], "%m"))

st1<-ts(series[924,-c(1:7)] %>% t() %>% na.omit(),frequency = 12, start=ser1[1])

tendencia(st1,6)
## [[1]]

## 
## [[2]]
##   [1]        NA        NA        NA        NA        NA  944.6667  946.3333
##   [8]  948.3333  950.0000  951.6667  953.3333  955.1667  956.6667  958.1667
##  [15]  960.1667  961.8333  963.5000  964.6667  966.3333  968.0000  969.3333
##  [22]  971.5000  973.3333  975.1667  976.8333  976.8333  976.8333  976.8333
##  [29]  976.8333  977.5000  977.8333  978.5000  979.5000  980.0000  981.1667
##  [36]  982.3333  984.0000  986.5000  989.0000  992.0000  994.5000  996.5000
##  [43]  998.6667 1000.1667 1001.3333 1002.3333 1003.3333 1004.6667 1005.8333
##  [50] 1007.6667 1009.5000 1011.6667 1013.6667 1015.6667 1017.1667 1020.3333
##  [57] 1022.0000 1023.0000 1024.1667 1025.5000 1026.8333 1026.5000 1027.1667
##  [64] 1027.6667 1028.5000 1029.0000 1029.6667 1030.0000 1030.8333 1032.3333
##  [71] 1033.5000 1033.6667 1033.5000 1033.5000 1033.6667 1033.1667 1032.6667
##  [78] 1033.5000 1035.0000 1037.1667 1039.0000 1040.8333 1042.5000 1043.8333
##  [85] 1045.5000 1047.3333 1049.5000 1052.3333 1055.6667 1058.5000 1061.0000
##  [92] 1063.0000 1065.0000 1066.6667 1067.6667 1070.5000 1074.0000 1076.8333
##  [99] 1080.0000 1084.0000 1087.8333 1090.3333 1092.0000 1094.1667 1096.0000
## [106] 1097.6667 1099.6667 1102.5000 1104.6667 1105.6667 1105.8333 1105.3333
## [113] 1104.1667 1102.1667 1101.5000 1099.3333 1098.5000 1096.8333 1095.5000
## [120] 1093.8333

Ejemplo 3

ser1<-c(as.numeric(fecha[100], "%y"),as.numeric(fecha[100], "%m"))

st1<-ts(series[1000,-c(1:7)] %>% t() %>% na.omit(),frequency = 12, start=ser1[1])

tendencia(st1,12)
## [[1]]

## 
## [[2]]
##   [1]       NA       NA       NA       NA       NA       NA       NA
##   [8]       NA       NA       NA       NA 55.91167 55.87000 55.82000
##  [15] 55.79917 55.70500 55.63083 55.45500 55.27083 55.14250 55.02417
##  [22] 54.89083 54.81417 54.69833 54.61083 54.53000 54.46000 54.48000
##  [29] 54.52250 54.62667 54.72583 54.86917 54.98000 55.13333 55.21917
##  [36] 55.29750 55.40833 55.51250 55.67500 55.73167 55.80417 55.80167
##  [43] 55.84417 55.81333 55.77750 55.74750 55.71167 55.74750 55.76417
##  [50] 55.77833 55.69333 55.64833 55.60167 55.60000 55.53750 55.47417
##  [57] 55.48917 55.45083 55.47417 55.46167 55.48333 55.51750 55.59500
##  [64] 55.63000 55.61167 55.62500 55.65333 55.67667 55.62500 55.60250
##  [71] 55.52167 55.36833 55.18667 55.04083 54.85833 54.71833 54.59000
##  [78] 54.42083 54.24667 54.10667 54.01833 53.92917 53.85750 53.82500
##  [85] 53.83750 53.80083 53.81667 53.87250 53.95750 54.06250 54.23167
##  [92] 54.40667 54.56000 54.71833 54.89000 55.11083 55.29000 55.45250
##  [99] 55.59083 55.70417 55.82500 55.93167 55.98167 56.02333 56.06083
## [106] 56.08750 56.08083 56.05167 55.99583 56.00250 56.02750 56.00917
## [113] 55.97000 55.94667 55.94750 55.89250 55.84250 55.79333 55.73000
## [120] 55.67667 55.59333 55.44167 55.26750 55.11333 54.98083 54.82417
## [127] 54.64667 54.53083 54.41417 54.32333 54.25833 54.17833

Estacionalidad

Objetivo

Función que obtiene y grafica la estacionalidad de una serie de tiempo

Parámetros

ST Objeto de clase serie de tiempo 

tipoST = Tipo de la serie de tiempo, puede ser "multiplicativa" o "aditiva "

mm =  número de observaciones a promediar para el cálculo de medias moviles

Código de la función

estacionalidad<- function(st, tipoST, mm){
  if(class(st)=="ts"){
    if(tipoST=="aditiva"){
      tendencia1<-tendencia(st,mm)
      st<-st %>%  as.numeric()
      sin_tend<-st-tendencia1[[2]]
      aux<-matrix(data = sin_tend, nrow = 4) %>%  t()
      estacional<-colMeans(aux, na.rm=T)
      estacional<-rep_len(estacional, length.out = length(st))
      
      df<-data.frame(Tiempo=c(1:length(st)), Serie_T=st, Tendencia=tendencia1[[2]], Estacionalidad=estacional)
      estacionalidad1<-ggplot(df)+
                      geom_line(aes(x=Tiempo, y=Estacionalidad), color="red", size=1.5)+
                      geom_point(aes(x=Tiempo, y=Estacionalidad), color="black")+
        labs(x="Tiempo", y="Estacionalidad", title = "Estacionalidad de la Serie de Tiempo")+
        theme_solarized_2()
      
      return(list(estacionalidad1, df$Estacionalidad)) 
      
    }else if(tipoST=="multiplicativa"){
      tendencia1<-tendencia(st,mm)
      st<-st %>%  as.numeric()
      sin_tend<-st/tendencia1[[2]]
      aux<-matrix(data = sin_tend, nrow = 4) %>%  t()
      estacional<-colMeans(aux, na.rm=T)
      estacional<-rep_len(estacional, length.out = length(st))
      
      df<-data.frame(Tiempo=c(1:length(st)), Serie_T=st, Tendencia=tendencia1[[2]], Estacionalidad=estacional)
      estacionalidad1<-ggplot(df)+geom_line(aes(x=Tiempo, y=Estacionalidad), color="#FF6600", size=1.5)+
        geom_point(aes(x=Tiempo, y=Estacionalidad), color="black")+
        labs(x="Tiempo", y="Estacionalidad", title = "Estacionalidad de la Serie de Tiempo")+
        theme_solarized_2()
        
     
       return(list(estacionalidad1, df$Estacionalidad))
    }else {stop('Parametro incorrecto')}
  }else{stop('El objeto no es de clase serie de tiempo')}
  
}

Ejemplos

Ejemplo 1

data("AirPassengers")
st<- AirPassengers
estacionalidad(st,"aditiva", 12)
## [[1]]

## 
## [[2]]
##   [1] 10.161616  6.507576 18.439394 23.671569 10.161616  6.507576 18.439394
##   [8] 23.671569 10.161616  6.507576 18.439394 23.671569 10.161616  6.507576
##  [15] 18.439394 23.671569 10.161616  6.507576 18.439394 23.671569 10.161616
##  [22]  6.507576 18.439394 23.671569 10.161616  6.507576 18.439394 23.671569
##  [29] 10.161616  6.507576 18.439394 23.671569 10.161616  6.507576 18.439394
##  [36] 23.671569 10.161616  6.507576 18.439394 23.671569 10.161616  6.507576
##  [43] 18.439394 23.671569 10.161616  6.507576 18.439394 23.671569 10.161616
##  [50]  6.507576 18.439394 23.671569 10.161616  6.507576 18.439394 23.671569
##  [57] 10.161616  6.507576 18.439394 23.671569 10.161616  6.507576 18.439394
##  [64] 23.671569 10.161616  6.507576 18.439394 23.671569 10.161616  6.507576
##  [71] 18.439394 23.671569 10.161616  6.507576 18.439394 23.671569 10.161616
##  [78]  6.507576 18.439394 23.671569 10.161616  6.507576 18.439394 23.671569
##  [85] 10.161616  6.507576 18.439394 23.671569 10.161616  6.507576 18.439394
##  [92] 23.671569 10.161616  6.507576 18.439394 23.671569 10.161616  6.507576
##  [99] 18.439394 23.671569 10.161616  6.507576 18.439394 23.671569 10.161616
## [106]  6.507576 18.439394 23.671569 10.161616  6.507576 18.439394 23.671569
## [113] 10.161616  6.507576 18.439394 23.671569 10.161616  6.507576 18.439394
## [120] 23.671569 10.161616  6.507576 18.439394 23.671569 10.161616  6.507576
## [127] 18.439394 23.671569 10.161616  6.507576 18.439394 23.671569 10.161616
## [134]  6.507576 18.439394 23.671569 10.161616  6.507576 18.439394 23.671569
## [141] 10.161616  6.507576 18.439394 23.671569

Ejemplo 2

ser1<-c(as.numeric(fecha[100], "%y"),as.numeric(fecha[100], "%m"))

st1<-ts(series[924,-c(1:7)] %>% t() %>% na.omit(),frequency = 12, start=ser1[1])

estacionalidad(st1,"multiplicativa", 6)
## [[1]]

## 
## [[2]]
##   [1] 1.003203 1.002916 1.003053 1.003332 1.003203 1.002916 1.003053
##   [8] 1.003332 1.003203 1.002916 1.003053 1.003332 1.003203 1.002916
##  [15] 1.003053 1.003332 1.003203 1.002916 1.003053 1.003332 1.003203
##  [22] 1.002916 1.003053 1.003332 1.003203 1.002916 1.003053 1.003332
##  [29] 1.003203 1.002916 1.003053 1.003332 1.003203 1.002916 1.003053
##  [36] 1.003332 1.003203 1.002916 1.003053 1.003332 1.003203 1.002916
##  [43] 1.003053 1.003332 1.003203 1.002916 1.003053 1.003332 1.003203
##  [50] 1.002916 1.003053 1.003332 1.003203 1.002916 1.003053 1.003332
##  [57] 1.003203 1.002916 1.003053 1.003332 1.003203 1.002916 1.003053
##  [64] 1.003332 1.003203 1.002916 1.003053 1.003332 1.003203 1.002916
##  [71] 1.003053 1.003332 1.003203 1.002916 1.003053 1.003332 1.003203
##  [78] 1.002916 1.003053 1.003332 1.003203 1.002916 1.003053 1.003332
##  [85] 1.003203 1.002916 1.003053 1.003332 1.003203 1.002916 1.003053
##  [92] 1.003332 1.003203 1.002916 1.003053 1.003332 1.003203 1.002916
##  [99] 1.003053 1.003332 1.003203 1.002916 1.003053 1.003332 1.003203
## [106] 1.002916 1.003053 1.003332 1.003203 1.002916 1.003053 1.003332
## [113] 1.003203 1.002916 1.003053 1.003332 1.003203 1.002916 1.003053
## [120] 1.003332

Ejemplo 3

series<-read_excel("MC1001.xls")
## New names:
## * `` -> ...158
## * `` -> ...159
## * `` -> ...160
## * `` -> ...161
## * `` -> ...162
## * ... and 3 more problems
fecha<-series$`Starting date`

ser1<-c(as.numeric(fecha[100], "%y"),as.numeric(fecha[100], "%m"))

st1<-ts(series[1000,-c(1:7)] %>% t() %>% na.omit(),frequency = 12, start=ser1[1])

estacionalidad(st1,"aditiva" , 12)
## [[1]]

## 
## [[2]]
##   [1] -0.08252778 -0.08558333 -0.07455556 -0.07212366 -0.08252778
##   [6] -0.08558333 -0.07455556 -0.07212366 -0.08252778 -0.08558333
##  [11] -0.07455556 -0.07212366 -0.08252778 -0.08558333 -0.07455556
##  [16] -0.07212366 -0.08252778 -0.08558333 -0.07455556 -0.07212366
##  [21] -0.08252778 -0.08558333 -0.07455556 -0.07212366 -0.08252778
##  [26] -0.08558333 -0.07455556 -0.07212366 -0.08252778 -0.08558333
##  [31] -0.07455556 -0.07212366 -0.08252778 -0.08558333 -0.07455556
##  [36] -0.07212366 -0.08252778 -0.08558333 -0.07455556 -0.07212366
##  [41] -0.08252778 -0.08558333 -0.07455556 -0.07212366 -0.08252778
##  [46] -0.08558333 -0.07455556 -0.07212366 -0.08252778 -0.08558333
##  [51] -0.07455556 -0.07212366 -0.08252778 -0.08558333 -0.07455556
##  [56] -0.07212366 -0.08252778 -0.08558333 -0.07455556 -0.07212366
##  [61] -0.08252778 -0.08558333 -0.07455556 -0.07212366 -0.08252778
##  [66] -0.08558333 -0.07455556 -0.07212366 -0.08252778 -0.08558333
##  [71] -0.07455556 -0.07212366 -0.08252778 -0.08558333 -0.07455556
##  [76] -0.07212366 -0.08252778 -0.08558333 -0.07455556 -0.07212366
##  [81] -0.08252778 -0.08558333 -0.07455556 -0.07212366 -0.08252778
##  [86] -0.08558333 -0.07455556 -0.07212366 -0.08252778 -0.08558333
##  [91] -0.07455556 -0.07212366 -0.08252778 -0.08558333 -0.07455556
##  [96] -0.07212366 -0.08252778 -0.08558333 -0.07455556 -0.07212366
## [101] -0.08252778 -0.08558333 -0.07455556 -0.07212366 -0.08252778
## [106] -0.08558333 -0.07455556 -0.07212366 -0.08252778 -0.08558333
## [111] -0.07455556 -0.07212366 -0.08252778 -0.08558333 -0.07455556
## [116] -0.07212366 -0.08252778 -0.08558333 -0.07455556 -0.07212366
## [121] -0.08252778 -0.08558333 -0.07455556 -0.07212366 -0.08252778
## [126] -0.08558333 -0.07455556 -0.07212366 -0.08252778 -0.08558333
## [131] -0.07455556 -0.07212366

Componente Aleatorio

Objetivo

Función que obtiene y grafica del componente aleatorio de una serie de tiempo

Parámetros

ST Objeto de clase serie de tiempo 

tipoST = Tipo de la serie de tiempo, puede ser "multiplicativa" o "aditiva "

mm =  número de observaciones a promediar para el cálculo de medias moviles

Código de la función

componente_aleatorio<-function(st, tipoST, mm){
  
  if(class(st)=="ts"){
    if(tipoST=="aditiva"){
      tendencia1<-tendencia(st,mm)
      estacionalidad1 <- estacionalidad(st, tipoST, mm)
      st<-st %>% as.numeric()
      c_a<-st-tendencia1[[2]]-estacionalidad1[[2]]
      df<-data.frame(Tiempo=c(1:length(st)), ComponenteA=c_a)
      
      aleatorio<-ggplot(df)+
                 geom_line(aes(x=Tiempo, y=c_a), color="#CC0066", size=1)+
                geom_point(aes(x=Tiempo, y=c_a), color="black")+
        labs(x="Tiempo", y="Componente Aleatorio", title = "Componente Aleatorio de la Serie de Tiempo")+
        theme_solarized_2()
      
      return(list(aleatorio,c_a))
    }else if(tipoST=="multiplicativa"){
      tendencia1<-tendencia(st,mm)
      estacionalidad1 <- estacionalidad(st, tipoST, mm)
      st<-st %>% as.numeric()
      c_a<-st/(tendencia1[[2]]*estacionalidad1[[2]])
      df<-data.frame(Tiempo=c(1:length(st)), ComponenteA=c_a)
      aleatorio<-ggplot(df)+
                  geom_line(aes(x=Tiempo, y=c_a), color="#006699",size=1)+
        geom_point(aes(x=Tiempo, y=c_a), color="black")+
        labs(x="Tiempo", y="Componente Aleatorio", title = "Componente Aleatorio de la Serie de Tiempo")+
        theme_solarized_2()
      return(list(aleatorio,c_a))
    }else(stop('Parámetro incorrecto'))
    
  } else{stop('El objeto no es de clase "TS')}
}

Ejemplos

Ejemplo 1

data("AirPassengers")
st<- AirPassengers
componente_aleatorio(st,"aditiva", 12)
## [[1]]

## 
## [[2]]
##   [1]            NA            NA            NA            NA            NA
##   [6]            NA            NA            NA            NA            NA
##  [11]            NA  -32.33823529  -22.07828283   -8.09090909   -5.77272727
##  [16]  -17.50490196  -14.32828283   12.15909091   19.39393939   12.32843137
##  [21]   12.00505051  -10.50757576  -42.27272727  -23.33823529   -7.32828283
##  [26]   -0.67424242   12.31060606  -10.25490196    8.33838384   15.57575758
##  [31]   22.22727273   14.57843137   10.92171717   -9.84090909  -40.43939394
##  [36]  -27.83823529  -11.49494949   -1.34090909   -1.52272727  -20.25490196
##  [41]   -5.66161616   29.65909091   27.14393939   30.32843137    8.75505051
##  [46]   -8.00757576  -41.10606061  -26.67156863  -13.24494949  -10.92424242
##  [51]   13.56060606    2.82843137    6.50505051   22.07575758   28.31060606
##  [56]   28.57843137    4.75505051  -19.25757576  -62.85606061  -47.67156863
##  [61]  -31.82828283  -43.50757576   -8.35606061  -20.92156863   -0.82828283
##  [66]   31.07575758   53.97727273   37.99509804   15.67171717  -12.17424242
##  [71]  -52.02272727  -33.58823529  -10.24494949  -19.34090909    0.06060606
##  [76]   -6.67156863    4.83838384   49.24242424   81.14393939   54.41176471
##  [81]   28.50505051   -9.59090909  -61.35606061  -29.67156863  -13.66161616
##  [86]  -20.67424242    3.22727273   -9.67156863    4.83838384   59.57575758
##  [91]   82.56060606   64.49509804   24.42171717  -23.59090909  -73.35606061
##  [96]  -45.92156863  -25.99494949  -38.34090909    1.47727273  -14.67156863
## [101]    2.75505051   69.40909091   96.14393939   87.74509804   34.17171717
## [106]  -22.59090909  -79.35606061  -56.08823529  -40.66161616  -60.42424242
## [111]  -28.85606061  -48.08823529  -20.24494949   54.32575758   96.22727273
## [116]  101.82843137   14.33838384  -28.00757576  -89.35606061  -67.67156863
## [121]  -32.82828283  -49.17424242   -0.77272727  -20.00490196   12.75505051
## [126]   65.32575758  124.64393939  125.91176471   38.50505051  -17.84090909
## [131]  -79.10606061  -47.00490196  -26.24494949  -52.67424242  -37.68939394
## [136]   -6.33823529   13.83838384   75.24242424  144.14393939  118.99509804
## [141]   30.75505051  -17.09090909 -102.35606061  -67.83823529

Ejemplo 2

ser1<-c(as.numeric(fecha[100], "%y"),as.numeric(fecha[100], "%m"))

st1<-ts(series[924,-c(1:7)] %>% t() %>% na.omit(),frequency = 12, start=ser1[1])

componente_aleatorio(st1,"multiplicativa", 6)
## [[1]]

## 
## [[2]]
##   [1]        NA        NA        NA        NA        NA 1.0006110 1.0008191
##   [8] 1.0036859 1.0020540 1.0005851 1.0007908 1.0006793 0.9992389 1.0031630
##  [15] 1.0040515 0.9999607 1.0004286 0.9984708 0.9997075 1.0028571 1.0026349
##  [22] 1.0037639 1.0017362 0.9985531 0.9990186 0.9942006 0.9950852 0.9978697
##  [29] 0.9979982 1.0006628 1.0001849 0.9961700 0.9983341 0.9981101 1.0008513
##  [36] 1.0024287 1.0038987 1.0036625 1.0040126 1.0037123 1.0023204 1.0005948
##  [43] 1.0022805 0.9985063 0.9984668 0.9997454 0.9996060 0.9999862 1.0019279
##  [50] 1.0023700 1.0014004 1.0029188 1.0010689 1.0013468 0.9997333 1.0080755
##  [57] 0.9987583 0.9980673 0.9977675 0.9991091 0.9979402 1.0004924 0.9977651
##  [64] 0.9960328 0.9982614 0.9990307 0.9992155 0.9986146 0.9989028 1.0006342
##  [71] 1.0003326 0.9950723 0.9943964 0.9956455 0.9972778 0.9965185 0.9980947
##  [78] 1.0004694 1.0017725 1.0042069 1.0025640 1.0001263 0.9983908 0.9977933
##  [85] 1.0010981 1.0053436 1.0050308 1.0048876 1.0046763 1.0003896 1.0007149
##  [92] 1.0013674 1.0014875 1.0011434 0.9991351 1.0045932 1.0079452 1.0046546
##  [99] 1.0052643 1.0067932 1.0015420 1.0004458 1.0006082 1.0001711 1.0004456
## [106] 1.0037541 1.0017915 1.0043635 1.0007179 0.9955897 0.9925989 0.9936737
## [113] 0.9912406 0.9942279 1.0001241 0.9891241 0.9945391 0.9926989 0.9919511
## [120] 0.9922753

Ejemplo 3

series<-read_excel("MC1001.xls")
## New names:
## * `` -> ...158
## * `` -> ...159
## * `` -> ...160
## * `` -> ...161
## * `` -> ...162
## * ... and 3 more problems
fecha<-series$`Starting date`

ser1<-c(as.numeric(fecha[100], "%y"),as.numeric(fecha[100], "%m"))

st1<-ts(series[1000,-c(1:7)] %>% t() %>% na.omit(),frequency = 12, start=ser1[1])

componente_aleatorio(st1,"aditiva" , 12)
## [[1]]

## 
## [[2]]
##   [1]          NA          NA          NA          NA          NA
##   [6]          NA          NA          NA          NA          NA
##  [11]          NA  0.15045699 -0.37747222 -0.33441667 -0.52461111
##  [16] -0.75287634 -0.89830556 -1.12941667 -0.98627778 -0.71037634
##  [21] -0.45163889 -0.66525000  0.06038889 -0.02620968 -0.16830556
##  [26] -0.01441667 -0.02544444  0.71212366  0.72002778  0.94891667
##  [31]  0.74872222  1.28295699  0.92252778  0.93225000  0.68538889
##  [36]  0.31462366  0.36419444  0.25308333  0.70955556  0.14045699
##  [41]  0.30836111 -0.25608333  0.14038889 -0.03120968 -0.30497222
##  [46] -0.04191667 -0.23711111  0.29462366  0.20836111  0.15725000
##  [51] -0.32877778 -0.31620968 -0.04913889 -0.07441667 -0.30294444
##  [56] -0.45204301  0.16336111 -0.20525000  0.28038889  0.43045699
##  [61]  0.74919444  0.82808333  0.69955556  0.12212366 -0.27913889
##  [66]  0.06058333 -0.07877778 -0.37454301 -0.59247222 -0.62691667
##  [71] -0.73711111 -1.31620968 -1.13413889 -0.44525000 -0.75377778
##  [76] -0.64620968 -0.79747222 -0.76525000 -0.76211111 -0.48454301
##  [81] -0.04580556 -0.02358333  0.06705556 -0.16287634  0.36502778
##  [86]  0.35475000  0.47788889  0.86962366  0.85502778  0.85308333
##  [91]  1.28288889  1.31545699  1.25252778  1.08725000  1.09455556
##  [96]  1.20129032  1.06252778  0.65308333  0.36372222  0.39795699
## [101]  0.43752778  0.26391667  0.13288889  0.19879032  0.20169444
## [106]  0.03808333 -0.17627778 -0.08954301 -0.31330556  0.18308333
## [111]  0.22705556 -0.12704301 -0.17747222 -0.03108333  0.17705556
## [116] -0.33037634 -0.17997222 -0.25775000 -0.58544444 -0.35454301
## [121] -0.91080556 -1.07608333 -1.10294444 -1.08120968 -0.77830556
## [126] -0.78858333 -0.65211111 -0.35870968 -0.15163889  0.12225000
## [131]  0.10622222  0.18379032

Descomposición

Objetivo

Función que descompone y grafica , la serie de tiempo original, la tendencia, estacionalidad y componente aleatorio de una serie de tiempo

Parámetros

ST Objeto de clase serie de tiempo 

tipoST = Tipo de la serie de tiempo, puede ser "multiplicativa" o "aditiva "

mm =  número de observaciones a promediar para el cálculo de medias moviles

Código de la función

descomponer_ST<-function (st, tipoST, mm){
  if(class(st)=="ts"){
    if(tipoST=="aditiva" | tipoST=="multiplicativa"){
      tendencia1<-tendencia(st,mm)
      estacionalidad1<-estacionalidad(st, tipoST,mm)
      componenteA1 <- componente_aleatorio(st, tipoST, mm)
      df<-data.frame(Tiempo=c(1:length(st)), Serie=as.numeric(st), Tendencia=tendencia1[[2]], Estacionalidad=estacionalidad1[[2]], Componente_Aleatorio=componenteA1[[2]])
      descompon<-ggplot(df)+
                  geom_line(aes(x=Tiempo, y=Serie), color="#FF9933", size=1.2)+
        geom_point(aes(x=Tiempo, y=Serie), color="#CC9966")+
        labs(x="Tiempo", y="Serie", title = "Serie de Tiempo")+
        theme_solarized_2()
      graficas<-grid.arrange(descompon, tendencia1[[1]], estacionalidad1[[1]], componenteA1[[1]], ncol=2)
      return(list(df, graficas))
    } else{stop('El parametro es incorrecto')}
  }else{stop('El objeto no es de clase TS')}
}

Ejemplos

Ejemplo 1

data("AirPassengers")
st<- AirPassengers
descomponer_ST(st,"aditiva", 12)

## [[1]]
##     Tiempo Serie Tendencia Estacionalidad Componente_Aleatorio
## 1        1   112        NA      10.161616                   NA
## 2        2   118        NA       6.507576                   NA
## 3        3   132        NA      18.439394                   NA
## 4        4   129        NA      23.671569                   NA
## 5        5   121        NA      10.161616                   NA
## 6        6   135        NA       6.507576                   NA
## 7        7   148        NA      18.439394                   NA
## 8        8   148        NA      23.671569                   NA
## 9        9   136        NA      10.161616                   NA
## 10      10   119        NA       6.507576                   NA
## 11      11   104        NA      18.439394                   NA
## 12      12   118  126.6667      23.671569         -32.33823529
## 13      13   115  126.9167      10.161616         -22.07828283
## 14      14   126  127.5833       6.507576          -8.09090909
## 15      15   141  128.3333      18.439394          -5.77272727
## 16      16   135  128.8333      23.671569         -17.50490196
## 17      17   125  129.1667      10.161616         -14.32828283
## 18      18   149  130.3333       6.507576          12.15909091
## 19      19   170  132.1667      18.439394          19.39393939
## 20      20   170  134.0000      23.671569          12.32843137
## 21      21   158  135.8333      10.161616          12.00505051
## 22      22   133  137.0000       6.507576         -10.50757576
## 23      23   114  137.8333      18.439394         -42.27272727
## 24      24   140  139.6667      23.671569         -23.33823529
## 25      25   145  142.1667      10.161616          -7.32828283
## 26      26   150  144.1667       6.507576          -0.67424242
## 27      27   178  147.2500      18.439394          12.31060606
## 28      28   163  149.5833      23.671569         -10.25490196
## 29      29   172  153.5000      10.161616           8.33838384
## 30      30   178  155.9167       6.507576          15.57575758
## 31      31   199  158.3333      18.439394          22.22727273
## 32      32   199  160.7500      23.671569          14.57843137
## 33      33   184  162.9167      10.161616          10.92171717
## 34      34   162  165.3333       6.507576          -9.84090909
## 35      35   146  168.0000      18.439394         -40.43939394
## 36      36   166  170.1667      23.671569         -27.83823529
## 37      37   171  172.3333      10.161616         -11.49494949
## 38      38   180  174.8333       6.507576          -1.34090909
## 39      39   193  176.0833      18.439394          -1.52272727
## 40      40   181  177.5833      23.671569         -20.25490196
## 41      41   183  178.5000      10.161616          -5.66161616
## 42      42   218  181.8333       6.507576          29.65909091
## 43      43   230  184.4167      18.439394          27.14393939
## 44      44   242  188.0000      23.671569          30.32843137
## 45      45   209  190.0833      10.161616           8.75505051
## 46      46   191  192.5000       6.507576          -8.00757576
## 47      47   172  194.6667      18.439394         -41.10606061
## 48      48   194  197.0000      23.671569         -26.67156863
## 49      49   196  199.0833      10.161616         -13.24494949
## 50      50   196  200.4167       6.507576         -10.92424242
## 51      51   236  204.0000      18.439394          13.56060606
## 52      52   235  208.5000      23.671569           2.82843137
## 53      53   229  212.3333      10.161616           6.50505051
## 54      54   243  214.4167       6.507576          22.07575758
## 55      55   264  217.2500      18.439394          28.31060606
## 56      56   272  219.7500      23.671569          28.57843137
## 57      57   237  222.0833      10.161616           4.75505051
## 58      58   211  223.7500       6.507576         -19.25757576
## 59      59   180  224.4167      18.439394         -62.85606061
## 60      60   201  225.0000      23.671569         -47.67156863
## 61      61   204  225.6667      10.161616         -31.82828283
## 62      62   188  225.0000       6.507576         -43.50757576
## 63      63   235  224.9167      18.439394          -8.35606061
## 64      64   227  224.2500      23.671569         -20.92156863
## 65      65   234  224.6667      10.161616          -0.82828283
## 66      66   264  226.4167       6.507576          31.07575758
## 67      67   302  229.5833      18.439394          53.97727273
## 68      68   293  231.3333      23.671569          37.99509804
## 69      69   259  233.1667      10.161616          15.67171717
## 70      70   229  234.6667       6.507576         -12.17424242
## 71      71   203  236.5833      18.439394         -52.02272727
## 72      72   229  238.9167      23.671569         -33.58823529
## 73      73   242  242.0833      10.161616         -10.24494949
## 74      74   233  245.8333       6.507576         -19.34090909
## 75      75   267  248.5000      18.439394           0.06060606
## 76      76   269  252.0000      23.671569          -6.67156863
## 77      77   270  255.0000      10.161616           4.83838384
## 78      78   315  259.2500       6.507576          49.24242424
## 79      79   364  264.4167      18.439394          81.14393939
## 80      80   347  268.9167      23.671569          54.41176471
## 81      81   312  273.3333      10.161616          28.50505051
## 82      82   274  277.0833       6.507576          -9.59090909
## 83      83   237  279.9167      18.439394         -61.35606061
## 84      84   278  284.0000      23.671569         -29.67156863
## 85      85   284  287.5000      10.161616         -13.66161616
## 86      86   277  291.1667       6.507576         -20.67424242
## 87      87   317  295.3333      18.439394           3.22727273
## 88      88   313  299.0000      23.671569          -9.67156863
## 89      89   318  303.0000      10.161616           4.83838384
## 90      90   374  307.9167       6.507576          59.57575758
## 91      91   413  312.0000      18.439394          82.56060606
## 92      92   405  316.8333      23.671569          64.49509804
## 93      93   355  320.4167      10.161616          24.42171717
## 94      94   306  323.0833       6.507576         -23.59090909
## 95      95   271  325.9167      18.439394         -73.35606061
## 96      96   306  328.2500      23.671569         -45.92156863
## 97      97   315  330.8333      10.161616         -25.99494949
## 98      98   301  332.8333       6.507576         -38.34090909
## 99      99   356  336.0833      18.439394           1.47727273
## 100    100   348  339.0000      23.671569         -14.67156863
## 101    101   355  342.0833      10.161616           2.75505051
## 102    102   422  346.0833       6.507576          69.40909091
## 103    103   465  350.4167      18.439394          96.14393939
## 104    104   467  355.5833      23.671569          87.74509804
## 105    105   404  359.6667      10.161616          34.17171717
## 106    106   347  363.0833       6.507576         -22.59090909
## 107    107   305  365.9167      18.439394         -79.35606061
## 108    108   336  368.4167      23.671569         -56.08823529
## 109    109   340  370.5000      10.161616         -40.66161616
## 110    110   318  371.9167       6.507576         -60.42424242
## 111    111   362  372.4167      18.439394         -28.85606061
## 112    112   348  372.4167      23.671569         -48.08823529
## 113    113   363  373.0833      10.161616         -20.24494949
## 114    114   435  374.1667       6.507576          54.32575758
## 115    115   491  376.3333      18.439394          96.22727273
## 116    116   505  379.5000      23.671569         101.82843137
## 117    117   404  379.5000      10.161616          14.33838384
## 118    118   359  380.5000       6.507576         -28.00757576
## 119    119   310  380.9167      18.439394         -89.35606061
## 120    120   337  381.0000      23.671569         -67.67156863
## 121    121   360  382.6667      10.161616         -32.82828283
## 122    122   342  384.6667       6.507576         -49.17424242
## 123    123   406  388.3333      18.439394          -0.77272727
## 124    124   396  392.3333      23.671569         -20.00490196
## 125    125   420  397.0833      10.161616          12.75505051
## 126    126   472  400.1667       6.507576          65.32575758
## 127    127   548  404.9167      18.439394         124.64393939
## 128    128   559  409.4167      23.671569         125.91176471
## 129    129   463  414.3333      10.161616          38.50505051
## 130    130   407  418.3333       6.507576         -17.84090909
## 131    131   362  422.6667      18.439394         -79.10606061
## 132    132   405  428.3333      23.671569         -47.00490196
## 133    133   417  433.0833      10.161616         -26.24494949
## 134    134   391  437.1667       6.507576         -52.67424242
## 135    135   419  438.2500      18.439394         -37.68939394
## 136    136   461  443.6667      23.671569          -6.33823529
## 137    137   472  448.0000      10.161616          13.83838384
## 138    138   535  453.2500       6.507576          75.24242424
## 139    139   622  459.4167      18.439394         144.14393939
## 140    140   606  463.3333      23.671569         118.99509804
## 141    141   508  467.0833      10.161616          30.75505051
## 142    142   461  471.5833       6.507576         -17.09090909
## 143    143   390  473.9167      18.439394        -102.35606061
## 144    144   432  476.1667      23.671569         -67.83823529
## 
## [[2]]
## TableGrob (2 x 2) "arrange": 4 grobs
##   z     cells    name           grob
## 1 1 (1-1,1-1) arrange gtable[layout]
## 2 2 (1-1,2-2) arrange gtable[layout]
## 3 3 (2-2,1-1) arrange gtable[layout]
## 4 4 (2-2,2-2) arrange gtable[layout]

Ejemplo 2

ser1<-c(as.numeric(fecha[100], "%y"),as.numeric(fecha[100], "%m"))

st1<-ts(series[924,-c(1:7)] %>% t() %>% na.omit(),frequency = 12, start=ser1[1])

descomponer_ST(st1,"multiplicativa", 6)

## [[1]]
##     Tiempo Serie Tendencia Estacionalidad Componente_Aleatorio
## 1        1   940        NA       1.003203                   NA
## 2        2   943        NA       1.002916                   NA
## 3        3   945        NA       1.003053                   NA
## 4        4   945        NA       1.003332                   NA
## 5        5   947        NA       1.003203                   NA
## 6        6   948  944.6667       1.002916            1.0006110
## 7        7   950  946.3333       1.003053            1.0008191
## 8        8   955  948.3333       1.003332            1.0036859
## 9        9   955  950.0000       1.003203            1.0020540
## 10      10   955  951.6667       1.002916            1.0005851
## 11      11   957  953.3333       1.003053            1.0007908
## 12      12   959  955.1667       1.003332            1.0006793
## 13      13   959  956.6667       1.003203            0.9992389
## 14      14   964  958.1667       1.002916            1.0031630
## 15      15   967  960.1667       1.003053            1.0040515
## 16      16   965  961.8333       1.003332            0.9999607
## 17      17   967  963.5000       1.003203            1.0004286
## 18      18   966  964.6667       1.002916            0.9984708
## 19      19   969  966.3333       1.003053            0.9997075
## 20      20   974  968.0000       1.003332            1.0028571
## 21      21   975  969.3333       1.003203            1.0026349
## 22      22   978  971.5000       1.002916            1.0037639
## 23      23   978  973.3333       1.003053            1.0017362
## 24      24   977  975.1667       1.003332            0.9985531
## 25      25   979  976.8333       1.003203            0.9990186
## 26      26   974  976.8333       1.002916            0.9942006
## 27      27   975  976.8333       1.003053            0.9950852
## 28      28   978  976.8333       1.003332            0.9978697
## 29      29   978  976.8333       1.003203            0.9979982
## 30      30   981  977.5000       1.002916            1.0006628
## 31      31   981  977.8333       1.003053            1.0001849
## 32      32   978  978.5000       1.003332            0.9961700
## 33      33   981  979.5000       1.003203            0.9983341
## 34      34   981  980.0000       1.002916            0.9981101
## 35      35   985  981.1667       1.003053            1.0008513
## 36      36   988  982.3333       1.003332            1.0024287
## 37      37   991  984.0000       1.003203            1.0038987
## 38      38   993  986.5000       1.002916            1.0036625
## 39      39   996  989.0000       1.003053            1.0040126
## 40      40   999  992.0000       1.003332            1.0037123
## 41      41  1000  994.5000       1.003203            1.0023204
## 42      42  1000  996.5000       1.002916            1.0005948
## 43      43  1004  998.6667       1.003053            1.0022805
## 44      44  1002 1000.1667       1.003332            0.9985063
## 45      45  1003 1001.3333       1.003203            0.9984668
## 46      46  1005 1002.3333       1.002916            0.9997454
## 47      47  1006 1003.3333       1.003053            0.9996060
## 48      48  1008 1004.6667       1.003332            0.9999862
## 49      49  1011 1005.8333       1.003203            1.0019279
## 50      50  1013 1007.6667       1.002916            1.0023700
## 51      51  1014 1009.5000       1.003053            1.0014004
## 52      52  1018 1011.6667       1.003332            1.0029188
## 53      53  1018 1013.6667       1.003203            1.0010689
## 54      54  1020 1015.6667       1.002916            1.0013468
## 55      55  1020 1017.1667       1.003053            0.9997333
## 56      56  1032 1020.3333       1.003332            1.0080755
## 57      57  1024 1022.0000       1.003203            0.9987583
## 58      58  1024 1023.0000       1.002916            0.9980673
## 59      59  1025 1024.1667       1.003053            0.9977675
## 60      60  1028 1025.5000       1.003332            0.9991091
## 61      61  1028 1026.8333       1.003203            0.9979402
## 62      62  1030 1026.5000       1.002916            1.0004924
## 63      63  1028 1027.1667       1.003053            0.9977651
## 64      64  1027 1027.6667       1.003332            0.9960328
## 65      65  1030 1028.5000       1.003203            0.9982614
## 66      66  1031 1029.0000       1.002916            0.9990307
## 67      67  1032 1029.6667       1.003053            0.9992155
## 68      68  1032 1030.0000       1.003332            0.9986146
## 69      69  1033 1030.8333       1.003203            0.9989028
## 70      70  1036 1032.3333       1.002916            1.0006342
## 71      71  1037 1033.5000       1.003053            1.0003326
## 72      72  1032 1033.6667       1.003332            0.9950723
## 73      73  1031 1033.5000       1.003203            0.9943964
## 74      74  1032 1033.5000       1.002916            0.9956455
## 75      75  1034 1033.6667       1.003053            0.9972778
## 76      76  1033 1033.1667       1.003332            0.9965185
## 77      77  1034 1032.6667       1.003203            0.9980947
## 78      78  1037 1033.5000       1.002916            1.0004694
## 79      79  1040 1035.0000       1.003053            1.0017725
## 80      80  1045 1037.1667       1.003332            1.0042069
## 81      81  1045 1039.0000       1.003203            1.0025640
## 82      82  1044 1040.8333       1.002916            1.0001263
## 83      83  1044 1042.5000       1.003053            0.9983908
## 84      84  1045 1043.8333       1.003332            0.9977933
## 85      85  1050 1045.5000       1.003203            1.0010981
## 86      86  1056 1047.3333       1.002916            1.0053436
## 87      87  1058 1049.5000       1.003053            1.0050308
## 88      88  1061 1052.3333       1.003332            1.0048876
## 89      89  1064 1055.6667       1.003203            1.0046763
## 90      90  1062 1058.5000       1.002916            1.0003896
## 91      91  1065 1061.0000       1.003053            1.0007149
## 92      92  1068 1063.0000       1.003332            1.0013674
## 93      93  1070 1065.0000       1.003203            1.0014875
## 94      94  1071 1066.6667       1.002916            1.0011434
## 95      95  1070 1067.6667       1.003053            0.9991351
## 96      96  1079 1070.5000       1.003332            1.0045932
## 97      97  1086 1074.0000       1.003203            1.0079452
## 98      98  1085 1076.8333       1.002916            1.0046546
## 99      99  1089 1080.0000       1.003053            1.0052643
## 100    100  1095 1084.0000       1.003332            1.0067932
## 101    101  1093 1087.8333       1.003203            1.0015420
## 102    102  1094 1090.3333       1.002916            1.0004458
## 103    103  1096 1092.0000       1.003053            1.0006082
## 104    104  1098 1094.1667       1.003332            1.0001711
## 105    105  1100 1096.0000       1.003203            1.0004456
## 106    106  1105 1097.6667       1.002916            1.0037541
## 107    107  1105 1099.6667       1.003053            1.0017915
## 108    108  1111 1102.5000       1.003332            1.0043635
## 109    109  1109 1104.6667       1.003203            1.0007179
## 110    110  1104 1105.6667       1.002916            0.9955897
## 111    111  1101 1105.8333       1.003053            0.9925989
## 112    112  1102 1105.3333       1.003332            0.9936737
## 113    113  1098 1104.1667       1.003203            0.9912406
## 114    114  1099 1102.1667       1.002916            0.9942279
## 115    115  1105 1101.5000       1.003053            1.0001241
## 116    116  1091 1099.3333       1.003332            0.9891241
## 117    117  1096 1098.5000       1.003203            0.9945391
## 118    118  1092 1096.8333       1.002916            0.9926989
## 119    119  1090 1095.5000       1.003053            0.9919511
## 120    120  1089 1093.8333       1.003332            0.9922753
## 
## [[2]]
## TableGrob (2 x 2) "arrange": 4 grobs
##   z     cells    name           grob
## 1 1 (1-1,1-1) arrange gtable[layout]
## 2 2 (1-1,2-2) arrange gtable[layout]
## 3 3 (2-2,1-1) arrange gtable[layout]
## 4 4 (2-2,2-2) arrange gtable[layout]

Ejemplo 3

ser1<-c(as.numeric(fecha[100], "%y"),as.numeric(fecha[100], "%m"))

st1<-ts(series[1000,-c(1:7)] %>% t() %>% na.omit(),frequency = 12, start=ser1[1])

descomponer_ST(st1,"aditiva" , 12)

## [[1]]
##     Tiempo Serie Tendencia Estacionalidad Componente_Aleatorio
## 1        1 55.91        NA    -0.08252778                   NA
## 2        2 56.00        NA    -0.08558333                   NA
## 3        3 55.45        NA    -0.07455556                   NA
## 4        4 56.01        NA    -0.07212366                   NA
## 5        5 55.54        NA    -0.08252778                   NA
## 6        6 56.35        NA    -0.08558333                   NA
## 7        7 56.42        NA    -0.07455556                   NA
## 8        8 55.90        NA    -0.07212366                   NA
## 9        9 55.91        NA    -0.08252778                   NA
## 10      10 55.74        NA    -0.08558333                   NA
## 11      11 55.72        NA    -0.07455556                   NA
## 12      12 55.99  55.91167    -0.07212366           0.15045699
## 13      13 55.41  55.87000    -0.08252778          -0.37747222
## 14      14 55.40  55.82000    -0.08558333          -0.33441667
## 15      15 55.20  55.79917    -0.07455556          -0.52461111
## 16      16 54.88  55.70500    -0.07212366          -0.75287634
## 17      17 54.65  55.63083    -0.08252778          -0.89830556
## 18      18 54.24  55.45500    -0.08558333          -1.12941667
## 19      19 54.21  55.27083    -0.07455556          -0.98627778
## 20      20 54.36  55.14250    -0.07212366          -0.71037634
## 21      21 54.49  55.02417    -0.08252778          -0.45163889
## 22      22 54.14  54.89083    -0.08558333          -0.66525000
## 23      23 54.80  54.81417    -0.07455556           0.06038889
## 24      24 54.60  54.69833    -0.07212366          -0.02620968
## 25      25 54.36  54.61083    -0.08252778          -0.16830556
## 26      26 54.43  54.53000    -0.08558333          -0.01441667
## 27      27 54.36  54.46000    -0.07455556          -0.02544444
## 28      28 55.12  54.48000    -0.07212366           0.71212366
## 29      29 55.16  54.52250    -0.08252778           0.72002778
## 30      30 55.49  54.62667    -0.08558333           0.94891667
## 31      31 55.40  54.72583    -0.07455556           0.74872222
## 32      32 56.08  54.86917    -0.07212366           1.28295699
## 33      33 55.82  54.98000    -0.08252778           0.92252778
## 34      34 55.98  55.13333    -0.08558333           0.93225000
## 35      35 55.83  55.21917    -0.07455556           0.68538889
## 36      36 55.54  55.29750    -0.07212366           0.31462366
## 37      37 55.69  55.40833    -0.08252778           0.36419444
## 38      38 55.68  55.51250    -0.08558333           0.25308333
## 39      39 56.31  55.67500    -0.07455556           0.70955556
## 40      40 55.80  55.73167    -0.07212366           0.14045699
## 41      41 56.03  55.80417    -0.08252778           0.30836111
## 42      42 55.46  55.80167    -0.08558333          -0.25608333
## 43      43 55.91  55.84417    -0.07455556           0.14038889
## 44      44 55.71  55.81333    -0.07212366          -0.03120968
## 45      45 55.39  55.77750    -0.08252778          -0.30497222
## 46      46 55.62  55.74750    -0.08558333          -0.04191667
## 47      47 55.40  55.71167    -0.07455556          -0.23711111
## 48      48 55.97  55.74750    -0.07212366           0.29462366
## 49      49 55.89  55.76417    -0.08252778           0.20836111
## 50      50 55.85  55.77833    -0.08558333           0.15725000
## 51      51 55.29  55.69333    -0.07455556          -0.32877778
## 52      52 55.26  55.64833    -0.07212366          -0.31620968
## 53      53 55.47  55.60167    -0.08252778          -0.04913889
## 54      54 55.44  55.60000    -0.08558333          -0.07441667
## 55      55 55.16  55.53750    -0.07455556          -0.30294444
## 56      56 54.95  55.47417    -0.07212366          -0.45204301
## 57      57 55.57  55.48917    -0.08252778           0.16336111
## 58      58 55.16  55.45083    -0.08558333          -0.20525000
## 59      59 55.68  55.47417    -0.07455556           0.28038889
## 60      60 55.82  55.46167    -0.07212366           0.43045699
## 61      61 56.15  55.48333    -0.08252778           0.74919444
## 62      62 56.26  55.51750    -0.08558333           0.82808333
## 63      63 56.22  55.59500    -0.07455556           0.69955556
## 64      64 55.68  55.63000    -0.07212366           0.12212366
## 65      65 55.25  55.61167    -0.08252778          -0.27913889
## 66      66 55.60  55.62500    -0.08558333           0.06058333
## 67      67 55.50  55.65333    -0.07455556          -0.07877778
## 68      68 55.23  55.67667    -0.07212366          -0.37454301
## 69      69 54.95  55.62500    -0.08252778          -0.59247222
## 70      70 54.89  55.60250    -0.08558333          -0.62691667
## 71      71 54.71  55.52167    -0.07455556          -0.73711111
## 72      72 53.98  55.36833    -0.07212366          -1.31620968
## 73      73 53.97  55.18667    -0.08252778          -1.13413889
## 74      74 54.51  55.04083    -0.08558333          -0.44525000
## 75      75 54.03  54.85833    -0.07455556          -0.75377778
## 76      76 54.00  54.71833    -0.07212366          -0.64620968
## 77      77 53.71  54.59000    -0.08252778          -0.79747222
## 78      78 53.57  54.42083    -0.08558333          -0.76525000
## 79      79 53.41  54.24667    -0.07455556          -0.76211111
## 80      80 53.55  54.10667    -0.07212366          -0.48454301
## 81      81 53.89  54.01833    -0.08252778          -0.04580556
## 82      82 53.82  53.92917    -0.08558333          -0.02358333
## 83      83 53.85  53.85750    -0.07455556           0.06705556
## 84      84 53.59  53.82500    -0.07212366          -0.16287634
## 85      85 54.12  53.83750    -0.08252778           0.36502778
## 86      86 54.07  53.80083    -0.08558333           0.35475000
## 87      87 54.22  53.81667    -0.07455556           0.47788889
## 88      88 54.67  53.87250    -0.07212366           0.86962366
## 89      89 54.73  53.95750    -0.08252778           0.85502778
## 90      90 54.83  54.06250    -0.08558333           0.85308333
## 91      91 55.44  54.23167    -0.07455556           1.28288889
## 92      92 55.65  54.40667    -0.07212366           1.31545699
## 93      93 55.73  54.56000    -0.08252778           1.25252778
## 94      94 55.72  54.71833    -0.08558333           1.08725000
## 95      95 55.91  54.89000    -0.07455556           1.09455556
## 96      96 56.24  55.11083    -0.07212366           1.20129032
## 97      97 56.27  55.29000    -0.08252778           1.06252778
## 98      98 56.02  55.45250    -0.08558333           0.65308333
## 99      99 55.88  55.59083    -0.07455556           0.36372222
## 100    100 56.03  55.70417    -0.07212366           0.39795699
## 101    101 56.18  55.82500    -0.08252778           0.43752778
## 102    102 56.11  55.93167    -0.08558333           0.26391667
## 103    103 56.04  55.98167    -0.07455556           0.13288889
## 104    104 56.15  56.02333    -0.07212366           0.19879032
## 105    105 56.18  56.06083    -0.08252778           0.20169444
## 106    106 56.04  56.08750    -0.08558333           0.03808333
## 107    107 55.83  56.08083    -0.07455556          -0.17627778
## 108    108 55.89  56.05167    -0.07212366          -0.08954301
## 109    109 55.60  55.99583    -0.08252778          -0.31330556
## 110    110 56.10  56.00250    -0.08558333           0.18308333
## 111    111 56.18  56.02750    -0.07455556           0.22705556
## 112    112 55.81  56.00917    -0.07212366          -0.12704301
## 113    113 55.71  55.97000    -0.08252778          -0.17747222
## 114    114 55.83  55.94667    -0.08558333          -0.03108333
## 115    115 56.05  55.94750    -0.07455556           0.17705556
## 116    116 55.49  55.89250    -0.07212366          -0.33037634
## 117    117 55.58  55.84250    -0.08252778          -0.17997222
## 118    118 55.45  55.79333    -0.08558333          -0.25775000
## 119    119 55.07  55.73000    -0.07455556          -0.58544444
## 120    120 55.25  55.67667    -0.07212366          -0.35454301
## 121    121 54.60  55.59333    -0.08252778          -0.91080556
## 122    122 54.28  55.44167    -0.08558333          -1.07608333
## 123    123 54.09  55.26750    -0.07455556          -1.10294444
## 124    124 53.96  55.11333    -0.07212366          -1.08120968
## 125    125 54.12  54.98083    -0.08252778          -0.77830556
## 126    126 53.95  54.82417    -0.08558333          -0.78858333
## 127    127 53.92  54.64667    -0.07455556          -0.65211111
## 128    128 54.10  54.53083    -0.07212366          -0.35870968
## 129    129 54.18  54.41417    -0.08252778          -0.15163889
## 130    130 54.36  54.32333    -0.08558333           0.12225000
## 131    131 54.29  54.25833    -0.07455556           0.10622222
## 132    132 54.29  54.17833    -0.07212366           0.18379032
## 
## [[2]]
## TableGrob (2 x 2) "arrange": 4 grobs
##   z     cells    name           grob
## 1 1 (1-1,1-1) arrange gtable[layout]
## 2 2 (1-1,2-2) arrange gtable[layout]
## 3 3 (2-2,1-1) arrange gtable[layout]
## 4 4 (2-2,2-2) arrange gtable[layout]