R broom augment.decomposed.ts 使用来自 decomposed.ts 对象的信息增强数据

Augment 接受模型对象和数据集，并添加有关数据集中每个观察值的信息。最常见的是，这包括 .fitted 列中的预测值、.resid 列中的残差以及 .se.fit 列中拟合值的标准误差。新列始终以 . 前缀开头，以避免覆盖原始数据集中的列。

用户可以通过 data 参数或 newdata 参数传递数据以进行增强。如果用户将数据传递给 data 参数，则它必须正是用于拟合模型对象的数据。将数据集传递给 newdata 以扩充模型拟合期间未使用的数据。这仍然要求至少存在用于拟合模型的所有预测变量列。如果用于拟合模型的原始结果变量未包含在 newdata 中，则输出中不会包含 .resid 列。

根据是否给出 data 或 newdata，增强的行为通常会有所不同。这是因为通常存在与训练观察(例如影响或相关)测量相关的信息，而这些信息对于新观察没有有意义的定义。

为了方便起见，许多增强方法提供默认的 data 参数，以便 augment(fit) 将返回增强的训练数据。在这些情况下，augment 尝试根据模型对象重建原始数据，并取得了不同程度的成功。

增强数据集始终以 tibble::tibble 形式返回，其行数与传递的数据集相同。这意味着传递的数据必须可强制转换为 tibble。如果预测变量将模型作为协变量矩阵的一部分输入，例如当模型公式使用 splines::ns() 、 stats::poly() 或 survival::Surv() 时，它会表示为矩阵列。

我们正在定义适合各种 na.action 参数的模型的行为，但目前不保证数据丢失时的行为。

用法

# S3 method for decomposed.ts
augment(x, ...)

参数

x

从 stats::decompose() 返回的 decomposed.ts 对象。

...

附加参数。不曾用过。仅需要匹配通用签名。注意：拼写错误的参数将被吸收到 ... 中，并被忽略。如果拼写错误的参数有默认值，则将使用默认值。例如，如果您传递 conf.lvel = 0.9 ，所有计算将使用 conf.level = 0.95 进行。这里有两个异常：

tidy() 方法在提供 exponentiate 参数时会发出警告(如果该参数将被忽略)。
augment() 方法在提供 newdata 参数时会发出警告(如果该参数将被忽略)。

值

tibble::tibble，原始时间序列中的每个观测值占一行：

.seasonal: 分解的季节性成分。
.trend: 分解的趋势分量。
.remainder: 余数，或分解的"random"分量。
.weight: 最终的稳健权重(仅限stl)。
.seasadj: 季节性调整(或"deseasonalised")系列。

也可以看看

augment() , stats::decompose()

其他分解整理器：augment.stl()

例子


# time series of temperatures in Nottingham, 1920-1939:
nottem
#>       Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec
#> 1920 40.6 40.8 44.4 46.7 54.1 58.5 57.7 56.4 54.3 50.5 42.9 39.8
#> 1921 44.2 39.8 45.1 47.0 54.1 58.7 66.3 59.9 57.0 54.2 39.7 42.8
#> 1922 37.5 38.7 39.5 42.1 55.7 57.8 56.8 54.3 54.3 47.1 41.8 41.7
#> 1923 41.8 40.1 42.9 45.8 49.2 52.7 64.2 59.6 54.4 49.2 36.3 37.6
#> 1924 39.3 37.5 38.3 45.5 53.2 57.7 60.8 58.2 56.4 49.8 44.4 43.6
#> 1925 40.0 40.5 40.8 45.1 53.8 59.4 63.5 61.0 53.0 50.0 38.1 36.3
#> 1926 39.2 43.4 43.4 48.9 50.6 56.8 62.5 62.0 57.5 46.7 41.6 39.8
#> 1927 39.4 38.5 45.3 47.1 51.7 55.0 60.4 60.5 54.7 50.3 42.3 35.2
#> 1928 40.8 41.1 42.8 47.3 50.9 56.4 62.2 60.5 55.4 50.2 43.0 37.3
#> 1929 34.8 31.3 41.0 43.9 53.1 56.9 62.5 60.3 59.8 49.2 42.9 41.9
#> 1930 41.6 37.1 41.2 46.9 51.2 60.4 60.1 61.6 57.0 50.9 43.0 38.8
#> 1931 37.1 38.4 38.4 46.5 53.5 58.4 60.6 58.2 53.8 46.6 45.5 40.6
#> 1932 42.4 38.4 40.3 44.6 50.9 57.0 62.1 63.5 56.3 47.3 43.6 41.8
#> 1933 36.2 39.3 44.5 48.7 54.2 60.8 65.5 64.9 60.1 50.2 42.1 35.8
#> 1934 39.4 38.2 40.4 46.9 53.4 59.6 66.5 60.4 59.2 51.2 42.8 45.8
#> 1935 40.0 42.6 43.5 47.1 50.0 60.5 64.6 64.0 56.8 48.6 44.2 36.4
#> 1936 37.3 35.0 44.0 43.9 52.7 58.6 60.0 61.1 58.1 49.6 41.6 41.3
#> 1937 40.8 41.0 38.4 47.4 54.1 58.6 61.4 61.8 56.3 50.9 41.4 37.1
#> 1938 42.1 41.2 47.3 46.6 52.4 59.0 59.6 60.4 57.0 50.7 47.8 39.2
#> 1939 39.4 40.9 42.4 47.8 52.4 58.0 60.7 61.8 58.2 46.7 46.6 37.8

# perform seasonal decomposition on the data with both decompose
# and stl:
d1 <- decompose(nottem)
d2 <- stl(nottem, s.window = "periodic", robust = TRUE)

# compare the original series to its decompositions.

cbind(
  tidy(nottem), augment(d1),
  augment(d2)
)
#>        index value  .seasonal   .trend   .remainder .seasadj  .seasonal
#> 1   1920.000  40.6 -9.3393640       NA           NA 49.93936 -9.3419811
#> 2   1920.083  40.8 -9.8998904       NA           NA 50.69989 -9.5256227
#> 3   1920.167  44.4 -6.9466009       NA           NA 51.34660 -7.0008077
#> 4   1920.250  46.7 -2.7573465       NA           NA 49.45735 -2.8175429
#> 5   1920.333  54.1  3.4533991       NA           NA 50.64660  3.3639836
#> 6   1920.417  58.5  8.9865132       NA           NA 49.51349  9.0952310
#> 7   1920.500  57.7 12.9672149 49.04167 -4.308881579 44.73279 12.8624908
#> 8   1920.583  56.4 11.4591009 49.15000 -4.209100877 44.94090 11.7116742
#> 9   1920.667  54.3  7.4001096 49.13750 -2.237609649 46.89989  7.4288506
#> 10  1920.750  50.5  0.6547149 49.17917  0.666118421 49.84529  0.3474728
#> 11  1920.833  42.9 -6.6176535 49.19167  0.325986842 49.51765 -6.5449727
#> 12  1920.917  39.8 -9.3601974 49.20000 -0.039802632 49.16020 -9.5787757
#> 13  1921.000  44.2 -9.3393640 49.56667  3.972697368 53.53936 -9.3419811
#> 14  1921.083  39.8 -9.8998904 50.07083 -0.370942982 49.69989 -9.5256227
#> 15  1921.167  45.1 -6.9466009 50.32917  1.717434211 52.04660 -7.0008077
#> 16  1921.250  47.0 -2.7573465 50.59583 -0.838486842 49.75735 -2.8175429
#> 17  1921.333  54.1  3.4533991 50.61667  0.029934211 50.64660  3.3639836
#> 18  1921.417  58.7  8.9865132 50.60833 -0.894846491 49.71349  9.0952310
#> 19  1921.500  66.3 12.9672149 50.45417  2.878618421 53.33279 12.8624908
#> 20  1921.583  59.9 11.4591009 50.12917 -1.688267544 48.44090 11.7116742
#> 21  1921.667  57.0  7.4001096 49.85000 -0.250109649 49.59989  7.4288506
#> 22  1921.750  54.2  0.6547149 49.41250  4.132785088 53.54529  0.3474728
#> 23  1921.833  39.7 -6.6176535 49.27500 -2.957346491 46.31765 -6.5449727
#> 24  1921.917  42.8 -9.3601974 49.30417  2.856030702 52.16020 -9.5787757
#> 25  1922.000  37.5 -9.3393640 48.87083 -2.031469298 46.83936 -9.3419811
#> 26  1922.083  38.7 -9.8998904 48.24167  0.358223684 48.59989 -9.5256227
#> 27  1922.167  39.5 -6.9466009 47.89583 -1.449232456 46.44660 -7.0008077
#> 28  1922.250  42.1 -2.7573465 47.48750 -2.630153509 44.85735 -2.8175429
#> 29  1922.333  55.7  3.4533991 47.27917  4.967434211 52.24660  3.3639836
#> 30  1922.417  57.8  8.9865132 47.32083  1.492653509 48.81349  9.0952310
#> 31  1922.500  56.8 12.9672149 47.45417 -3.621381579 43.83279 12.8624908
#> 32  1922.583  54.3 11.4591009 47.69167 -4.850767544 42.84090 11.7116742
#> 33  1922.667  54.3  7.4001096 47.89167 -0.991776316 46.89989  7.4288506
#> 34  1922.750  47.1  0.6547149 48.18750 -1.742214912 46.44529  0.3474728
#> 35  1922.833  41.8 -6.6176535 48.07083  0.346820175 48.41765 -6.5449727
#> 36  1922.917  41.7 -9.3601974 47.58750  3.472697368 51.06020 -9.5787757
#> 37  1923.000  41.8 -9.3393640 47.68333  3.456030702 51.13936 -9.3419811
#> 38  1923.083  40.1 -9.8998904 48.21250  1.787390351 49.99989 -9.5256227
#> 39  1923.167  42.9 -6.9466009 48.43750  1.409100877 49.84660 -7.0008077
#> 40  1923.250  45.8 -2.7573465 48.52917  0.028179825 48.55735 -2.8175429
#> 41  1923.333  49.2  3.4533991 48.38750 -2.640899123 45.74660  3.3639836
#> 42  1923.417  52.7  8.9865132 47.98750 -4.274013158 43.71349  9.0952310
#> 43  1923.500  64.2 12.9672149 47.71250  3.520285088 51.23279 12.8624908
#> 44  1923.583  59.6 11.4591009 47.50000  0.640899123 48.14090 11.7116742
#> 45  1923.667  54.4  7.4001096 47.20000 -0.200109649 46.99989  7.4288506
#> 46  1923.750  49.2  0.6547149 46.99583  1.549451754 48.54529  0.3474728
#> 47  1923.833  36.3 -6.6176535 47.15000 -4.232346491 42.91765 -6.5449727
#> 48  1923.917  37.6 -9.3601974 47.52500 -0.564802632 46.96020 -9.5787757
#> 49  1924.000  39.3 -9.3393640 47.59167  1.047697368 48.63936 -9.3419811
#> 50  1924.083  37.5 -9.8998904 47.39167  0.008223684 47.39989 -9.5256227
#> 51  1924.167  38.3 -6.9466009 47.41667 -2.170065789 45.24660 -7.0008077
#> 52  1924.250  45.5 -2.7573465 47.52500  0.732346491 48.25735 -2.8175429
#> 53  1924.333  53.2  3.4533991 47.88750  1.859100877 49.74660  3.3639836
#> 54  1924.417  57.7  8.9865132 48.47500  0.238486842 48.71349  9.0952310
#> 55  1924.500  60.8 12.9672149 48.75417 -0.921381579 47.83279 12.8624908
#> 56  1924.583  58.2 11.4591009 48.90833 -2.167434211 46.74090 11.7116742
#> 57  1924.667  56.4  7.4001096 49.13750 -0.137609649 48.99989  7.4288506
#> 58  1924.750  49.8  0.6547149 49.22500 -0.079714912 49.14529  0.3474728
#> 59  1924.833  44.4 -6.6176535 49.23333  1.784320175 51.01765 -6.5449727
#> 60  1924.917  43.6 -9.3601974 49.32917  3.631030702 52.96020 -9.5787757
#> 61  1925.000  40.0 -9.3393640 49.51250 -0.173135965 49.33936 -9.3419811
#> 62  1925.083  40.5 -9.8998904 49.74167  0.658223684 50.39989 -9.5256227
#> 63  1925.167  40.8 -6.9466009 49.71667 -1.970065789 47.74660 -7.0008077
#> 64  1925.250  45.1 -2.7573465 49.58333 -1.725986842 47.85735 -2.8175429
#> 65  1925.333  53.8  3.4533991 49.32917  1.017434211 50.34660  3.3639836
#> 66  1925.417  59.4  8.9865132 48.76250  1.650986842 50.41349  9.0952310
#> 67  1925.500  63.5 12.9672149 48.42500  2.107785088 50.53279 12.8624908
#> 68  1925.583  61.0 11.4591009 48.51250  1.028399123 49.54090 11.7116742
#> 69  1925.667  53.0  7.4001096 48.74167 -3.141776316 45.59989  7.4288506
#> 70  1925.750  50.0  0.6547149 49.00833  0.336951754 49.34529  0.3474728
#> 71  1925.833  38.1 -6.6176535 49.03333 -4.315679825 44.71765 -6.5449727
#> 72  1925.917  36.3 -9.3601974 48.79167 -3.131469298 45.66020 -9.5787757
#> 73  1926.000  39.2 -9.3393640 48.64167 -0.102302632 48.53936 -9.3419811
#> 74  1926.083  43.4 -9.8998904 48.64167  4.658223684 53.29989 -9.5256227
#> 75  1926.167  43.4 -6.9466009 48.87083  1.475767544 50.34660 -7.0008077
#> 76  1926.250  48.9 -2.7573465 48.92083  2.736513158 51.65735 -2.8175429
#> 77  1926.333  50.6  3.4533991 48.92917 -1.782565789 47.14660  3.3639836
#> 78  1926.417  56.8  8.9865132 49.22083 -1.407346491 47.81349  9.0952310
#> 79  1926.500  62.5 12.9672149 49.37500  0.157785088 49.53279 12.8624908
#> 80  1926.583  62.0 11.4591009 49.17917  1.361732456 50.54090 11.7116742
#> 81  1926.667  57.5  7.4001096 49.05417  1.045723684 50.09989  7.4288506
#> 82  1926.750  46.7  0.6547149 49.05833 -3.013048246 46.04529  0.3474728
#> 83  1926.833  41.6 -6.6176535 49.02917 -0.811513158 48.21765 -6.5449727
#> 84  1926.917  39.8 -9.3601974 49.00000  0.160197368 49.16020 -9.5787757
#> 85  1927.000  39.4 -9.3393640 48.83750 -0.098135965 48.73936 -9.3419811
#> 86  1927.083  38.5 -9.8998904 48.68750 -0.287609649 48.39989 -9.5256227
#> 87  1927.167  45.3 -6.9466009 48.50833  3.738267544 52.24660 -7.0008077
#> 88  1927.250  47.1 -2.7573465 48.54167  1.315679825 49.85735 -2.8175429
#> 89  1927.333  51.7  3.4533991 48.72083 -0.474232456 48.24660  3.3639836
#> 90  1927.417  55.0  8.9865132 48.55833 -2.544846491 46.01349  9.0952310
#> 91  1927.500  60.4 12.9672149 48.42500 -0.992214912 47.43279 12.8624908
#> 92  1927.583  60.5 11.4591009 48.59167  0.449232456 49.04090 11.7116742
#> 93  1927.667  54.7  7.4001096 48.59583 -1.295942982 47.29989  7.4288506
#> 94  1927.750  50.3  0.6547149 48.50000  1.145285088 49.64529  0.3474728
#> 95  1927.833  42.3 -6.6176535 48.47500  0.442653509 48.91765 -6.5449727
#> 96  1927.917  35.2 -9.3601974 48.50000 -3.939802632 44.56020 -9.5787757
#> 97  1928.000  40.8 -9.3393640 48.63333  1.506030702 50.13936 -9.3419811
#> 98  1928.083  41.1 -9.8998904 48.70833  2.291557018 50.99989 -9.5256227
#> 99  1928.167  42.8 -6.9466009 48.73750  1.009100877 49.74660 -7.0008077
#> 100 1928.250  47.3 -2.7573465 48.76250  1.294846491 50.05735 -2.8175429
#> 101 1928.333  50.9  3.4533991 48.78750 -1.340899123 47.44660  3.3639836
#> 102 1928.417  56.4  8.9865132 48.90417 -1.490679825 47.41349  9.0952310
#> 103 1928.500  62.2 12.9672149 48.74167  0.491118421 49.23279 12.8624908
#> 104 1928.583  60.5 11.4591009 48.08333  0.957565789 49.04090 11.7116742
#> 105 1928.667  55.4  7.4001096 47.60000  0.399890351 47.99989  7.4288506
#> 106 1928.750  50.2  0.6547149 47.38333  2.161951754 49.54529  0.3474728
#> 107 1928.833  43.0 -6.6176535 47.33333  2.284320175 49.61765 -6.5449727
#> 108 1928.917  37.3 -9.3601974 47.44583 -0.785635965 46.66020 -9.5787757
#> 109 1929.000  34.8 -9.3393640 47.47917 -3.339802632 44.13936 -9.3419811
#> 110 1929.083  31.3 -9.8998904 47.48333 -6.283442982 41.19989 -9.5256227
#> 111 1929.167  41.0 -6.9466009 47.65833  0.288267544 47.94660 -7.0008077
#> 112 1929.250  43.9 -2.7573465 47.80000 -1.142653509 46.65735 -2.8175429
#> 113 1929.333  53.1  3.4533991 47.75417  1.892434211 49.64660  3.3639836
#> 114 1929.417  56.9  8.9865132 47.94167 -0.028179825 47.91349  9.0952310
#> 115 1929.500  62.5 12.9672149 48.41667  1.116118421 49.53279 12.8624908
#> 116 1929.583  60.3 11.4591009 48.94167 -0.100767544 48.84090 11.7116742
#> 117 1929.667  59.8  7.4001096 49.19167  3.208223684 52.39989  7.4288506
#> 118 1929.750  49.2  0.6547149 49.32500 -0.779714912 48.54529  0.3474728
#> 119 1929.833  42.9 -6.6176535 49.37083  0.146820175 49.51765 -6.5449727
#> 120 1929.917  41.9 -9.3601974 49.43750  1.822697368 51.26020 -9.5787757
#> 121 1930.000  41.6 -9.3393640 49.48333  1.456030702 50.93936 -9.3419811
#> 122 1930.083  37.1 -9.8998904 49.43750 -2.437609649 46.99989 -9.5256227
#> 123 1930.167  41.2 -6.9466009 49.37500 -1.228399123 48.14660 -7.0008077
#> 124 1930.250  46.9 -2.7573465 49.32917  0.328179825 49.65735 -2.8175429
#> 125 1930.333  51.2  3.4533991 49.40417 -1.657565789 47.74660  3.3639836
#> 126 1930.417  60.4  8.9865132 49.27917  2.134320175 51.41349  9.0952310
#> 127 1930.500  60.1 12.9672149 48.96250 -1.829714912 47.13279 12.8624908
#> 128 1930.583  61.6 11.4591009 48.82917  1.311732456 50.14090 11.7116742
#> 129 1930.667  57.0  7.4001096 48.76667  0.833223684 49.59989  7.4288506
#> 130 1930.750  50.9  0.6547149 48.63333  1.611951754 50.24529  0.3474728
#> 131 1930.833  43.0 -6.6176535 48.71250  0.905153509 49.61765 -6.5449727
#> 132 1930.917  38.8 -9.3601974 48.72500 -0.564802632 48.16020 -9.5787757
#> 133 1931.000  37.1 -9.3393640 48.66250 -2.223135965 46.43936 -9.3419811
#> 134 1931.083  38.4 -9.8998904 48.54167 -0.241776316 48.29989 -9.5256227
#> 135 1931.167  38.4 -6.9466009 48.26667 -2.920065789 45.34660 -7.0008077
#> 136 1931.250  46.5 -2.7573465 47.95417  1.303179825 49.25735 -2.8175429
#> 137 1931.333  53.5  3.4533991 47.87917  2.167434211 50.04660  3.3639836
#> 138 1931.417  58.4  8.9865132 48.05833  1.355153509 49.41349  9.0952310
#> 139 1931.500  60.6 12.9672149 48.35417 -0.721381579 47.63279 12.8624908
#> 140 1931.583  58.2 11.4591009 48.57500 -1.834100877 46.74090 11.7116742
#> 141 1931.667  53.8  7.4001096 48.65417 -2.254276316 46.39989  7.4288506
#> 142 1931.750  46.6  0.6547149 48.65417 -2.708881579 45.94529  0.3474728
#> 143 1931.833  45.5 -6.6176535 48.46667  3.650986842 52.11765 -6.5449727
#> 144 1931.917  40.6 -9.3601974 48.30000  1.660197368 49.96020 -9.5787757
#> 145 1932.000  42.4 -9.3393640 48.30417  3.435197368 51.73936 -9.3419811
#> 146 1932.083  38.4 -9.8998904 48.58750 -0.287609649 48.29989 -9.5256227
#> 147 1932.167  40.3 -6.9466009 48.91250 -1.665899123 47.24660 -7.0008077
#> 148 1932.250  44.6 -2.7573465 49.04583 -1.688486842 47.35735 -2.8175429
#> 149 1932.333  50.9  3.4533991 48.99583 -1.549232456 47.44660  3.3639836
#> 150 1932.417  57.0  8.9865132 48.96667 -0.953179825 48.01349  9.0952310
#> 151 1932.500  62.1 12.9672149 48.75833  0.374451754 49.13279 12.8624908
#> 152 1932.583  63.5 11.4591009 48.53750  3.503399123 52.04090 11.7116742
#> 153 1932.667  56.3  7.4001096 48.75000  0.149890351 48.89989  7.4288506
#> 154 1932.750  47.3  0.6547149 49.09583 -2.450548246 46.64529  0.3474728
#> 155 1932.833  43.6 -6.6176535 49.40417  0.813486842 50.21765 -6.5449727
#> 156 1932.917  41.8 -9.3601974 49.70000  1.460197368 51.16020 -9.5787757
#> 157 1933.000  36.2 -9.3393640 50.00000 -4.460635965 45.53936 -9.3419811
#> 158 1933.083  39.3 -9.8998904 50.20000 -1.000109649 49.19989 -9.5256227
#> 159 1933.167  44.5 -6.9466009 50.41667  1.029934211 51.44660 -7.0008077
#> 160 1933.250  48.7 -2.7573465 50.69583  0.761513158 51.45735 -2.8175429
#> 161 1933.333  54.2  3.4533991 50.75417 -0.007565789 50.74660  3.3639836
#> 162 1933.417  60.8  8.9865132 50.44167  1.371820175 51.81349  9.0952310
#> 163 1933.500  65.5 12.9672149 50.32500  2.207785088 52.53279 12.8624908
#> 164 1933.583  64.9 11.4591009 50.41250  3.028399123 53.44090 11.7116742
#> 165 1933.667  60.1  7.4001096 50.19583  2.504057018 52.69989  7.4288506
#> 166 1933.750  50.2  0.6547149 49.95000 -0.404714912 49.54529  0.3474728
#> 167 1933.833  42.1 -6.6176535 49.84167 -1.124013158 48.71765 -6.5449727
#> 168 1933.917  35.8 -9.3601974 49.75833 -4.598135965 45.16020 -9.5787757
#> 169 1934.000  39.4 -9.3393640 49.75000 -1.010635965 48.73936 -9.3419811
#> 170 1934.083  38.2 -9.8998904 49.60417 -1.504276316 48.09989 -9.5256227
#> 171 1934.167  40.4 -6.9466009 49.37917 -2.032565789 47.34660 -7.0008077
#> 172 1934.250  46.9 -2.7573465 49.38333  0.274013158 49.65735 -2.8175429
#> 173 1934.333  53.4  3.4533991 49.45417  0.492434211 49.94660  3.3639836
#> 174 1934.417  59.6  8.9865132 49.90000  0.713486842 50.61349  9.0952310
#> 175 1934.500  66.5 12.9672149 50.34167  3.191118421 53.53279 12.8624908
#> 176 1934.583  60.4 11.4591009 50.55000 -1.609100877 48.94090 11.7116742
#> 177 1934.667  59.2  7.4001096 50.86250  0.937390351 51.79989  7.4288506
#> 178 1934.750  51.2  0.6547149 51.00000 -0.454714912 50.54529  0.3474728
#> 179 1934.833  42.8 -6.6176535 50.86667 -1.449013158 49.41765 -6.5449727
#> 180 1934.917  45.8 -9.3601974 50.76250  4.397697368 55.16020 -9.5787757
#> 181 1935.000  40.0 -9.3393640 50.72083 -1.381469298 49.33936 -9.3419811
#> 182 1935.083  42.6 -9.8998904 50.79167  1.708223684 52.49989 -9.5256227
#> 183 1935.167  43.5 -6.9466009 50.84167 -0.395065789 50.44660 -7.0008077
#> 184 1935.250  47.1 -2.7573465 50.63333 -0.775986842 49.85735 -2.8175429
#> 185 1935.333  50.0  3.4533991 50.58333 -4.036732456 46.54660  3.3639836
#> 186 1935.417  60.5  8.9865132 50.25000  1.263486842 51.51349  9.0952310
#> 187 1935.500  64.6 12.9672149 49.74583  1.886951754 51.63279 12.8624908
#> 188 1935.583  64.0 11.4591009 49.31667  3.224232456 52.54090 11.7116742
#> 189 1935.667  56.8  7.4001096 49.02083  0.379057018 49.39989  7.4288506
#> 190 1935.750  48.6  0.6547149 48.90833 -0.963048246 47.94529  0.3474728
#> 191 1935.833  44.2 -6.6176535 48.88750  1.930153509 50.81765 -6.5449727
#> 192 1935.917  36.4 -9.3601974 48.92083 -3.160635965 45.76020 -9.5787757
#> 193 1936.000  37.3 -9.3393640 48.65000 -2.010635965 46.63936 -9.3419811
#> 194 1936.083  35.0 -9.8998904 48.33750 -3.437609649 44.89989 -9.5256227
#> 195 1936.167  44.0 -6.9466009 48.27083  2.675767544 50.94660 -7.0008077
#> 196 1936.250  43.9 -2.7573465 48.36667 -1.709320175 46.65735 -2.8175429
#> 197 1936.333  52.7  3.4533991 48.30000  0.946600877 49.24660  3.3639836
#> 198 1936.417  58.6  8.9865132 48.39583  1.217653509 49.61349  9.0952310
#> 199 1936.500  60.0 12.9672149 48.74583 -1.713048246 47.03279 12.8624908
#> 200 1936.583  61.1 11.4591009 49.14167  0.499232456 49.64090 11.7116742
#> 201 1936.667  58.1  7.4001096 49.15833  1.541557018 50.69989  7.4288506
#> 202 1936.750  49.6  0.6547149 49.07083 -0.125548246 48.94529  0.3474728
#> 203 1936.833  41.6 -6.6176535 49.27500 -1.057346491 48.21765 -6.5449727
#> 204 1936.917  41.3 -9.3601974 49.33333  1.326864035 50.66020 -9.5787757
#> 205 1937.000  40.8 -9.3393640 49.39167  0.747697368 50.13936 -9.3419811
#> 206 1937.083  41.0 -9.8998904 49.47917  1.420723684 50.89989 -9.5256227
#> 207 1937.167  38.4 -6.9466009 49.43333 -4.086732456 45.34660 -7.0008077
#> 208 1937.250  47.4 -2.7573465 49.41250  0.744846491 50.15735 -2.8175429
#> 209 1937.333  54.1  3.4533991 49.45833  1.188267544 50.64660  3.3639836
#> 210 1937.417  58.6  8.9865132 49.27500  0.338486842 49.61349  9.0952310
#> 211 1937.500  61.4 12.9672149 49.15417 -0.721381579 48.43279 12.8624908
#> 212 1937.583  61.8 11.4591009 49.21667  1.124232456 50.34090 11.7116742
#> 213 1937.667  56.3  7.4001096 49.59583 -0.695942982 48.89989  7.4288506
#> 214 1937.750  50.9  0.6547149 49.93333  0.311951754 50.24529  0.3474728
#> 215 1937.833  41.4 -6.6176535 49.82917 -1.811513158 48.01765 -6.5449727
#> 216 1937.917  37.1 -9.3601974 49.77500 -3.314802632 46.46020 -9.5787757
#> 217 1938.000  42.1 -9.3393640 49.71667  1.722697368 51.43936 -9.3419811
#> 218 1938.083  41.2 -9.8998904 49.58333  1.516557018 51.09989 -9.5256227
#> 219 1938.167  47.3 -6.9466009 49.55417  4.692434211 54.24660 -7.0008077
#> 220 1938.250  46.6 -2.7573465 49.57500 -0.217653509 49.35735 -2.8175429
#> 221 1938.333  52.4  3.4533991 49.83333 -0.886732456 48.94660  3.3639836
#> 222 1938.417  59.0  8.9865132 50.18750 -0.174013158 50.01349  9.0952310
#> 223 1938.500  59.6 12.9672149 50.16250 -3.529714912 46.63279 12.8624908
#> 224 1938.583  60.4 11.4591009 50.03750 -1.096600877 48.94090 11.7116742
#> 225 1938.667  57.0  7.4001096 49.82083 -0.220942982 49.59989  7.4288506
#> 226 1938.750  50.7  0.6547149 49.66667  0.378618421 50.04529  0.3474728
#> 227 1938.833  47.8 -6.6176535 49.71667  4.700986842 54.41765 -6.5449727
#> 228 1938.917  39.2 -9.3601974 49.67500 -1.114802632 48.56020 -9.5787757
#> 229 1939.000  39.4 -9.3393640 49.67917 -0.939802632 48.73936 -9.3419811
#> 230 1939.083  40.9 -9.8998904 49.78333  1.016557018 50.79989 -9.5256227
#> 231 1939.167  42.4 -6.9466009 49.89167 -0.545065789 49.34660 -7.0008077
#> 232 1939.250  47.8 -2.7573465 49.77500  0.782346491 50.55735 -2.8175429
#> 233 1939.333  52.4  3.4533991 49.55833 -0.611732456 48.94660  3.3639836
#> 234 1939.417  58.0  8.9865132 49.45000 -0.436513158 49.01349  9.0952310
#> 235 1939.500  60.7 12.9672149       NA           NA 47.73279 12.8624908
#> 236 1939.583  61.8 11.4591009       NA           NA 50.34090 11.7116742
#> 237 1939.667  58.2  7.4001096       NA           NA 50.79989  7.4288506
#> 238 1939.750  46.7  0.6547149       NA           NA 46.04529  0.3474728
#> 239 1939.833  46.6 -6.6176535       NA           NA 53.21765 -6.5449727
#> 240 1939.917  37.8 -9.3601974       NA           NA 47.16020 -9.5787757
#>       .trend  .remainder      .weight .seasadj
#> 1   50.01420 -0.07222032 0.9998117442 49.94198
#> 2   49.92165  0.40397500 0.9941070247 50.32562
#> 3   49.82909  1.57171369 0.9126802010 51.40081
#> 4   49.76684 -0.24930092 0.9977553984 49.51754
#> 5   49.70459  1.03142281 0.9619042613 50.73602
#> 6   49.66925 -0.26447916 0.9974748211 49.40477
#> 7   49.63390 -4.79639351 0.3412380823 44.83751
#> 8   49.59154 -4.90321001 0.3197191080 44.68833
#> 9   49.54917 -2.67801942 0.7575428238 46.87115
#> 10  49.53142  0.62110779 0.9860987725 50.15253
#> 11  49.51367 -0.06869727 0.9998295734 49.44497
#> 12  49.67527 -0.29648970 0.9968240120 49.37878
#> 13  49.83686  3.70512025 0.5652530794 53.54198
#> 14  50.01995 -0.69432647 0.9826486724 49.32562
#> 15  50.20304  1.89777018 0.8740330207 52.10081
#> 16  50.21930 -0.40175826 0.9941717811 49.81754
#> 17  50.23556  0.50045164 0.9909689604 50.73602
#> 18  50.08369 -0.47892462 0.9917222061 49.60477
#> 19  49.93182  3.50568674 0.6050590645 53.43751
#> 20  49.64468 -1.45635323 0.9247811015 48.18833
#> 21  49.35754  0.21361388 0.9983531664 49.57115
#> 22  49.04307  4.80945774 0.3386139271 53.85253
#> 23  48.72860 -2.48363068 0.7893864291 46.24497
#> 24  48.41063  3.96814679 0.5117966525 52.37878
#> 25  48.09265 -1.25067337 0.9442359375 46.84198
#> 26  47.78527  0.44034827 0.9930065146 48.22562
#> 27  47.47789 -0.97708673 0.9657717152 46.50081
#> 28  47.32123 -2.40368684 0.8020068621 44.91754
#> 29  47.16456  5.17145139 0.2668499980 52.33602
#> 30  47.25341  1.45135602 0.9252972241 48.70477
#> 31  47.34226 -3.40475173 0.6248069424 43.93751
#> 32  47.54890 -4.96057839 0.3082343237 42.58833
#> 33  47.75555 -0.88439797 0.9719230049 46.87115
#> 34  47.94715 -1.19461825 0.9490683389 46.75253
#> 35  48.13874  0.20622919 0.9984634649 48.34497
#> 36  48.29300  2.98577154 0.7036777265 51.27878
#> 37  48.44726  2.69471628 0.7546879672 51.14198
#> 38  48.54072  1.08490473 0.9578945067 49.62562
#> 39  48.63417  1.26663654 0.9428345049 49.90081
#> 40  48.56948  0.04806673 0.9999163166 48.61754
#> 41  48.50478 -2.66876475 0.7590860969 45.83602
#> 42  48.29876 -4.69399240 0.3620667289 43.60477
#> 43  48.09274  3.24476757 0.6555667956 51.33751
#> 44  47.88957 -0.00124428 1.0000000000 47.88833
#> 45  47.68640 -0.71524905 0.9815940273 46.97115
#> 46  47.63720  1.21532552 0.9473121845 48.85253
#> 47  47.58800 -4.74303219 0.3520504143 42.84497
#> 48  47.62960 -0.45082633 0.9926638286 47.17878
#> 49  47.67120  0.97078191 0.9662141749 48.64198
#> 50  47.71188 -0.68625939 0.9830480211 47.02562
#> 51  47.75257 -2.45175731 0.7944868364 45.30081
#> 52  47.91295  0.40459740 0.9940901051 48.31754
#> 53  48.07333  1.76269045 0.8908237990 49.83602
#> 54  48.34262  0.26214603 0.9975164909 48.60477
#> 55  48.61192 -0.67441076 0.9836242049 47.93751
#> 56  48.81156 -2.32323163 0.8143918072 46.48833
#> 57  49.01119 -0.04004542 0.9999420200 48.97115
#> 58  49.12549  0.32703709 0.9961383276 49.45253
#> 59  49.23979  1.70518732 0.8976499774 50.94497
#> 60  49.35392  3.82485679 0.5410514810 53.17878
#> 61  49.46805 -0.12607135 0.9994255569 49.34198
#> 62  49.52972  0.49590417 0.9911290425 50.02562
#> 63  49.59138 -1.79057694 0.8874418517 47.80081
#> 64  49.45273 -1.53518313 0.9166077211 47.91754
#> 65  49.31407  1.12194902 0.9550103719 50.43602
#> 66  49.10862  1.19614862 0.9489389693 50.30477
#> 67  48.90317  1.73433583 0.8942072882 50.63751
#> 68  48.89233  0.39599547 0.9943367859 49.28833
#> 69  48.88149 -3.31033782 0.6430636675 45.57115
#> 70  48.91397  0.73855880 0.9803781333 49.65253
#> 71  48.94645 -4.30147685 0.4429222034 44.64497
#> 72  48.90282 -3.02404619 0.6966932090 45.87878
#> 73  48.85919 -0.31721315 0.9963661650 48.54198
#> 74  48.89413  4.03149740 0.4987159288 52.92562
#> 75  48.92906  1.47175131 0.9232248776 50.40081
#> 76  49.03010  2.68744640 0.7559341735 51.71754
#> 77  49.13114 -1.89512018 0.8743670152 47.23602
#> 78  49.14031 -1.43554225 0.9268852631 47.70477
#> 79  49.14949  0.48802331 0.9914078255 49.63751
#> 80  49.07881  1.20951191 0.9478052716 50.28833
#> 81  49.00814  1.06300760 0.9595633931 50.07115
#> 82  48.97150 -2.61897582 0.7673895643 46.35253
#> 83  48.93486 -0.78989152 0.9775667489 48.14497
#> 84  48.86818  0.51059666 0.9906000832 49.37878
#> 85  48.80149 -0.05951278 0.9998720920 48.74198
#> 86  48.70096 -0.67533648 0.9835797380 48.02562
#> 87  48.60042  3.70038320 0.5662269876 52.30081
#> 88  48.56807  1.34947559 0.9352460403 49.91754
#> 89  48.53571 -0.19969368 0.9985585123 48.33602
#> 90  48.52398 -2.61921491 0.7673600584 45.90477
#> 91  48.51226 -0.97474852 0.9659450343 47.53751
#> 92  48.54413  0.24419096 0.9978443356 48.78833
#> 93  48.57601 -1.30486248 0.9393918863 47.27115
#> 94  48.64185  1.31067824 0.9388599059 49.95253
#> 95  48.70769  0.13728668 0.9993192008 48.84497
#> 96  48.78245 -4.00367641 0.5044250461 44.77878
#> 97  48.85722  1.28476289 0.9412111825 50.14198
#> 98  48.89771  1.72791339 0.8949676412 50.62562
#> 99  48.93820  0.86260727 0.9732797776 49.80081
#> 100 48.94613  1.17141777 0.9510048139 50.11754
#> 101 48.95405 -1.41803340 0.9286221314 47.53602
#> 102 48.84896 -1.54418747 0.9156534095 47.30477
#> 103 48.74386  0.59364608 0.9872985476 49.33751
#> 104 48.54573  0.24259718 0.9978720183 48.78833
#> 105 48.34759 -0.37644464 0.9948844472 47.97115
#> 106 48.24623  1.60629421 0.9088932779 49.85253
#> 107 48.14487  1.40010078 0.9303867756 49.54497
#> 108 48.15934 -1.28056361 0.9415880523 46.87878
#> 109 48.17381 -4.03182561 0.4986653502 44.14198
#> 110 48.21910 -7.39348007 0.0001410611 40.82562
#> 111 48.26440 -0.26359115 0.9974900911 48.00081
#> 112 48.35951 -1.64196854 0.9049062600 46.71754
#> 113 48.45462  1.28139240 0.9415175359 49.73602
#> 114 48.67785 -0.87308338 0.9726337710 47.80477
#> 115 48.90108  0.73642845 0.9804880657 49.63751
#> 116 49.09419 -0.50586696 0.9907719650 48.58833
#> 117 49.28730  3.08384471 0.6857277896 52.37115
#> 118 49.34557 -0.49304083 0.9912296487 48.85253
#> 119 49.40383  0.04114136 0.9999389708 49.44497
#> 120 49.40282  2.07595514 0.8502744159 51.47878
#> 121 49.40181  1.54017131 0.9160740197 50.94198
#> 122 49.37361 -2.74798299 0.7456279645 46.62562
#> 123 49.34540 -1.14459392 0.9531961859 48.20081
#> 124 49.30543  0.41211746 0.9938690055 49.71754
#> 125 49.26545 -1.42943281 0.9274919729 47.83602
#> 126 49.18880  2.11597148 0.8446745881 51.30477
#> 127 49.11215 -1.87463661 0.8769857050 47.23751
#> 128 49.00675  0.88157510 0.9720955921 49.88833
#> 129 48.90136  0.66979390 0.9838451572 49.57115
#> 130 48.83104  1.72148929 0.8957307927 50.55253
#> 131 48.76072  0.78425241 0.9778898297 49.54497
#> 132 48.68865 -0.30987458 0.9965298006 48.37878
#> 133 48.61658 -2.17459917 0.8363490822 46.44198
#> 134 48.45541 -0.52979050 0.9898793425 47.92562
#> 135 48.29425 -2.89343846 0.7202274168 45.40081
#> 136 48.16174  1.15580354 0.9522865331 49.31754
#> 137 48.02923  2.10678389 0.8459719861 50.13602
#> 138 48.11025  1.19451432 0.9490780631 49.30477
#> 139 48.19128 -0.45376763 0.9925693662 47.73751
#> 140 48.28599 -1.79766513 0.8865827207 46.48833
#> 141 48.38070 -2.00955555 0.8593276261 46.37115
#> 142 48.33674 -2.08421321 0.8491078381 46.25253
#> 143 48.29278  3.75219686 0.5557873995 52.04497
#> 144 48.28919  1.88958246 0.8750956552 50.17878
#> 145 48.28561  3.45637045 0.6147301243 51.74198
#> 146 48.41723 -0.49161070 0.9912807969 47.92562
#> 147 48.54886 -1.24804849 0.9444757336 47.30081
#> 148 48.62483 -1.20728397 0.9479970261 47.41754
#> 149 48.70080 -1.16478111 0.9515491014 47.53602
#> 150 48.72498 -0.82021192 0.9758272720 47.90477
#> 151 48.74916  0.48834488 0.9913958496 49.23751
#> 152 48.90068  2.88764978 0.7212401964 51.78833
#> 153 49.05219 -0.18103825 0.9988160917 48.87115
#> 154 49.30960 -2.35707551 0.8092259009 46.95253
#> 155 49.56702  0.57795496 0.9879606342 50.14497
#> 156 49.83909  1.53968834 0.9161343536 51.37878
#> 157 50.11116 -4.56917590 0.3876547579 45.54198
#> 158 50.36702 -1.54139691 0.9159538098 48.82562
#> 159 50.62288  0.87792544 0.9723268320 51.50081
#> 160 50.78526  0.73228255 0.9807054171 51.51754
#> 161 50.94764 -0.11162200 0.9995497433 50.83602
#> 162 50.89302  0.81174825 0.9763159822 51.70477
#> 163 50.83840  1.79910611 0.8863986646 52.63751
#> 164 50.61542  2.57290085 0.7749790813 53.18833
#> 165 50.39245  2.27870268 0.8210810117 52.67115
#> 166 50.16815 -0.31561873 0.9964011804 49.85253
#> 167 49.94385 -1.29887241 0.9399319885 48.64497
#> 168 49.76381 -4.38503285 0.4256237643 45.37878
#> 169 49.58377 -0.84179092 0.9745475926 48.74198
#> 170 49.49997 -1.77435174 0.8894181190 47.72562
#> 171 49.41618 -2.01536920 0.8585443585 47.40081
#> 172 49.51935  0.19819417 0.9985805427 49.71754
#> 173 49.62252  0.41349587 0.9938289408 50.03602
#> 174 49.86562  0.63914438 0.9852855184 50.50477
#> 175 50.10873  3.52878051 0.6004799186 53.63751
#> 176 50.30759 -1.61926856 0.9074527330 48.68833
#> 177 50.50646  1.26468946 0.9430139300 51.77115
#> 178 50.56288  0.28964243 0.9969710616 50.85253
#> 179 50.61931 -1.27433689 0.9421411984 49.34497
#> 180 50.60801  4.77076099 0.3464437038 55.37878
#> 181 50.59672 -1.25473874 0.9438903719 49.34198
#> 182 50.58026  1.54536684 0.9155261150 52.12562
#> 183 50.56379 -0.06298420 0.9998563787 50.50081
#> 184 50.48101 -0.56347034 0.9885529916 49.91754
#> 185 50.39823 -3.76221813 0.5537331235 46.63602
#> 186 50.17364  1.23113289 0.9459516122 51.40477
#> 187 49.94904  1.78847153 0.8876995218 51.73751
#> 188 49.67770  2.61062346 0.7687682152 52.28833
#> 189 49.40637 -0.03521753 0.9999552490 49.37115
#> 190 49.20639 -0.95386492 0.9673753542 48.25253
#> 191 49.00642  1.73855541 0.8937126444 50.74497
#> 192 48.83367 -2.85489600 0.7270306698 45.97878
#> 193 48.66093 -2.01894503 0.8580717515 46.64198
#> 194 48.54482 -4.01919856 0.5012586635 44.52562
#> 195 48.42872  2.57209128 0.7751200799 51.00081
#> 196 48.46736 -1.74981759 0.8923691510 46.71754
#> 197 48.50600  0.83001189 0.9752479203 49.33602
#> 198 48.68877  0.81599782 0.9760694451 49.50477
#> 199 48.87154 -1.73402862 0.8942494353 47.13751
#> 200 49.06001  0.32831580 0.9961051216 49.38833
#> 201 49.24848  1.42266730 0.9281619459 50.67115
#> 202 49.36046 -0.10793320 0.9995787408 49.25253
#> 203 49.47244 -1.32746597 0.9373027598 48.14497
#> 204 49.53805  1.34072499 0.9360748588 50.87878
#> 205 49.60366  0.53831833 0.9895484886 50.14198
#> 206 49.62887  0.89674911 0.9711359461 50.52562
#> 207 49.65408 -4.25327673 0.4529118759 45.40081
#> 208 49.61740  0.60014021 0.9870205102 50.21754
#> 209 49.58072  1.15529549 0.9523277817 50.73602
#> 210 49.53425 -0.02948220 0.9999686594 49.50477
#> 211 49.48778 -0.95027228 0.9676207494 48.53751
#> 212 49.50857  0.57975352 0.9878829547 50.08833
#> 213 49.52936 -0.65821360 0.9843982323 48.87115
#> 214 49.57767  0.97485321 0.9659406952 50.55253
#> 215 49.62598 -1.68101226 0.9004371545 47.94497
#> 216 49.59498 -2.91620283 0.7161544741 46.67878
#> 217 49.56397  1.87800899 0.8765541165 51.44198
#> 218 49.53556  1.19006148 0.9494547021 50.72562
#> 219 49.50715  4.79365735 0.3417807348 54.30081
#> 220 49.53811 -0.12056488 0.9994741681 49.41754
#> 221 49.56907 -0.53304877 0.9897514479 49.03602
#> 222 49.57742  0.32735314 0.9961300420 49.90477
#> 223 49.58577 -2.84825734 0.7282020458 46.73751
#> 224 49.53627 -0.84794729 0.9741745765 48.68833
#> 225 49.48678  0.08436985 0.9997428525 49.57115
#> 226 49.48966  0.86286796 0.9732679392 50.35253
#> 227 49.49254  4.85243380 0.3299127676 54.34497
#> 228 49.51944 -0.74066544 0.9802586379 48.77878
#> 229 49.54634 -0.80436230 0.9767456685 48.74198
#> 230 49.54330  0.88232445 0.9720537415 50.42562
#> 231 49.54025 -0.13944543 0.9992967282 49.40081
#> 232 49.46247  1.15507606 0.9523490606 50.61754
#> 233 49.38468 -0.34866410 0.9956083428 49.03602
#> 234 49.28384 -0.37907304 0.9948109879 48.90477
#> 235 49.18300 -1.34549436 0.9356161725 47.83751
#> 236 49.07716  1.01116267 0.9633774008 50.08833
#> 237 48.97132  1.79982679 0.8863220646 50.77115
#> 238 48.86598 -2.51344847 0.7846257080 46.35253
#> 239 48.76063  4.38434399 0.4258156270 53.14497
#> 240 48.65426 -1.27547980 0.9420313503 47.37878

# visually compare seasonal decompositions in tidy data frames.

library(tibble)
library(dplyr)
library(tidyr)
library(ggplot2)

decomps <- tibble(
  # turn the ts objects into data frames.
  series = list(as.data.frame(nottem), as.data.frame(nottem)),
  # add the models in, one for each row.
  decomp = c("decompose", "stl"),
  model = list(d1, d2)
) %>%
  rowwise() %>%
  # pull out the fitted data using broom::augment.
  mutate(augment = list(broom::augment(model))) %>%
  ungroup() %>%
  # unnest the data frames into a tidy arrangement of
  # the series next to its seasonal decomposition, grouped
  # by the method (stl or decompose).
  group_by(decomp) %>%
  unnest(c(series, augment)) %>%
  mutate(index = 1:n()) %>%
  ungroup() %>%
  select(decomp, index, x, adjusted = .seasadj)
#> Error in select(., decomp, index, x, adjusted = .seasadj): unused arguments (decomp, index, x, adjusted = .seasadj)

ggplot(decomps) +
  geom_line(aes(x = index, y = x), colour = "black") +
  geom_line(aes(
    x = index, y = adjusted, colour = decomp,
    group = decomp
  ))
#> Error in eval(expr, envir, enclos): object 'decomps' not found

源代码：R/stats-decompose-tidiers.R

相关用法

注：本文由纯净天空筛选整理自等大神的英文原创作品 Augment data with information from a(n) decomposed.ts object。非经特殊声明，原始代码版权归原作者所有，本译文未经允许或授权，请勿转载或复制。