x <- read.csv2("arbeitslose0511.csv", header=F)
pos <- 1+3*(0:15)
mon <- paste(rep(c("Jan", "Apr", "Jul", "Oct"), 4), 2005+floor(pos/12))
arb <- x[1:48,1]/1000000
t   <- 1:48
svg("TrendSaisonModell.svg", width=10, height=7)
par(mfrow=c(2,2))
trend <- lm(arb~t)
plot(arb, main="Arbeitslose in Deutschland 2005-2008", sub="(Quelle: Genesis online/Bundesagentur für Arbeit)", xlab="", ylab="Arbeitslose in Mio.", axes=F)
abline(trend, lwd=2)
axis(2)
axis(1, at=pos, labels=mon)
box()
plot(trend$residuals, main="Beobachtete Arbeitslose - Geschätzter Trend",  xlab="", ylab="Differenz in Mio. Arbeitslose", axes=F)
axis(2)
axis(1, at=pos, labels=mon)
abline(h=0)
col<-rainbow(12)
for (i in 1:48) {
  lines(c(i,i), c(0, trend$residuals[i]), lwd=2, col=col[1+i%%12])
}
box()
saison <- matrix(trend$residuals, nr=12)
msaison <- apply(saison, 1, mean)
plot(msaison, axes=F, type="h", xlab="", ylab="Differenz in Mio. Arbeitslose", col=col, main="Mittlere Abweichung vom Trend", lwd=2)
axis(2)
abline(h=0)
axis(1, at=1:12, labels=c("Jan", "Feb", "Mrz", "Apr", "Mai", "Jun", "Jul", "Aug", "Sep", "Okt", "Nov", "Dez"),)
box()
zrm<-trend$fitted+rep(msaison, 4)
plot(arb, main="Arbeitslose in Deutschland 2005-2008", sub="Lineares Trendmodell mit additiver Schwankung", xlab="", ylab="Arbeitslose in Mio.",  axes=F)
lines(1:48, zrm, lwd=2, col="red")
axis(2)
axis(1, at=pos, labels=mon)
box()
dev.off()

 

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