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paper 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: Sun, 26 Dec 2010 20:45:45 +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/26/t1293399456adtkwrwsoz5caw9.htm/, Retrieved Sun, 26 Dec 2010 22:37:44 +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/26/t1293399456adtkwrwsoz5caw9.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 «

5,2 7,9 8,7 8,9 15,3 15,4 18,1 19,7 13 12,6 6,2 3,5 3,4 0 9,5 8,9 10,4 13,2 18,9 19 16,3 10,6 5,8 3,6 2,6 5 7,3 9,2 15,7 16,8 18,4 18,1 14,6 7,8 7,6 3,8 5,6 2,2 6,8 11,8 14,9 16,7 16,7 15,9 13,6 9,2 2,8 2,5 4,8 2,8 7,8 9 12,9 16,4 21,8 17,8 13,5 10 10,4 5,5 4 6,8 5,7 9,1 13,6 15 20,9 20,4 14 13,7 7,1 0,8 2,1 1,3 3,9 10,7 11,1 16,4 17,1 17,3 12,9 10,9 5,3 0,7 -0,2 6,5 8,6 8,5 13,3 16,2 17,5 21,2 14,8 10,3 7,3 5,1 4,4 6,2 7,7 9,3 15,6 16,3 16,6 17,4 15,3 9,7 3,7 4,6 5,4 3,1 7,9 10,1 15 15,6 19,7 18,1 17,7 10,7 6,2 4,2 4 5,9 7,1 10,5 15,1 16,8 15,3 18,4 16,1 11,3 7,9 5,6 3,4 4,8 6,5 8,5 15,1 15,7 18,7 19,2 12,9 14,4 6,2 3,3 4,6 7,2 7,8 9,9 13,6 17,1 17,8 18,6 14,7 10,5 8,6 4,4 2,3 2,8 8,8 10,7 13,9 19,3 19,5 20,4 15,3 7,9 8,3 4,5 3,2 5 6,6 11,1 12,8 16,3 17,4 18,9 15,8 11,7 6,4 2,9 4,7 2,4 7,2 10,7 13,4 18,5 18,3 16,8 16,6 14, etc...

Output produced by software:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	10 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Structural Time Series Model
t	Observed	Level	Slope	Seasonal	Stand. Residuals
1	5.2	5.2	0	0	0
2	7.9	6.99391284249925	0.0711988463490006	0.906087157500752	0.872321117172038
3	8.7	8.25752833251898	0.139424281891842	0.442471667481016	0.607021020776165
4	8.9	8.75181142852063	0.153835156567131	0.148188571479376	0.221387044607060
5	15.3	12.1067707500180	0.230127648162862	3.19322924998202	2.09997531546472
6	15.4	14.4369269960506	0.263996287204515	0.963073003949426	1.38408008450448
7	18.1	16.7408539349754	0.293623271932094	1.35914606502457	1.34262529707823
8	19.7	18.6819242192184	0.318774977064564	1.01807578078164	1.08234842091195
9	13	16.1601870723430	0.272259602839774	-3.16018707234296	-1.8634331525741
10	12.6	13.7584092688289	0.226157135535431	-1.15840926882892	-1.75242697675590
11	6.2	9.3540896386438	0.143494723953962	-3.1540896386438	-3.03228240690364
12	3.5	5.38691898215559	0.0681537171316838	-1.88691898215559	-2.69009984476411
13	3.4	4.32079054807543	0.0866945732487102	-0.920790548075426	-0.793960777852716
14	0	1.86497501037789	0.068694245001939	-1.86497501037789	-1.68588625767195
15	9.5	5.26714756233308	0.161108273507789	4.23285243766692	2.01752362168052
16	8.9	8.50600546535135	0.260690023878399	0.393994534648655	1.89815810317172
17	10.4	9.21245252443053	0.273448325655329	1.18754747556947	0.285325860819789
18	13.2	11.6288919443594	0.324253223550009	1.57110805564056	1.39233390851652
19	18.9	15.4047432809116	0.395913836052386	3.49525671908835	2.24853990466556
20	19	16.7491589411304	0.414751191946315	2.25084105886957	0.617655104444385
21	16.3	17.5602791225053	0.422684395442711	-1.26027912250532	0.25789229108849
22	10.6	13.6423808838763	0.335620942749423	-3.04238088387629	-2.82106755458364
23	5.8	9.59760613351724	0.253160448751408	-3.79760613351724	-2.84221862055978
24	3.6	6.44353514577434	0.199886274438809	-2.84353514577434	-2.21268838942214
25	2.6	4.25385865916184	0.170742681732902	-1.65385865916184	-1.56917993565361
26	5	6.25713347575263	0.201656046658349	-1.25713347575263	1.18798242169463
27	7.3	5.87160646810818	0.187418452494025	1.42839353189182	-0.369331430258462
28	9.2	7.65236961338138	0.2326061869482	1.54763038661862	0.997566685974631
29	15.7	12.2938240210381	0.358783928525604	3.40617597896192	2.80134436861488
30	16.8	15.6729225387948	0.440114783540879	1.12707746120515	1.94290410656132
31	18.4	16.3540539207601	0.446165460495746	2.04594607923993	0.155783871679245
32	18.1	16.1396235035821	0.430384519407334	1.9603764964179	-0.42726740884776
33	14.6	14.6432322123931	0.38579436916013	-0.0432322123931046	-1.24517297557190
34	7.8	11.2244461728377	0.300605637927814	-3.42444617283768	-2.45504460698801
35	7.6	9.72721348717033	0.262277413163760	-2.12721348717033	-1.15881038409560
36	3.8	7.54034506226952	0.212782379942841	-3.74034506226952	-1.58047224720608
37	5.6	7.49267459413789	0.207537994567965	-1.89267459413789	-0.168374477335764
38	2.2	5.68438282616286	0.162884621719733	-3.48438282616286	-1.29471108707774
39	6.8	6.1777607952057	0.171205390592459	0.6222392047943	0.209659501337110
40	11.8	9.7593197488527	0.264781956213600	2.04068025114731	2.15380045290694
41	14.9	12.1006846797507	0.323349335442151	2.79931532024934	1.31903256150365
42	16.7	14.2846320912460	0.375051178171075	2.41536790875403	1.19110366571554
43	16.7	14.5843559183002	0.373027511803547	2.11564408169977	-0.0484336544472961
44	15.9	13.6265678305219	0.338536683941505	2.27343216947811	-0.85641855256745
45	13.6	12.4470779145061	0.300450182611233	1.15292208549390	-0.975947524034462
46	9.2	11.7439075313142	0.276016781746823	-2.54390753131419	-0.64436323689181
47	2.8	7.7011751725609	0.173670257025083	-4.90117517256089	-2.77148011569467
48	2.5	6.12232401609602	0.132732769308401	-3.62232401609602	-1.12561715861412
49	4.8	5.79050286645591	0.121739961991668	-0.990502866455907	-0.298420766915152
50	2.8	6.4773108879112	0.135714429799925	-3.6773108879112	0.36163529967828
51	7.8	8.09466471952919	0.174487578612514	-0.294664719529186	0.942449164979163
52	9	8.58577857933636	0.183151632981815	0.414221420663642	0.200824721045076
53	12.9	9.93324065421873	0.215681406839280	2.96675934578127	0.740312815498227
54	16.4	12.0550036611248	0.26884581380058	4.34499633887517	1.21760715380658
55	21.8	15.6880356996622	0.361167155688229	6.11196430033783	2.15590812440043
56	17.8	15.7311855860972	0.352634134171031	2.06881441390284	-0.203940065164532
57	13.5	13.5059391970029	0.285049873262307	-0.00593919700289369	-1.65170479737381
58	10	11.5191344185333	0.226704319697405	-1.51913441853326	-1.45411905198806
59	10.4	12.6462818953694	0.249490524137618	-2.24628189536937	0.576247460095492
60	5.5	11.1756178808027	0.206148907651655	-5.67561788080272	-1.10154499911721
61	4	8.29420961547525	0.127578442620685	-4.29420961547525	-1.97710648680901
62	6.8	9.37936511974822	0.152510259062019	-2.57936511974822	0.611852057073842
63	5.7	8.2358567122223	0.117804985058603	-2.5358567122223	-0.825334335254345
64	9.1	8.88027066440787	0.132244119495663	0.219729335592125	0.334765188032734
65	13.6	10.6791477323588	0.178538165767944	2.92085226764118	1.06071665397851
66	15	11.7658864089599	0.203795101801558	3.2341135910401	0.579604490604525
67	20.9	13.0988525975321	0.234946234662706	7.80114740246791	0.722148955954328
68	20.4	15.0829915692376	0.282568570267220	5.31700843076237	1.11921003145908
69	14	14.4338224205881	0.257569328873475	-0.433822420588088	-0.595759437132807
70	13.7	14.7840750315554	0.260024393651593	-1.08407503155536	0.0592184615872129
71	7.1	11.6000504656552	0.169553929051414	-4.50005046565521	-2.20045038755657
72	0.8	7.96185235994792	0.0696898860269607	-7.16185235994792	-2.43402178776266
73	2.1	6.81393483914921	0.0375615818896349	-4.71393483914921	-0.77832902508968
74	1.3	5.01910866555749	-0.0113878481115412	-3.71910866555749	-1.16984941359758
75	3.9	5.74650178064508	0.00864158732911443	-1.84650178064508	0.470751962172466
76	10.7	8.71893450608551	0.0900298930498926	1.98106549391449	1.88647101250175
77	11.1	9.33878676426712	0.104690442513701	1.76121323573288	0.337431727567032
78	16.4	11.7458876761165	0.168485642325795	4.65411232388349	1.46872632353492
79	17.1	11.3451226121058	0.152777008292153	5.75487738789417	-0.363615136524896
80	17.3	11.3042876969945	0.147474341593996	5.99571230300548	-0.123709327425122
81	12.9	11.9227628197795	0.160262684227018	0.97723718022052	0.300802238233837
82	10.9	10.8298761736072	0.126496997570727	0.0701238263928003	-0.79991097605054
83	5.3	9.0739696821544	0.0760193876617456	-3.7739696821544	-1.20158218527414
84	0.7	7.79683580194063	0.0397620893750293	-7.09683580194063	-0.864060262358579
85	-0.2	5.73113737685014	-0.0168490989554342	-5.93113737685014	-1.34451375564957
86	6.5	8.08574666566903	0.0473443580700381	-1.58574666566903	1.51329575526230
87	8.6	10.4928776982449	0.111734931361481	-1.89287769824487	1.50414385202006
88	8.5	9.3101672906132	0.0761645361496686	-0.810167290613197	-0.824527875592064
89	13.3	10.74362359234	0.113625214528138	2.55637640765999	0.86481744839751
90	16.2	11.2546062522203	0.124602950406817	4.9453937477797	0.253424087068524
91	17.5	11.5630257820233	0.129670489246460	5.93697421797675	0.117330316877039
92	21.2	13.3503416898903	0.175176264247558	7.84965831010974	1.05827520391311
93	14.8	13.3670031705047	0.170846475638766	1.43299682949533	-0.101165902421133
94	10.3	11.2447251389449	0.108488715449470	-0.944725138944861	-1.46300019619302
95	7.3	10.4014595653819	0.0826793015953068	-3.10145956538192	-0.607219362902101
96	5.1	10.9407634637271	0.0950562515886164	-5.84076346372707	0.291400364040211
97	4.4	11.5680091165159	0.109509072235455	-7.16800911651592	0.339645865956382
98	6.2	10.3814436562966	0.0741811751319293	-4.18144365629663	-0.826828573380992
99	7.7	9.65543479278516	0.0522740509732304	-1.95543479278516	-0.510136791598769
100	9.3	10.1899930564576	0.0655292978472939	-0.889993056457612	0.307335060285335
101	15.6	11.85208417137	0.109518904644049	3.74791582863	1.01756343534622
102	16.3	12.0952760616408	0.113204316967718	4.20472393835922	0.0852442859453333
103	16.6	11.8015096431096	0.101996471758111	4.79849035689043	-0.259659716856934
104	17.4	10.4180264703073	0.0611831474504907	6.98197352969273	-0.9478894156745
105	15.3	11.2448796580484	0.0821598656999234	4.05512034195163	0.488471300533817
106	9.7	10.9361181323354	0.0714773649562187	-1.23611813233544	-0.249338659362556
107	3.7	9.0342348748573	0.0176394316819755	-5.33423487485729	-1.25866241788258
108	4.6	9.41975325581778	0.0276730874674076	-4.81975325581779	0.234683583420492
109	5.4	10.6496482905215	0.0604969860077956	-5.24964829052154	0.766992489548304
110	3.1	9.1244403878729	0.017115224330603	-6.0244403878729	-1.01142006309705
111	7.9	9.51703539214499	0.0274124906620305	-1.61703539214499	0.239398619562337
112	10.1	10.7106498811205	0.0594641879560307	-0.610649881120534	0.743349952038884
113	15	11.1371277118576	0.069565352771464	3.86287228814236	0.233956813436685
114	15.6	11.1166242919649	0.0670854473526409	4.48337570803512	-0.0574345775154051
115	19.7	12.6403955317601	0.107169407396504	7.05960446823986	0.929178082270239
116	18.1	12.2790151670974	0.0942930605360934	5.82098483290265	-0.298895185991773
117	17.7	12.6317375887813	0.101383602359166	5.0682624112187	0.164833234496593
118	10.7	11.9482522498382	0.079880567425552	-1.24825224983819	-0.500537652710383
119	6.2	11.8341385090872	0.0745706789284152	-5.63413850908718	-0.123717058725175
120	4.2	10.6546668979563	0.0402524254271669	-6.45466689795633	-0.799839032571725
121	4	9.48179042749203	0.00703530579940385	-5.48179042749203	-0.773787063489812
122	5.9	10.7150534314047	0.0406484331053456	-4.81505343140466	0.782045636789683
123	7.1	10.3025452684202	0.0282099502718445	-3.20254526842016	-0.288938436648900
124	10.5	10.7566739052451	0.0399149446809554	-0.256673905245051	0.271525914510727
125	15.1	11.1835938146959	0.0505590084658524	3.91640618530406	0.246727741609601
126	16.8	12.1393896712290	0.0754622970540335	4.66061032877095	0.577231539786625
127	15.3	10.3078913407316	0.0230177709668779	4.99210865926841	-1.21621677627229
128	18.4	11.1002209664793	0.0441598052119153	7.29977903352071	0.490670628809171
129	16.1	10.9612234462379	0.039130871515857	5.13877655376211	-0.116808272284557
130	11.3	11.5204498148982	0.0533992292760488	-0.220449814898175	0.331658758187879
131	7.9	12.1992411760300	0.0705470404130025	-4.29924117602995	0.398805086779305
132	5.6	12.0568344733893	0.064708726239526	-6.45683447338935	-0.135808211047094
133	3.4	10.7962615988660	0.0283641842923194	-7.39626159886603	-0.845215659604916
134	4.8	9.9837650850165	0.00529033661015886	-5.1837650850165	-0.536233954801848
135	6.5	9.89607575673403	0.00273701189089286	-3.39607575673403	-0.0592865456338294
136	8.5	9.47775026589698	-0.00883364772365531	-0.977750265896976	-0.268453682492958
137	15.1	10.3043385851044	0.0141338351135620	4.79566141489558	0.532643587595783
138	15.7	10.3897394362905	0.0160933918502674	5.31026056370954	0.0454433792622407
139	18.7	12.2036879662283	0.0655189667576583	6.49631203377173	1.14653223996487
140	19.2	12.3785284438372	0.0685231695167251	6.82147155616282	0.0697185739554163
141	12.9	10.3574666925759	0.0111295307167967	2.54253330742409	-1.33253532887539
142	14.4	12.2022936916967	0.0614711427670392	2.19770630830334	1.16928418710705
143	6.2	11.4947677217724	0.0403659680400127	-5.29476772177236	-0.490361596214505
144	3.3	10.1261888671467	0.00170046585233422	-6.8261888671467	-0.898476226239116
145	4.6	10.5959956035123	0.0145486674687357	-5.99599560351227	0.298518119514408
146	7.2	11.5132108683854	0.0393326200382627	-4.3132108683854	0.575622823627492
147	7.8	11.5020184505189	0.0379448150624614	-3.70201845051888	-0.0322166380242998
148	9.9	11.4720304646251	0.0360781545142273	-1.57203046462510	-0.0433136407926642
149	13.6	10.3723536311874	0.00486186394170262	3.22764636881257	-0.724158040538503
150	17.1	11.3067474805860	0.0304122563139610	5.79325251941396	0.592711606074051
151	17.8	11.3429705916281	0.0305719673691945	6.45702940837186	0.00370552087473502
152	18.6	11.1842666341001	0.0253708730040616	7.41573336589987	-0.120701211173704
153	14.7	11.9894502794497	0.0467932095096299	2.71054972055035	0.497269091671175
154	10.5	10.0368811642428	-0.00811692748396908	0.463118835757228	-1.27489899019316
155	8.6	11.3091067086563	0.0270398808311372	-2.70910670865629	0.816412394803794
156	4.4	11.6934261834134	0.0368498971018388	-7.29342618341335	0.227826847511582
157	2.3	10.3290752895904	-0.00162680467730463	-8.02907528959037	-0.893524974244464
158	2.8	8.5122235081421	-0.0514816743402214	-5.71222350814211	-1.15752014111035
159	8.8	10.0564569684450	-0.0076456113962539	-1.25645696844503	1.01749281050220
160	10.7	11.1861835686130	0.0236058625562564	-0.486183568613044	0.725205083814198
161	13.9	11.3433536691102	0.0272763245692425	2.55664633088976	0.0851627663817625
162	19.3	12.4059167128459	0.0557283230653050	6.89408328715414	0.660143327663225
163	19.5	12.8725630208666	0.0670207442988073	6.62743697913342	0.262030063989321
164	20.4	13.0531834923152	0.0701421956604488	7.34681650768475	0.0724398672830532
165	15.3	12.4941915361065	0.0528578083331382	2.80580846389345	-0.401175312165746
166	7.9	10.2834598036250	-0.00932112144360216	-2.38345980362497	-1.44337063343309
167	8.3	10.2081922276043	-0.0111324298394944	-1.90819222760429	-0.0420504666230691
168	4.5	10.5042877139796	-0.00269426338568091	-6.00428771397958	0.19590629060636
169	3.2	10.6356854819908	0.000988800447542322	-7.43568548199078	0.0855061418045782
170	5	11.2153746200245	0.0168853792035266	-6.21537462002449	0.369014843663567
171	6.6	10.0178931863072	-0.0164768269304446	-3.41789318630716	-0.774331286567024
172	11.1	10.7289673080791	0.00351348487592191	0.371032691920877	0.463905195884593
173	12.8	10.9143878559428	0.00851200139850086	1.88561214405723	0.115988709349207
174	16.3	10.2953156108554	-0.00873351892836437	6.00468438914456	-0.400174008864943
175	17.4	10.3284405280937	-0.0075833102586822	7.07155947190632	0.0266913818996258
176	18.9	10.5513613727633	-0.00124981496244640	8.3486386272367	0.146983838987164
177	15.8	11.2008990547979	0.0166301097434667	4.59910094520211	0.414977158345525
178	11.7	12.7186861813451	0.0578698453893491	-1.01868618134510	0.957203484598758
179	6.4	10.9324743022433	0.00721227595130937	-4.53247430224328	-1.17586538034148
180	2.9	9.72363108433544	-0.026192553272393	-6.82363108433544	-0.775418291419035
181	4.7	10.7582078198947	0.00294725261529634	-6.05820781989469	0.676406960006153
182	2.4	9.66102852015636	-0.0272753789652218	-7.26102852015636	-0.7014999669027
183	7.2	10.1222747453652	-0.0138537916747777	-2.92227474536523	0.311502064561537
184	10.7	10.2851869447809	-0.00899702212139628	0.414813055219098	0.112711686335567
185	13.4	10.7577875282136	0.00423581953576451	2.64221247178643	0.307082068534069
186	18.5	11.7306403600291	0.0308509339913986	6.7693596399709	0.617630265460058
187	18.3	11.795505891882	0.0317855560416522	6.50449410811801	0.0216894565814585
188	16.8	10.4387893853457	-0.0063650389238339	6.36121061465434	-0.885383899321693
189	16.6	11.1517356337314	0.0133978479938409	5.44826436626862	0.458667919663852
190	14.1	12.6377566559213	0.0538558521252171	1.46224334407868	0.939006889495548
191	6.1	11.6780813957700	0.0260116180189042	-5.57808139577001	-0.646269498638805
192	3.5	11.045855471418	0.00792839789429527	-7.54585547141801	-0.41972269537971
193	1.7	9.14523116217976	-0.0445043239722753	-7.44523116217976	-1.21698982601054
194	2.3	9.20601036792327	-0.041611834566277	-6.90601036792327	0.0671339513651266
195	4.5	8.47510779290151	-0.0605496853163416	-3.97510779290152	-0.439520912346724
196	9.3	8.75186581415017	-0.0512820156463372	0.548134185849831	0.215079515944943
197	14.2	10.3554465009380	-0.00581279028137717	3.84455349906203	1.05519935144463
198	17.3	10.5886791523081	0.000755319648314773	6.71132084769191	0.152425199001913
199	23	13.2233809285528	0.0731262230154671	9.77661907144725	1.67952873682653
200	16.3	12.3494978138869	0.0471065045659054	3.95050218611312	-0.603859474710321
201	18.4	12.7401327029951	0.0565449207243889	5.65986729700485	0.219049385167289
202	14.2	12.4462941280650	0.0469184189352366	1.75370587193498	-0.223419102573331
203	9.1	13.1409189396898	0.0647132829773483	-4.04091893968982	0.413004138431924
204	5.9	12.9304562210722	0.0571532449538756	-7.03045622107219	-0.175464299855388
205	7.2	13.7201700684383	0.077279345271518	-6.52017006843834	0.467114915219488
206	6.8	13.7714780458024	0.076565805692122	-6.97147804580237	-0.0165605420280307
207	8	13.1978539714768	0.0587020477182086	-5.19785397147677	-0.414588402651813
208	14.3	13.9069234030798	0.0765710514972075	0.393076596920206	0.414699023068944
209	14.6	12.8136053959437	0.0444275894109174	1.78639460405634	-0.745965398718904
210	17.5	12.2578760227756	0.0279377902552248	5.24212397722437	-0.38268468105243
211	17.2	9.64192978867276	-0.0447048166793494	7.55807021132724	-1.68585879890837
212	17.2	11.0479846564338	-0.00484459389694182	6.15201534356625	0.925070857329837
213	14.1	9.9992946379964	-0.0335242444639325	4.1007053620036	-0.665601602796992
214	10.5	9.37227837167051	-0.0498301906027529	1.12772162832949	-0.378435016881371
215	6.8	9.9763279172859	-0.0318653147282525	-3.17632791728589	0.416940400667529
216	4.1	10.7932519830868	-0.00854553539911842	-6.69325198308678	0.541224265712183
217	6.5	11.9329092406928	0.023000476362259	-5.43290924069277	0.732145171310662
218	6.1	12.5195227542362	0.0384854623120028	-6.41952275423622	0.359384594683093
219	6.3	12.1355807938884	0.0268793414192920	-5.83558079388839	-0.269357380194869
220	9.3	10.0954729957666	-0.0299114308542927	-0.795472995766555	-1.31799232401557
221	16.4	11.5855113819531	0.0118497580282729	4.8144886180469	0.969179309053125
222	16.1	10.9250949734018	-0.006621069021941	5.17490502659821	-0.428664437851805
223	18	10.8294596039333	-0.00906677419647454	7.17054039606668	-0.0567593688605438
224	17.6	10.8183715724327	-0.0091223087529049	6.78162842756726	-0.00128884248853610
225	14	10.3164235244981	-0.0226627068290063	3.68357647550190	-0.314246752875031
226	10.5	10.0586706247174	-0.0291217603737091	0.441329375282618	-0.149903175859111
227	6.9	10.3594809078297	-0.0200570038311584	-3.45948090782967	0.210378124521981
228	2.8	10.3036216345671	-0.0210406549776728	-7.50362163456711	-0.0228290261036430
229	0.7	8.31948912139412	-0.0749758015568808	-7.61948912139412	-1.25175195602495
230	3.6	8.543860627982	-0.0667513159471764	-4.94386062798200	0.190876720965944
231	6.7	10.1102443753860	-0.0218810776285334	-3.41024437538602	1.0413548229914
232	12.5	12.2014920358349	0.0361773182205446	0.298507964165080	1.3474155305145
233	14.4	11.0747062207032	0.00422465533928885	3.32529377929678	-0.741551579206058
234	16.5	10.9636131090443	0.00105626853572299	5.53638689095566	-0.073531329593156
235	18.7	11.1727402155282	0.00677306588460871	7.52725978447179	0.132674779985634
236	19.4	11.7685288300263	0.0229563594336974	7.63147116997374	0.375581525956423
237	15.8	11.9927104972755	0.0284850301527058	3.80728950272445	0.128309721283000
238	11.3	11.5075772859119	0.0143734223330438	-0.207577285911925	-0.327504077620879
239	9.7	12.0542878402329	0.0289992774144157	-2.35428784023286	0.339439877456547
240	2.9	10.9463290056508	-0.00223836970997697	-8.04632900565084	-0.724971642593991

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Dec/26/t1293399456adtkwrwsoz5caw9/1fg9f1293396335.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/26/t1293399456adtkwrwsoz5caw9/1fg9f1293396335.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/26/t1293399456adtkwrwsoz5caw9/2fg9f1293396335.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/26/t1293399456adtkwrwsoz5caw9/2fg9f1293396335.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/26/t1293399456adtkwrwsoz5caw9/3qp801293396335.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/26/t1293399456adtkwrwsoz5caw9/3qp801293396335.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/26/t1293399456adtkwrwsoz5caw9/4qp801293396335.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/26/t1293399456adtkwrwsoz5caw9/4qp801293396335.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/26/t1293399456adtkwrwsoz5caw9/5jgql1293396335.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/26/t1293399456adtkwrwsoz5caw9/5jgql1293396335.ps (open in new window)

Parameters (Session):

par1 = 12 ;

Parameters (R input):

par1 = 12 ;

R code (references can be found in the software module):

par1 <- as.numeric(par1)

nx <- length(x)

x <- ts(x,frequency=par1)

m <- StructTS(x,type='BSM')

m$coef

m$fitted

m$resid

mylevel <- as.numeric(m$fitted[,'level'])

myslope <- as.numeric(m$fitted[,'slope'])

myseas <- as.numeric(m$fitted[,'sea'])

myresid <- as.numeric(m$resid)

myfit <- mylevel+myseas

mylagmax <- nx/2

bitmap(file='test2.png')

op <- par(mfrow = c(2,2))

acf(as.numeric(x),lag.max = mylagmax,main='Observed')

acf(mylevel,na.action=na.pass,lag.max = mylagmax,main='Level')

acf(myseas,na.action=na.pass,lag.max = mylagmax,main='Seasonal')

acf(myresid,na.action=na.pass,lag.max = mylagmax,main='Standardized Residals')

par(op)

dev.off()

bitmap(file='test3.png')

op <- par(mfrow = c(2,2))

spectrum(as.numeric(x),main='Observed')

spectrum(mylevel,main='Level')

spectrum(myseas,main='Seasonal')

spectrum(myresid,main='Standardized Residals')

par(op)

dev.off()

bitmap(file='test4.png')

op <- par(mfrow = c(2,2))

cpgram(as.numeric(x),main='Observed')

cpgram(mylevel,main='Level')

cpgram(myseas,main='Seasonal')

cpgram(myresid,main='Standardized Residals')

par(op)

dev.off()

bitmap(file='test1.png')

plot(as.numeric(m$resid),main='Standardized Residuals',ylab='Residuals',xlab='time',type='b')

grid()

dev.off()

bitmap(file='test5.png')

op <- par(mfrow = c(2,2))

hist(m$resid,main='Residual Histogram')

plot(density(m$resid),main='Residual Kernel Density')

qqnorm(m$resid,main='Residual Normal QQ Plot')

qqline(m$resid)

plot(m$resid^2, myfit^2,main='Sq.Resid vs. Sq.Fit',xlab='Squared residuals',ylab='Squared Fit')

par(op)

dev.off()

load(file='createtable')

a<-table.start()

a<-table.row.start(a)

a<-table.element(a,'Structural Time Series Model',6,TRUE)

a<-table.row.end(a)

a<-table.row.start(a)

a<-table.element(a,'t',header=TRUE)

a<-table.element(a,'Observed',header=TRUE)

a<-table.element(a,'Level',header=TRUE)

a<-table.element(a,'Slope',header=TRUE)

a<-table.element(a,'Seasonal',header=TRUE)

a<-table.element(a,'Stand. Residuals',header=TRUE)

a<-table.row.end(a)

for (i in 1:nx) {

a<-table.row.start(a)

a<-table.element(a,i,header=TRUE)

a<-table.element(a,x[i])

a<-table.element(a,mylevel[i])

a<-table.element(a,myslope[i])

a<-table.element(a,myseas[i])

a<-table.element(a,myresid[i])

a<-table.row.end(a)

}

a<-table.end(a)

table.save(a,file='mytable.tab')

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa

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