R version 2.8.0 (2008-10-20) Copyright (C) 2008 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. Natural language support but running in an English locale 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) > par1 = '12' > #'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 316.13830 23.67279 23.56439 0.00000 > m$fitted level slope sea Jan 1 235.1000 0.000000000 0.0000000 Feb 1 276.8962 3.229146435 3.8037871 Mar 1 265.9633 1.503090141 -1.3633258 Apr 1 241.8618 -2.617118374 -1.1618475 May 1 203.4005 -9.375623749 -2.0004583 Jun 1 231.5118 -1.642097935 9.2882388 Jul 1 239.5351 0.456223934 1.5649178 Aug 1 224.5051 -3.005391398 -0.7051076 Sep 1 205.6460 -6.609323503 0.4539982 Oct 1 175.3538 -12.045659178 -0.6538129 Nov 1 195.5606 -4.600409999 7.7394070 Dec 1 216.3860 1.288097246 4.1140326 Jan 2 288.8725 17.209554885 10.6274502 Feb 2 340.1774 24.913283494 7.2226093 Mar 2 345.1943 20.409064160 -6.8942633 Apr 2 331.3766 12.550402249 -3.6765849 May 2 356.2880 15.392462014 -4.6880163 Jun 2 388.4941 19.256285782 8.1059057 Jul 2 433.7705 25.235101600 5.0294570 Aug 2 408.5169 13.633796884 -12.9169184 Sep 2 368.9622 1.411573801 -5.4621700 Oct 2 379.1977 3.439508655 -0.3977103 Nov 2 357.7653 -2.276369293 -0.7652842 Dec 2 371.8553 1.474485168 -2.8552608 Jan 3 442.4615 17.234456381 22.3385283 Feb 3 468.2882 19.188640865 10.8117789 Mar 3 443.0351 9.140049374 -11.7350789 Apr 3 386.5648 -5.832624725 -20.0648258 May 3 341.6600 -14.772800929 -15.3600236 Jun 3 347.7917 -9.991538825 7.3083192 Jul 3 323.1288 -13.346223030 8.4712436 Aug 3 273.4883 -21.644938622 -12.1883428 Sep 3 254.6494 -21.003297836 -5.6493635 Oct 3 206.6888 -27.168115135 -1.1888114 Nov 3 227.5561 -16.189464122 8.0439017 Dec 3 250.4683 -7.275986131 -9.5683087 Jan 4 245.2838 -6.799056632 19.6161831 Feb 4 235.0728 -7.575689462 18.7271790 Mar 4 230.4435 -6.908959064 1.8564946 Apr 4 210.1414 -9.955400990 -16.3413820 May 4 197.8192 -10.495366312 -20.8192149 Jun 4 200.3571 -7.522003616 12.8429281 Jul 4 192.2756 -7.649590791 14.9243643 Aug 4 190.8668 -6.226332144 -10.2667758 Sep 4 187.5840 -5.554953842 1.0159853 Oct 4 185.6109 -4.738051721 -10.2108758 Nov 4 195.8238 -1.331227873 3.1761503 Dec 4 191.0662 -2.110657256 -11.4661864 Jan 5 202.3106 0.931772986 23.4894092 Feb 5 213.7964 3.332984390 20.2035569 Mar 5 199.7270 -0.608019557 0.4729738 Apr 5 199.0969 -0.613041423 -15.4968914 May 5 201.0347 -0.032197345 -22.8347124 Jun 5 192.2358 -2.028995649 10.9642029 Jul 5 193.6001 -1.256326135 14.8998850 Aug 5 200.6031 0.624222854 -8.8030712 Sep 5 178.1151 -4.638494764 -5.3150753 Oct 5 162.7386 -7.083080415 -14.7386213 Nov 5 155.1313 -7.202319622 4.2687062 Dec 5 164.7594 -3.377722138 -10.2593915 Jan 6 186.0398 2.234020447 27.1602283 Feb 6 175.9023 -0.578729416 20.4977089 Mar 6 181.0094 0.709475512 1.7906349 Apr 6 190.7086 2.748946031 -14.3086223 May 6 178.7526 -0.594846397 -25.1526410 Jun 6 166.0707 -3.344745612 7.1292554 Jul 6 158.4006 -4.328585412 12.5994297 Aug 6 154.4402 -4.244844226 -3.2401922 Sep 6 161.6550 -1.638632152 0.2450444 Oct 6 169.7023 0.563576057 -12.5023381 Nov 6 195.7486 6.352688264 5.9513529 Dec 6 242.9256 15.623862363 -6.5256496 Jan 7 314.5870 28.365994498 41.5130098 Feb 7 374.3714 35.504487361 23.9285634 Mar 7 406.4237 34.722177647 -2.7236793 Apr 7 404.9300 26.510658980 -20.3300290 May 7 396.0169 18.463717542 -30.2168782 Jun 7 369.1593 8.161973507 -1.0593178 Jul 7 357.5609 3.671040042 10.3391149 Aug 7 352.2865 1.638347408 -5.2865442 Sep 7 344.9887 -0.392042521 -1.6887490 Oct 7 315.8812 -6.914276651 -22.9811596 Nov 7 312.5406 -6.103072028 -1.0406214 Dec 7 317.6009 -3.569108991 -16.7008584 Jan 8 329.8230 0.019008180 37.0769964 Feb 8 332.8217 0.695620663 24.0782991 Mar 8 327.1200 -0.754102469 2.5799712 Apr 8 328.6220 -0.242750022 -12.4220323 May 8 297.2708 -7.303932336 -28.2708378 Jun 8 286.4950 -8.092539186 2.8049967 Jul 8 258.5257 -12.606973121 7.6742656 Aug 8 253.7614 -10.826073672 -0.1614250 Sep 8 231.6569 -13.386709589 2.1431025 Oct 8 245.3460 -7.241719297 -16.9460158 Nov 8 254.2649 -3.575656122 -0.6648861 Dec 8 275.2111 1.988290716 -15.1110974 Jan 9 272.3603 0.889405656 34.2397476 Feb 9 282.3331 2.950982973 26.8668838 Mar 9 303.5743 7.095505262 5.9257185 Apr 9 283.8362 1.015364592 -12.8362237 May 9 302.3120 4.976213497 -22.4119789 Jun 9 310.4355 5.690654898 7.4645046 Jul 9 296.2011 1.167715996 2.1988614 Aug 9 253.7589 -8.729573160 -7.0588553 Sep 9 232.3520 -11.605979425 -5.0520262 Oct 9 227.5112 -10.071552195 -18.4112227 Nov 9 256.3571 -1.247271149 3.5428699 Dec 9 276.1129 3.516509085 -10.1129335 Jan 10 287.5232 5.308104813 33.0767829 Feb 10 286.9885 3.982607508 21.5115306 Mar 10 275.0993 0.386568916 7.1007218 Apr 10 279.1338 1.212936917 -16.4337584 May 10 285.7946 2.448175196 -22.2946202 Jun 10 298.3055 4.731218413 14.7945305 Jul 10 277.9384 -0.963362383 6.3616049 Aug 10 259.6328 -4.897276209 -7.0328478 Sep 10 256.2963 -4.543348349 -5.9962703 Oct 10 269.4954 -0.521192732 -22.9953907 Nov 10 305.7990 7.825295372 6.9010211 Dec 10 339.8164 13.763990827 -6.6163877 Jan 11 401.3663 24.604617394 45.0336706 Feb 11 476.6717 36.101881841 34.9283468 Mar 11 511.6172 35.839927764 3.8828421 Apr 11 529.2442 31.715035224 -22.8442026 May 11 517.2953 21.818937226 -34.0952873 Jun 11 507.6079 14.673952752 14.6921449 Jul 11 502.4117 10.167474971 7.3883248 Aug 11 474.9233 1.629162526 -14.2232662 Sep 11 425.3097 -9.986205719 -19.5097436 Oct 11 405.6629 -12.175318783 -30.6628503 Nov 11 380.1126 -15.205790786 -1.6125634 Dec 11 413.2667 -4.244332809 -6.4667155 Jan 12 430.8166 0.697830636 36.9833794 Feb 12 435.2706 1.549295664 34.5294044 Mar 12 425.3630 -1.045567422 4.4370360 Apr 12 380.0533 -11.068556651 -24.2533077 May 12 361.5516 -12.752623766 -28.8516450 Jun 12 356.9980 -10.894001751 21.0019597 Jul 12 344.4986 -11.257972630 16.0013961 Aug 12 336.3657 -10.549643950 -1.6656738 Sep 12 334.1861 -8.653103627 -14.6860717 Oct 12 346.9750 -3.796076025 -23.8749968 Nov 12 370.6208 2.419814774 -7.0207705 Dec 12 366.1868 0.866767726 -14.0868023 Jan 13 374.1234 2.469356166 37.7766377 Feb 13 355.7341 -2.257460818 32.8658860 Mar 13 392.5778 6.596849211 23.8221641 Apr 13 387.1184 3.867382549 -26.4183707 May 13 372.2095 -0.385347857 -34.2094539 Jun 13 390.6387 3.878195823 26.5612879 Jul 13 377.2612 -0.032562176 11.1388345 Aug 13 374.7859 -0.586046118 -3.6859115 Sep 13 355.5202 -4.817201972 -24.0202343 Oct 13 376.7754 1.086885954 -23.0753974 Nov 13 398.2560 5.705084375 -1.5559577 Dec 13 451.5173 16.478254072 -4.5173455 Jan 14 488.6197 21.151808989 44.8802546 Feb 14 535.5993 27.002963578 29.8007419 Mar 14 525.0068 18.491211515 17.2931659 Apr 14 516.8796 12.466059719 -28.1796451 May 14 509.1277 7.888008227 -42.0277388 Jun 14 503.2876 4.778076069 28.0123911 Jul 14 487.5935 0.139768760 8.5065421 Aug 14 451.1066 -8.156945452 -7.1065761 Sep 14 433.8331 -10.221354197 -30.4330999 Oct 14 415.9835 -11.948325795 -29.6834698 Nov 14 405.9276 -11.519865055 -11.8276384 Dec 14 410.5976 -7.853227122 -6.4976004 Jan 15 419.3384 -4.094041141 42.7615856 Feb 15 411.5593 -4.928660978 36.5407219 Mar 15 408.9603 -4.401307990 23.3397128 Apr 15 409.5354 -3.275066814 -23.2354019 May 15 429.2301 1.924882801 -34.0301153 Jun 15 397.2618 -5.751045813 24.6382283 Jul 15 370.1632 -10.586318811 12.7367693 Aug 15 382.9972 -5.282511475 1.2027589 Sep 15 375.1694 -5.858745338 -29.6694163 Oct 15 356.4137 -8.777830468 -33.0137476 Nov 15 380.2985 -1.384558419 -7.6984889 Dec 15 385.3257 0.067232930 -9.3257152 Jan 16 412.9703 6.312885072 49.7296681 Feb 16 445.8812 12.335491071 41.1187649 Mar 16 429.9336 5.934295926 14.2663906 Apr 16 427.9874 4.151098394 -28.6874396 May 16 422.9717 2.076324193 -28.0717373 Jun 16 426.0115 2.294456155 29.3885326 Jul 16 410.1490 -1.817110657 3.8509964 Aug 16 379.1318 -8.428256711 -3.6317874 Sep 16 372.8591 -7.940367031 -25.8590852 Oct 16 376.7006 -5.274193532 -37.3005557 Nov 16 391.2114 -0.796613212 -5.4114426 Dec 16 394.5173 0.132086816 -15.7172669 Jan 17 405.1946 2.519771700 46.6053794 Feb 17 400.8264 0.960462779 45.2735849 Mar 17 405.6192 1.827686011 16.8807704 Apr 17 409.7536 2.349567965 -26.6535881 May 17 386.7231 -3.393797917 -33.9230998 Jun 17 405.4153 1.605755445 39.8846804 Jul 17 366.8695 -7.484358302 0.6304917 Aug 17 358.3530 -7.717987420 -3.2530388 Sep 17 354.1340 -6.926174021 -27.9340473 Oct 17 358.8518 -4.291656115 -39.0518174 Nov 17 341.6405 -7.215034546 -9.8404802 Dec 17 354.0064 -2.783205458 -13.1063591 Jan 18 347.6375 -3.594896833 46.4624823 Feb 18 367.5637 1.728791032 49.6362850 Mar 18 356.6930 -1.121931020 13.2069657 Apr 18 367.8822 1.663075326 -18.6821737 May 18 361.4648 -0.165191306 -40.0647924 Jun 18 357.5812 -1.006740388 48.1187584 Jul 18 344.6390 -3.708332866 -1.7389728 Aug 18 324.1549 -7.504976742 -7.6549001 Sep 18 314.2769 -8.041899378 -30.0768816 Oct 18 307.1386 -7.837482396 -36.2385920 Nov 18 302.0906 -7.206392335 -13.2905867 Dec 18 292.3449 -7.781031412 -13.5448559 Jan 19 283.1557 -8.099723717 41.2442701 Feb 19 261.9897 -11.056583711 48.9102906 Mar 19 281.2960 -4.187677508 17.7040106 Apr 19 288.3374 -1.647731086 -15.3374152 May 19 312.7058 4.237766757 -33.4057729 Jun 19 310.2937 2.733029824 48.9062641 Jul 19 304.6813 0.844395242 0.3186781 Aug 19 292.0696 -2.200453574 -9.9695547 Sep 19 282.0054 -3.979419610 -31.7054250 Oct 19 282.0158 -3.076967283 -35.5157508 Nov 19 272.0179 -4.642529068 -14.1179329 Dec 19 276.7470 -2.522123980 -10.2469739 Jan 20 272.8482 -2.833653176 43.0518371 Feb 20 275.1345 -1.675192339 43.2654655 Mar 20 279.6384 -0.277491031 15.7616039 Apr 20 286.0971 1.246037277 -19.6971380 May 20 279.6648 -0.490793848 -33.8647556 Jun 20 305.5490 5.476489604 57.2510167 Jul 20 320.0383 7.515813406 4.8617388 Aug 20 307.2777 2.928391270 -13.0777121 Sep 20 319.1848 4.959333940 -29.6847784 Oct 20 328.5353 5.952482220 -33.3353302 Nov 20 311.6184 0.779816870 -21.3183893 Dec 20 287.1272 -4.937183832 -15.1271760 Jan 21 268.1136 -8.122025388 39.2864345 Feb 21 281.5680 -3.240809448 47.1319861 Mar 21 278.8034 -3.133113782 14.0966351 Apr 21 269.2264 -4.590364906 -20.1264450 May 21 269.1765 -3.563460503 -38.7764736 Jun 21 298.5063 3.877533772 62.9936835 Jul 21 311.5983 5.962172973 10.1017326 Aug 21 297.4295 1.408279221 -20.2295485 Sep 21 292.0210 -0.133482568 -31.3210084 Oct 21 281.0751 -2.578650475 -30.0750911 Nov 21 273.7603 -3.649760719 -16.1603401 Dec 21 257.1145 -6.589461572 -15.3144907 Jan 22 252.1209 -6.228432105 35.3790620 Feb 22 245.1816 -6.389237241 47.1183926 Mar 22 255.3919 -2.635207128 19.3081072 Apr 22 272.1772 1.756328733 -17.9772459 May 22 276.3242 2.296960279 -46.3241835 Jun 22 277.9307 2.140783818 61.0693276 Jul 22 299.2417 6.477233557 18.9582644 Aug 22 305.9597 6.531674710 -18.9596602 Sep 22 322.3048 8.750973479 -26.5048433 Oct 22 316.1983 5.391321836 -32.1982509 Nov 22 290.7627 -1.579796423 -19.7626614 Dec 22 279.5216 -3.764922637 -16.8215762 Jan 23 299.5949 1.627128457 41.0051341 Feb 23 330.2321 8.188456342 49.1679466 Mar 23 355.0736 11.954272918 18.2263790 Apr 23 372.6774 13.231679428 -17.4773650 May 23 385.2830 13.090110686 -46.8829884 Jun 23 407.8946 15.243523616 59.0054086 Jul 23 430.8821 16.995053574 20.1179328 Aug 23 443.7949 16.071809560 -21.7949078 Sep 23 452.8655 14.488642596 -23.6654915 Oct 23 453.6079 11.380522104 -27.7078527 Nov 23 475.6860 13.799462899 -14.9860412 Dec 23 486.9357 13.222820439 -23.3356879 Jan 24 505.6608 14.467263819 35.7392063 Feb 24 502.8377 10.557026435 41.3622949 Mar 24 502.5009 8.093758914 14.9991373 Apr 24 491.2082 3.710570915 -21.8081609 May 24 489.4681 2.478128999 -50.0681029 Jun 24 491.7210 2.427185017 57.2790429 Jul 24 508.6558 5.708189077 24.3442024 Aug 24 524.2704 7.948439470 -18.1704171 Sep 24 510.3236 2.997723771 -26.3236206 Oct 24 491.6310 -1.906261339 -34.6310018 Nov 24 494.7166 -0.777591919 -13.2166040 Dec 24 494.0574 -0.750816675 -24.5574183 Jan 25 502.9014 1.419011223 41.7985928 Feb 25 498.6112 0.127983067 42.5887839 Mar 25 501.3719 0.723227666 20.1281293 Apr 25 492.6025 -1.422875919 -22.9024887 May 25 485.8885 -2.619161117 -51.4885217 Jun 25 487.7976 -1.595218128 54.8023622 Jul 25 493.2491 -0.001713706 24.0509081 Aug 25 497.7211 1.009895035 -12.0211109 Sep 25 489.6468 -1.043992208 -23.8467684 Oct 25 483.6264 -2.169046439 -36.6263561 Nov 25 447.7428 -9.791465117 -21.1427716 Dec 25 437.4801 -9.898014686 -25.8800824 Jan 26 425.2195 -10.432246008 42.2804677 Feb 26 437.1644 -5.372490291 47.3356088 Mar 26 429.9211 -5.795453335 21.2789145 Apr 26 436.4255 -3.014836404 -19.0254783 May 26 433.0837 -3.088756087 -53.1836798 Jun 26 431.3934 -2.772551224 53.3065880 Jul 26 431.3197 -2.162303890 23.6803282 Aug 26 430.5507 -1.847275936 -9.7506505 Sep 26 436.5997 -0.062068706 -20.0997394 Oct 26 411.3169 -5.763602056 -35.0168969 Nov 26 421.9700 -2.052224307 -16.3699532 Dec 26 429.7659 0.174411006 -23.9658982 Jan 27 457.2404 6.347204397 43.5595734 Feb 27 466.4735 6.999682457 47.5265374 Mar 27 459.9322 3.938460993 15.5677543 Apr 27 451.4793 1.137281995 -21.3793090 May 27 464.7966 3.890796442 -50.3966228 Jun 27 482.4301 6.997878736 55.5698741 Jul 27 500.4672 9.493847590 25.5327980 Aug 27 501.3437 7.545554206 -12.8437057 Sep 27 529.8578 12.285854617 -9.6577894 Oct 27 543.3368 12.555570055 -38.9367882 Nov 27 581.6843 18.386163088 -13.1843331 Dec 27 633.5116 25.946600156 -22.9115924 Jan 28 753.7163 47.257708252 64.2836967 Feb 28 785.5376 43.767796248 45.3624148 Mar 28 819.1353 41.468729597 16.7647334 Apr 28 815.8550 31.353284656 -33.8550347 May 28 820.4617 25.307032664 -58.1617397 Jun 28 810.4888 17.331083991 46.4111568 Jul 28 799.1554 10.850436138 21.7446062 Aug 28 790.3670 6.410551061 -20.7669630 Sep 28 768.3964 -0.005185416 -16.1964031 Oct 28 769.0020 0.132868247 -44.6019529 Nov 28 750.7352 -4.026410354 -27.6351719 Dec 28 760.0623 -1.007581970 -40.5622917 Jan 29 752.3667 -2.519606330 65.0333165 Feb 29 754.3096 -1.510759915 48.9903898 Mar 29 731.1354 -6.407798574 21.3645644 Apr 29 717.8011 -7.973480846 -28.8010704 May 29 685.9672 -13.367065727 -55.5671734 Jun 29 704.7419 -6.100945486 60.7580512 Jul 29 725.8339 0.046626472 31.8661328 Aug 29 743.4857 4.026549331 -11.2857370 Sep 29 724.2519 -1.231393191 -21.6518946 Oct 29 723.5116 -1.120384225 -40.2116116 Nov 29 736.7508 2.125503046 -27.2508269 Dec 29 741.2668 2.665896994 -39.0668336 Jan 30 724.5982 -1.704999556 60.2017776 Feb 30 750.0377 4.431272026 60.8622502 Mar 30 736.6108 0.394567000 18.9891622 Apr 30 690.9366 -10.018481048 -34.1366189 May 30 677.8872 -10.703590646 -62.7872012 Jun 30 686.5981 -6.314869295 58.7018849 Jul 30 668.7639 -8.918947379 25.3360869 Aug 30 677.5986 -4.905659617 -1.8986185 Sep 30 667.5983 -6.057250269 -23.8982958 Oct 30 664.7912 -5.322620850 -42.6911934 Nov 30 661.7011 -4.817983209 -27.1011361 Dec 30 629.9774 -10.899986635 -41.9774457 Jan 31 631.6506 -8.057747907 58.0493981 Feb 31 611.2299 -10.852392551 62.6701252 Mar 31 615.0100 -7.544944038 32.8900250 Apr 31 603.9108 -8.348300604 -35.1107638 May 31 609.2113 -5.263243509 -63.5112608 Jun 31 578.1020 -11.105589795 54.4979841 Jul 31 611.4408 -1.058879392 32.3592158 Aug 31 598.0401 -3.848682567 -4.9400993 Sep 31 602.1679 -2.045756148 -22.4678655 Oct 31 590.8201 -4.148234213 -44.8200627 Nov 31 584.5428 -4.629450173 -21.6428184 Dec 31 609.9050 2.149872769 -37.4050400 > m$resid Jan Feb Mar Apr May 1 0.000000000 1.420674073 -0.734903175 -1.293650150 -1.772732673 2 3.832200103 1.443035690 -0.929074479 -1.618597704 0.582409009 3 3.411721405 0.388213068 -2.058852854 -3.090383567 -1.833789401 4 0.100344102 -0.157151889 0.136375834 -0.628826991 -0.110924961 5 0.632936558 0.489353433 -0.806261783 -0.001035705 0.119450129 6 1.161389959 -0.575047926 0.263722347 0.420232907 -0.688062871 7 2.630026357 1.461784225 -0.160265072 -1.690730966 -1.656297266 8 0.739492248 0.138681851 -0.297163873 0.105229335 -1.453505758 9 -0.226271455 0.422798482 0.849933211 -1.250736703 0.815289791 10 0.368699265 -0.271948126 -0.737719531 0.169946557 0.254235004 11 2.230108726 2.359541697 -0.053754629 -0.848151263 -2.036571005 12 1.016436692 0.174781687 -0.532603832 -2.060647585 -0.346532003 13 0.329541612 -0.970451621 1.817712658 -0.561107892 -0.874986526 14 0.960910081 1.201458130 -1.747656806 -1.238539558 -0.941817395 15 0.772843114 -0.171398674 0.108291535 0.231501771 1.069649254 16 1.283949101 1.236935536 -1.314624222 -0.366529371 -0.426749689 17 0.490825120 -0.320281960 0.178119789 0.107268401 -1.181225435 18 -0.166849775 1.093567545 -0.585559923 0.572425021 -0.375987472 19 -0.065508086 -0.607424593 1.411024955 0.522049635 1.210285759 20 -0.064034412 0.237995124 0.287136420 0.313136710 -0.357138153 21 -0.654629854 1.002851954 0.022125631 -0.299512590 0.211147233 22 0.074207088 -0.033039102 0.771286830 0.902599500 0.111156792 23 1.108287895 1.348147151 0.773740992 0.262546539 -0.029106066 24 0.255782247 -0.803459394 -0.506132437 -0.900878437 -0.253376408 25 0.445982512 -0.265283365 0.122310102 -0.441088765 -0.245934725 26 -0.109804376 1.039718548 -0.086912435 0.571499591 -0.015196105 27 1.268732807 0.134079602 -0.629050364 -0.575725195 0.566041240 28 4.380189297 -0.717167519 -0.472445935 -2.079022083 -1.242901769 29 -0.310773719 0.207319159 -1.006335593 -0.321793730 -1.108712903 30 -0.898369216 1.261032390 -0.829552838 -2.140186976 -0.140829521 31 0.584176223 -0.574320995 0.679699534 -0.165113333 0.634146865 Jun Jul Aug Sep Oct 1 1.830199439 0.467981139 -0.745971399 -0.761334349 -1.135254322 2 0.792933954 1.228119748 -2.383783990 -2.511697010 0.416793632 3 0.980734296 -0.688869461 -1.705031986 0.131861420 -1.267029387 4 0.609999482 -0.026195885 0.292407253 0.137973454 0.167877488 5 -0.409823375 0.158636443 0.386330799 -1.081452292 -0.502314604 6 -0.564669391 -0.202002179 0.017201994 0.535497522 0.452480107 7 -2.116355175 -0.922182692 -0.417520816 -0.417133192 -1.340086324 8 -0.162069935 -0.927138959 0.365779425 -0.526014794 1.262609768 9 0.146869564 -0.929020939 -2.032725647 -0.590835884 0.315292306 10 0.469424115 -1.169837008 -0.807940815 0.072695970 0.826507390 11 -1.469291665 -0.925874128 -1.753588048 -2.385715994 -0.449857851 12 0.382234238 -0.074786590 0.145478309 0.389535680 0.998145849 13 0.876846313 -0.803622267 -0.113679364 -0.869061810 1.213359123 14 -0.639595556 -0.953184461 -1.704117736 -0.424032269 -0.354921148 15 -1.578623765 -0.993707416 1.089432477 -0.118363278 -0.599930672 16 0.044859518 -0.845006127 -1.358030632 0.100220576 0.547959321 17 1.028136252 -1.868240391 -0.047993263 0.162658285 0.541458422 18 -0.173053846 -0.555253224 -0.779961741 -0.110301999 0.042013011 19 -0.309416888 -0.388172378 -0.625544910 -0.365474726 0.185478305 20 1.226992163 0.419147176 -0.942496410 0.417258014 0.204119428 21 1.529953927 0.428463285 -0.935644525 -0.316767555 -0.502550712 22 -0.032110430 0.891288769 0.011185901 0.455989133 -0.690503857 23 0.442733222 0.359999922 -0.189703116 -0.325296648 -0.638807718 24 -0.010473531 0.674360066 0.460328144 -1.017264360 -1.007910013 25 0.210505122 0.327520326 0.207871659 -0.422040624 -0.231231125 26 0.065004480 0.125426864 0.064735478 0.366840269 -1.171830146 27 0.638728814 0.513007103 -0.400365896 0.974100776 0.055434346 28 -1.639593543 -1.331993490 -0.912394992 -1.318418294 0.028374039 29 1.493645518 1.263533380 0.817887060 -1.080513790 0.022815573 30 0.902142230 -0.535225143 0.824756344 -0.236657111 0.150987758 31 -1.200928635 2.064932220 -0.573330247 0.370514857 -0.432120611 Nov Dec 1 1.544403028 1.216753014 2 -1.174732117 0.771880427 3 2.255850535 1.838218537 4 0.700077299 -0.160873379 5 -0.024509724 0.789316528 6 1.190314040 1.912511025 7 0.166832394 0.522447758 8 0.754074249 1.146610879 9 1.815211075 0.981308696 10 1.716970037 1.222915036 11 -0.623397397 2.256582632 12 1.278627176 -0.319644195 13 0.949932964 2.216880560 14 0.088126778 0.754392161 15 1.520577433 0.298658352 16 0.920852308 0.191027573 17 -0.601183336 0.911508866 18 0.129774574 -0.118177887 19 -0.321918734 0.436041625 20 -1.063578994 -1.175572735 21 -0.220226971 -0.604449502 22 -1.433248124 -0.449274759 23 0.497311342 -0.118555932 24 0.232036121 0.005504698 25 -1.566999222 -0.021904692 26 0.762956207 0.457742913 27 1.198579573 1.554204015 28 -0.854993793 0.620568124 29 0.667221763 0.111084280 30 0.103731139 -1.250204081 31 -0.098915213 1.393521316 > 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/freestat/rcomp/tmp/142mj1291824434.ps",horizontal=F,onefile=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/freestat/rcomp/tmp/2fbl41291824434.ps",horizontal=F,onefile=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/freestat/rcomp/tmp/3qlk71291824434.ps",horizontal=F,onefile=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/freestat/rcomp/tmp/4qlk71291824434.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(as.numeric(m$resid),main='Standardized Residuals',ylab='Residuals',xlab='time',type='b') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/5qlk71291824434.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > op <- par(mfrow = c(2,2)) > hist(m$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/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/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/freestat/rcomp/tmp/64uif1291824434.tab") > > try(system("convert tmp/142mj1291824434.ps tmp/142mj1291824434.png",intern=TRUE)) character(0) > try(system("convert tmp/2fbl41291824434.ps tmp/2fbl41291824434.png",intern=TRUE)) character(0) > try(system("convert tmp/3qlk71291824434.ps tmp/3qlk71291824434.png",intern=TRUE)) character(0) > try(system("convert tmp/4qlk71291824434.ps tmp/4qlk71291824434.png",intern=TRUE)) character(0) > try(system("convert tmp/5qlk71291824434.ps tmp/5qlk71291824434.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 6.672 1.416 6.926