| Decomposition by Structural Time Series Models | *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, 14 Dec 2010 14:15:49 +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/14/t1292336057dj67elh8c4ush0h.htm/, Retrieved Tue, 14 Dec 2010 15:14:19 +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/14/t1292336057dj67elh8c4ush0h.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 « | 1,3866
1,3582
1,3332
1,3595
1,3617
1,3684
1,3394
1,3262
1,3173
1,3085
1,327
1,3182
1,293
1,291
1,2984
1,2795
1,299
1,3174
1,326
1,3111
1,2816
1,276
1,2849
1,2818
1,2829
1,2796
1,3008
1,2967
1,2938
1,2833
1,2823
1,2765
1,2634
1,2596
1,2705
1,2591
1,2798
1,2763
1,2795
1,2782
1,2644
1,2596
1,2615
1,2555
1,2555
1,2658
1,2565
1,2783
1,2786
1,2782
1,2905
1,3042
1,2942
1,313
1,3671
1,3549
1,3558
1,3507
1,3494
1,3607
1,3295
1,3193
1,3308
1,3246
1,3392
1,3425
1,3496
1,3255
1,3231
1,3273
1,3276
1,3173
1,3196
1,3058
1,2966
1,2932
1,2947
1,305
1,3232
1,3125
1,2992
1,3266
1,3275
1,3223
1,3403
1,3322
1,3363
1,3425
1,3574
1,3683
1,3623
1,3563
1,3518
1,3494
1,3612
1,369
1,3771
1,3972
1,401
1,3908
1,3901
1,3856
1,4098
1,422
1,4238
1,4207
1,4095
1,4177
1,3866
1,3959
1,4102
1,3969
1,4004
1,385
1,389
1,384
1,392
1,3932
1,3858
1,3978
1,4029
1,394
1,4096
1,4058
1,4134
1,4096
1,4049
1,4009
1,3897
1,4019
etc... | | Output produced by software: |
Structural Time Series Model | t | Observed | Level | Slope | Seasonal | Stand. Residuals | 1 | 1.3866 | 1.3866 | 0 | 0 | 0 | 2 | 1.3582 | 1.36247024098525 | -0.00426204804296767 | -0.00426204804296767 | -0.8777928152592 | 3 | 1.3332 | 1.33803513844545 | -0.00477705134338265 | -0.00477705134338265 | -1.99765948970008 | 4 | 1.3595 | 1.36344908108252 | -0.00403604623363412 | -0.00403604623363412 | 2.98881599094673 | 5 | 1.3617 | 1.36557079973958 | -0.00388853722788096 | -0.00388853722788095 | 0.60942595570657 | 6 | 1.3684 | 1.35526033758359 | -0.00328954176677805 | 0.0131581670671122 | -0.73585342245453 | 7 | 1.3394 | 1.34329224284012 | -0.00387566534107548 | -0.00387566534107548 | -0.713798679409767 | 8 | 1.3262 | 1.33020132347092 | -0.00397478194157688 | -0.00397478194157688 | -0.9060882944645 | 9 | 1.3173 | 1.32134012550768 | -0.00402604960951079 | -0.00402604960951079 | -0.480430684934034 | 10 | 1.3085 | 1.3125887226055 | -0.00407511065738341 | -0.00407511065738341 | -0.46457015860004 | 11 | 1.327 | 1.31038718082617 | -0.00415185533379701 | 0.016607421335188 | 0.19767079556861 | 12 | 1.3182 | 1.32167199283231 | -0.00350719730751674 | -0.00350719730751674 | 1.37071640270223 | 13 | 1.293 | 1.29671511877924 | -0.00365333580069285 | -0.00365333580069285 | -2.10500179877736 | 14 | 1.291 | 1.2946382761335 | -0.00364281745882187 | -0.00364281745882188 | 0.154708700949226 | 15 | 1.2984 | 1.30193876687636 | -0.00357029073196254 | -0.00357029073196254 | 1.07389494536578 | 16 | 1.2795 | 1.26844609678641 | -0.0027850268296133 | 0.0111401073184532 | -3.07621212429493 | 17 | 1.299 | 1.30064212116204 | -0.00172769698540642 | -0.00172769698540642 | 3.19952939767174 | 18 | 1.3174 | 1.31896993970624 | -0.00162770880258534 | -0.00162770880258533 | 1.96643234872625 | 19 | 1.326 | 1.32754838795614 | -0.00157778847744871 | -0.00157778847744871 | 1.00069713705634 | 20 | 1.3111 | 1.31277998744759 | -0.00164198970047679 | -0.00164198970047679 | -1.29330287532663 | 21 | 1.2816 | 1.27770983194558 | -0.000996617534922504 | 0.00398647013969002 | -3.39328374971956 | 22 | 1.276 | 1.27698937547313 | -0.000990077021892484 | -0.000990077021892483 | 0.025659261539326 | 23 | 1.2849 | 1.285823160632 | -0.000951458380552318 | -0.000951458380552315 | 0.962729069219487 | 24 | 1.2818 | 1.28276565611634 | -0.000959589284296493 | -0.000959589284296495 | -0.206389119602298 | 25 | 1.2829 | 1.28384586873518 | -0.000951744740381487 | -0.00095174474038149 | 0.199895822348671 | 26 | 1.2796 | 1.27621990527965 | -0.000849830507587526 | 0.00339932203035011 | -0.67241140807933 | 27 | 1.3008 | 1.30108234584141 | -0.000349221361836978 | -0.000349221361836978 | 2.41244351533147 | 28 | 1.2967 | 1.29707164922317 | -0.000361102176857975 | -0.000361102176857971 | -0.358700870607552 | 29 | 1.2938 | 1.29417648292545 | -0.000369183098844994 | -0.000369183098844995 | -0.24825156135902 | 30 | 1.2833 | 1.28373024331796 | -0.000401214543057486 | -0.000401214543057489 | -0.987201716072442 | 31 | 1.2823 | 1.28082865749893 | -0.000369636399636209 | 0.00147854559854484 | -0.250651965828751 | 32 | 1.2765 | 1.27693715719386 | -0.000427848269302338 | -0.000427848269302338 | -0.33263861452663 | 33 | 1.2634 | 1.26389900950866 | -0.000462684665235409 | -0.000462684665235402 | -1.2350923135267 | 34 | 1.2596 | 1.26008146161329 | -0.000471797314163697 | -0.000471797314163701 | -0.328584797372985 | 35 | 1.2705 | 1.27090864206709 | -0.000441190850158149 | -0.000441190850158156 | 1.10664981720675 | 36 | 1.2591 | 1.25791216085912 | -0.000306002091866503 | 0.00122400836746602 | -1.25415582931808 | 37 | 1.2798 | 1.27972915898096 | 1.16763359367428e-05 | 1.16763359367359e-05 | 2.09958722886507 | 38 | 1.2763 | 1.27630647649711 | 3.41647286712248e-06 | 3.41647286712998e-06 | -0.336313132559975 | 39 | 1.2795 | 1.27947995244034 | 1.09156123134602e-05 | 1.0915612313459e-05 | 0.3104306184589 | 40 | 1.2782 | 1.27819587097794 | 7.85950299680922e-06 | 7.85950299680023e-06 | -0.126813277097793 | 41 | 1.2644 | 1.26496644741703 | 0.000132078415189175 | -0.000528313660756686 | -1.31877533449784 | 42 | 1.2596 | 1.25955327476196 | 6.16879346586814e-05 | 6.16879346586739e-05 | -0.528196283504767 | 43 | 1.2615 | 1.26142922242082 | 6.55514211091474e-05 | 6.55514211091548e-05 | 0.17763932746342 | 44 | 1.2555 | 1.25546445450587 | 5.29169670217589e-05 | 5.29169670217608e-05 | -0.5904446508705 | 45 | 1.2555 | 1.25544743073483 | 5.27707426860125e-05 | 5.27707426859994e-05 | -0.00684806933987388 | 46 | 1.2658 | 1.26564443833091 | -3.15846003735311e-05 | 0.000126338401494134 | 1.00854867075938 | 47 | 1.2565 | 1.25665777584327 | -0.000133442640081864 | -0.000133442640081868 | -0.855432642910875 | 48 | 1.2783 | 1.27832897184375 | -9.17825404815493e-05 | -9.17825404815528e-05 | 2.1347256670273 | 49 | 1.2786 | 1.27868962852985 | -9.09318672408928e-05 | -9.0931867240889e-05 | 0.0442948073862816 | 50 | 1.2782 | 1.27829238905795 | -9.15066804589053e-05 | -9.15066804589147e-05 | -0.0299881438337321 | 51 | 1.2905 | 1.289755634492 | -0.000177769736074836 | 0.000711078944299347 | 1.14689553069721 | 52 | 1.3042 | 1.30418732134851 | -2.72437761190664e-05 | -2.72437761190656e-05 | 1.39878458841239 | 53 | 1.2942 | 1.29427285485254 | -4.43735160372032e-05 | -4.43735160372009e-05 | -0.967898174703388 | 54 | 1.313 | 1.312958479075 | -1.24344296920122e-05 | -1.24344296920199e-05 | 1.83354928420581 | 55 | 1.3671 | 1.36686532469924 | 7.93504497518605e-05 | 7.93504497518352e-05 | 5.27835167703912 | 56 | 1.3549 | 1.35555868260729 | 0.000156470566558274 | -0.000625882266233082 | -1.12862744783421 | 57 | 1.3558 | 1.35564439005693 | 0.000155804215053723 | 0.000155804215053719 | -0.00678807280319331 | 58 | 1.3507 | 1.35056756167087 | 0.000147511596195104 | 0.000147511596195109 | -0.512205475609475 | 59 | 1.3494 | 1.34925895468029 | 0.000145239950656402 | 0.000145239950656419 | -0.142534606023223 | 60 | 1.3607 | 1.36050548951916 | 0.000162531053595925 | 0.00016253105359589 | 1.08666752822629 | 61 | 1.3295 | 1.33097194574451 | 0.000346599636385137 | -0.00138639854554052 | -2.94030984538663 | 62 | 1.3193 | 1.31909309569107 | 0.000240598961390724 | 0.000240598961390719 | -1.17460812825403 | 63 | 1.3308 | 1.33051088185706 | 0.000256920757518838 | 0.000256920757518832 | 1.0940320544547 | 64 | 1.3246 | 1.32437070429744 | 0.000247723786921887 | 0.000247723786921918 | -0.626152640831595 | 65 | 1.3392 | 1.33889067362956 | 0.000268212392021676 | 0.000268212392021622 | 1.39697635449954 | 66 | 1.3425 | 1.34346210688367 | 0.000243625850847101 | -0.000974503403388378 | 0.425674037701532 | 67 | 1.3496 | 1.3492960039294 | 0.000288537542377708 | 0.000288537542377708 | 0.537831023437685 | 68 | 1.3255 | 1.32531423616053 | 0.000255677833927376 | 0.000255677833927379 | -2.37547333746864 | 69 | 1.3231 | 1.32285575904414 | 0.000252059608824138 | 0.000252059608824173 | -0.265649670649082 | 70 | 1.3273 | 1.32703141436061 | 0.00025728295564577 | 0.000257282955645715 | 0.384024128542631 | 71 | 1.3276 | 1.32859761734625 | 0.000250347004515357 | -0.0010013880180614 | 0.129373423474178 | 72 | 1.3173 | 1.31716944594942 | 0.000162940359317439 | 0.000162940359317431 | -1.12487316510211 | 73 | 1.3196 | 1.31942837674312 | 0.000165585454982337 | 0.000165585454982335 | 0.205137322560544 | 74 | 1.3058 | 1.30569173884164 | 0.000148309236120645 | 0.00014830923612069 | -1.36062803360444 | 75 | 1.2966 | 1.29649022882635 | 0.00013670516108953 | 0.000136705161089477 | -0.91507783459005 | 76 | 1.2932 | 1.29381059080845 | 0.000150619408822956 | -0.000602477635291798 | -0.278171777966792 | 77 | 1.2947 | 1.29454368094949 | 0.000154699759881706 | 0.0001546997598817 | 0.0561599714371113 | 78 | 1.305 | 1.30480424628039 | 0.000166642280219903 | 0.000166642280219888 | 0.989035435406286 | 79 | 1.3232 | 1.32296059881935 | 0.000187578284195665 | 0.000187578284195696 | 1.76060651548665 | 80 | 1.3125 | 1.3123560550528 | 0.00017503377767402 | 0.000175033777673978 | -1.05619642386055 | 81 | 1.2992 | 1.30016466260445 | 0.000232259521736308 | -0.000929038086945204 | -1.22069023823825 | 82 | 1.3266 | 1.32612665669114 | 0.000401657830098516 | 0.000401657830098503 | 2.4829691090764 | 83 | 1.3275 | 1.32709607580964 | 0.000402288668072216 | 0.000402288668072218 | 0.0555634365548146 | 84 | 1.3223 | 1.32191988567711 | 0.000396184230845385 | 0.000396184230845414 | -0.545932485113104 | 85 | 1.3403 | 1.33983420326336 | 0.000415332297456164 | 0.000415332297456103 | 1.71439432530116 | 86 | 1.3322 | 1.33398835523528 | 0.000442579596802746 | -0.00177031838721094 | -0.617707246785592 | 87 | 1.3363 | 1.3358446943444 | 0.00045135919644573 | 0.000451359196445717 | 0.136537014272781 | 88 | 1.3425 | 1.34202612690354 | 0.000457366735399103 | 0.000457366735399093 | 0.5607511618784 | 89 | 1.3574 | 1.35688627059354 | 0.000472239360539686 | 0.000472239360539719 | 1.40947081500863 | 90 | 1.3683 | 1.36778696231825 | 0.000482996462016447 | 0.000482996462016381 | 1.02053871473346 | 91 | 1.3623 | 1.36430847812285 | 0.000499266531331964 | -0.00199706612532781 | -0.390638856664696 | 92 | 1.3563 | 1.35587817826451 | 0.000446791098175411 | 0.000446791098175404 | -0.86299242562968 | 93 | 1.3518 | 1.35137239072664 | 0.00044187595455632 | 0.000441875954556319 | -0.484651409862839 | 94 | 1.3494 | 1.34896910136795 | 0.000439094694440382 | 0.000439094694440424 | -0.278423236838572 | 95 | 1.3612 | 1.36071728341114 | 0.000450138520717769 | 0.000450138520717691 | 1.1066883174353 | 96 | 1.369 | 1.37062618764048 | 0.000413358968044629 | -0.00165343587217848 | 0.93232176946668 | 97 | 1.3771 | 1.37663972477037 | 0.000444591587828857 | 0.000444591587828845 | 0.541562876453083 | 98 | 1.3972 | 1.39668049623573 | 0.00046305383921897 | 0.00046305383921895 | 1.91760354691353 | 99 | 1.401 | 1.40052407065876 | 0.000466191080517493 | 0.000466191080517543 | 0.330804097494422 | 100 | 1.3908 | 1.39037423300796 | 0.000456348571797016 | 0.000456348571796953 | -1.03884127207217 | 101 | 1.3901 | 1.39190640792817 | 0.000452376775232989 | -0.00180950710093193 | 0.105999962574223 | 102 | 1.3856 | 1.38520564276952 | 0.000414417844727121 | 0.000414417844727126 | -0.692129926669881 | 103 | 1.4098 | 1.40929614940013 | 0.00043564779243983 | 0.000435647792439795 | 2.31679552028419 | 104 | 1.422 | 1.42151998145753 | 0.000446060332779683 | 0.000446060332779722 | 1.15351849754583 | 105 | 1.4238 | 1.42334873632972 | 0.000447280543460889 | 0.000447280543460831 | 0.135301847566532 | 106 | 1.4207 | 1.42251088916537 | 0.000451796763083269 | -0.00180718705233305 | -0.126577944712035 | 107 | 1.4095 | 1.40915684331389 | 0.000381923148898631 | 0.000381923148898661 | -1.33651711495145 | 108 | 1.4177 | 1.41728912091778 | 0.000388552915411303 | 0.000388552915411268 | 0.758386400668912 | 109 | 1.3866 | 1.38632817332918 | 0.00036213515379545 | 0.000362135153795521 | -3.06760552676742 | 110 | 1.3959 | 1.39550505072831 | 0.000369556649275284 | 0.000369556649275207 | 0.862538224557994 | 111 | 1.4102 | 1.41142487701181 | 0.000317418301258747 | -0.00126967320503498 | 1.53112884155356 | 112 | 1.3969 | 1.39669765227234 | 0.000244641084609547 | 0.0002446410846096 | -1.45711718932349 | 113 | 1.4004 | 1.40014351936185 | 0.000247258975780636 | 0.000247258975780566 | 0.313240065676642 | 114 | 1.385 | 1.3848101763931 | 0.000234706640284915 | 0.000234706640285005 | -1.52456212743677 | 115 | 1.389 | 1.38875163155646 | 0.000237690414273471 | 0.000237690414273396 | 0.362705280264692 | 116 | 1.384 | 1.38501320118532 | 0.000250436760782555 | -0.00100174704313021 | -0.391387972752928 | 117 | 1.392 | 1.39170162118238 | 0.000280261473148353 | 0.000280261473148409 | 0.623801114098537 | 118 | 1.3932 | 1.39291631478562 | 0.000280993426071759 | 0.000280993426071674 | 0.0914326707924791 | 119 | 1.3858 | 1.38554694883916 | 0.0002750895500066 | 0.000275089550006703 | -0.748575161432711 | 120 | 1.3978 | 1.39748232956668 | 0.000284080633032349 | 0.000284080633032258 | 1.14094009799697 | 121 | 1.4029 | 1.40394266295137 | 0.000265113769829347 | -0.00106045507931738 | 0.607795646318981 | 122 | 1.394 | 1.39381038472444 | 0.000218903039446759 | 0.000218903039446825 | -1.00783466632794 | 123 | 1.4096 | 1.4093255363188 | 0.000230400250500546 | 0.000230400250500434 | 1.49668994123025 | 124 | 1.4058 | 1.40558398309804 | 0.000227458908805717 | 0.000227458908805838 | -0.388643135545082 | 125 | 1.4134 | 1.41314598527924 | 0.000232886100377911 | 0.000232886100377816 | 0.717661760248473 | 126 | 1.4096 | 1.41057270750004 | 0.000241155924323388 | -0.00096462369729355 | -0.276082850013254 | 127 | 1.4049 | 1.40470217782006 | 0.00021505304114235 | 0.000215053041142436 | -0.592626554326604 | 128 | 1.4009 | 1.40070014151937 | 0.00021200652573552 | 0.000212006525735404 | -0.412623062664864 | 129 | 1.3897 | 1.3895288874508 | 0.000203904312140972 | 0.000203904312141112 | -1.1138002787525 | 130 | 1.4019 | 1.40165327812647 | 0.000212382523068437 | 0.000212382523068324 | 1.16636508389346 | 131 | 1.3901 | 1.39110249205502 | 0.000242871568457912 | -0.000971486273831632 | -1.05868949466084 | 132 | 1.399 | 1.39870610250798 | 0.000273128165867519 | 0.000273128165867599 | 0.713978151533698 | 133 | 1.3901 | 1.38985948463581 | 0.000266786360300412 | 0.000266786360300291 | -0.892313973203331 | 134 | 1.3975 | 1.39720796136002 | 0.000271638410383376 | 0.000271638410383519 | 0.692902035285623 | 135 | 1.3991 | 1.39882356985541 | 0.00027255856905664 | 0.00027255856905652 | 0.131499591560948 | 136 | 1.4089 | 1.40984206343582 | 0.00024325489056972 | -0.000973019562278866 | 1.05677372215583 | 137 | 1.413 | 1.41273874034313 | 0.000253766990894546 | 0.000253766990894613 | 0.257455828495588 | 138 | 1.409 | 1.4087612581196 | 0.00025093072635315 | 0.000250930726353042 | -0.413997980129964 | 139 | 1.4217 | 1.42140518367385 | 0.00025911581608723 | 0.000259115816087356 | 1.21256727744424 | 140 | 1.4223 | 1.42203955551529 | 0.000259363484344814 | 0.000259363484344708 | 0.0367161517352253 | 141 | 1.4191 | 1.4201660260433 | 0.000264970439620124 | -0.00105988175848048 | -0.20971171115592 | 142 | 1.4229 | 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-0.000818701964448506 | -0.828879976982081 | 422 | 1.2613 | 1.26109967947655 | 0.00020332022289623 | 0.000203320222896205 | -0.102246128121581 | 423 | 1.2693 | 1.26907259355442 | 0.000205024611638566 | 0.00020502461163867 | 0.760032258950531 | 424 | 1.2713 | 1.27108936451123 | 0.000205416382858425 | 0.000205416382858303 | 0.177227499407935 | 425 | 1.27 | 1.26979921521732 | 0.00020509306554544 | 0.000205093065545391 | -0.146298271640601 | 426 | 1.268 | 1.26882781534801 | 0.000206106552231691 | -0.000824426208926698 | -0.1152714396159 | 427 | 1.28 | 1.27974952709984 | 0.000219801186312942 | 0.000219801186312919 | 1.04541201573157 | 428 | 1.2818 | 1.28157522454478 | 0.000220149356910331 | 0.000220149356910446 | 0.157090763564186 | 429 | 1.2834 | 1.28317557970352 | 0.000220444331334007 | 0.000220444331333876 | 0.135013445453018 | 430 | 1.2874 | 1.28716788414586 | 0.000221250239435046 | 0.000221250239434984 | 0.368968031540459 | 431 | 1.2744 | 1.27536061624085 | 0.00023149138180094 | -0.000925965527203651 | -1.17851698785733 | 432 | 1.2697 | 1.26949366959716 | 0.000223787503766068 | 0.000223787503766059 | -0.594979958968216 | 433 | 1.2715 | 1.2712714030281 | 0.000224120526493124 | 0.000224120526493226 | 0.152008731579065 | 434 | 1.2725 | 1.27227347408269 | 0.000224284871661961 | 0.000224284871661854 | 0.0760999935252144 | 435 | 1.2801 | 1.27985297350109 | 0.000225838298515275 | 0.000225838298515159 | 0.719495323653281 | 436 | 1.285 | 1.28586719265196 | 0.000220966829472551 | -0.000883867317890111 | 0.567116578378744 | 437 | 1.2989 | 1.29862747655324 | 0.000236626391447087 | 0.000236626391447059 | 1.2234049963686 | 438 | 1.3078 | 1.30753655352794 | 0.000238463779593984 | 0.000238463779594061 | 0.8483478172156 | 439 | 1.306 | 1.3057677378129 | 0.000238044566367102 | 0.000238044566367028 | -0.196354097404194 | 440 | 1.3074 | 1.30715839443989 | 0.000238285225215865 | 0.000238285225215761 | 0.112749667663289 | 441 | 1.312 | 1.31291885513748 | 0.000233690735396159 | -0.000934762941584547 | 0.541024790692978 | 442 | 1.3364 | 1.3360723904478 | 0.000261990896523933 | 0.000261990896523889 | 2.23625018947985 | 443 | 1.3323 | 1.33205124473703 | 0.000261093677358035 | 0.00026109367735814 | -0.418980230191989 | 444 | 1.3412 | 1.3409123563662 | 0.000262869522382854 | 0.000262869522382736 | 0.841261414816443 | 445 | 1.3477 | 1.34741785855451 | 0.000264158264595091 | 0.000264158264594995 | 0.610659873867312 | 446 | 1.346 | 1.34706046879104 | 0.000264669572360589 | -0.00105867828944222 | -0.0608938678534505 | 447 | 1.3611 | 1.36078037751053 | 0.000281097980284136 | 0.00028109798028404 | 1.31284127696229 | 448 | 1.3648 | 1.36450825890868 | 0.000281811955799945 | 0.00028181195580007 | 0.337167032200874 | 449 | 1.3726 | 1.37229503600001 | 0.000283344412123921 | 0.000283344412123796 | 0.73414153362507 | 450 | 1.3705 | 1.37022391874179 | 0.000282863766913932 | 0.000282863766913855 | -0.230315269236609 | 451 | 1.378 | 1.37907886868747 | 0.000275890602116671 | -0.00110356240846656 | 0.839803113672904 | 452 | 1.3856 | 1.38529990760261 | 0.000283069332501223 | 0.000283069332501121 | 0.580089904239062 | 453 | 1.397 | 1.39668268191019 | 0.000285343211825933 | 0.000285343211826054 | 1.08578055121466 | 454 | 1.3874 | 1.38714493789706 | 0.000283359516035757 | 0.000283359516035663 | -0.96090096693028 | 455 | 1.3936 | 1.3932985448718 | 0.000284544678872243 | 0.000284544678872158 | 0.574231523754699 | 456 | 1.3833 | 1.38449361328997 | 0.000291857279315131 | -0.00116742911726037 | -0.89047569525376 | 457 | 1.3958 | 1.39546480748711 | 0.000304611766978703 | 0.000304611766978625 | 1.04204975310137 | 458 | 1.4101 | 1.40975227458172 | 0.000307445058471517 | 0.000307445058471551 | 1.367810747249 | 459 | 1.4089 | 1.40859706058345 | 0.000307152905329322 | 0.000307152905329276 | -0.143078131368438 | 460 | 1.3896 | 1.38935307238576 | 0.000303248678270367 | 0.000303248678270326 | -1.91250357828135 | 461 | 1.3859 | 1.38712832373767 | 0.000305260325752893 | -0.00122104130301144 | -0.247657935261437 | 462 | 1.3861 | 1.38580134233464 | 0.000303331963030588 | 0.000303331963030565 | -0.15927218799444 | 463 | 1.4016 | 1.40125000319824 | 0.000306367706972248 | 0.000306367706972243 | 1.48152297807394 | 464 | 1.3934 | 1.3931196031293 | 0.000304700707218805 | 0.000304700707218741 | -0.825288484400466 | 465 | 1.4031 | 1.40276654159526 | 0.000306546176375935 | 0.000306546176375846 | 0.91386195476705 | 466 | 1.3912 | 1.39248999437753 | 0.00031487688100042 | -0.00125950752400153 | -1.03676626237294 | 467 | 1.3803 | 1.38003661380731 | 0.00029995333489636 | 0.000299953334896431 | -1.24594296125405 | 468 | 1.3857 | 1.38538450407269 | 0.000300954352912356 | 0.000300954352912276 | 0.493790974717276 | 469 | 1.3857 | 1.38539992400366 | 0.000300898536696978 | 0.00030089853669697 | -0.0279310785538776 | 470 | 1.3926 | 1.39227886649005 | 0.000302184107604447 | 0.000302184107604304 | 0.643466582960894 | 471 | 1.4018 | 1.40294658651343 | 0.000294111661401488 | -0.00117644664560585 | 1.01543642048588 | 472 | 1.4014 | 1.40111443704727 | 0.000291652751006555 | 0.000291652751006657 | -0.207488463751845 | 473 | 1.4244 | 1.42403870881571 | 0.000296093474900159 | 0.000296093474899983 | 2.21392852149281 | 474 | 1.4084 | 1.4081536493529 | 0.000292963770856146 | 0.000292963770856242 | -1.58284450354284 | 475 | 1.3917 | 1.39145925665511 | 0.000289678903367853 | 0.000289678903367782 | -1.6617075075584 | 476 | 1.3945 | 1.39563553995825 | 0.000286684037275537 | -0.00114673614910211 | 0.380736237559455 | 477 | 1.377 | 1.37679000964932 | 0.000264790015024615 | 0.000264790015024866 | -1.86703814908311 | 478 | 1.37 | 1.36975764767727 | 0.000263373204625471 | 0.000263373204625269 | -0.713808537906053 | 479 | 1.3711 | 1.37083412884536 | 0.00026352883067677 | 0.000263528830676793 | 0.0795383483205983 | 480 | 1.3626 | 1.36236330360164 | 0.000261857493781536 | 0.000261857493781504 | -0.854395867869939 | 481 | 1.3612 | 1.36224965700636 | 0.000262143821740938 | -0.00104857528696374 | -0.0367842237062689 | 482 | 1.3481 | 1.34789627358762 | 0.000245591591468707 | 0.000245591591468962 | -1.42630636110269 | 483 | 1.3647 | 1.36440443598525 | 0.000248716478520074 | 0.00024871647851981 | 1.5908056316261 | 484 | 1.3674 | 1.36714363742638 | 0.000249188221731495 | 0.000249188221731501 | 0.243619389523881 | 485 | 1.3647 | 1.36445981634963 | 0.00024863278428267 | 0.000248632784282653 | -0.286907141695233 | 486 | 1.3496 | 1.35067730454988 | 0.000259221213660781 | -0.00103688485464313 | -1.37446351605582 | 487 | 1.3339 | 1.33370943747018 | 0.000239911219103445 | 0.000239911219103799 | -1.68120385364698 | 488 | 1.3321 | 1.33186648501121 | 0.000239515087793206 | 0.000239515087792943 | -0.203745651116518 | 489 | 1.3225 | 1.3222906003758 | 0.000237674893076678 | 0.00023767489307673 | -0.960142069264212 | 490 | 1.3146 | 1.31438730276946 | 0.000236148969088665 | 0.00023614896908862 | -0.796349640937346 | 491 | 1.2998 | 1.30082556728632 | 0.000246454886840603 | -0.000985819547362417 | -1.35159305422324 |
| | Charts produced by software: | | http://www.freestatistics.org/blog/date/2010/Dec/14/t1292336057dj67elh8c4ush0h/1ptv51292336137.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/14/t1292336057dj67elh8c4ush0h/1ptv51292336137.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Dec/14/t1292336057dj67elh8c4ush0h/2h2cp1292336137.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/14/t1292336057dj67elh8c4ush0h/2h2cp1292336137.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Dec/14/t1292336057dj67elh8c4ush0h/3h2cp1292336137.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/14/t1292336057dj67elh8c4ush0h/3h2cp1292336137.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Dec/14/t1292336057dj67elh8c4ush0h/4stcs1292336137.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/14/t1292336057dj67elh8c4ush0h/4stcs1292336137.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Dec/14/t1292336057dj67elh8c4ush0h/5stcs1292336137.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/14/t1292336057dj67elh8c4ush0h/5stcs1292336137.ps (open in new window) |
| | Parameters (Session): | par1 = 5 ; | | Parameters (R input): | par1 = 5 ; | | R code (references can be found in the software module): | par1 <- 5
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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