Trend and Seasonality

rm(list=ls())

setwd("//Users//yangzou//Desktop//R_Study//BrockwellDavis")

strikes = scan(file = "STRIKES.DAT")
strikes = ts(data = strikes, start = 1951, frequency = 1)
plot(strikes)
points(strikes, pch = 16)

# exponential smoothing by arima
exsmooth = arima(strikes, order = c(0, 1, 1))
exsmooth

strikes.ex = strikes - exsmooth$residuals
plot(strikes.ex, ylab = "STRICK")
points(strikes, pch = 16)

exsmooth = arima(strikes, order = c(0, 1, 1), fixed = -0.6,
                 include.mean = FALSE)
exsmooth

strikes.ex = strikes - exsmooth$residuals
plot(strikes.ex, ylab = "STRICK")
points(strikes, pch = 16)

# Holt-Winters
deaths = scan(file = "DEATHS.DAT")
deaths = ts(data = deaths, start = c(1973, 1), frequency = 12)
plot(deaths)
points(deaths, pch = 16)

deaths.hw = HoltWinters(deaths, seasonal = "additive")
plot(deaths.hw)
deaths.hw$fitted

plot(deaths.hw$fitted[,3], ylab = "trend")
plot(deaths.hw$fitted[,4], ylab = "seosonality")
points(deaths.hw$fitted[,4], pch = 16)

deaths.hw = HoltWinters(deaths, seasonal = "additive",
                        alpha = 0.2, beta = 0.2, gamma = 0.2)
plot(deaths.hw)
deaths.hw$fitted

plot(deaths.hw$fitted[,3], ylab = "trend")
plot(deaths.hw$fitted[,4], ylab = "seosonality")
points(deaths.hw$fitted[,4], pch = 16)