| Workshop 5 STSM | | *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: Thu, 09 Dec 2010 21:00:28 +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/09/t1291928338jutmioltg9yu2sb.htm/, Retrieved Thu, 09 Dec 2010 21:59:00 +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/09/t1291928338jutmioltg9yu2sb.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 « | | 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. etc... | | | | Output produced by software: |
| Structural Time Series Model | | t | Observed | Level | Slope | Seasonal | Stand. Residuals | | 1 | 235.1 | 235.1 | 0 | 0 | 0 | | 2 | 280.7 | 276.896215984049 | 3.22914234332167 | 3.80378401595133 | 1.42067327615987 | | 3 | 264.6 | 265.963320140396 | 1.50309127397057 | -1.36332014039577 | -0.734903192958745 | | 4 | 240.7 | 241.861842741856 | -2.61710346036254 | -1.16184274185618 | -1.29364989904452 | | 5 | 201.4 | 203.400455149288 | -9.37559126835787 | -2.00045514928794 | -1.77273304652696 | | 6 | 240.8 | 231.511772808939 | -1.6420896079751 | 9.28822719106136 | 1.83019827593514 | | 7 | 241.1 | 239.535083373917 | 0.456223127934854 | 1.56491662608254 | 0.467980148529886 | | 8 | 223.8 | 224.505103417909 | -3.00538545782006 | -0.705103417909013 | -0.745971474683479 | | 9 | 206.1 | 205.645999774034 | -6.60931077272437 | 0.454000225966415 | -0.761334374530572 | | 10 | 174.7 | 175.353810704195 | -12.0456383068053 | -0.65381070419474 | -1.13525469491882 | | 11 | 203.3 | 195.560601946487 | -4.60040618277681 | 7.73939805351337 | 1.54440221573735 | | 12 | 220.5 | 216.385971322209 | 1.28808749361206 | 4.11402867779127 | 1.21675230904754 | | 13 | 299.5 | 288.872544562335 | 17.2095133447927 | 10.6274554376646 | 3.83219960998184 | | 14 | 347.4 | 340.177393815954 | 24.913239110921 | 7.22260618404591 | 1.44303742849705 | | 15 | 338.3 | 345.194254057075 | 20.4090352307895 | -6.89425405707475 | -0.929072821568613 | | 16 | 327.7 | 331.376574412976 | 12.5503943633847 | -3.67657441297638 | -1.61859605212461 | | 17 | 351.6 | 356.288006769173 | 15.3924508213383 | -4.68800676917285 | 0.582409305042532 | | 18 | 396.6 | 388.494099155856 | 19.2562732652706 | 8.10590084414397 | 0.792935002200693 | | 19 | 438.8 | 433.770548963298 | 25.2350810822138 | 5.02945103670228 | 1.22812014074052 | | 20 | 395.6 | 408.51690553124 | 13.6337983669419 | -12.9169055312398 | -2.38378341413936 | | 21 | 363.5 | 368.962162011875 | 1.41159881306686 | -5.46216201187509 | -2.51169632903526 | | 22 | 378.8 | 379.197711241802 | 3.43952619022249 | -0.397711241802233 | 0.416792784636876 | | 23 | 357 | 357.765285038778 | -2.27634517251773 | -0.765285038777964 | -1.17473270601674 | | 24 | 369 | 371.85525946387 | 1.47449629863266 | -2.85525946387037 | 0.771879025320205 | | 25 | 464.8 | 442.461483085648 | 17.2344384011111 | 22.3385169143519 | 3.4117209536275 | | 26 | 479.1 | 468.288233017394 | 19.1886234931248 | 10.8117669826063 | 0.388213812438684 | | 27 | 431.3 | 443.03507515189 | 9.1400507178128 | -11.7350751518903 | -2.05885241871944 | | 28 | 366.5 | 386.564804798826 | -5.83260001733276 | -20.0648047988257 | -3.09038381940777 | | 29 | 326.3 | 341.660008402259 | -14.7727639916897 | -15.3600084022588 | -1.83378993070821 | | 30 | 355.1 | 347.79168941766 | -9.99151373451678 | 7.3083105823402 | 0.980733492263645 | | 31 | 331.6 | 323.128774312177 | -13.3461953452782 | 8.47122568782341 | -0.688870068685405 | | 32 | 261.3 | 273.488344198205 | -21.6449056852575 | -12.1883441982049 | -1.70503372567286 | | 33 | 249 | 254.649361643 | -21.0032743657798 | -5.64936164299975 | 0.131859692847288 | | 34 | 205.5 | 206.688813597959 | -27.168084689437 | -1.18881359795922 | -1.2670300476127 | | 35 | 235.6 | 227.556103822911 | -16.1894601710092 | 8.04389617708874 | 2.25584881901562 | | 36 | 240.9 | 250.46830142074 | -7.27600246058865 | -9.56830142073968 | 1.83821737957645 | | 37 | 264.9 | 245.283822097189 | -6.7990672958186 | 19.6161779028105 | 0.10034546424882 | | 38 | 253.8 | 235.072839631174 | -7.57569319754313 | 18.7271603688258 | -0.157150743104033 | | 39 | 232.3 | 230.443514645116 | -6.9089653040126 | 1.85648535488403 | 0.136375546710108 | | 40 | 193.8 | 210.141365097372 | -9.95540616317708 | -16.3413650973722 | -0.628827805859645 | | 41 | 177 | 197.819192874448 | -10.4953704767714 | -20.8191928744483 | -0.110924937508902 | | 42 | 213.2 | 200.35707732516 | -7.52200604454561 | 12.8429226748398 | 0.610000848877979 | | 43 | 207.2 | 192.275651393618 | -7.64959009493931 | 14.9243486063823 | -0.0261952868917168 | | 44 | 180.6 | 190.866778731357 | -6.22633714019595 | -10.2667787313571 | 0.292406567209551 | | 45 | 188.6 | 187.584013478576 | -5.55495988711808 | 1.01598652142448 | 0.137973466188811 | | 46 | 175.4 | 185.610863452006 | -4.73806044633742 | -10.2108634520059 | 0.167877215024977 | | 47 | 199 | 195.823843130338 | -1.33123957089464 | 3.17615686966189 | 0.70007784371653 | | 48 | 179.6 | 191.06618117599 | -2.11066455335522 | -11.4661811759904 | -0.160872735729458 | | 49 | 225.8 | 202.310598792275 | 0.931764735395752 | 23.4894012077249 | 0.632937421976381 | | 50 | 234 | 213.796458710347 | 3.33297532184073 | 20.2035412896526 | 0.489354069051082 | | 51 | 200.2 | 199.727031612065 | -0.608021634742643 | 0.47296838793541 | -0.806261681339022 | | 52 | 183.6 | 199.096879149368 | -0.613047031768081 | -15.4968791493683 | -0.00103643468153373 | | 53 | 178.2 | 201.034695009284 | -0.0322039165814644 | -22.8346950092838 | 0.119450128127895 | | 54 | 203.2 | 192.235798131419 | -2.02899283744479 | 10.9642018685807 | -0.409822128080191 | | 55 | 208.5 | 193.600127038433 | -1.25632288823284 | 14.8998729615672 | 0.158636795187237 | | 56 | 191.8 | 200.60307758219 | 0.624220609016814 | -8.80307758219022 | 0.386330310210544 | | 57 | 172.8 | 178.115069897703 | -4.63848947719295 | -5.31506989770331 | -1.08145253276541 | | 58 | 148 | 162.738610257627 | -7.08307311058334 | -14.7386102576272 | -0.50231501975224 | | 59 | 159.4 | 155.131289339597 | -7.20231227055103 | 4.26871066040273 | -0.0245097552895159 | | 60 | 154.5 | 164.759390746273 | -3.37772265968249 | -10.2593907462729 | 0.789316206707382 | | 61 | 213.2 | 186.03978177395 | 2.23401212869248 | 27.1602182260498 | 1.16139028433382 | | 62 | 196.4 | 175.902303783159 | -0.578730065162215 | 20.4976962168407 | -0.575047304191518 | | 63 | 182.8 | 181.009370095433 | 0.709470914631762 | 1.79062990456739 | 0.263721973449956 | | 64 | 176.4 | 190.708613345589 | 2.74893556525058 | -14.3086133455893 | 0.420232391066356 | | 65 | 153.6 | 178.752626317997 | -0.594849645427055 | -25.1526263179969 | -0.688062521856649 | | 66 | 173.2 | 166.070741477084 | -3.34474040932577 | 7.12925852291571 | -0.564668589694088 | | 67 | 171 | 158.40057872575 | -4.32857696678693 | 12.5994212742502 | -0.202001847211485 | | 68 | 151.2 | 154.440203472066 | -4.24483720702611 | -3.24020347206641 | 0.0172017297249659 | | 69 | 161.9 | 161.654956591226 | -1.63863385855904 | 0.245043408774422 | 0.535496614754551 | | 70 | 157.2 | 169.702329553173 | 0.563568513641495 | -12.5023295531727 | 0.452479655042817 | | 71 | 201.7 | 195.748640056069 | 6.35267212654304 | 5.95135994393069 | 1.19031423612303 | | 72 | 236.4 | 242.925648459466 | 15.6238341500401 | -6.52564845946645 | 1.91251169690664 | | 73 | 356.1 | 314.587001962748 | 28.3659521495136 | 41.5129980372522 | 2.6300278186262 | | 74 | 398.3 | 374.371442105133 | 35.5044400700547 | 23.9285578948668 | 1.46178562383185 | | 75 | 403.7 | 406.423673417415 | 34.7221399269876 | -2.72367341741525 | -0.1602633755443 | | 76 | 384.6 | 404.930014187592 | 26.5106428767748 | -20.3300141875923 | -1.69072930752133 | | 77 | 365.8 | 396.016862689803 | 18.4637197321816 | -30.2168626898025 | -1.65629623517769 | | 78 | 368.1 | 369.159310378378 | 8.1619960080138 | -1.05931037837805 | -2.11635450116838 | | 79 | 367.9 | 357.560892784623 | 3.67106912397798 | 10.3391072153768 | -0.92218286621996 | | 80 | 347 | 352.286555454914 | 1.63837443067688 | -5.28655545491393 | -0.41752192936498 | | 81 | 343.3 | 344.988753074349 | -0.392019535478827 | -1.68875307434873 | -0.417134711091808 | | 82 | 292.9 | 315.881150396055 | -6.91424991865418 | -22.9811503960554 | -1.3400877682447 | | 83 | 311.5 | 312.540614500108 | -6.10305232631274 | -1.04061450010837 | 0.166831223380639 | | 84 | 300.9 | 317.600856424373 | -3.56909730586194 | -16.7008564243729 | 0.5224469699542 | | 85 | 366.9 | 329.823016270522 | 0.0190139335485479 | 37.0769837294781 | 0.739492254440025 | | 86 | 356.9 | 332.821715092357 | 0.69562421343775 | 24.0782849076425 | 0.13868162873354 | | 87 | 329.7 | 327.120036693707 | -0.75409850817388 | 2.57996330629309 | -0.297164279069231 | | 88 | 316.2 | 328.622031535509 | -0.242749852758556 | -12.4220315355094 | 0.105228728562402 | | 89 | 269 | 297.270828810991 | -7.30392108533563 | -28.2708288109913 | -1.45350587736807 | | 90 | 289.3 | 286.49499975008 | -8.09252780543735 | 2.80500024991978 | -0.162070175819587 | | 91 | 266.2 | 258.525736491102 | -12.6069547403613 | 7.67426350889833 | -0.927139055112284 | | 92 | 253.6 | 253.761435802791 | -10.8260607728523 | -0.16143580279085 | 0.365778903903948 | | 93 | 233.8 | 231.656901358636 | -13.3866964899604 | 2.14309864136418 | -0.526015622446123 | | 94 | 228.4 | 245.34601008598 | -7.24172263696368 | -16.9460100859798 | 1.26260847586195 | | 95 | 253.6 | 254.264875251032 | -3.5756666031157 | -0.664875251032 | 0.754074024833554 | | 96 | 260.1 | 275.211092544771 | 1.98827374606546 | -15.111092544771 | 1.14661143984645 | | 97 | 306.6 | 272.360256216961 | 0.889396530177795 | 34.2397437830386 | -0.226270215873147 | | 98 | 309.2 | 282.333127338725 | 2.9509737921332 | 26.8668726612752 | 0.422799169395268 | | 99 | 309.5 | 303.574289034038 | 7.09548974558322 | 5.92571096596236 | 0.849933313532326 | | 100 | 271 | 283.836221489156 | 1.01536152543458 | -12.8362214891561 | -1.25073620794936 | | 101 | 279.9 | 302.311974785887 | 4.97620343440834 | -22.4119747858867 | 0.81528969727925 | | 102 | 317.9 | 310.43549233967 | 5.69064604081824 | 7.46450766032984 | 0.146870054402445 | | 103 | 298.4 | 296.201134053519 | 1.16771712586743 | 2.19886594648052 | -0.929020423728182 | | 104 | 246.7 | 253.758856214014 | -8.72955288375521 | -7.05885621401353 | -2.03272507762966 | | 105 | 227.3 | 232.35202431047 | -11.6059590927862 | -5.05202431047011 | -0.590836849929565 | | 106 | 209.1 | 227.511218212879 | -10.0715398774057 | -18.4112182128792 | 0.315291180210988 | | 107 | 259.9 | 256.357126394254 | -1.24727765414328 | 3.54287360574626 | 1.81521019901855 | | 108 | 266 | 276.112933880308 | 3.51649622328926 | -10.1129338803076 | 0.981309010413292 | | 109 | 320.6 | 287.523219471937 | 5.30809202068428 | 33.0767805280633 | 0.368699890985314 | | 110 | 308.5 | 286.988474735422 | 3.98260073751467 | 21.5115252645784 | -0.271947340365475 | | 111 | 282.2 | 275.099286305471 | 0.386570902555041 | 7.10071369452903 | -0.737718951207992 | | 112 | 262.7 | 279.133756679957 | 1.21293470604772 | -16.4337566799571 | 0.169945974469197 | | 113 | 263.5 | 285.794618452017 | 2.44817122260959 | -22.2946184520171 | 0.25423506176644 | | 114 | 313.1 | 298.305473442479 | 4.73121243841488 | 14.794526557521 | 0.469424479402792 | | 115 | 284.3 | 277.938396137119 | -0.963357219232617 | 6.36160386288088 | -1.16983665463459 | | 116 | 252.6 | 259.63284649214 | -4.89726553018469 | -7.03284649213967 | -0.807941019271879 | | 117 | 250.3 | 256.296264700931 | -4.54334169718862 | -5.99626470093081 | 0.0726952627189273 | | 118 | 246.5 | 269.49538053881 | -0.521196001365975 | -22.9953805388097 | 0.82650671571776 | | 119 | 312.7 | 305.798975636142 | 7.825279087036 | 6.9010243638581 | 1.71697019410385 | | 120 | 333.2 | 339.816388528827 | 13.763968248979 | -6.61638852882697 | 1.22291576402563 | | 121 | 446.4 | 401.36633727474 | 24.6045816215793 | 45.0336627252603 | 2.23010970798248 | | 122 | 511.6 | 476.671662021681 | 36.1018332956186 | 34.9283379783188 | 2.35954297488421 | | 123 | 515.5 | 511.617154329966 | 35.839887880871 | 3.88284567003351 | -0.0537529400600463 | | 124 | 506.4 | 529.244192037329 | 31.7150103658292 | -22.8441920373286 | -0.848149575018789 | | 125 | 483.2 | 517.295277041581 | 21.8189362243157 | -34.0952770415809 | -2.0365694612639 | | 126 | 522.3 | 507.607859589387 | 14.6739684368562 | 14.6921404106133 | -1.46929066165419 | | 127 | 509.8 | 502.411680225946 | 10.1674954899871 | 7.38831977405442 | -0.925874665556693 | | 128 | 460.7 | 474.923262422738 | 1.62919205918901 | -14.2232624227381 | -1.75358909761947 | | 129 | 405.8 | 425.309732602984 | -9.9861632084396 | -19.5097326029836 | -2.38571727229048 | | 130 | 375 | 405.662842688188 | -12.1752811137746 | -30.6628426881881 | -0.449859588991771 | | 131 | 378.5 | 380.112561232994 | -15.2057548752502 | -1.61256123299399 | -0.6233987881139 | | 132 | 406.8 | 413.266723330604 | -4.24432289650008 | -6.46672333060399 | 2.25658101461068 | | 133 | 467.8 | 430.816628403951 | 0.697829228255108 | 36.9833715960494 | 1.01643604783616 | | 134 | 469.8 | 435.270609449518 | 1.54929439025997 | 34.5293905504823 | 0.174782003446848 | | 135 | 429.8 | 425.362971029703 | -1.04556519139354 | 4.43702897029685 | -0.532603991572321 | | 136 | 355.8 | 380.053306851541 | -11.0685383351452 | -24.2533068515405 | -2.06064768216773 | | 137 | 332.7 | 361.551647365039 | -12.7526057816062 | -28.8516473650392 | -0.346532644234623 | | 138 | 378 | 356.998049456486 | -10.8939897260951 | 21.0019505435137 | 0.382233644085804 | | 139 | 360.5 | 344.498613166654 | -11.2579626413914 | 16.0013868333457 | -0.0747871321850238 | | 140 | 334.7 | 336.36567627074 | -10.549639059427 | -1.66567627074043 | 0.145477502398077 | | 141 | 319.5 | 334.186060232562 | -8.65310647509646 | -14.6860602325623 | 0.38953473458784 | | 142 | 323.1 | 346.974984977674 | -3.79608721798951 | -23.8749849776741 | 0.998145782513218 | | 143 | 363.6 | 370.620754820131 | 2.41979385088701 | -7.0207548201309 | 1.27862728635432 | | 144 | 352.1 | 366.186795067206 | 0.866756311014082 | -14.0867950672055 | -0.31964276666207 | | 145 | 411.9 | 374.123367807078 | 2.46934727874294 | 37.7766321929219 | 0.329542677620071 | | 146 | 388.6 | 355.734124484293 | -2.25745789160374 | 32.8658755157067 | -0.97045079914007 | | 147 | 416.4 | 392.577855430862 | 6.59683728249496 | 23.8221445691379 | 1.81771260899626 | | 148 | 360.7 | 387.118367797331 | 3.86737324848838 | -26.4183677973306 | -0.56110827903889 | | 149 | 338 | 372.209449157383 | -0.385347662240937 | -34.2094491573831 | -0.87498601813751 | | 150 | 417.2 | 390.638720203999 | 3.87819106232062 | 26.561279796001 | 0.87684674365106 | | 151 | 388.4 | 377.261167416647 | -0.0325600809045759 | 11.1388325833528 | -0.80362218671609 | | 152 | 371.1 | 374.785909198732 | -0.58604443502015 | -3.68590919873186 | -0.113679636504158 | | 153 | 331.5 | 355.52021856172 | -4.81719597699067 | -24.0202185617195 | -0.869062360217813 | | 154 | 353.7 | 376.775386912678 | 1.08688096035452 | -23.0753869126781 | 1.21335886854884 | | 155 | 396.7 | 398.25594982554 | 5.70507264829615 | -1.5559498255396 | 0.949933148845207 | | 156 | 447 | 451.517345673872 | 16.4782270452604 | -4.51734567387183 | 2.21688108044903 | | 157 | 533.5 | 488.619750856534 | 21.1517807252186 | 44.8802491434655 | 0.960911417157488 | | 158 | 565.4 | 535.599261655591 | 27.0029305519071 | 29.8007383444086 | 1.20145913746614 | | 159 | 542.3 | 525.00684079505 | 18.4912022737367 | 17.2931592049499 | -1.74765480827492 | | 160 | 488.7 | 516.879645272927 | 12.4660621471226 | -28.179645272927 | -1.23853920519237 | | 161 | 467.1 | 509.127734218129 | 7.88801741517138 | -42.0277342181288 | -0.941817561215576 | | 162 | 531.3 | 503.287617775561 | 4.77809192448698 | 28.0123822244385 | -0.639595241719139 | | 163 | 496.1 | 487.593462016815 | 0.139788459072256 | 8.50653798318525 | -0.95318524771978 | | 164 | 444 | 451.106573773002 | -8.15691646841568 | -7.10657377300194 | -1.70411864733299 | | 165 | 403.4 | 433.833086678131 | -10.221330462153 | -30.4330866781306 | -0.424034047504154 | | 166 | 386.3 | 415.983457771487 | -11.9483039997158 | -29.6834577714869 | -0.354922132561396 | | 167 | 394.1 | 405.927628639646 | -11.5198484710787 | -11.827628639646 | 0.0881258513472045 | | 168 | 404.1 | 410.597603829613 | -7.85321803454507 | -6.4976038296126 | 0.754391867326764 | | 169 | 462.1 | 419.338423932646 | -4.09403961648738 | 42.7615760673537 | 0.772842838415996 | | 170 | 448.1 | 411.55929393189 | -4.9286568334624 | 36.5407060681102 | -0.171398418997571 | | 171 | 432.3 | 408.960301436765 | -4.40130612058361 | 23.3396985632352 | 0.10829124689882 | | 172 | 386.3 | 409.535407642502 | -3.27506936384247 | -23.235407642502 | 0.23150124532519 | | 173 | 395.2 | 429.230117849476 | 1.92487059653077 | -34.0301178494758 | 1.06964903643693 | | 174 | 421.9 | 397.261772798684 | -5.75104152127486 | 24.6382272013162 | -1.57862298292148 | | 175 | 382.9 | 370.163234698004 | -10.5863059705086 | 12.7367653019957 | -0.99370730222965 | | 176 | 384.2 | 382.9972403763 | -5.28251233622014 | 1.20275962369974 | 1.08943146414706 | | 177 | 345.5 | 375.169400866704 | -5.85874826648317 | -29.6694008667039 | -0.118363898125435 | | 178 | 323.4 | 356.41372868041 | -8.77782817724567 | -33.01372868041 | -0.599930590017609 | | 179 | 372.6 | 380.298478870901 | -1.38456818509396 | -7.69847887090141 | 1.52057746636189 | | 180 | 376 | 385.325711537224 | 0.0672241520843076 | -9.32571153722424 | 0.298659049798925 | | 181 | 462.7 | 412.970342408858 | 6.31287003955474 | 49.7296575911416 | 1.28394994024869 | | 182 | 487 | 445.881248553824 | 12.3354690769134 | 41.1187514461755 | 1.23693615112118 | | 183 | 444.2 | 429.933612398634 | 5.9342882786133 | 14.2663876013663 | -1.31462344716331 | | 184 | 399.3 | 427.987441937705 | 4.15109558006086 | -28.6874419377052 | -0.366528983275357 | | 185 | 394.9 | 422.971746615925 | 2.07632740360188 | -28.0717466159252 | -0.426749155551005 | | 186 | 455.4 | 426.011473435572 | 2.29445750407866 | 29.3885265644285 | 0.0448592089634073 | | 187 | 414 | 410.148999403807 | -1.81710441374508 | 3.85100059619324 | -0.845006518657667 | | 188 | 375.5 | 379.131782372837 | -8.42823994365644 | -3.63178237283706 | -1.35803071550269 | | 189 | 347 | 372.859076668305 | -7.94035576291835 | -25.8590766683052 | 0.100219612058782 | | 190 | 339.4 | 376.700537770699 | -5.27419180990291 | -37.3005377706991 | 0.547958263934979 | | 191 | 385.8 | 391.211433871278 | -0.79661799723973 | -5.41143387127843 | 0.920852491253706 | | 192 | 378.8 | 394.517260301824 | 0.132081881051904 | -15.7172603018243 | 0.191027858081162 | | 193 | 451.8 | 405.194628203788 | 2.51976672636274 | 46.6053717962122 | 0.490825923559917 | | 194 | 446.1 | 400.826432107379 | 0.960463918967212 | 45.2735678926214 | -0.320281234014416 | | 195 | 422.5 | 405.619239285392 | 1.82768365210432 | 16.8807607146084 | 0.17811936482384 | | 196 | 383.1 | 409.753594246614 | 2.34956438815385 | -26.653594246614 | 0.107268327928532 | | 197 | 352.8 | 386.723103991608 | -3.39379061605951 | -33.9231039916077 | -1.18122515038144 | | 198 | 445.3 | 405.415332030295 | 1.60575380515283 | 39.8846679697049 | 1.02813611359414 | | 199 | 367.5 | 366.869504216837 | -7.4843466594047 | 0.630495783162829 | -1.86824075015234 | | 200 | 355.1 | 358.353032491277 | -7.71797849084687 | -3.25303249127744 | -0.0479938999386304 | | 201 | 326.2 | 354.134034764916 | -6.92616996754653 | -27.9340347649162 | 0.162657552342225 | | 202 | 319.8 | 358.851800339175 | -4.29165883978458 | -39.051800339175 | 0.541457923202978 | | 203 | 331.8 | 341.640467624264 | -7.21503027265571 | -9.84046762426378 | -0.601182890236698 | | 204 | 340.9 | 354.006357206902 | -2.7832078441902 | -13.1063572069019 | 0.911509004315973 | | 205 | 394.1 | 347.637525172332 | -3.59489508418906 | 46.4624748276681 | -0.166849201294589 | | 206 | 417.2 | 367.563731540936 | 1.72878469784438 | 49.6362684590645 | 1.09356769184178 | | 207 | 369.9 | 356.693042304717 | -1.12193264725818 | 13.2069576952828 | -0.585559923553972 | | 208 | 349.2 | 367.882185368092 | 1.66306979423747 | -18.6821853680918 | 0.572425163802629 | | 209 | 321.4 | 361.464793891926 | -0.165194531260233 | -40.0647938919259 | -0.375987619567955 | | 210 | 405.7 | 357.581254529339 | -1.0067387488583 | 48.1187454706612 | -0.173053131804779 | | 211 | 342.9 | 344.638968694931 | -3.70833051600422 | -1.738968694931 | -0.555253996126285 | | 212 | 316.5 | 324.154888818225 | -7.50496958743819 | -7.65488881822543 | -0.779962042778557 | | 213 | 284.2 | 314.276867891061 | -8.04189341071237 | -30.076867891061 | -0.110302425670647 | | 214 | 270.9 | 307.138579157716 | -7.83747796241336 | -36.2385791577164 | 0.0420127650831302 | | 215 | 288.8 | 302.090573586009 | -7.20639012684459 | -13.2905735860089 | 0.129774331078557 | | 216 | 278.8 | 292.344853669628 | -7.78102617928077 | -13.5448536696283 | -0.118177460006364 | | 217 | 324.4 | 283.155734590059 | -8.09971750945385 | 41.2442654099406 | -0.0655079940491946 | | 218 | 310.9 | 261.989724297751 | -11.0565711989088 | 48.9102757022494 | -0.607424301911168 | | 219 | 299 | 281.296004231489 | -4.18768041634984 | 17.703995768511 | 1.41102411819661 | | 220 | 273 | 288.337427557842 | -1.64773853735139 | -15.3374275578417 | 0.522049563726685 | | 221 | 279.3 | 312.705781186954 | 4.23774928847741 | -33.4057811869538 | 1.21028569971256 | | 222 | 359.2 | 310.293742214519 | 2.73301862226618 | 48.9062577854814 | -0.30941611119007 | | 223 | 305 | 304.681318256154 | 0.844387771489859 | 0.318681743845918 | -0.388172253005042 | | 224 | 282.1 | 292.069540777928 | -2.20045608924258 | -9.96954077792748 | -0.625544925710747 | | 225 | 250.3 | 282.005409091429 | -3.97941876631995 | -31.7054090914288 | -0.365474639792691 | | 226 | 246.5 | 282.015737376133 | -3.07696772484287 | -35.5157373761333 | 0.18547834779735 | | 227 | 257.9 | 272.017920906638 | -4.64252620055136 | -14.1179209066379 | -0.321918585816181 | | 228 | 266.5 | 276.746973223169 | -2.52212308298633 | -10.2469732231688 | 0.436041941015803 | | 229 | 315.9 | 272.848168278236 | -2.83365055444417 | 43.0518317217641 | -0.0640341629177115 | | 230 | 318.4 | 275.134541870579 | -1.67519197029003 | 43.2654581294212 | 0.237995054275621 | | 231 | 295.4 | 279.638407554761 | -0.277492377564413 | 15.7615924452391 | 0.287136542326041 | | 232 | 266.4 | 286.097147638738 | 1.24603302499521 | -19.6971476387379 | 0.313136629862665 | | 233 | 245.8 | 279.664766016565 | -0.490793787497707 | -33.864766016565 | -0.357137857200822 | | 234 | 362.8 | 305.54899572502 | 5.47647917875648 | 57.2510042749803 | 1.22699203637242 | | 235 | 324.9 | 320.038260678807 | 7.51579867662865 | 4.86173932119316 | 0.419146984605724 | | 236 | 294.2 | 307.277696586985 | 2.92838488143503 | -13.0776965869848 | -0.942496254226247 | | 237 | 289.5 | 319.184763253965 | 4.95932537678491 | -29.6847632539649 | 0.417258257215604 | | 238 | 295.2 | 328.535316663946 | 5.95247411807954 | -33.3353166639459 | 0.204119859824983 | | 239 | 290.3 | 311.618373396745 | 0.779819537117152 | -21.3183733967445 | -1.06357853790521 | | 240 | 272 | 287.127171922941 | -4.93716861143278 | -15.1271719229409 | -1.17557209764343 | | 241 | 307.4 | 268.113570235981 | -8.12200579335864 | 39.2864297640187 | -0.654630037940184 | | 242 | 328.7 | 281.568026787607 | -3.24080137925729 | 47.131973212393 | 1.00285124294185 | | 243 | 292.9 | 278.803376416406 | -3.13310804383359 | 14.0966235835943 | 0.0221251889809013 | | 244 | 249.1 | 269.226456103817 | -4.59035789220767 | -20.1264561038167 | -0.299512823231573 | | 245 | 230.4 | 269.176481770212 | -3.56345761684279 | -38.7764817702115 | 0.211146733209688 | | 246 | 361.5 | 298.506330663552 | 3.87752373935259 | 62.9936693364478 | 1.52995380113942 | | 247 | 321.7 | 311.598270196359 | 5.96215882742709 | 10.1017298036412 | 0.42846314836007 | | 248 | 277.2 | 297.429530629898 | 1.40827193870253 | -20.2295306298979 | -0.935644661713704 | | 249 | 260.7 | 292.020992984041 | -0.133484832761057 | -31.320992984041 | -0.316767047590342 | | 250 | 251 | 281.075081440522 | -2.57864646259243 | -30.0750814405223 | -0.502550252756304 | | 251 | 257.6 | 273.760332089313 | -3.64975527718201 | -16.1603320893134 | -0.220227040841936 | | 252 | 241.8 | 257.114485687473 | -6.58945128394507 | -15.3144856874733 | -0.604449505347084 | | 253 | 287.5 | 252.120938150951 | -6.22842363764779 | 35.3790618490491 | 0.074206836754944 | | 254 | 292.3 | 245.181617800027 | -6.38922809180828 | 47.118382199973 | -0.0330390160891369 | | 255 | 274.7 | 255.39190752165 | -2.63520593243441 | 19.3080924783502 | 0.77128647025687 | | 256 | 254.2 | 272.177256007011 | 1.75632057786768 | -17.9772560070114 | 0.902599069938071 | | 257 | 230 | 276.324185153542 | 2.29695105967099 | -46.3241851535419 | 0.111156757483007 | | 258 | 339 | 277.930680977184 | 2.14077854642805 | 61.0693190228159 | -0.0321096713852533 | | 259 | 318.2 | 299.241743269874 | 6.47722132215884 | 18.9582567301261 | 0.891288811341063 | | 260 | 287 | 305.959647548973 | 6.53166055845426 | -18.9596475489733 | 0.0111855254287784 | | 261 | 295.8 | 322.304830263847 | 8.75095836371127 | -26.5048302638471 | 0.455989688512785 | | 262 | 284 | 316.198237051765 | 5.39131611349341 | -32.1982370517652 | -0.690503067846504 | | 263 | 271 | 290.762650223879 | -1.57978749390212 | -19.7626502238792 | -1.43324748064134 | | 264 | 262.7 | 279.521571042651 | -3.76491034877257 | -16.8215710426515 | -0.449274811089908 | | 265 | 340.6 | 299.594870425953 | 1.62713028412583 | 41.005129574047 | 1.10828757714207 | | 266 | 379.4 | 330.232061672874 | 8.18844659764583 | 49.1679383271263 | 1.34814700208883 | | 267 | 373.3 | 355.073630102564 | 11.9542586518327 | 18.2263698974362 | 0.773741340943312 | | 268 | 355.2 | 372.677372894038 | 13.2316657756546 | -17.4773728940381 | 0.262547098953944 | | 269 | 338.4 | 385.282991258433 | 13.0900992520907 | -46.8829912584331 | -0.0291056585228073 | | 270 | 466.9 | 407.894595780185 | 15.2435111731188 | 59.0054042198152 | 0.442733746928631 | | 271 | 451 | 430.882071029636 | 16.9950406093166 | 20.1179289703642 | 0.360000410444799 | | 272 | 422 | 443.794897001431 | 16.0717979182232 | -21.7948970014313 | -0.189703158089127 | | 273 | 429.2 | 452.865482210972 | 14.488636826092 | -23.6654822109718 | -0.325295978806592 | | 274 | 425.9 | 453.607844497125 | 11.3805235553543 | -27.7078444971249 | -0.638807289343237 | | 275 | 460.7 | 475.68603330147 | 13.799459684131 | -14.9860333014697 | 0.497311204325752 | | 276 | 463.6 | 486.935676341596 | 13.2228181686609 | -23.3356763415962 | -0.118555934130411 | | 277 | 541.4 | 505.66079137494 | 14.4672618683364 | 35.7392086250603 | 0.255782735506957 | | 278 | 544.2 | 502.837708474968 | 10.5570333644252 | 41.362291525032 | -0.803458897786442 | | 279 | 517.5 | 502.500872915856 | 8.0937703319344 | 14.999127084144 | -0.506132350578535 | | 280 | 469.4 | 491.20817049146 | 3.71058763880263 | -21.8081704914603 | -0.900878835554683 | | 281 | 439.4 | 489.468110208911 | 2.47814367318741 | -50.0681102089109 | -0.253377248215234 | | 282 | 549 | 491.720964901428 | 2.4271965954068 | 57.279035098572 | -0.0104741847991049 | | 283 | 533 | 508.655806088069 | 5.70819218590212 | 24.3441939119315 | 0.674359440190989 | | 284 | 506.1 | 524.27041464069 | 7.948435302172 | -18.1704146406901 | 0.460327410160189 | | 285 | 484 | 510.323611293804 | 2.99772804150825 | -26.3236112938038 | -1.01726430684308 | | 286 | 457 | 491.630990125069 | -1.90624958082506 | -34.6309901250693 | -1.00791013957294 | | 287 | 481.5 | 494.716598571677 | -0.77758347664328 | -13.2165985716772 | 0.232035823103385 | | 288 | 469.5 | 494.057410663152 | -0.750810695266505 | -24.557410663152 | 0.00550420115950117 | | 289 | 544.7 | 502.901409993094 | 1.41901424616386 | 41.7985900069056 | 0.445982641888159 | | 290 | 541.2 | 498.611221115795 | 0.127988261562079 | 42.5887788842051 | -0.265283357179425 | | 291 | 521.5 | 501.371882165471 | 0.72323206400393 | 20.1281178345292 | 0.122310140916831 | | 292 | 469.7 | 492.602495554141 | -1.42286962392015 | -22.9024955541415 | -0.441089103578256 | | 293 | 434.4 | 485.888526368785 | -2.61915456905406 | -51.4885263687847 | -0.245935079281457 | | 294 | 542.6 | 487.797641835625 | -1.59521507806348 | 54.8023581643747 | 0.210504750579498 | | 295 | 517.3 | 493.249097155067 | -0.00171397902142517 | 24.0509028449324 | 0.327520184540218 | | 296 | 485.7 | 497.721113460139 | 1.00989237087422 | -12.0211134601394 | 0.20787151105551 | | 297 | 465.8 | 489.646761440512 | -1.04399266905306 | -23.8467614405117 | -0.422040868938342 | | 298 | 447 | 483.626342984323 | -2.16904612688595 | -36.6263429843231 | -0.231231348610256 | | 299 | 426.6 | 447.742758592431 | -9.79145089388926 | -21.1427585924314 | -1.56699895244569 | | 300 | 411.6 | 437.480076883278 | -9.89800180128586 | -25.8800768832779 | -0.0219050034854646 | | 301 | 467.5 | 425.219535870052 | -10.432232993843 | 42.2804641299481 | -0.109804530771417 | | 302 | 484.5 | 437.164400908261 | -5.3724880949633 | 47.3355990917395 | 1.0397180430236 | | 303 | 451.2 | 429.921095829785 | -5.79545073666629 | 21.2789041702151 | -0.0869124960250366 | | 304 | 417.4 | 436.425486883686 | -3.01483986153748 | -19.0254868836865 | 0.571499290781554 | | 305 | 379.9 | 433.083681673421 | -3.08876013982479 | -53.1836816734208 | -0.0151962522193725 | | 306 | 484.7 | 431.39341320277 | -2.77255508977319 | 53.3065867972296 | 0.0650046260456113 | | 307 | 455 | 431.319674752053 | -2.16230761944377 | 23.680325247947 | 0.125427098866942 | | 308 | 420.8 | 430.550652700283 | -1.84727957158363 | -9.7506527002828 | 0.0647356040975572 | | 309 | 416.5 | 436.59973540718 | -0.0620761777347292 | -20.0997354071802 | 0.366840086900792 | | 310 | 376.3 | 411.316885978149 | -5.76359896079783 | -35.0168859781491 | -1.17182991131375 | | 311 | 405.6 | 421.969943369525 | -2.05222846577267 | -16.3699433695252 | 0.76295597728219 | | 312 | 405.8 | 429.765890830454 | 0.1744042629687 | -23.9658908304536 | 0.457743138666963 | | 313 | 500.8 | 457.240425802209 | 6.34718937923716 | 43.5595741977911 | 1.26873320377439 | | 314 | 514 | 466.473467041708 | 6.9996708307177 | 47.5265329582925 | 0.134080520808731 | | 315 | 475.5 | 459.932249074671 | 3.93845735068918 | 15.5677509253287 | -0.629049763006349 | | 316 | 430.1 | 451.479314818792 | 1.13728483873882 | -21.3793148187917 | -0.575724813255054 | | 317 | 414.4 | 464.796628395736 | 3.89079356810105 | -50.3966283957365 | 0.566041000253799 | | 318 | 538 | 482.430129193265 | 6.99787030178169 | 55.5698708067347 | 0.638728727117662 | | 319 | 526 | 500.467204543598 | 9.49383631368316 | 25.5327954564021 | 0.513007367274292 | | 320 | 488.5 | 501.343704177511 | 7.54554813006338 | -12.8437041775111 | -0.400365489478426 | | 321 | 520.2 | 529.857791317816 | 12.2858420310775 | -9.65779131781578 | 0.974101048327822 | | 322 | 504.4 | 543.336774239344 | 12.5555562275857 | -38.9367742393439 | 0.0554341826858219 | | 323 | 568.5 | 581.684322087387 | 18.3861423841292 | -13.1843220873869 | 1.19858014076295 | | 324 | 610.6 | 633.511582689069 | 25.9465705924424 | -22.9115826890685 | 1.554204763842 | | 325 | 818 | 753.716310356486 | 47.2576501599589 | 64.2836896435144 | 4.38019067492865 | | 326 | 830.9 | 785.537580707823 | 43.7677550770985 | 45.3624192921772 | -0.717165226717225 | | 327 | 835.9 | 819.13526493322 | 41.4687025628129 | 16.7647350667795 | -0.472443810559123 | | 328 | 782 | 815.855027946598 | 31.3532811022132 | -33.8550279465982 | -2.07902069311339 | | 329 | 762.3 | 820.461739526259 | 25.3070424561573 | -58.161739526259 | -1.24290107983364 | | 330 | 856.9 | 810.488844980022 | 17.3311066202007 | 46.4111550199783 | -1.63959361534514 | | 331 | 820.9 | 799.155400319134 | 10.8504665615852 | 21.7445996808659 | -1.331994090164 | | 332 | 769.6 | 790.366965369853 | 6.41058181413785 | -20.7669653698532 | -0.912396432210983 | | 333 | 752.2 | 768.396405904683 | -0.00514977843458075 | -16.1964059046828 | -1.31841946953571 | | 334 | 724.4 | 769.001946826004 | 0.13289355305447 | -44.6019468260044 | 0.0283719627758471 | | 335 | 723.1 | 750.735158447819 | -4.02638481088778 | -27.6351584478188 | -0.854995157238647 | | 336 | 719.5 | 760.062281274294 | -1.00756705107642 | -40.5622812742938 | 0.620566966080307 | | 337 | 817.4 | 752.366698082443 | -2.51958635105199 | 65.0333019175572 | -0.310773193205168 | | 338 | 803.3 | 754.309623674517 | -1.51074654940934 | 48.9903763254828 | 0.207318142825319 | | 339 | 752.5 | 731.135446562391 | -6.40777985647077 | 21.3645534376088 | -1.00633615685973 | | 340 | 689 | 717.801076152114 | -7.97346467108881 | -28.8010761521144 | -0.321794784145955 | | 341 | 630.4 | 685.967178176686 | -13.3670435478787 | -55.5671781766857 | -1.10871350201951 | | 342 | 765.5 | 704.741960438096 | -6.1009400583784 | 60.7580395619044 | 1.49364454435257 | | 343 | 757.7 | 725.83387471142 | 0.0466184786437229 | 31.8661252885806 | 1.26353271058102 | | 344 | 732.2 | 743.485738226758 | 4.02653445169656 | -11.2857382267578 | 0.817886996934446 | | 345 | 702.6 | 724.251883540317 | -1.23139788011076 | -21.6518835403167 | -1.08051348136091 | | 346 | 683.3 | 723.511601059781 | -1.12038793827162 | -40.211601059781 | 0.0228158115402887 | | 347 | 709.5 | 736.750809715544 | 2.12549274710293 | -27.2508097155439 | 0.66722151245832 | | 348 | 702.2 | 741.266822269244 | 2.66588934031043 | -39.0668222692436 | 0.111085007264783 | | 349 | 784.8 | 724.598225091963 | -1.70499430808141 | 60.201774908037 | -0.89836804964076 | | 350 | 810.9 | 750.037767336138 | 4.43126821746265 | 60.8622326638615 | 1.26103261341379 | | 351 | 755.6 | 736.61084431814 | 0.394568943875416 | 18.9891556818599 | -0.829553026871376 | | 352 | 656.8 | 690.936619765033 | -10.0184617582312 | -34.1366197650326 | -2.14018694834425 | | 353 | 615.1 | 677.887201252419 | -10.7035746482339 | -62.7872012524187 | -0.14083043040418 | | 354 | 745.3 | 686.59812287992 | -6.31486320960917 | 58.7018771200808 | 0.902141683747534 | | 355 | 694.1 | 668.763917713994 | -8.91893859753894 | 25.3360822860063 | -0.535225474307013 | | 356 | 675.7 | 677.598628150278 | -4.90565904532996 | -1.8986281502778 | 0.824756020118442 | | 357 | 643.7 | 667.598287407262 | -6.05725179787488 | -23.8982874072619 | -0.236657934113607 | | 358 | 622.1 | 664.791180428142 | -5.32262439452072 | -42.6911804281416 | 0.150987592836333 | | 359 | 634.6 | 661.701122527669 | -4.81798703155171 | -27.1011225276687 | 0.103731253752732 | | 360 | 588 | 629.977435629836 | -10.8999776624606 | -41.9774356298365 | -1.25020351835166 | | 361 | 689.7 | 631.650604219498 | -8.05774335526885 | 58.049395780502 | 0.584176279916867 | | 362 | 673.9 | 611.229891090379 | -10.8523807528756 | 62.670108909621 | -0.574320454980166 | | 363 | 647.9 | 615.009993292321 | -7.54494051505954 | 32.8900067076786 | 0.679698956762823 | | 364 | 568.8 | 603.910763760614 | -8.34830055751754 | -35.1107637606144 | -0.16511432083326 | | 365 | 545.7 | 609.211258201661 | -5.26324968720423 | -63.5112582016614 | 0.634146633960423 | | 366 | 632.6 | 578.102016445458 | -11.1055831736613 | 54.4979835545422 | -1.20092798993762 | | 367 | 643.8 | 611.440792185754 | -1.05889097982902 | 32.3592078142458 | 2.06493189125259 | | 368 | 593.1 | 598.040100528621 | -3.84868795468285 | -4.9401005286213 | -0.573329920163594 | | 369 | 579.7 | 602.167858315385 | -2.04576550743587 | -22.4678583153852 | 0.370514652778008 | | 370 | 546 | 590.820048941927 | -4.14823910504888 | -44.8200489419272 | -0.432120406922654 | | 371 | 562.9 | 584.542809172381 | -4.62945204417866 | -21.6428091723814 | -0.098914755294593 | | 372 | 572.5 | 609.905033266925 | 2.1498594765344 | -37.4050332669245 | 1.39352127176385 |
| | | | Charts produced by software: |  | | http://www.freestatistics.org/blog/date/2010/Dec/09/t1291928338jutmioltg9yu2sb/15ih41291928418.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/09/t1291928338jutmioltg9yu2sb/15ih41291928418.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/09/t1291928338jutmioltg9yu2sb/2y9y71291928418.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/09/t1291928338jutmioltg9yu2sb/2y9y71291928418.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/09/t1291928338jutmioltg9yu2sb/3y9y71291928418.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/09/t1291928338jutmioltg9yu2sb/3y9y71291928418.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/09/t1291928338jutmioltg9yu2sb/48iya1291928418.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/09/t1291928338jutmioltg9yu2sb/48iya1291928418.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/09/t1291928338jutmioltg9yu2sb/58iya1291928418.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/09/t1291928338jutmioltg9yu2sb/58iya1291928418.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$resid)
myfit <- mylevel+myseas
bitmap(file='test1.png')
plot(as.numeric(m$resid),main='Standardized Residuals',ylab='Residuals',xlab='time')
grid()
dev.off()
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='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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