R version 2.9.0 (2009-04-17) Copyright (C) 2009 The R Foundation for Statistical Computing ISBN 3-900051-07-0 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- c(235.1 + ,280.7 + ,264.6 + ,240.7 + ,201.4 + ,240.8 + ,241.1 + ,223.8 + ,206.1 + ,174.7 + ,203.3 + ,220.5 + ,299.5 + ,347.4 + ,338.3 + ,327.7 + ,351.6 + ,396.6 + ,438.8 + ,395.6 + ,363.5 + ,378.8 + ,357 + ,369 + ,464.8 + ,479.1 + ,431.3 + ,366.5 + ,326.3 + ,355.1 + ,331.6 + ,261.3 + ,249 + ,205.5 + ,235.6 + ,240.9 + ,264.9 + ,253.8 + ,232.3 + ,193.8 + ,177 + ,213.2 + ,207.2 + ,180.6 + ,188.6 + ,175.4 + ,199 + ,179.6 + ,225.8 + ,234 + ,200.2 + ,183.6 + ,178.2 + ,203.2 + ,208.5 + ,191.8 + ,172.8 + ,148 + ,159.4 + ,154.5 + ,213.2 + ,196.4 + ,182.8 + ,176.4 + ,153.6 + ,173.2 + ,171 + ,151.2 + ,161.9 + ,157.2 + ,201.7 + ,236.4 + ,356.1 + ,398.3 + ,403.7 + ,384.6 + ,365.8 + ,368.1 + ,367.9 + ,347 + ,343.3 + ,292.9 + ,311.5 + ,300.9 + ,366.9 + ,356.9 + ,329.7 + ,316.2 + ,269 + ,289.3 + ,266.2 + ,253.6 + ,233.8 + ,228.4 + ,253.6 + ,260.1 + ,306.6 + ,309.2 + ,309.5 + ,271 + ,279.9 + ,317.9 + ,298.4 + ,246.7 + ,227.3 + ,209.1 + ,259.9 + ,266 + ,320.6 + ,308.5 + ,282.2 + ,262.7 + ,263.5 + ,313.1 + ,284.3 + ,252.6 + ,250.3 + ,246.5 + ,312.7 + ,333.2 + ,446.4 + ,511.6 + ,515.5 + ,506.4 + ,483.2 + ,522.3 + ,509.8 + ,460.7 + ,405.8 + ,375 + ,378.5 + ,406.8 + ,467.8 + ,469.8 + ,429.8 + ,355.8 + ,332.7 + ,378 + ,360.5 + ,334.7 + ,319.5 + ,323.1 + ,363.6 + ,352.1 + ,411.9 + ,388.6 + ,416.4 + ,360.7 + ,338 + ,417.2 + ,388.4 + ,371.1 + ,331.5 + ,353.7 + ,396.7 + ,447 + ,533.5 + ,565.4 + ,542.3 + ,488.7 + ,467.1 + ,531.3 + ,496.1 + ,444 + ,403.4 + ,386.3 + ,394.1 + ,404.1 + ,462.1 + ,448.1 + ,432.3 + ,386.3 + ,395.2 + ,421.9 + ,382.9 + ,384.2 + ,345.5 + ,323.4 + ,372.6 + ,376 + ,462.7 + ,487 + ,444.2 + ,399.3 + ,394.9 + ,455.4 + ,414 + ,375.5 + ,347 + ,339.4 + ,385.8 + ,378.8 + ,451.8 + ,446.1 + ,422.5 + ,383.1 + ,352.8 + ,445.3 + ,367.5 + ,355.1 + ,326.2 + ,319.8 + ,331.8 + ,340.9 + ,394.1 + ,417.2 + ,369.9 + ,349.2 + ,321.4 + ,405.7 + ,342.9 + ,316.5 + ,284.2 + ,270.9 + ,288.8 + ,278.8 + ,324.4 + ,310.9 + ,299 + ,273 + ,279.3 + ,359.2 + ,305 + ,282.1 + ,250.3 + ,246.5 + ,257.9 + ,266.5 + ,315.9 + ,318.4 + ,295.4 + ,266.4 + ,245.8 + ,362.8 + ,324.9 + ,294.2 + ,289.5 + ,295.2 + ,290.3 + ,272 + ,307.4 + ,328.7 + ,292.9 + ,249.1 + ,230.4 + ,361.5 + ,321.7 + ,277.2 + ,260.7 + ,251 + ,257.6 + ,241.8 + ,287.5 + ,292.3 + ,274.7 + ,254.2 + ,230 + ,339 + ,318.2 + ,287 + ,295.8 + ,284 + ,271 + ,262.7 + ,340.6 + ,379.4 + ,373.3 + ,355.2 + ,338.4 + ,466.9 + ,451 + ,422 + ,429.2 + ,425.9 + ,460.7 + ,463.6 + ,541.4 + ,544.2 + ,517.5 + ,469.4 + ,439.4 + ,549 + ,533 + ,506.1 + ,484 + ,457 + ,481.5 + ,469.5 + ,544.7 + ,541.2 + ,521.5 + ,469.7 + ,434.4 + ,542.6 + ,517.3 + ,485.7 + ,465.8 + ,447 + ,426.6 + ,411.6 + ,467.5 + ,484.5 + ,451.2 + ,417.4 + ,379.9 + ,484.7 + ,455 + ,420.8 + ,416.5 + ,376.3 + ,405.6 + ,405.8 + ,500.8 + ,514 + ,475.5 + ,430.1 + ,414.4 + ,538 + ,526 + ,488.5 + ,520.2 + ,504.4 + ,568.5 + ,610.6 + ,818 + ,830.9 + ,835.9 + ,782 + ,762.3 + ,856.9 + ,820.9 + ,769.6 + ,752.2 + ,724.4 + ,723.1 + ,719.5 + ,817.4 + ,803.3 + ,752.5 + ,689 + ,630.4 + ,765.5 + ,757.7 + ,732.2 + ,702.6 + ,683.3 + ,709.5 + ,702.2 + ,784.8 + ,810.9 + ,755.6 + ,656.8 + ,615.1 + ,745.3 + ,694.1 + ,675.7 + ,643.7 + ,622.1 + ,634.6 + ,588 + ,689.7 + ,673.9 + ,647.9 + ,568.8 + ,545.7 + ,632.6 + ,643.8 + ,593.1 + ,579.7 + ,546 + ,562.9 + ,572.5) > par20 = '' > par19 = '' > par18 = '' > par17 = '' > par16 = '' > par15 = '' > par14 = '' > par13 = '' > par12 = '' > par11 = '' > par10 = '' > par9 = '' > par8 = '' > par7 = '' > par6 = '' > par5 = '' > par4 = '' > par3 = '' > par2 = '' > par1 = '12' > ylab = '' > xlab = '' > main = '' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > par1 <- as.numeric(par1) > nx <- length(x) > x <- ts(x,frequency=par1) > m <- StructTS(x,type='BSM') > m$coef level slope seas epsilon 316.14271 23.67217 23.56411 0.00000 > m$fitted level slope sea Jan 1 235.1000 0.000000000 0.0000000 Feb 1 276.8962 3.229111104 3.8037543 Mar 1 265.9633 1.503098380 -1.3632657 Apr 1 241.8618 -2.616989789 -1.1617932 May 1 203.4004 -9.375341697 -2.0004158 Jun 1 231.5119 -1.642019449 9.2881174 Jul 1 239.5351 0.456217584 1.5649049 Aug 1 224.5051 -3.005341686 -0.7050616 Sep 1 205.6460 -6.609213461 0.4540230 Oct 1 175.3538 -12.045478300 -0.6537844 Nov 1 195.5607 -4.600371868 7.7393129 Dec 1 216.3860 1.288014279 4.1139895 Jan 2 288.8725 17.209196232 10.6274761 Feb 2 340.1774 24.912898916 7.2225617 Mar 2 345.1942 20.408806907 -6.8941737 Apr 2 331.3765 12.550327330 -3.6764750 May 2 356.2879 15.392360275 -4.6879167 Jun 2 388.4942 19.256180318 8.1058498 Jul 2 433.7706 25.234926822 5.0293856 Aug 2 408.5168 13.633802817 -12.9167816 Sep 2 368.9621 1.411786665 -5.4620761 Oct 2 379.1977 3.439661992 -0.3977136 Nov 2 357.7653 -2.276159104 -0.7652846 Dec 2 371.8552 1.474582261 -2.8552428 Jan 3 442.4616 17.234308166 22.3383970 Feb 3 468.2884 19.188495518 10.8116445 Mar 3 443.0350 9.140057023 -11.7350378 Apr 3 386.5646 -5.832422739 -20.0645902 May 3 341.6598 -14.772487737 -15.3598448 Jun 3 347.7918 -9.991314542 7.3082361 Jul 3 323.1289 -13.345972931 8.4710600 Aug 3 273.4883 -21.644652862 -12.1883468 Sep 3 254.6493 -21.003095395 -5.6493342 Oct 3 206.6888 -27.167850384 -1.1888219 Nov 3 227.5562 -16.189426546 8.0438461 Dec 3 250.4682 -7.276129629 -9.5682374 Jan 4 245.2839 -6.799144437 19.6161197 Feb 4 235.0730 -7.575712873 18.7269756 Mar 4 230.4436 -6.909010895 1.8563931 Apr 4 210.1412 -9.955456520 -16.3412009 May 4 197.8190 -10.495413081 -20.8189786 Jun 4 200.3571 -7.522019963 12.8428680 Jul 4 192.2758 -7.649576265 14.9241942 Aug 4 190.8668 -6.226374702 -10.2668106 Sep 4 187.5840 -5.555008115 1.0159971 Oct 4 185.6107 -4.738134192 -10.2107438 Nov 4 195.8238 -1.331331761 3.1762185 Dec 4 191.0661 -2.110721539 -11.4661333 Jan 5 202.3107 0.931707254 23.4893175 Feb 5 213.7966 3.332913540 20.2033836 Mar 5 199.7271 -0.608037018 0.4729143 Apr 5 199.0968 -0.613097964 -15.4967610 May 5 201.0345 -0.032262747 -22.8345275 Jun 5 192.2358 -2.028969463 10.9641921 Jul 5 193.6002 -1.256291329 14.8997556 Aug 5 200.6031 0.624206066 -8.8031415 Sep 5 178.1150 -4.638453034 -5.3150145 Oct 5 162.7385 -7.083023208 -14.7384978 Nov 5 155.1312 -7.202257453 4.2687591 Dec 5 164.7594 -3.377725236 -10.2593841 Jan 6 186.0399 2.233955242 27.1601148 Feb 6 175.9024 -0.578728952 20.4975704 Mar 6 181.0094 0.709436650 1.7905785 Apr 6 190.7085 2.748849639 -14.3085301 May 6 178.7525 -0.594882003 -25.1524839 Jun 6 166.0707 -3.344701127 7.1292902 Jul 6 158.4007 -4.328507306 12.5993416 Aug 6 154.4403 -4.244778297 -3.2403108 Sep 6 161.6550 -1.638647681 0.2450343 Oct 6 169.7022 0.563505661 -12.5022467 Nov 6 195.7486 6.352545624 5.9514241 Dec 6 242.9256 15.623619369 -6.5256495 Jan 7 314.5871 28.365635653 41.5128620 Feb 7 374.3715 35.504080788 23.9284805 Mar 7 406.4236 34.721846699 -2.7236340 Apr 7 404.9299 26.510510461 -20.3298778 May 7 396.0167 18.463727970 -30.2167105 Jun 7 369.1592 8.162164652 -1.0592284 Jul 7 357.5610 3.671295888 10.3390453 Aug 7 352.2867 1.638586349 -5.2866519 Sep 7 344.9888 -0.391842891 -1.6887794 Oct 7 315.8810 -6.914050968 -22.9810444 Nov 7 312.5405 -6.102904117 -1.0405346 Dec 7 317.6008 -3.569006326 -16.7008312 Jan 8 329.8231 0.019067130 37.0768599 Feb 8 332.8219 0.695659848 24.0781430 Mar 8 327.1201 -0.754064568 2.5798839 Apr 8 328.6220 -0.242749869 -12.4220270 May 8 297.2707 -7.303840492 -28.2707384 Jun 8 286.4950 -8.092442637 2.8050392 Jul 8 258.5257 -12.606813212 7.6742511 Aug 8 253.7615 -10.825957324 -0.1615332 Sep 8 231.6569 -13.386596049 2.1430708 Oct 8 245.3459 -7.241752070 -16.9459497 Nov 8 254.2648 -3.575751685 -0.6647692 Dec 8 275.2111 1.988143788 -15.1110517 Jan 9 272.3603 0.889331089 34.2396991 Feb 9 282.3332 2.950910670 26.8667545 Mar 9 303.5744 7.095374994 5.9256246 Apr 9 283.8362 1.015335709 -12.8362056 May 9 302.3119 4.976123433 -22.4119416 Jun 9 310.4355 5.690575859 7.4645329 Jul 9 296.2011 1.167722417 2.1989114 Aug 9 253.7589 -8.729399055 -7.0588526 Sep 9 232.3520 -11.605806108 -5.0519912 Oct 9 227.5112 -10.071448468 -18.4111624 Nov 9 256.3571 -1.247328042 3.5429119 Dec 9 276.1129 3.516400284 -10.1129423 Jan 10 287.5233 5.307997762 33.0767487 Feb 10 286.9885 3.982553334 21.5114640 Mar 10 275.0994 0.386590442 7.1006291 Apr 10 279.1337 1.212916557 -16.4337461 May 10 285.7946 2.448139585 -22.2946074 Jun 10 298.3055 4.731168004 14.7944831 Jul 10 277.9384 -0.963319165 6.3615969 Aug 10 259.6328 -4.897187044 -7.0328241 Sep 10 256.2962 -4.543295641 -5.9961999 Oct 10 269.4953 -0.521226486 -22.9952752 Nov 10 305.7989 7.825154458 6.9010540 Dec 10 339.8164 13.763798469 -6.6164064 Jan 11 401.3664 24.604314666 45.0335658 Feb 11 476.6718 36.101468148 34.9282231 Mar 11 511.6171 35.839581055 3.8828549 Apr 11 529.2441 31.714814365 -22.8441076 May 11 517.2952 21.818922585 -34.0951832 Jun 11 507.6079 14.674089199 14.6921015 Jul 11 502.4117 10.167652338 7.3882824 Aug 11 474.9232 1.629412711 -14.2232051 Sep 11 425.3096 -9.985846287 -19.5095957 Oct 11 405.6627 -12.174997216 -30.6627404 Nov 11 380.1125 -15.205479726 -1.6125148 Dec 11 413.2668 -4.244239523 -6.4667911 Jan 12 430.8167 0.697826461 36.9832917 Feb 12 435.2708 1.549294773 34.5292463 Mar 12 425.3630 -1.045543045 4.4369504 Apr 12 380.0533 -11.068398552 -24.2533009 May 12 361.5517 -12.752467333 -28.8516701 Jun 12 356.9981 -10.893894295 21.0018631 Jul 12 344.4987 -11.257884349 16.0013023 Aug 12 336.3657 -10.549604302 -1.6656913 Sep 12 334.1859 -8.653137419 -14.6859384 Oct 12 346.9749 -3.796180172 -23.8748616 Nov 12 370.6206 2.419627338 -7.0206021 Dec 12 366.1867 0.866668794 -14.0867274 Jan 13 374.1234 2.469286358 37.7765700 Feb 13 355.7342 -2.257427113 32.8657647 Mar 13 392.5781 6.596757483 23.8219382 Apr 13 387.1184 3.867300271 -26.4183540 May 13 372.2094 -0.385349602 -34.2094104 Jun 13 390.6388 3.878157077 26.5611957 Jul 13 377.2612 -0.032546426 11.1388164 Aug 13 374.7859 -0.586036644 -3.6858786 Sep 13 355.5201 -4.817161306 -24.0200504 Oct 13 376.7753 1.086836811 -23.0752739 Nov 13 398.2559 5.704980614 -1.5558697 Dec 13 451.5174 16.478024052 -4.5173567 Jan 14 488.6198 21.151571217 44.8801781 Feb 14 535.5993 27.002683242 29.8006785 Mar 14 525.0069 18.491136302 17.2930772 Apr 14 516.8797 12.466080468 -28.1796573 May 14 509.1277 7.888084280 -42.0276931 Jun 14 503.2877 4.778215465 28.0123005 Jul 14 487.5935 0.139937438 8.5065100 Aug 14 451.1065 -8.156700635 -7.1065281 Sep 14 433.8329 -10.221158917 -30.4329324 Oct 14 415.9833 -11.948144144 -29.6833156 Nov 14 405.9275 -11.519724359 -11.8275152 Dec 14 410.5976 -7.853142331 -6.4976298 Jan 15 419.3385 -4.094017961 42.7614783 Feb 15 411.5595 -4.928613114 36.5405413 Mar 15 408.9605 -4.401282622 23.3395465 Apr 15 409.5355 -3.275085764 -23.2354772 May 15 429.2302 1.924777760 -34.0301581 Jun 15 397.2618 -5.751010872 24.6382137 Jul 15 370.1633 -10.586210036 12.7367348 Aug 15 382.9972 -5.282523868 1.2027767 Sep 15 375.1692 -5.858782180 -29.6692374 Oct 15 356.4135 -8.777821549 -33.0135282 Nov 15 380.2984 -1.384645855 -7.6983743 Dec 15 385.3257 0.067159321 -9.3256767 Jan 16 412.9705 6.312765363 49.7295433 Feb 16 445.8814 12.335311719 41.1185986 Mar 16 429.9337 5.934233268 14.2663396 Apr 16 427.9875 4.151075899 -28.6874797 May 16 422.9718 2.076355481 -28.0718462 Jun 16 426.0115 2.294467764 29.3884640 Jul 16 410.1490 -1.817063273 3.8510481 Aug 16 379.1317 -8.428119154 -3.6317153 Sep 16 372.8590 -7.940277751 -25.8589718 Oct 16 376.7003 -5.274188840 -37.3003457 Nov 16 391.2113 -0.796656985 -5.4113390 Dec 16 394.5172 0.132045129 -15.7171943 Jan 17 405.1947 2.519737988 46.6052901 Feb 17 400.8266 0.960485424 45.2733903 Mar 17 405.6194 1.827672946 16.8806498 Apr 17 409.7537 2.349540953 -26.6536708 May 17 386.7232 -3.393733931 -33.9231525 Jun 17 405.4155 1.605744616 39.8845417 Jul 17 366.8695 -7.484264871 0.6305442 Aug 17 358.3530 -7.717918470 -3.2529551 Sep 17 354.1339 -6.926149023 -27.9338942 Oct 17 358.8516 -4.291689265 -39.0516181 Nov 17 341.6403 -7.215002110 -9.8403313 Dec 17 354.0063 -2.783222537 -13.1063365 Jan 18 347.6376 -3.594872789 46.4623975 Feb 18 367.5639 1.728749213 49.6360919 Mar 18 356.6931 -1.121938441 13.2068634 Apr 18 367.8823 1.663034237 -18.6823162 May 18 361.4648 -0.165219553 -40.0648216 Jun 18 357.5814 -1.006723032 48.1186153 Jul 18 344.6389 -3.708319811 -1.7389238 Aug 18 324.1548 -7.504925742 -7.6547641 Sep 18 314.2767 -8.041858271 -30.0767151 Oct 18 307.1384 -7.837451710 -36.2384349 Nov 18 302.0904 -7.206378110 -13.2904321 Dec 18 292.3448 -7.780983219 -13.5448251 Jan 19 283.1558 -8.099662503 41.2442177 Feb 19 261.9899 -11.056463590 48.9101251 Mar 19 281.2962 -4.187691885 17.7038351 Apr 19 288.3376 -1.647788105 -15.3375669 May 19 312.7059 4.237619089 -33.4058820 Jun 19 310.2938 2.732932785 48.9061850 Jul 19 304.6813 0.844323699 0.3187165 Aug 19 292.0694 -2.200487501 -9.9693962 Sep 19 282.0052 -3.979423993 -31.7052379 Oct 19 282.0156 -3.076979068 -35.5155902 Nov 19 272.0178 -4.642508939 -14.1177911 Dec 19 276.7470 -2.522112969 -10.2469615 Jan 20 272.8482 -2.833623474 43.0517778 Feb 20 275.1346 -1.675181114 43.2653766 Mar 20 279.6385 -0.277493542 15.7614659 Apr 20 286.0973 1.246007067 -19.6972585 May 20 279.6649 -0.490788703 -33.8648797 Jun 20 305.5491 5.476402938 57.2508724 Jul 20 320.0383 7.515681038 4.8617394 Aug 20 307.2775 2.928322999 -13.0775390 Sep 20 319.1846 4.959248794 -29.6846056 Oct 20 328.5352 5.952403973 -33.3351729 Nov 20 311.6182 0.779832831 -21.3182054 Dec 20 287.1271 -4.937051331 -15.1271200 Jan 21 268.1136 -8.121849590 39.2863912 Feb 21 281.5682 -3.240728876 47.1318438 Mar 21 278.8035 -3.133055178 14.0965017 Apr 21 269.2266 -4.590297215 -20.1265744 May 21 269.1766 -3.563431684 -38.7765712 Jun 21 298.5065 3.877452132 62.9935206 Jul 21 311.5983 5.962047897 10.1016964 Aug 21 297.4294 1.408202633 -20.2293529 Sep 21 292.0208 -0.133512956 -31.3208318 Oct 21 281.0750 -2.578622010 -30.0749719 Nov 21 273.7602 -3.649717184 -16.1602405 Dec 21 257.1144 -6.589372920 -15.3144266 Jan 22 252.1209 -6.228355109 35.3790635 Feb 22 245.1817 -6.389149036 47.1182788 Mar 22 255.3921 -2.635186404 19.3079389 Apr 22 272.1774 1.756264796 -17.9773703 May 22 276.3242 2.296881427 -46.3242162 Jun 22 277.9308 2.140740921 61.0692258 Jul 22 299.2418 6.477128174 18.9581760 Aug 22 305.9595 6.531541835 -18.9595255 Sep 22 322.3047 8.750833193 -26.5046995 Oct 22 316.1981 5.391263732 -32.1980933 Nov 22 290.7625 -1.579724983 -19.7625268 Dec 22 279.5215 -3.764817225 -16.8215091 Jan 23 299.5949 1.627149838 41.0050871 Feb 23 330.2322 8.188379977 49.1678477 Mar 23 355.0737 11.954157094 18.2262653 Apr 23 372.6775 13.231566831 -17.4774673 May 23 385.2830 13.090013220 -46.8830349 Jun 23 407.8947 15.243416868 59.0053487 Jul 23 430.8821 16.994940501 20.1178841 Aug 23 443.7948 16.071699964 -21.7947937 Sep 23 452.8654 14.488585040 -23.6653863 Oct 23 453.6078 11.380528265 -27.7077526 Nov 23 475.6859 13.799430521 -14.9859473 Dec 23 486.9356 13.222796235 -23.3355572 Jan 24 505.6608 14.467248841 35.7392327 Feb 24 502.8377 10.557091473 41.3622581 Mar 24 502.5010 8.093865690 14.9990246 Apr 24 491.2083 3.710721860 -21.8082665 May 24 489.4682 2.478259812 -50.0681835 Jun 24 491.7210 2.427288068 57.2789579 Jul 24 508.6559 5.708217964 24.3441110 Aug 24 524.2704 7.948399159 -18.1703894 Sep 24 510.3235 2.997752865 -26.3235105 Oct 24 491.6309 -1.906167575 -34.6308608 Nov 24 494.7165 -0.777521859 -13.2165316 Dec 24 494.0573 -0.750767227 -24.5573267 Jan 25 502.9014 1.419041814 41.7985654 Feb 25 498.6113 0.128033690 42.5887283 Mar 25 501.3720 0.723274056 20.1279998 Apr 25 492.6026 -1.422816782 -22.9025695 May 25 485.8886 -2.619102058 -51.4885770 Jun 25 487.7977 -1.595190547 54.8023148 Jul 25 493.2492 -0.001715254 24.0508496 Aug 25 497.7211 1.009870435 -12.0211372 Sep 25 489.6467 -1.044002923 -23.8466867 Oct 25 483.6262 -2.169052430 -36.6262052 Nov 25 447.7426 -9.791349253 -21.1426160 Dec 25 437.4800 -9.897904452 -25.8800102 Jan 26 425.2196 -10.432128847 42.2804367 Feb 26 437.1645 -5.372463109 47.3355017 Mar 26 429.9212 -5.795423352 21.2787976 Apr 26 436.4256 -3.014860694 -19.0255812 May 26 433.0837 -3.088790029 -53.1837104 Jun 26 431.3934 -2.772584679 53.3065668 Jul 26 431.3197 -2.162336214 23.6802924 Aug 26 430.5507 -1.847308797 -9.7506738 Sep 26 436.5997 -0.062138104 -20.0996941 Oct 26 411.3168 -5.763583336 -35.0167698 Nov 26 421.9698 -2.052265905 -16.3698399 Dec 26 429.7658 0.174350099 -23.9658149 Jan 27 457.2404 6.347076886 43.5595769 Feb 27 466.4735 6.999587053 47.5264804 Mar 27 459.9323 3.938433375 15.5677087 Apr 27 451.4794 1.137310666 -21.3793784 May 27 464.7967 3.890774756 -50.3966923 Jun 27 482.4302 6.997806904 55.5698289 Jul 27 500.4672 9.493749844 25.5327632 Aug 27 501.3437 7.545498361 -12.8436907 Sep 27 529.8578 12.285743937 -9.6578103 Oct 27 543.3366 12.555440991 -38.9366361 Nov 27 581.6842 18.385977991 -13.1842154 Dec 27 633.5115 25.946341180 -22.9114961 Jan 28 753.7164 47.257212871 64.2835945 Feb 28 785.5376 43.767440240 45.3624377 Mar 28 819.1353 41.468496532 16.7647306 Apr 28 815.8550 31.353251017 -33.8549731 May 28 820.4617 25.307117169 -58.1617406 Jun 28 810.4889 17.331279501 46.4111431 Jul 28 799.1554 10.850700282 21.7445504 Aug 28 790.3670 6.410815279 -20.7669700 Sep 28 768.3964 -0.004879211 -16.1964076 Oct 28 769.0019 0.133081654 -44.6018628 Nov 28 750.7350 -4.026196498 -27.6350037 Dec 28 760.0622 -1.007455094 -40.5621656 Jan 29 752.3668 -2.519422020 65.0331683 Feb 29 754.3098 -1.510633906 48.9902441 Mar 29 731.1356 -6.407629078 21.3644456 Apr 29 717.8011 -7.973336996 -28.8011347 May 29 685.9672 -13.366871636 -55.5672233 Jun 29 704.7421 -6.100893447 60.7579231 Jul 29 725.8340 0.046559075 31.8660473 Aug 29 743.4858 4.026418194 -11.2857538 Sep 29 724.2518 -1.231442955 -21.6517695 Oct 29 723.5115 -1.120424086 -40.2114883 Nov 29 736.7506 2.125405353 -27.2506368 Dec 29 741.2667 2.665827651 -39.0667094 Jan 30 724.5982 -1.704949268 60.2017502 Feb 30 750.0379 4.431251315 60.8620538 Mar 30 736.6109 0.394588649 18.9890838 Apr 30 690.9366 -10.018313825 -34.1366283 May 30 677.8872 -10.703452515 -62.7872008 Jun 30 686.5982 -6.314813298 58.7018009 Jul 30 668.7640 -8.918870931 25.3360402 Aug 30 677.5987 -4.905652627 -1.8987175 Sep 30 667.5982 -6.057271027 -23.8981978 Oct 30 664.7910 -5.322659907 -42.6910455 Nov 30 661.7010 -4.818022832 -27.1009823 Dec 30 629.9773 -10.899912006 -41.9773286 Jan 31 631.6506 -8.057703461 58.0493736 Feb 31 611.2301 -10.852279139 62.6699483 Mar 31 615.0102 -7.544902927 32.8898212 Apr 31 603.9108 -8.348300347 -35.1107713 May 31 609.2112 -5.263298449 -63.5112419 Jun 31 578.1020 -11.105533397 54.4979775 Jul 31 611.4409 -1.058976865 32.3591248 Aug 31 598.0401 -3.848731306 -4.9401117 Sep 31 602.1678 -2.045843386 -22.4677859 Oct 31 590.8199 -4.148285153 -44.8199082 Nov 31 584.5427 -4.629470964 -21.6427123 Dec 31 609.9050 2.149756670 -37.4049698 > m$resid Jan Feb Mar Apr May 1 0.000000000 1.420665369 -0.734903317 -1.293646393 -1.772733809 2 3.832192108 1.443048773 -0.929060511 -1.618581591 0.582411327 3 3.411715606 0.388218586 -2.058848820 -3.090384017 -1.833790918 4 0.100357188 -0.157140897 0.136371826 -0.628836038 -0.110924628 5 0.632944797 0.489358799 -0.806261511 -0.001043778 0.119449885 6 1.161392677 -0.575042068 0.263717777 0.420226612 -0.688059453 7 2.630037577 1.461793742 -0.160251695 -1.690715783 -1.656286441 8 0.739493093 0.138679633 -0.297168060 0.105222960 -1.453506105 9 -0.226259566 0.422804538 0.849932549 -1.250732404 0.815287983 10 0.368704526 -0.271940876 -0.737713747 0.169940192 0.254235230 11 2.230115641 2.359550149 -0.053741593 -0.848136612 -2.036555524 12 1.016430140 0.174784675 -0.532605686 -2.060647366 -0.346536934 13 0.329551974 -0.970443214 1.817710941 -0.561113376 -0.874981542 14 0.960921232 1.201465294 -1.747637801 -1.238536224 -0.941818489 15 0.772840696 -0.171395874 0.108288348 0.231495726 1.069645710 16 1.283956646 1.236939662 -1.314617646 -0.366525967 -0.426744278 17 0.490833265 -0.320274624 0.178114811 0.107266954 -1.181222364 18 -0.166843533 1.093568492 -0.585560604 0.572425677 -0.375989811 19 -0.065506278 -0.607420533 1.411015995 0.522047781 1.210283148 20 -0.064031418 0.237994478 0.287137398 0.313135162 -0.357135614 21 -0.654629628 1.002845665 0.022121411 -0.299514688 0.211142037 22 0.074205676 -0.033037236 0.771283173 0.902594048 0.111155198 23 1.108285304 1.348144915 0.773743124 0.262550678 -0.029103341 24 0.255787532 -0.803453590 -0.506130559 -0.900881286 -0.253383903 25 0.445984544 -0.265282761 0.122310852 -0.441091984 -0.245937998 26 -0.109804406 1.039713823 -0.086913010 0.571496002 -0.015198290 27 1.268735922 0.134087975 -0.629044761 -0.575721248 0.566038385 28 4.380198720 -0.717148372 -0.472426924 -2.079008620 -1.242893944 29 -0.310766031 0.207309923 -1.006339978 -0.321803262 -1.108717260 30 -0.898356525 1.261034495 -0.829555114 -2.140185393 -0.140837366 31 0.584177756 -0.574314426 0.679693674 -0.165123916 0.634143918 Jun Jul Aug Sep Oct 1 1.830188857 0.467970804 -0.745971789 -0.761333449 -1.135256284 2 0.792943773 1.228121827 -2.383778467 -2.511687764 0.416786918 3 0.980729098 -0.688873297 -1.705047242 0.131846043 -1.267033359 4 0.610013823 -0.026189894 0.292399399 0.137972873 0.167873917 5 -0.409810012 0.158640317 0.386325320 -1.081454594 -0.502318076 6 -0.564660424 -0.201997954 0.017199721 0.535487880 0.452474823 7 -2.116346061 -0.922181630 -0.417529823 -0.417146796 -1.340098706 8 -0.162071112 -0.927138233 0.365775327 -0.526022340 1.262596410 9 0.146873774 -0.929015693 -2.032718154 -0.590843874 0.315282178 10 0.469427284 -1.169833271 -0.807942088 0.072689444 0.826500555 11 -1.469280041 -0.925877984 -1.753596333 -2.385725153 -0.449871583 12 0.382229225 -0.074791521 0.145470248 0.389525754 0.998144594 13 0.876850313 -0.803621712 -0.113682159 -0.869066910 1.213356717 14 -0.639590998 -0.953191069 -1.704124672 -0.424048058 -0.354928644 15 -1.578615883 -0.993705404 1.089422018 -0.118369867 -0.599929204 16 0.044856065 -0.845009967 -1.358030095 0.100211986 0.547949187 17 1.028134485 -1.868243709 -0.047998928 0.162651409 0.541453636 18 -0.173046761 -0.555261463 -0.779964273 -0.110305492 0.042011425 19 -0.309410576 -0.388172279 -0.625545465 -0.365473494 0.185479239 20 1.226989540 0.419143335 -0.942495720 0.417260070 0.204123547 21 1.529951484 0.428460033 -0.935646951 -0.316762256 -0.502545269 22 -0.032103463 0.891287731 0.011180400 0.455993646 -0.690496107 23 0.442737179 0.360003391 -0.189704914 -0.325290260 -0.638803079 24 -0.010479377 0.674353754 0.460320020 -1.017263563 -1.007910064 25 0.210501439 0.327518677 0.207869674 -0.422043357 -0.231233216 26 0.065005441 0.125428757 0.064736225 0.366837617 -1.171827549 27 0.638726966 0.513008571 -0.400362586 0.974102403 0.055431302 28 -1.639592443 -1.331997024 -0.912407057 -1.318427119 0.028355342 29 1.493636102 1.263525566 0.817884790 -1.080511371 0.022817911 30 0.902137296 -0.535228028 0.824752990 -0.236665947 0.150985996 31 -1.200921656 2.064927941 -0.573327822 0.370511850 -0.432118872 Nov Dec 1 1.544395381 1.216744866 2 -1.174735995 0.771867331 3 2.255833718 1.838205402 4 0.700082154 -0.160867328 5 -0.024509028 0.789313501 6 1.190314907 1.912515662 7 0.166822716 0.522441233 8 0.754071299 1.146615501 9 1.815202030 0.981311019 10 1.716970698 1.222920662 11 -0.623407805 2.256567727 12 1.278626961 -0.319630218 13 0.949934302 2.216883973 14 0.088119520 0.754390661 15 1.520577746 0.298665156 16 0.920854533 0.191030534 17 -0.601177808 0.911510763 18 0.129772908 -0.118172467 19 -0.321916435 0.436045529 20 -1.063573709 -1.175564348 21 -0.220226789 -0.604448235 22 -1.433240472 -0.449273727 23 0.497310005 -0.118555823 24 0.232034321 0.005500534 25 -1.566994925 -0.021906140 26 0.762953912 0.457745007 27 1.198583929 1.554209416 28 -0.855005024 0.620558464 29 0.667218712 0.111091579 30 0.103732397 -1.250197156 31 -0.098910325 1.393520182 > mylevel <- as.numeric(m$fitted[,'level']) > myslope <- as.numeric(m$fitted[,'slope']) > myseas <- as.numeric(m$fitted[,'sea']) > myresid <- as.numeric(m$resid) > myfit <- mylevel+myseas > mylagmax <- nx/2 > postscript(file="/var/www/html/rcomp/tmp/14qow1259853185.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > op <- par(mfrow = c(2,2)) > acf(as.numeric(x),lag.max = mylagmax,main='Observed') > acf(mylevel,na.action=na.pass,lag.max = mylagmax,main='Level') > acf(myseas,na.action=na.pass,lag.max = mylagmax,main='Seasonal') > acf(myresid,na.action=na.pass,lag.max = mylagmax,main='Standardized Residals') > par(op) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/25rue1259853185.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > op <- par(mfrow = c(2,2)) > spectrum(as.numeric(x),main='Observed') > spectrum(mylevel,main='Level') > spectrum(myseas,main='Seasonal') > spectrum(myresid,main='Standardized Residals') > par(op) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/3j4vx1259853185.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > op <- par(mfrow = c(2,2)) > cpgram(as.numeric(x),main='Observed') > cpgram(mylevel,main='Level') > cpgram(myseas,main='Seasonal') > cpgram(myresid,main='Standardized Residals') > par(op) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/4c8ai1259853185.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(as.numeric(m$resid),main='Standardized Residuals',ylab='Residuals',xlab='time',type='b') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5msoa1259853185.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > op <- par(mfrow = c(2,2)) > hist(m$resid,main='Residual Histogram') > plot(density(m$resid),main='Residual Kernel Density') > qqnorm(m$resid,main='Residual Normal QQ Plot') > qqline(m$resid) > plot(m$resid^2, myfit^2,main='Sq.Resid vs. Sq.Fit',xlab='Squared residuals',ylab='Squared Fit') > par(op) > dev.off() null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Structural Time Series Model',6,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'t',header=TRUE) > a<-table.element(a,'Observed',header=TRUE) > a<-table.element(a,'Level',header=TRUE) > a<-table.element(a,'Slope',header=TRUE) > a<-table.element(a,'Seasonal',header=TRUE) > a<-table.element(a,'Stand. Residuals',header=TRUE) > a<-table.row.end(a) > for (i in 1:nx) { + a<-table.row.start(a) + a<-table.element(a,i,header=TRUE) + a<-table.element(a,x[i]) + a<-table.element(a,mylevel[i]) + a<-table.element(a,myslope[i]) + a<-table.element(a,myseas[i]) + a<-table.element(a,myresid[i]) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/6mvlh1259853185.tab") > system("convert tmp/14qow1259853185.ps tmp/14qow1259853185.png") > system("convert tmp/25rue1259853185.ps tmp/25rue1259853185.png") > system("convert tmp/3j4vx1259853185.ps tmp/3j4vx1259853185.png") > system("convert tmp/4c8ai1259853185.ps tmp/4c8ai1259853185.png") > system("convert tmp/5msoa1259853185.ps tmp/5msoa1259853185.png") > > > proc.time() user system elapsed 6.099 1.010 6.915