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1 (2001) EXCEL E-Decomp E-Decomp E-Decomp Microsoft EXCEL 1 Web Web Decomp 2 R R-(D)COM Interface Web Decomp Decomp EXCEL. 1. E-Decomp E-Decomp Microsoft EXCEL (1997) Web Decomp ( sato/) EXCEL E-Decomp R ( COM R R-(D)COM Interface Thomas Baier ci.tuwien.ac.at/r/other-software.html R S E-Decomp R R-(D)COM ; [email protected]
2 TIMSAC (TIMe Series Analysis and Control program package) Fortran TIMSAC for Windows E-Decomp TIMSAC EXCEL Web Decomp EXCEL E-Decomp Open Market Licence ( ismlib/licence.html) E-Decomp ism.ac.jp/ sato/ 3. E-Decomp E-Decomp 1 AR ARMA EXCEL VBA (Visual Basic for Application) 1 R DLL 2 R-(D)COM Interface 2 COM (Component Object Model) Microsoft Windows R-(D)COM Interface COM VBA API 3 VBA xrrun. COM R R VBA E-Decomp 1 a. Decomp --- Kitagawa and Gersch (1984) (1986) Fortran b. plot --- c. ARfit --- AIC (1972) FPEC d. ARMAfit --- ARMA (1993) e. AutoCor f. Spectrum g. Volatility h. SSIAR --- (Kunitomo and Sato (1999)) i. hist ---
3 EXCEL E-Decomp E-Decomp EXCEL VBA R-(D)COM R DLL 2. E-Decomp
4 VBA 4. EXCEL 1 0 A1, B1, C1, A2, B2,...
5 EXCEL E-Decomp 309 Run R EXCEL Book R-(D)COM DCOM Distributed COM Dcomcnfg StatConnectorSrv.exe WindowsNT Windows Decomp EXCEL 4 E-Decomp 5 sample ORG Decomp Run 6 B E-Decomp 7 AutoCor Run
6 E-Decomp 6.
7 EXCEL E-Decomp AutoCor
8 EXCEL 6. E-Decomp 1 Web Decomp EXCEL 1 R GUI EXCEL GUI R S R 7. E-Decomp
9 EXCEL E-Decomp 313 A.1 E-Decomp x86 OS: Windows9x, ME, NT4.0, Windows 2000 Microsoft Excel97, 2000 A.2 a. R R HDD C:YR R-(D)COM Interface C:YRYbin Stat- ConnectorSrv.exe StatConnectorClnt.dll E-Decomp RYlibraryYedecomp b. PATH RYbin R HOME R Directory Windows9x autoexec.bat SET PATH=C:YWindows;...; C:YRYbin SET R HOME=C:YR NT Windows2000 c. R-(D)COM (mfc42.dll, msvbvm60.dll, msvcrt.dll, regsvr32.exe) C:YWindows YSystem (Win9x, ME) C:YWinntYSystem32 (NT, 2000) Backup mfc42.dll d. mfc42.dll C:Y>regsvr32 C:YWindowsYSystemYmfc42.dll (NT Windows2000 C:YWinntYSystem32Ymfc42.dll) regsvr32.exe Directory path C:YWindowsYSystemYregsvr32 (Windows9x ME) C:YWinnt YSystem32Yregsvr32 NT 2000 e. R (R HOME) bin cd C:YRYbin>StatConnectorSrv /RegServer C:YRYbin>regsvr32 StatConnectorClnt.dll mfc42.dll R R-(D)COM R-(D)COM
10 f. Explorer R HOME libraryyedecomp Directory edecomp.xls E-Decomp Edecomp g. E-Decomp OK Drop Edecomp OK E-Decomp (1972). (1986). DECOMP 34(2), (1993). Fortran77 Kitagawa, G. and Gersch, W. (1984). A smoothness priors-state space approach to the modeling of time series with trend and seasonality, J. Amer. Statist. Assoc., 79, No. 386, (1999)., 18(1) Kunitomo, N. and Sato, S. (1999). Stationary and non-stationary simultaneous switching autoregressive models with an application to financial time series, The Japanese Economic Review, 50, (1997). Web Decomp WWW,, 45,
11 Proceedings of the Institute of Statistical Mathematics Vol. 49, No. 2, (2001) 315 Developing E-Decomp An EXCEL Application for Time Series Analysis Seisho Sato (The Institute of Statistical Mathematics) E-Decomp is a statistical software used on EXCEL. Users can easily apply various time series methods, for example, seasonal adjustment, AR fitting, and ARMA fitting. The programs for these methods were originally developed for our Web application, Web Decomp ( sato/). E-Decomp consists of a GUI part and a computational part. The GUI part is written in EXCEL-VBA, and the computational part is written in R and the DLL which is called from R. These two parts are linked using R-(D)COM Interface, which was developed by Mr. Thomas Baier ( We use the same programs for the computational part of Web Decomp and E-Decomp. We can easily develop this new application by using this R-(D)COM Interface. This paper explains how to install and use E-Decomp and shows an example of an easy way to develop a new application by reusing existing software. Key words: Time series analysis, seasonal adjustment, autoregressive model, Decomp, EXCEL.
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