Lung Disease

Describe

library(psych)
library(fpp2)

## Warning: package 'fpp2' was built under R version 3.5.3

## Loading required package: ggplot2

## Warning: package 'ggplot2' was built under R version 3.5.3

## 
## Attaching package: 'ggplot2'

## The following objects are masked from 'package:psych':
## 
##     %+%, alpha

## Loading required package: forecast

## Loading required package: fma

## Loading required package: expsmooth

describe(fdeaths)

##    vars  n   mean     sd median trimmed    mad min  max range skew
## X1    1 72 560.68 179.72    512  544.21 185.32 330 1141   811 0.78
##    kurtosis    se
## X1    -0.16 21.18

is.ts(fdeaths)

## [1] TRUE

plot(fdeaths, main="Monthly Deaths from Lung Diseases in the UK")

Decompose

a=decompose(fdeaths, type=c("additive"))
m=decompose(fdeaths, type=c("multiplicative"))
plot(a)

plot(m)

forecasta=a$seasonal[7:66]+a$trend[7:66]+a$random[7:66]
errora=a$x[7:66]-forecasta
forecastm=m$seasonal[7:66]*m$trend[7:66]*m$random[7:66]
errorb=m$x[7:66]-forecastm

mse=c(mean(errora^2), mean(errorb^2))
me=c(mean(errora),madb=mean(errorb))
names(mse)=c("A", "M")
names(me)=c("A", "M")
mse

##            A            M 
## 4.846761e-28 3.177321e-27

me

##             A             M 
## -2.842171e-15  8.526513e-15

Results

Additive has lower variance and bias, but both are good.