| | | *The author of this computation has been verified* | | R Software Module: /rwasp_structuraltimeseries.wasp (opens new window with default values) | | Title produced by software: Structural Time Series Models | | Date of computation: Tue, 07 Dec 2010 14:24:49 +0000 | | | | Cite this page as follows: | | Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/07/t1291731782svunlrkgdqqkc5m.htm/, Retrieved Tue, 07 Dec 2010 15:23:04 +0100 | | | | BibTeX entries for LaTeX users: | @Manual{KEY,
author = {{YOUR NAME}},
publisher = {Office for Research Development and Education},
title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2010/Dec/07/t1291731782svunlrkgdqqkc5m.htm/},
year = {2010},
}
@Manual{R,
title = {R: A Language and Environment for Statistical Computing},
author = {{R Development Core Team}},
organization = {R Foundation for Statistical Computing},
address = {Vienna, Austria},
year = {2010},
note = {{ISBN} 3-900051-07-0},
url = {http://www.R-project.org},
}
| | | | Original text written by user: | | | | | IsPrivate? | | No (this computation is public) | | | | User-defined keywords: | | | | | Dataseries X: | | » Textbox « » Textfile « » CSV « | | 1145.11
1176.86
1206.41
1192.72
1214.82
1199.07
1157.47
1100.1
1095.63
1105.63
1137.79
1124.72
1152.6
1211.85
1239.62
1244.13
1198.42
1227.99
1304.92
1340.26
1307.32
1356.51
1383.29
1437.87
1494.56
1521.42
1498.76
1488.75
1524.62
1439.27
1423.11
1466.85
1425.83
1363.45
1389.18
1395.89
1368.43
1349.03
1299.88
1365.41
1451.04
1433.75
1464.65
1475.57
1471.16
1429.12
1452.46
1538.09
1631.59
1665.5
1690.6
1711.74
1734.1
1748.09
1703.45
1745.74
1751.01
1795.65
1852.13
1877.1
1989.31
2097.76
2154.87
2152.18
2250.27
2346.9
2525.56
2409.36
2394.36
2401.33
2354.32
2450.41
2504.67
2661.39
2880.4
3064.42
3141.12
3327.7
3564.95
3403.13
3149.9
3006.84
3230.66
3361.13
3484.74
3411.13
3288.18
3280.37
3173.95
3165.26
3092.71
3053.05
3181.96
2999.93
3249.57
3210.52
3030.29
2803.47
2767.63
2882.6
2863.36
2897.06
3012.61
3142.95
3032.93
3045.78
3110.52
3013.24
2987.1
2995.55
2833.18
2848.96
2794.83
2845.26
2915.02
2 etc... | | | | Output produced by software: |
| Structural Time Series Model | | t | Observed | Level | Slope | Seasonal | Stand. Residuals | | 1 | 1145.11 | 1145.11 | 0 | 0 | 0 | | 2 | 1176.86 | 1175.21672254773 | 2.03266479071087 | 1.64327745227445 | 0.166505619947884 | | 3 | 1206.41 | 1204.6606222299 | 4.04676878638545 | 1.74937777009754 | 0.24520093712861 | | 4 | 1192.72 | 1191.12996063548 | 2.2596099001382 | 1.59003936451621 | -0.154754337672314 | | 5 | 1214.82 | 1213.069042712 | 4.69952124507645 | 1.75095728799897 | 0.171059531019326 | | 6 | 1199.07 | 1197.47450044987 | 1.84314913086841 | 1.59549955012793 | -0.174662094746426 | | 7 | 1157.47 | 1155.94625006478 | -4.79026170619929 | 1.52374993522378 | -0.370534233892112 | | 8 | 1100.1 | 1098.62856688102 | -13.2785995756168 | 1.47143311898161 | -0.44636603246876 | | 9 | 1095.63 | 1093.99744647367 | -11.8290088666891 | 1.6325535263345 | 0.0732062679800155 | | 10 | 1105.63 | 1103.99889985791 | -8.07884036369782 | 1.63110014209051 | 0.184318475343271 | | 11 | 1137.79 | 1136.10392892453 | -1.06185405199664 | 1.68607107546668 | 0.338654852522545 | | 12 | 1124.72 | 1123.17737825362 | -3.156520651675 | 1.54262174637882 | -0.0998640550950866 | | 13 | 1152.6 | 1155.19299177457 | 2.73665382607353 | -2.5929917745709 | 0.34656442784202 | | 14 | 1211.85 | 1210.3836355819 | 11.9398757822863 | 1.46636441809621 | 0.373304931411085 | | 15 | 1239.62 | 1238.05261460198 | 14.7587558919667 | 1.56738539802114 | 0.132035253992954 | | 16 | 1244.13 | 1242.90732521636 | 12.9797919100487 | 1.22267478363779 | -0.0830914198701297 | | 17 | 1198.42 | 1197.15614323014 | 2.41553762883426 | 1.2638567698568 | -0.492731810528888 | | 18 | 1227.99 | 1226.33605545432 | 7.23447724224396 | 1.6539445456843 | 0.224535046223715 | | 19 | 1304.92 | 1303.15198052886 | 19.7709581311562 | 1.76801947113916 | 0.583731202060873 | | 20 | 1340.26 | 1338.95928438091 | 22.6615321669144 | 1.30071561909295 | 0.134531208654628 | | 21 | 1307.32 | 1306.13181592413 | 12.6564605935104 | 1.18818407586787 | -0.46550674011867 | | 22 | 1356.51 | 1354.89677276652 | 19.1684744228357 | 1.61322723347549 | 0.302922609546934 | | 23 | 1383.29 | 1381.72679392177 | 20.5504212631172 | 1.563206078232 | 0.064276145376103 | | 24 | 1437.87 | 1436.44597829771 | 26.7137439336716 | 1.42402170228504 | 0.286630202620345 | | 25 | 1494.56 | 1502.2302173585 | 33.6604037645367 | -7.6702173584959 | 0.35555899661773 | | 26 | 1521.42 | 1521.03216819749 | 31.0303134134083 | 0.387831802507787 | -0.1131453645006 | | 27 | 1498.76 | 1498.54944764303 | 21.3775339455502 | 0.210552356967195 | -0.44880473564536 | | 28 | 1488.75 | 1488.20804265691 | 15.6548447949983 | 0.54195734308579 | -0.265900199066545 | | 29 | 1524.62 | 1524.10106597028 | 19.3056505364425 | 0.518934029722855 | 0.169687681013925 | | 30 | 1439.27 | 1439.61588025439 | 0.583798770784587 | -0.345880254391403 | -0.870298865988236 | | 31 | 1423.11 | 1422.31250591532 | -2.64259004366058 | 0.797494084677819 | -0.149993918869345 | | 32 | 1466.85 | 1465.74298507909 | 5.6676772589873 | 1.10701492090525 | 0.386364399231908 | | 33 | 1425.83 | 1426.12295061891 | -2.5008866669343 | -0.292950618908548 | -0.379791033136096 | | 34 | 1363.45 | 1363.02769140801 | -13.4303289065522 | 0.422308591990775 | -0.508169396667705 | | 35 | 1389.18 | 1388.22199817675 | -6.46342491778827 | 0.958001823254097 | 0.323938985198185 | | 36 | 1395.89 | 1395.50830191947 | -3.98364031787345 | 0.381698080530455 | 0.11529665104282 | | 37 | 1368.43 | 1376.3503265385 | -6.69736843892517 | -7.92032653850451 | -0.134382542888754 | | 38 | 1349.03 | 1348.44618788918 | -10.4684355598677 | 0.583812110824352 | -0.166145788621263 | | 39 | 1299.88 | 1299.69840276743 | -17.370533497821 | 0.181597232573979 | -0.321007267993408 | | 40 | 1365.41 | 1364.48557673431 | -2.55190973324518 | 0.924423265690136 | 0.688578428822452 | | 41 | 1451.04 | 1449.29903358013 | 13.2037356214289 | 1.74096641986919 | 0.732355079498275 | | 42 | 1433.75 | 1434.44051537058 | 8.14322987748851 | -0.690515370575167 | -0.235250753678173 | | 43 | 1464.65 | 1464.1394843047 | 12.0302818334206 | 0.510515695304445 | 0.180712827828075 | | 44 | 1475.57 | 1474.44197419568 | 11.7187218633093 | 1.12802580431957 | -0.0144854367966041 | | 45 | 1471.16 | 1471.13174209808 | 9.00868084933533 | 0.0282579019160982 | -0.126002770798525 | | 46 | 1429.12 | 1429.46184728594 | -0.129744196861848 | -0.341847285937465 | -0.424898948507555 | | 47 | 1452.46 | 1451.40449882677 | 3.85048413632969 | 1.05550117323232 | 0.185070081559528 | | 48 | 1538.09 | 1537.03757001326 | 18.5952458043855 | 1.05242998673702 | 0.685546954275455 | | 49 | 1631.59 | 1629.11637517929 | 31.765653051279 | 2.47362482071304 | 0.641560336870362 | | 50 | 1665.5 | 1664.89352806499 | 32.4811037828426 | 0.60647193500999 | 0.0319307947821716 | | 51 | 1690.6 | 1691.74753150248 | 31.4669032826609 | -1.14753150248163 | -0.0471810353987146 | | 52 | 1711.74 | 1712.4893982488 | 29.5330254794359 | -0.749398248798239 | -0.0898681923335056 | | 53 | 1734.1 | 1732.70713658856 | 27.853564779581 | 1.3928634114442 | -0.0780690349588442 | | 54 | 1748.09 | 1749.70750238195 | 25.8969300263111 | -1.61750238195294 | -0.0909629391300372 | | 55 | 1703.45 | 1704.3423905158 | 13.0500158685358 | -0.892390515799822 | -0.5972817833286 | | 56 | 1745.74 | 1744.70844428164 | 17.9744045092084 | 1.03155571835869 | 0.228955016448735 | | 57 | 1751.01 | 1751.23728028021 | 15.9110711496109 | -0.227280280212382 | -0.0959354050394273 | | 58 | 1795.65 | 1796.19829197798 | 21.1480120160109 | -0.548291977982511 | 0.24349831571716 | | 59 | 1852.13 | 1851.9885053528 | 27.3932816045501 | 0.141494647196586 | 0.290391432345093 | | 60 | 1877.1 | 1877.33744281146 | 27.0248183090284 | -0.23744281146018 | -0.0171315281979528 | | 61 | 1989.31 | 1981.07529089499 | 40.7905317367465 | 8.23470910500914 | 0.663830886794645 | | 62 | 2097.76 | 2096.56531663624 | 54.1388414131527 | 1.19468336375576 | 0.600677968495242 | | 63 | 2154.87 | 2156.14128694908 | 55.118447696527 | -1.27128694907501 | 0.0455796706810828 | | 64 | 2152.18 | 2153.64644741217 | 44.7327503770197 | -1.46644741217428 | -0.482652049186225 | | 65 | 2250.27 | 2248.1681315129 | 53.706911886465 | 2.10186848709532 | 0.417173494868627 | | 66 | 2346.9 | 2347.19050736213 | 61.8743940601742 | -0.290507362131598 | 0.379712113737741 | | 67 | 2525.56 | 2525.53059300402 | 82.8652433354494 | 0.0294069959809778 | 0.975929061295112 | | 68 | 2409.36 | 2411.06398596306 | 47.3001385787212 | -1.70398596306181 | -1.6535872647289 | | 69 | 2394.36 | 2394.90343745725 | 35.8626822876683 | -0.543437457252318 | -0.531792774711333 | | 70 | 2401.33 | 2402.36178305079 | 30.7433842534371 | -1.0317830507854 | -0.238029968527487 | | 71 | 2354.32 | 2354.7183527889 | 16.6153138967317 | -0.398352788899589 | -0.656929069938857 | | 72 | 2450.41 | 2450.05308378206 | 30.7991821445006 | 0.356916217936369 | 0.659483805203036 | | 73 | 2504.67 | 2501.11918288672 | 34.4386614584778 | 3.55081711328471 | 0.174305586379265 | | 74 | 2661.39 | 2658.83569491329 | 56.4968836353244 | 2.5543050867117 | 0.998378360396581 | | 75 | 2880.4 | 2878.05305078689 | 85.8047426536794 | 2.34694921311347 | 1.36381252919092 | | 76 | 3064.42 | 3064.94889379436 | 104.023538632103 | -0.528893794356929 | 0.846711069457916 | | 77 | 3141.12 | 3139.47781431905 | 98.708556102648 | 1.64218568094895 | -0.247077201805063 | | 78 | 3327.7 | 3328.44750974779 | 114.973100187232 | -0.747509747789815 | 0.756163988155837 | | 79 | 3564.95 | 3560.59395147226 | 136.086651488177 | 4.35604852773853 | 0.981646091074355 | | 80 | 3403.13 | 3408.19102196512 | 84.1040405426251 | -5.06102196512444 | -2.41693340275417 | | 81 | 3149.9 | 3153.48803567339 | 23.0550617288122 | -3.58803567339436 | -2.83853207496619 | | 82 | 3006.84 | 3006.79065830472 | -7.53243261733104 | 0.0493416952756723 | -1.42222230681311 | | 83 | 3230.66 | 3227.17554280331 | 33.537034154956 | 3.48445719669102 | 1.9096623271131 | | 84 | 3361.13 | 3359.7696297972 | 51.3805820300911 | 1.36037020280042 | 0.829666230516801 | | 85 | 3484.74 | 3485.31298623078 | 64.7050386483001 | -0.57298623078179 | 0.634957786916018 | | 86 | 3411.13 | 3413.03366104122 | 40.1707313081808 | -1.90366104122291 | -1.1152169354422 | | 87 | 3288.18 | 3290.83436411312 | 10.934381181242 | -2.65436411311825 | -1.36058333214752 | | 88 | 3280.37 | 3280.64917603758 | 7.12902304613844 | -0.279176037582902 | -0.176858823995376 | | 89 | 3173.95 | 3175.96346688036 | -13.0159250316494 | -2.01346688035851 | -0.936486090017072 | | 90 | 3165.26 | 3169.80869052113 | -11.7798447815451 | -4.54869052113189 | 0.0574680192789654 | | 91 | 3092.71 | 3087.81738383896 | -24.4286664445126 | 4.89261616103978 | -0.588095245826479 | | 92 | 3053.05 | 3054.55930625475 | -26.0192983544262 | -1.5093062547513 | -0.0739569270139401 | | 93 | 3181.96 | 3180.46831095159 | 1.35070828129048 | 1.49168904841455 | 1.27260053267724 | | 94 | 2999.93 | 3007.40671790855 | -30.0700075478124 | -7.47671790855481 | -1.46097132092014 | | 95 | 3249.57 | 3243.6864991592 | 17.9148291111923 | 5.8835008407979 | 2.2312199461023 | | 96 | 3210.52 | 3213.01296512205 | 9.16455113248873 | -2.4929651220508 | -0.406875522486597 | | 97 | 3030.29 | 3033.03911240367 | -24.8283462765243 | -2.74911240367261 | -1.61370155766344 | | 98 | 2803.47 | 2805.19345884978 | -61.2155352636921 | -1.72345884977549 | -1.65947768627982 | | 99 | 2767.63 | 2769.10559525306 | -56.6921968357855 | -1.47559525305588 | 0.210511971791199 | | 100 | 2882.6 | 2878.27585550141 | -26.8128258710036 | 4.32414449859232 | 1.38873165909203 | | 101 | 2863.36 | 2866.4567624217 | -24.1120137429732 | -3.09676242169702 | 0.125554287615793 | | 102 | 2897.06 | 2899.65402880206 | -13.7893308745001 | -2.59402880205749 | 0.479927863314409 | | 103 | 3012.61 | 3005.27252144662 | 7.71833281573228 | 7.33747855337822 | 0.999985755697336 | | 104 | 3142.95 | 3146.09972654712 | 31.6936113847363 | -3.14972654712502 | 1.11474300122131 | | 105 | 3032.93 | 3030.50060681391 | 5.16365968880569 | 2.42939318608865 | -1.23354522862413 | | 106 | 3045.78 | 3057.24509233402 | 9.05076961317187 | -11.4650923340242 | 0.18073999212583 | | 107 | 3110.52 | 3104.44733460016 | 15.9227317476903 | 6.07266539984356 | 0.319535413211359 | | 108 | 3013.24 | 3015.36841979454 | -2.98285513662926 | -2.12841979453713 | -0.879126520646335 | | 109 | 2987.1 | 2979.56400155235 | -8.88308809592091 | 7.53599844764479 | -0.279251612104289 | | 110 | 2995.55 | 2996.2656649044 | -4.29494409922182 | -0.715664904399042 | 0.209799122193846 | | 111 | 2833.18 | 2840.24453576262 | -31.6016891130017 | -7.06453576261933 | -1.27083977008897 | | 112 | 2848.96 | 2843.04127565783 | -25.4060918187269 | 5.91872434217031 | 0.287969498223617 | | 113 | 2794.83 | 2798.46846949117 | -28.8579937481597 | -3.63846949116812 | -0.160470836256763 | | 114 | 2845.26 | 2847.81015843288 | -14.7748740181004 | -2.55015843288461 | 0.654764094732822 | | 115 | 2915.02 | 2909.63578392457 | -0.979967779347608 | 5.38421607543358 | 0.641389180205974 | | 116 | 2892.63 | 2893.49155652164 | -3.71086153420647 | -0.861556521639588 | -0.12697475621762 | | 117 | 2604.42 | 2607.22952357466 | -54.5946486352199 | -2.80952357466442 | -2.36591555105076 | | 118 | 2641.65 | 2651.08965176595 | -36.8640438101232 | -9.43965176595246 | 0.824427833803069 | | 119 | 2659.81 | 2651.36790663602 | -30.1750085487061 | 8.44209336397562 | 0.311028879004144 | | 120 | 2638.53 | 2639.98883117728 | -26.7914577005245 | -1.45883117727729 | 0.157347006236803 | | 121 | 2720.25 | 2709.64184858545 | -9.45105441771798 | 10.608151414555 | 0.818708343590295 | | 122 | 2745.88 | 2743.06584615618 | -1.75888055372261 | 2.81415384382169 | 0.352489660948072 | | 123 | 2735.7 | 2743.8655487362 | -1.29849318901769 | -8.16554873619784 | 0.0214258207445044 | | 124 | 2811.7 | 2803.9559267659 | 9.75661481246898 | 7.74407323410074 | 0.513858636682326 | | 125 | 2799.43 | 2804.80490355842 | 8.15260362183374 | -5.37490355841746 | -0.074566652235284 | | 126 | 2555.28 | 2564.58931692041 | -36.569668370598 | -9.30931692041016 | -2.07927301198583 | | 127 | 2304.98 | 2303.95695866784 | -76.9147901923614 | 1.02304133216197 | -1.87583962086389 | | 128 | 2214.95 | 2209.02670395384 | -80.1586612902665 | 5.92329604615859 | -0.150826399884389 | | 129 | 2065.81 | 2071.25424244025 | -90.5325987763534 | -5.44424244025326 | -0.482352458679313 | | 130 | 1940.49 | 1950.86970384228 | -95.9078013495825 | -10.3797038422832 | -0.249934058037942 | | 131 | 2042 | 2029.96902156527 | -64.3953190420168 | 12.0309784347274 | 1.46527137924756 | | 132 | 1995.37 | 1998.60556977441 | -58.4501203906644 | -3.23556977440887 | 0.276489578599185 | | 133 | 1946.81 | 1938.62260740933 | -58.7257529311591 | 8.18739259066903 | -0.0129876822677015 | | 134 | 1765.9 | 1764.8281940757 | -79.3772622620962 | 1.07180592430355 | -0.948024500271205 | | 135 | 1635.25 | 1645.70424622657 | -86.5279866989382 | -10.4542462265658 | -0.332774217419835 | | 136 | 1833.42 | 1821.98813223473 | -39.2069906830917 | 11.4318677652667 | 2.19964596522415 | | 137 | 1910.43 | 1911.03255040344 | -16.1157056349435 | -0.602550403440448 | 1.07345651255129 | | 138 | 1959.67 | 1964.51660869756 | -3.584967070445 | -4.84660869755986 | 0.582593006601698 | | 139 | 1969.6 | 1969.29699469473 | -2.0788906307181 | 0.303005305267096 | 0.0700249962328003 | | 140 | 2061.41 | 2053.10229145738 | 13.3833618420515 | 8.30770854262086 | 0.718931519686899 | | 141 | 2093.48 | 2097.57018712154 | 18.979690014852 | -4.09018712153727 | 0.260210623146744 | | 142 | 2120.88 | 2134.988915752 | 22.2994207607236 | -14.1089157519963 | 0.154360017972316 | | 143 | 2174.56 | 2163.89854914476 | 23.4895136504497 | 10.6614508552427 | 0.0553367835763696 | | 144 | 2196.72 | 2200.08439902762 | 25.7742969000576 | -3.36439902761862 | 0.106263746481928 | | 145 | 2350.44 | 2331.9666415698 | 44.8560120782486 | 18.4733584301968 | 0.897622625352897 | | 146 | 2440.25 | 2435.88617594556 | 55.4591739400807 | 4.36382405444329 | 0.487472048099829 | | 147 | 2408.64 | 2425.86188635039 | 43.6799758129961 | -17.2218863503911 | -0.548144707752667 | | 148 | 2472.81 | 2463.78827953541 | 42.6441449071212 | 9.02172046459002 | -0.0481511512816665 | | 149 | 2407.6 | 2411.51947608322 | 25.5574202357334 | -3.91947608321932 | -0.794317457142216 | | 150 | 2454.62 | 2458.38855085898 | 29.3939039151621 | -3.76855085898223 | 0.178370203608194 | | 151 | 2448.05 | 2450.27966098592 | 22.6428153082281 | -2.22966098592026 | -0.313892526951467 | | 152 | 2497.84 | 2489.72181138849 | 25.666936915535 | 8.11818861151026 | 0.140609563822119 | | 153 | 2645.64 | 2647.51270128485 | 49.4511228791324 | -1.87270128484816 | 1.10588781724732 | | 154 | 2756.76 | 2770.04900355763 | 62.6076801058195 | -13.2890035576319 | 0.611752011121603 | | 155 | 2849.27 | 2838.73941608347 | 63.702665697739 | 10.5305839165349 | 0.05091416206769 | | 156 | 2921.44 | 2926.38131815357 | 68.0100967506847 | -4.94131815357228 | 0.20034864627798 | | 157 | 2981.85 | 2966.9710051026 | 63.0787113118175 | 14.8789948974018 | -0.231650837308685 | | 158 | 3080.58 | 3074.0554920718 | 70.9804856618454 | 6.52450792820062 | 0.363736985502257 | | 159 | 3106.22 | 3124.239854149 | 67.2401542155892 | -18.019854148999 | -0.174046556023897 | | 160 | 3119.31 | 3109.68854129423 | 52.5168423545152 | 9.62145870577486 | -0.684451375452457 | | 161 | 3061.26 | 3067.29237177613 | 35.4319581257658 | -6.03237177613076 | -0.794230066865677 | | 162 | 3097.31 | 3099.3416016009 | 34.8230719054665 | -2.0316016008953 | -0.028309029942338 | | 163 | 3161.69 | 3162.5700592583 | 39.9359309581796 | -0.88005925830064 | 0.237723334056955 | | 164 | 3257.16 | 3250.47916376293 | 48.5708587542905 | 6.6808362370719 | 0.401490309602558 | | 165 | 3277.01 | 3280.90373169617 | 45.3046192278698 | -3.89373169617218 | -0.151869903669355 | | 166 | 3295.32 | 3308.82670135789 | 42.175964604073 | -13.5067013578926 | -0.145476141022123 | | 167 | 3363.99 | 3353.72530269944 | 42.6660240847261 | 10.2646973005578 | 0.02278640713132 | | 168 | 3494.17 | 3496.26505247591 | 60.6343670164281 | -2.09505247591001 | 0.835802314899443 | | 169 | 3667.03 | 3650.8122428352 | 77.5246647309105 | 16.2177571647995 | 0.79246789966204 | | 170 | 3813.06 | 3805.49216869361 | 91.3814271522434 | 7.56783130638792 | 0.638548794285193 | | 171 | 3917.96 | 3934.33085951348 | 98.1176279181224 | -16.3708595134836 | 0.313432174022635 | | 172 | 3895.51 | 3887.17838682302 | 71.9704071923315 | 8.33161317697714 | -1.21557559649625 | | 173 | 3801.06 | 3809.48164368546 | 45.0320845919712 | -8.42164368546511 | -1.25228755591981 | | 174 | 3570.12 | 3577.7531984466 | -4.77956458942819 | -7.63319844659587 | -2.31589723615852 | | 175 | 3701.61 | 3699.50470398841 | 17.9933228997962 | 2.10529601158799 | 1.05883110387891 | | 176 | 3862.27 | 3852.48831310723 | 42.2885371813524 | 9.78168689276565 | 1.12963403768392 | | 177 | 3970.1 | 3972.44884120802 | 56.2677556665804 | -2.34884120802197 | 0.649991183034072 | | 178 | 4138.52 | 4149.30690695509 | 77.9716376157892 | -10.7869069550902 | 1.00918867682811 | | 179 | 4199.75 | 4192.49734620658 | 71.7118783684663 | 7.25265379341936 | -0.291059269188043 | | 180 | 4290.89 | 4294.09022362939 | 77.0872328571182 | -3.20022362938923 | 0.250051247725968 | | 181 | 4443.91 | 4429.24203427681 | 87.5304662318422 | 14.6679657231942 | 0.48947767050904 | | 182 | 4502.64 | 4497.6371277945 | 84.093301090218 | 5.00287220550073 | -0.158539513430808 | | 183 | 4356.98 | 4376.15687378744 | 47.1271496032999 | -19.1768737874378 | -1.71990511079141 | | 184 | 4591.27 | 4576.70474191609 | 74.7386068222576 | 14.5652580839155 | 1.28370400007843 | | 185 | 4696.96 | 4697.71667531447 | 83.0665315205833 | -0.756675314473162 | 0.387141644214751 | | 186 | 4621.4 | 4635.04728988379 | 56.839121664864 | -13.6472898837861 | -1.2193910541336 | | 187 | 4562.84 | 4565.84689996791 | 34.1566864407595 | -3.0068999679108 | -1.05462648400838 | | 188 | 4202.52 | 4202.37773156213 | -37.4007956793566 | 0.142268437875095 | -3.32715257221106 | | 189 | 4296.49 | 4297.18866286674 | -13.6076977108558 | -0.69866286673811 | 1.10630896691821 | | 190 | 4435.23 | 4441.74297180753 | 14.8558897048182 | -6.51297180753196 | 1.32350374807173 | | 191 | 4105.18 | 4107.28885687674 | -48.0052424344071 | -2.10885687674334 | -2.92282483374307 | | 192 | 4116.68 | 4118.78077451841 | -37.3031380654372 | -2.10077451841243 | 0.497869963878081 | | 193 | 3844.49 | 3836.62629463625 | -81.341674548636 | 7.86370536374719 | -2.06226967093811 | | 194 | 3720.98 | 3710.40884277099 | -89.4034628113522 | 10.5711572290073 | -0.372151460557887 | | 195 | 3674.4 | 3694.69417301722 | -76.153875315135 | -20.2941730172165 | 0.61641569717431 | | 196 | 3857.62 | 3840.0065528947 | -36.299807630153 | 17.6134471052992 | 1.85296348674199 | | 197 | 3801.06 | 3800.49258842396 | -36.8782216770087 | 0.56741157604068 | -0.0268888327304833 | | 198 | 3504.37 | 3522.18955088293 | -80.3228931296224 | -17.8195508829273 | -2.01986872761746 | | 199 | 3032.6 | 3033.21991783891 | -153.858348529203 | -0.619917838911121 | -3.41905444767713 | | 200 | 3047.03 | 3043.72190959366 | -124.282076961602 | 3.30809040633608 | 1.37518676483354 | | 201 | 2962.34 | 2967.0541616924 | -115.713968080388 | -4.71416169240207 | 0.398392598091733 | | 202 | 2197.82 | 2210.73528776116 | -230.991257752039 | -12.9152877611642 | -5.36018361691756 | | 203 | 2014.45 | 2015.61988560857 | -224.535679218376 | -1.169885608567 | 0.300159931233681 | | 204 | 1862.83 | 1857.18680743137 | -212.646346653062 | 5.64319256862779 | 0.55312995120678 | | 205 | 1905.41 | 1887.58658877043 | -168.932175627992 | 17.8234112295691 | 2.04550486622999 | | 206 | 1810.99 | 1800.17584201075 | -154.285539299583 | 10.8141579892452 | 0.67660093883954 | | 207 | 1670.07 | 1696.1444218972 | -145.250258640175 | -26.0744218971998 | 0.420323967048481 | | 208 | 1864.44 | 1842.64780923153 | -92.7520483223113 | 21.7921907684735 | 2.44093736938866 | | 209 | 2052.02 | 2042.05529170749 | -40.1792930791723 | 9.96470829251276 | 2.44396146063652 | | 210 | 2029.6 | 2037.92367774298 | -33.6929335889708 | -8.32367774297844 | 0.30156887852946 | | 211 | 2070.83 | 2075.8438605808 | -20.8071637922571 | -5.0138605807959 | 0.599128104126242 | | 212 | 2293.41 | 2289.67177554611 | 21.4118969589776 | 3.73822445389071 | 1.96303204033554 | | 213 | 2443.27 | 2430.75424681524 | 42.94488192432 | 12.5157531847585 | 1.00122419841374 | | 214 | 2513.17 | 2526.09237185856 | 52.3724116843384 | -12.9223718585578 | 0.438363081444162 | | 215 | 2466.92 | 2471.50822298629 | 33.1279705462674 | -4.58822298629274 | -0.894787876192797 | | 216 | 2502.66 | 2501.77906335482 | 32.6141170302079 | 0.88093664518393 | -0.0239072653590417 |
| | | | Charts produced by software: |  | | http://www.freestatistics.org/blog/date/2010/Dec/07/t1291731782svunlrkgdqqkc5m/1td5n1291731882.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/07/t1291731782svunlrkgdqqkc5m/1td5n1291731882.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/07/t1291731782svunlrkgdqqkc5m/24nnq1291731882.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/07/t1291731782svunlrkgdqqkc5m/24nnq1291731882.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/07/t1291731782svunlrkgdqqkc5m/3xw4t1291731882.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/07/t1291731782svunlrkgdqqkc5m/3xw4t1291731882.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/07/t1291731782svunlrkgdqqkc5m/4xw4t1291731882.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/07/t1291731782svunlrkgdqqkc5m/4xw4t1291731882.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/07/t1291731782svunlrkgdqqkc5m/5xw4t1291731882.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/07/t1291731782svunlrkgdqqkc5m/5xw4t1291731882.ps (open in new window) |
| | | | Parameters (Session): | | par1 = 12 ; | | | | Parameters (R input): | | par1 = 12 ; | | | | R code (references can be found in the software module): | par1 <- as.numeric(par1)
nx <- length(x)
x <- ts(x,frequency=par1)
m <- StructTS(x,type='BSM')
m$coef
m$fitted
m$resid
mylevel <- as.numeric(m$fitted[,'level'])
myslope <- as.numeric(m$fitted[,'slope'])
myseas <- as.numeric(m$fitted[,'sea'])
myresid <- as.numeric(m$resid)
myfit <- mylevel+myseas
mylagmax <- nx/2
bitmap(file='test2.png')
op <- par(mfrow = c(2,2))
acf(as.numeric(x),lag.max = mylagmax,main='Observed')
acf(mylevel,na.action=na.pass,lag.max = mylagmax,main='Level')
acf(myseas,na.action=na.pass,lag.max = mylagmax,main='Seasonal')
acf(myresid,na.action=na.pass,lag.max = mylagmax,main='Standardized Residals')
par(op)
dev.off()
bitmap(file='test3.png')
op <- par(mfrow = c(2,2))
spectrum(as.numeric(x),main='Observed')
spectrum(mylevel,main='Level')
spectrum(myseas,main='Seasonal')
spectrum(myresid,main='Standardized Residals')
par(op)
dev.off()
bitmap(file='test4.png')
op <- par(mfrow = c(2,2))
cpgram(as.numeric(x),main='Observed')
cpgram(mylevel,main='Level')
cpgram(myseas,main='Seasonal')
cpgram(myresid,main='Standardized Residals')
par(op)
dev.off()
bitmap(file='test1.png')
plot(as.numeric(m$resid),main='Standardized Residuals',ylab='Residuals',xlab='time',type='b')
grid()
dev.off()
bitmap(file='test5.png')
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()
load(file='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='mytable.tab')
| | |
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