R version 2.9.0 (2009-04-17) Copyright (C) 2009 The R Foundation for Statistical Computing ISBN 3-900051-07-0 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- c(315.42 + ,316.32 + ,316.49 + ,317.56 + ,318.13 + ,318.00 + ,316.39 + ,314.66 + ,313.68 + ,313.18 + ,314.66 + ,315.43 + ,316.27 + ,316.81 + ,317.42 + ,318.87 + ,319.87 + ,319.43 + ,318.01 + ,315.75 + ,314.00 + ,313.68 + ,314.84 + ,316.03 + ,316.73 + ,317.54 + ,318.38 + ,319.31 + ,320.42 + ,319.61 + ,318.42 + ,316.64 + ,314.83 + ,315.15 + ,315.95 + ,316.85 + ,317.78 + ,318.40 + ,319.53 + ,320.41 + ,320.85 + ,320.45 + ,319.44 + ,317.25 + ,316.12 + ,315.27 + ,316.53 + ,317.53 + ,318.58 + ,318.92 + ,319.70 + ,321.22 + ,322.08 + ,321.31 + ,319.58 + ,317.61 + ,316.05 + ,315.83 + ,316.91 + ,318.20 + ,319.41 + ,320.07 + ,320.74 + ,321.40 + ,322.06 + ,321.73 + ,320.27 + ,318.54 + ,316.54 + ,316.71 + ,317.53 + ,318.55 + ,319.27 + ,320.28 + ,320.73 + ,321.97 + ,322.00 + ,321.71 + ,321.05 + ,318.71 + ,317.65 + ,317.14 + ,318.71 + ,319.25 + ,320.46 + ,321.43 + ,322.22 + ,323.54 + ,323.91 + ,323.59 + ,322.26 + ,320.21 + ,318.48 + ,317.94 + ,319.63 + ,320.87 + ,322.17 + ,322.34 + ,322.88 + ,324.25 + ,324.83 + ,323.93 + ,322.39 + ,320.76 + ,319.10 + ,319.23 + ,320.56 + ,321.80 + ,322.40 + ,322.99 + ,323.73 + ,324.86 + ,325.41 + ,325.19 + ,323.97 + ,321.92 + ,320.10 + ,319.96 + ,320.97 + ,322.48 + ,323.52 + ,323.89 + ,325.04 + ,326.01 + ,326.67 + ,325.96 + ,325.13 + ,322.90 + ,321.61 + ,321.01 + ,322.08 + ,323.37 + ,324.34 + ,325.30 + ,326.29 + ,327.54 + ,327.54 + ,327.21 + ,325.98 + ,324.42 + ,322.91 + ,322.90 + ,323.85 + ,324.96 + ,326.01 + ,326.51 + ,327.01 + ,327.62 + ,328.76 + ,328.40 + ,327.20 + ,325.28 + ,323.20 + ,323.40 + ,324.64 + ,325.85 + ,326.60 + ,327.47 + ,327.58 + ,329.56 + ,329.90 + ,328.92 + ,327.89 + ,326.17 + ,324.68 + ,325.04 + ,326.34 + ,327.39 + ,328.37 + ,329.40 + ,330.14 + ,331.33 + ,332.31 + ,331.90 + ,330.70 + ,329.15 + ,327.34 + ,327.02 + ,327.99 + ,328.48 + ,329.18 + ,330.55 + ,331.32 + ,332.48 + ,332.92 + ,332.08 + ,331.02 + ,329.24 + ,327.28 + ,327.21 + ,328.29 + ,329.41 + ,330.23 + ,331.24 + ,331.87 + ,333.14 + ,333.80 + ,333.42 + ,331.73 + ,329.90 + ,328.40 + ,328.17 + ,329.32 + ,330.59 + ,331.58 + ,332.39 + ,333.33 + ,334.41 + ,334.71 + ,334.17 + ,332.88 + ,330.77 + ,329.14 + ,328.77 + ,330.14 + ,331.52 + ,332.75 + ,333.25 + ,334.53 + ,335.90 + ,336.57 + ,336.10 + ,334.76 + ,332.59 + ,331.41 + ,330.98 + ,332.24 + ,333.68 + ,334.80 + ,335.22 + ,336.47 + ,337.59 + ,337.84 + ,337.72 + ,336.37 + ,334.51 + ,332.60 + ,332.37 + ,333.75 + ,334.79 + ,336.05 + ,336.59 + ,337.79 + ,338.71 + ,339.30 + ,339.12 + ,337.56 + ,335.92 + ,333.74 + ,333.70 + ,335.13 + ,336.56 + ,337.84 + ,338.19 + ,339.90 + ,340.60 + ,341.29 + ,341.00 + ,339.39 + ,337.43 + ,335.72 + ,335.84 + ,336.93 + ,338.04 + ,339.06 + ,340.30 + ,341.21 + ,342.33 + ,342.74 + ,342.07 + ,340.32 + ,338.27 + ,336.52 + ,336.68 + ,338.19 + ,339.44 + ,340.57 + ,341.44 + ,342.53 + ,343.39 + ,343.96 + ,343.18 + ,341.88 + ,339.65 + ,337.80 + ,337.69 + ,339.09 + ,340.32 + ,341.20 + ,342.35 + ,342.93 + ,344.77 + ,345.58 + ,345.14 + ,343.81 + ,342.22 + ,339.69 + ,339.82 + ,340.98 + ,342.82 + ,343.52 + ,344.33 + ,345.11 + ,346.88 + ,347.25 + ,346.61 + ,345.22 + ,343.11 + ,340.90 + ,341.17 + ,342.80 + ,344.04 + ,344.79 + ,345.82 + ,347.25 + ,348.17 + ,348.75 + ,348.07 + ,346.38 + ,344.52 + ,342.92 + ,342.63 + ,344.06 + ,345.38 + ,346.12 + ,346.79 + ,347.69 + ,349.38 + ,350.04 + ,349.38 + ,347.78 + ,345.75 + ,344.70 + ,344.01 + ,345.50 + ,346.75 + ,347.86 + ,348.32 + ,349.26 + ,350.84 + ,351.70 + ,351.11 + ,349.37 + ,347.97 + ,346.31 + ,346.22 + ,347.68 + ,348.82 + ,350.29 + ,351.58 + ,352.08 + ,353.45 + ,354.08 + ,353.66 + ,352.25 + ,350.30 + ,348.58 + ,348.74 + ,349.93 + ,351.21 + ,352.62 + ,352.93 + ,353.54 + ,355.27 + ,355.52 + ,354.97 + ,353.74 + ,351.51 + ,349.63 + ,349.82 + ,351.12 + ,352.35 + ,353.47 + ,354.51 + ,355.18 + ,355.98 + ,356.94 + ,355.99 + ,354.58 + ,352.68 + ,350.72 + ,350.92 + ,352.55 + ,353.91) > par1 = '12' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > par1 <- as.numeric(par1) > nx <- length(x) > x <- ts(x,frequency=par1) > m <- StructTS(x,type='BSM') > m$coef level slope seas epsilon 0.1299153 0.0000000 0.1111156 0.0000000 > m$fitted level slope sea Jan 1 315.4200 0.00000000 0.00000000 Feb 1 316.0122 0.02304692 0.30775855 Mar 1 316.3825 0.04283003 0.10753874 Apr 1 317.0247 0.06681242 0.53528936 May 1 317.6885 0.08006452 0.44148915 Jun 1 317.9697 0.08275815 0.03031107 Jul 1 317.2221 0.07372955 -0.83206436 Aug 1 315.7596 0.05702506 -1.09957824 Sep 1 314.3870 0.04081755 -0.70697953 Oct 1 313.4750 0.02977163 -0.29503513 Nov 1 313.8644 0.03394624 0.79557113 Dec 1 314.7261 0.04346354 0.70387748 Jan 2 315.7921 0.01672285 0.47785279 Feb 2 316.4675 0.01504553 0.34249975 Mar 2 317.2922 0.03081335 0.12781510 Apr 2 318.2172 0.05279120 0.65276099 May 2 319.0494 0.06862929 0.82064756 Jun 2 319.1366 0.06889844 0.29335626 Jul 2 318.5837 0.06235549 -0.57371303 Aug 2 317.2501 0.04994763 -1.50011153 Sep 2 315.5605 0.03517763 -1.56047154 Oct 2 314.5859 0.02710830 -0.90587783 Nov 2 314.3607 0.02560033 0.47927198 Dec 2 315.0406 0.02661425 0.98935445 Jan 3 315.9668 0.02360704 0.76322247 Feb 3 317.0448 0.02534502 0.49520922 Mar 3 318.1955 0.03714248 0.18446927 Apr 3 318.9059 0.04766528 0.40413038 May 3 319.3787 0.05444032 1.04130481 Jun 3 319.1902 0.05114572 0.41975375 Jul 3 318.5811 0.04399358 -0.16110321 Aug 3 317.7415 0.03622952 -1.10145400 Sep 3 316.6682 0.02810919 -1.83820397 Oct 3 316.1624 0.02500635 -1.01235226 Nov 3 315.9696 0.02417716 -0.01960972 Dec 3 316.2002 0.02452580 0.64983881 Jan 4 317.0026 0.02533850 0.77741802 Feb 4 317.9416 0.02861362 0.45835229 Mar 4 319.0176 0.03689916 0.51244988 Apr 4 319.7936 0.04527699 0.61640764 May 4 319.8358 0.04523809 1.01423485 Jun 4 319.7008 0.04311101 0.74917009 Jul 4 319.3167 0.03878000 0.12329384 Aug 4 318.4684 0.03141537 -1.21841078 Sep 4 317.9255 0.02763984 -1.80547287 Oct 4 317.0259 0.02307879 -1.75585815 Nov 4 316.7812 0.02217356 -0.25122531 Dec 4 317.0848 0.02283807 0.44520112 Jan 5 317.8185 0.02463560 0.76151547 Feb 5 318.5870 0.02777027 0.33302790 Mar 5 319.2010 0.03174503 0.49901159 Apr 5 319.9700 0.03841884 1.24996126 May 5 320.5386 0.04382571 1.54135952 Jun 5 320.4566 0.04255569 0.85344334 Jul 5 319.6859 0.03517733 -0.10593757 Aug 5 318.9268 0.02912372 -1.31684457 Sep 5 318.0538 0.02365239 -2.00377282 Oct 5 317.6670 0.02176208 -1.83703896 Nov 5 317.5192 0.02117683 -0.60923434 Dec 5 317.8695 0.02212707 0.33053590 Jan 6 318.5621 0.02426771 0.84787359 Feb 6 319.4737 0.02816012 0.59628994 Mar 6 320.2326 0.03260351 0.50740999 Apr 6 320.4312 0.03387277 0.96884208 May 6 320.3893 0.03322374 1.67068837 Jun 6 320.3258 0.03238571 1.40424478 Jul 6 320.0547 0.02995137 0.21528941 Aug 6 319.6559 0.02698024 -1.11594797 Sep 6 318.9644 0.02290765 -2.42438569 Oct 6 318.6715 0.02149103 -1.96150173 Nov 6 318.5538 0.02098815 -1.02376609 Dec 6 318.6558 0.02125151 -0.10575394 Jan 7 318.8635 0.02190952 0.40651505 Feb 7 319.4880 0.02455481 0.79203137 Mar 7 319.9760 0.02713633 0.75398927 Apr 7 320.5112 0.03053180 1.45878719 May 7 320.4527 0.02987369 1.54728596 Jun 7 320.2453 0.02808733 1.46473075 Jul 7 320.3160 0.02839081 0.73397077 Aug 7 319.8935 0.02554732 -1.18346413 Sep 7 319.8283 0.02506420 -2.17834761 Oct 7 319.4660 0.02335688 -2.32597373 Nov 7 319.5996 0.02376935 -0.88958533 Dec 7 319.6369 0.02381642 -0.38686455 Jan 8 320.0567 0.02528128 0.40326660 Feb 8 320.5694 0.02738803 0.86058853 Mar 8 321.1959 0.03048281 1.02409217 Apr 8 321.6770 0.03317324 1.86304218 May 8 322.0172 0.03517116 1.89280238 Jun 8 322.0926 0.03543789 1.49744698 Jul 8 321.7136 0.03280355 0.54636531 Aug 8 321.4546 0.03112106 -1.24464023 Sep 8 320.9671 0.02851422 -2.48708252 Oct 8 320.6134 0.02686336 -2.67342928 Nov 8 320.5850 0.02665271 -0.95501948 Dec 8 321.0758 0.02833078 -0.20582920 Jan 9 321.6857 0.03052345 0.48428535 Feb 9 321.8957 0.03128096 0.44433365 Mar 9 322.0587 0.03191751 0.82131732 Apr 9 322.3173 0.03314624 1.93273711 May 9 322.6208 0.03472070 2.20919513 Jun 9 322.4412 0.03344844 1.48883769 Jul 9 322.0060 0.03075775 0.38401802 Aug 9 321.7841 0.02941712 -1.02413650 Sep 9 321.5870 0.02834071 -2.48701656 Oct 9 321.7666 0.02897822 -2.53660317 Nov 9 321.8669 0.02925113 -1.30691246 Dec 9 322.1259 0.03009446 -0.32585726 Jan 10 322.1438 0.03004843 0.25623015 Feb 10 322.4069 0.03100509 0.58311203 Mar 10 322.7705 0.03251804 0.95950897 Apr 10 322.9433 0.03321680 1.91672890 May 10 322.9934 0.03330590 2.41664542 Jun 10 323.1984 0.03422905 1.99155187 Jul 10 323.3448 0.03481633 0.62519924 Aug 10 323.1509 0.03369135 -1.23087075 Sep 10 322.9164 0.03248433 -2.81644268 Oct 10 322.7365 0.03161452 -2.77653757 Nov 10 322.5710 0.03086581 -1.60096160 Dec 10 322.6995 0.03122476 -0.21954552 Jan 11 323.0944 0.03258652 0.42557072 Feb 11 323.3670 0.03354145 0.52300434 Mar 11 323.7985 0.03525427 1.24145905 Apr 11 324.0388 0.03620180 1.97122868 May 11 324.2326 0.03696587 2.43741379 Jun 11 324.1457 0.03635635 1.81434899 Jul 11 324.2220 0.03654916 0.90800927 Aug 11 324.1122 0.03587827 -1.21224875 Sep 11 324.1888 0.03605229 -2.57884154 Oct 11 323.9984 0.03515382 -2.98835413 Nov 11 323.9013 0.03465968 -1.82126437 Dec 11 323.8812 0.03446082 -0.51124690 Jan 12 324.0138 0.03482209 0.32618840 Feb 12 324.5317 0.03668210 0.76833209 Mar 12 324.9329 0.03817226 1.35708003 Apr 12 325.3334 0.03973860 2.20657440 May 12 325.2667 0.03926041 2.27331388 Jun 12 325.3228 0.03933716 1.88717217 Jul 12 325.1876 0.03855585 0.79238417 Aug 12 325.3736 0.03919008 -0.95364771 Sep 12 325.4027 0.03914898 -2.49272986 Oct 12 325.6174 0.03982180 -2.71744544 Nov 12 325.7040 0.03999271 -1.85402255 Dec 12 325.7060 0.03985679 -0.74598932 Jan 13 325.8763 0.04032655 0.13373990 Feb 13 325.9780 0.04055506 0.53202041 Mar 13 325.9342 0.04022647 1.07583130 Apr 13 325.6667 0.03897448 1.95334135 May 13 326.0183 0.04028567 2.74169558 Jun 13 326.2960 0.04129144 2.10396469 Jul 13 326.4463 0.04174754 0.75366796 Aug 13 326.3982 0.04138306 -1.11815122 Sep 13 326.1202 0.04014524 -2.92019563 Oct 13 326.1030 0.03993314 -2.70298676 Nov 13 326.3065 0.04051566 -1.66650018 Dec 13 326.5252 0.04113836 -0.67517870 Jan 14 326.5461 0.04106723 0.05394656 Feb 14 326.7076 0.04150040 0.76240052 Mar 14 326.6137 0.04099660 0.96629228 Apr 14 327.1850 0.04303765 2.37499667 May 14 327.3438 0.04349380 2.55623541 Jun 14 327.1401 0.04251164 1.77992503 Jul 14 327.0662 0.04205366 0.82380071 Aug 14 327.0974 0.04201219 -0.92744393 Sep 14 327.3630 0.04283988 -2.68301521 Oct 14 327.6580 0.04373902 -2.61799558 Nov 14 327.9283 0.04452287 -1.58831278 Dec 14 328.0555 0.04480453 -0.66553703 Jan 15 328.2457 0.04530057 0.12429988 Feb 15 328.4955 0.04601070 0.90448378 Mar 15 329.0055 0.04766411 1.13445311 Apr 15 329.0787 0.04775716 2.25134507 May 15 329.3499 0.04858972 2.96011608 Jun 15 329.7505 0.04990946 2.14948843 Jul 15 329.9166 0.05034145 0.78344478 Aug 15 330.1207 0.05090195 -0.97066957 Sep 15 330.2119 0.05104480 -2.87189144 Oct 15 330.0435 0.05029041 -3.02351706 Nov 15 329.8599 0.04950583 -1.86994485 Dec 15 329.5852 0.04843240 -1.10521440 Jan 16 329.4121 0.04769861 -0.23209321 Feb 16 329.6437 0.04831517 0.90634100 Mar 16 329.9956 0.04935332 1.32437148 Apr 16 330.2725 0.05014676 2.20749175 May 16 330.2880 0.05002411 2.63201731 Jun 16 330.1813 0.04946722 1.89867319 Jul 16 330.2427 0.04950930 0.77729092 Aug 16 330.2363 0.04931511 -0.99632925 Sep 16 330.1256 0.04877163 -2.84562519 Oct 16 330.0829 0.04846834 -2.87291322 Nov 16 330.0375 0.04816323 -1.74750203 Dec 16 330.2478 0.04868428 -0.83781019 Jan 17 330.4828 0.04928240 -0.25275926 Feb 17 330.5622 0.04938016 0.67778014 Mar 17 330.6320 0.04944723 1.23798726 Apr 17 330.7782 0.04976983 2.36182461 May 17 330.9622 0.05022243 2.83783132 Jun 17 331.2642 0.05107447 2.15580061 Jul 17 331.1495 0.05051643 0.58052282 Aug 17 330.9781 0.04977946 -1.07813019 Sep 17 331.0710 0.04991986 -2.67096092 Oct 17 331.0912 0.04982496 -2.92120833 Nov 17 331.1615 0.04988944 -1.84152469 Dec 17 331.3676 0.05037627 -0.77763634 Jan 18 331.6513 0.05110221 -0.07130150 Feb 18 331.7621 0.05128916 0.62787084 Mar 18 331.9950 0.05186343 1.33503174 Apr 18 332.1263 0.05211776 2.28365667 May 18 332.0850 0.05181632 2.62501403 Jun 18 332.0014 0.05137870 2.16857907 Jul 18 332.0967 0.05152013 0.78325349 Aug 18 332.0248 0.05112706 -1.25480172 Sep 18 331.9326 0.05067757 -2.79262354 Oct 18 331.8523 0.05027312 -3.08229468 Nov 18 331.9857 0.05052626 -1.84567400 Dec 18 332.2437 0.05115309 -0.72370634 Jan 19 332.6090 0.05210016 0.14100299 Feb 19 332.7391 0.05233636 0.51085482 Mar 19 332.9974 0.05296424 1.53260539 Apr 19 333.3116 0.05376727 2.58843175 May 19 333.6427 0.05462516 2.92726738 Jun 19 333.8418 0.05507265 2.25816077 Jul 19 333.9060 0.05510061 0.85402601 Aug 19 333.8614 0.05479568 -1.27136255 Sep 19 334.0188 0.05510578 -2.60880017 Oct 19 334.1362 0.05529156 -3.15620181 Nov 19 334.2369 0.05542555 -1.99692970 Dec 19 334.4453 0.05587345 -0.76533492 Jan 20 334.6483 0.05630303 0.15172999 Feb 20 334.8143 0.05662430 0.40569628 Mar 20 335.0142 0.05704593 1.45581404 Apr 20 335.1424 0.05725657 2.44761577 May 20 335.1087 0.05698624 2.73129084 Jun 20 335.2861 0.05734443 2.43391481 Jul 20 335.4315 0.05760561 0.93848031 Aug 20 335.6737 0.05814898 -1.16373935 Sep 20 335.5389 0.05758657 -2.93888198 Oct 20 335.5629 0.05748971 -3.19287232 Nov 20 335.7329 0.05781107 -1.98287899 Dec 20 335.7500 0.05769567 -0.96002839 Jan 21 335.8861 0.05791743 0.16394440 Feb 21 336.1105 0.05838930 0.47953454 Mar 21 336.2853 0.05872062 1.50465205 Apr 21 336.3149 0.05863726 2.39512161 May 21 336.5022 0.05900587 2.79776877 Jun 21 336.6742 0.05932935 2.44582827 Jul 21 336.7242 0.05930266 0.83584692 Aug 21 336.8739 0.05955922 -0.95386461 Sep 21 336.8295 0.05926679 -3.08951358 Oct 21 336.9013 0.05930178 -3.20132569 Nov 21 337.0383 0.05951662 -1.90826356 Dec 21 337.3480 0.06020516 -0.78798413 Jan 22 337.6257 0.06080225 0.21428102 Feb 22 337.7602 0.06100445 0.42983297 Mar 22 338.1093 0.06179720 1.79069841 Apr 22 338.2741 0.06208146 2.32585983 May 22 338.4522 0.06240185 2.83784700 Jun 22 338.5533 0.06250879 2.44673726 Jul 22 338.6050 0.06247903 0.78502904 Aug 22 338.5111 0.06205057 -1.08109256 Sep 22 338.6797 0.06234059 -2.95972304 Oct 22 338.9520 0.06290771 -3.11203859 Nov 22 339.0517 0.06300634 -2.12171062 Dec 22 339.0542 0.06284477 -1.01419171 Jan 23 339.0294 0.06261144 0.03059694 Feb 23 339.5308 0.06377938 0.76915273 Mar 23 339.6193 0.06384519 1.59067246 Apr 23 339.8658 0.06433252 2.46421196 May 23 339.9493 0.06438372 2.79071437 Jun 23 339.8177 0.06386058 2.25231370 Jul 23 339.6650 0.06328404 0.65502007 Aug 23 339.5661 0.06285431 -1.29609671 Sep 23 339.5897 0.06275079 -3.06965210 Oct 23 339.7177 0.06292174 -3.03771612 Nov 23 340.0315 0.06357462 -1.84151525 Dec 23 340.3259 0.06417254 -0.88587130 Jan 24 340.6113 0.06474419 -0.04126182 Feb 24 340.7285 0.06487960 0.71154448 Mar 24 340.9076 0.06517478 1.62237665 Apr 24 340.9455 0.06510431 2.44446607 May 24 341.0048 0.06508929 2.95517158 Jun 24 340.9317 0.06473236 2.24827984 Jul 24 341.0422 0.06485022 0.83779581 Aug 24 341.0455 0.06469231 -1.39550847 Sep 24 341.0364 0.06450381 -3.23635973 Oct 24 341.0062 0.06426358 -3.31624163 Nov 24 341.0725 0.06426862 -1.98250225 Dec 24 341.2341 0.06451357 -0.91412914 Jan 25 341.3102 0.06454266 -0.11023536 Feb 25 341.5247 0.06491835 0.82532914 Mar 25 341.4687 0.06461540 1.46131001 Apr 25 341.8721 0.06546430 2.89794787 May 25 342.2824 0.06632834 3.29760250 Jun 25 342.6579 0.06710206 2.48207632 Jul 25 342.8607 0.06744063 0.94934413 Aug 25 343.2425 0.06822262 -1.02248241 Sep 25 343.1565 0.06784080 -3.46651534 Oct 25 343.1667 0.06769883 -3.34674873 Nov 25 343.1274 0.06743629 -2.14744293 Dec 25 343.4494 0.06805847 -0.62938951 Jan 26 343.6498 0.06838118 -0.12979046 Feb 26 343.6517 0.06821923 0.67834003 Mar 26 343.8029 0.06842119 1.30711913 Apr 26 344.0589 0.06887742 2.82112037 May 26 344.1723 0.06898574 3.07767814 Jun 26 344.2523 0.06901253 2.35765629 Jul 26 344.3596 0.06910506 0.86043526 Aug 26 344.2496 0.06867273 -1.13956189 Sep 26 344.2962 0.06861987 -3.39624656 Oct 26 344.4362 0.06879056 -3.26616002 Nov 26 344.8001 0.06949443 -2.00010702 Dec 26 344.8512 0.06945070 -0.81119951 Jan 27 344.9120 0.06943020 -0.12200418 Feb 27 345.0955 0.06970024 0.72447888 Mar 27 345.6007 0.07073010 1.64925582 Apr 27 345.5986 0.07055785 2.57142547 May 27 345.6561 0.07052716 3.09386943 Jun 27 345.7099 0.07048759 2.36012901 Jul 27 345.6124 0.07009261 0.76760106 Aug 27 345.6557 0.07002988 -1.13573944 Sep 27 346.0472 0.07078089 -3.12720218 Oct 27 346.1371 0.07082534 -3.50707720 Nov 27 346.1394 0.07066649 -2.07942030 Dec 27 346.2111 0.07066895 -0.83114943 Jan 28 346.3323 0.07078545 -0.21232155 Feb 28 346.3529 0.07066991 0.43706840 Mar 28 346.2139 0.07018766 1.47609319 Apr 28 346.4889 0.07065823 2.89107396 May 28 346.7565 0.07110998 3.28354005 Jun 28 346.9126 0.07130473 2.46742064 Jul 28 347.0332 0.07141748 0.74679152 Aug 28 347.0881 0.07137977 -1.33808552 Sep 28 347.4690 0.07208315 -2.76899738 Oct 28 347.5621 0.07213067 -3.55206566 Nov 28 347.6113 0.07207902 -2.11131492 Dec 28 347.6340 0.07196774 -0.88395873 Jan 29 347.8454 0.07228096 0.01459572 Feb 29 347.8977 0.07223625 0.42226116 Mar 29 347.9512 0.07219421 1.30880538 Apr 29 348.0444 0.07224110 2.79563547 May 29 348.2889 0.07262577 3.41108747 Jun 29 348.5406 0.07302493 2.56936367 Jul 29 348.6710 0.07315237 0.69903231 Aug 29 349.0950 0.07393061 -1.12495570 Sep 29 349.1829 0.07396158 -2.87289047 Oct 29 349.4917 0.07447945 -3.27171141 Nov 29 349.7085 0.07479241 -2.02854663 Dec 29 349.7985 0.07482566 -0.97850304 Jan 30 350.0584 0.07523052 0.23159398 Feb 30 350.6480 0.07635357 0.93201523 Mar 30 350.8531 0.07663417 1.22694780 Apr 30 350.8797 0.07652533 2.57031158 May 30 350.8719 0.07634213 3.20806366 Jun 30 351.0528 0.07656897 2.60718421 Jul 30 351.4418 0.07724544 0.80822296 Aug 30 351.5536 0.07732019 -1.25362358 Sep 30 351.6242 0.07730567 -3.04420387 Oct 30 351.8917 0.07771435 -3.15174558 Nov 30 352.0319 0.07784812 -2.10190027 Dec 30 352.2545 0.07815738 -1.04447103 Jan 31 352.5193 0.07855549 0.10066268 Feb 31 352.3689 0.07806811 0.56111838 Mar 31 352.3308 0.07782131 1.20921039 Apr 31 352.5279 0.07807432 2.74212586 May 31 352.5453 0.07794577 2.97474389 Jun 31 352.5728 0.07783916 2.39722186 Jul 31 352.7897 0.07813264 0.95029541 Aug 31 352.8610 0.07811818 -1.35096979 Sep 31 352.8711 0.07797532 -3.24105629 Oct 31 352.9824 0.07804526 -3.16242768 Nov 31 353.1890 0.07831382 -2.06903065 Dec 31 353.3686 0.07852489 -1.01862686 Jan 32 353.3598 0.07834324 0.11020527 Feb 32 353.6444 0.07877136 0.86559182 Mar 32 353.8958 0.07912900 1.28421435 Apr 32 353.6371 0.07843025 2.34286125 May 32 353.7787 0.07856073 3.16125445 Jun 32 353.7776 0.07839649 2.21235709 Jul 32 353.7307 0.07813865 0.84928082 Aug 32 353.8853 0.07829552 -1.20527040 Sep 32 353.9991 0.07836828 -3.27909342 Oct 32 354.1259 0.07846717 -3.20586125 Nov 32 354.4304 0.07892800 -1.88042813 Dec 32 354.7427 0.07940250 -0.83269890 > m$resid Jan Feb Mar Apr May 1 0.000000000 1.217569019 0.739530863 1.569426850 1.649210551 2 3.036966677 1.855006585 2.077923648 2.335200768 2.115680198 3 2.524568516 2.917260585 3.017078258 1.795068497 1.151640400 4 2.158673955 2.514089347 2.842064014 1.995828805 -0.008436401 5 1.965579400 2.044862307 1.599541611 2.005063106 1.446224053 6 1.851608261 2.440122540 2.000241613 0.453328464 -0.207164605 7 0.514679069 1.658171799 1.271586787 1.391894920 -0.244141700 8 1.092939291 1.342134234 1.646369291 1.236963215 0.843502630 9 1.604898857 0.494392006 0.362461554 0.623222344 0.743748925 10 -0.033621864 0.642538266 0.915994025 0.386102190 0.046440628 11 1.003851895 0.661892327 1.096942613 0.564738953 0.434317223 12 0.270854510 1.332787442 1.005390980 0.998967772 -0.293596160 13 0.360122487 0.169452373 -0.232771258 -0.848906228 0.862582208 14 -0.055965219 0.332633773 -0.373703083 1.463503404 0.319386633 15 0.401526080 0.564796669 1.281186613 0.070244966 0.616977325 16 -0.612097709 0.507886914 0.838640634 0.628340756 -0.095754072 17 0.514680838 0.083376237 0.056389844 0.267159978 0.370776533 18 0.644707864 0.165038619 0.501633203 0.219686358 -0.258270401 19 0.868254383 0.215703739 0.569053973 0.721847505 0.766590670 20 0.406519504 0.303310418 0.395966929 0.196661906 -0.251333390 21 0.216556072 0.460269212 0.322035865 -0.080692670 0.355821416 22 0.601452093 0.203619321 0.796617784 0.284884482 0.320524528 23 -0.242325052 1.213443870 0.068300928 0.504950195 0.052993746 24 0.611776134 0.145046848 0.316055890 -0.075396932 -0.016066689 25 0.032062384 0.414563256 -0.334372618 0.936875329 0.953846915 26 0.366059287 -0.183970476 0.229580824 0.518835744 0.123266091 27 -0.023916943 0.315590146 1.204754629 -0.201657498 -0.035966222 28 0.139714867 -0.138808085 -0.580111633 0.566659306 0.544652599 29 0.385888957 -0.055185159 -0.051959478 0.058033137 0.476721336 30 0.512084928 1.423137737 0.356136089 -0.138338887 -0.233187644 31 0.516634972 -0.633689695 -0.321423959 0.330011656 -0.167941809 32 -0.241738110 0.570801621 0.477646104 -0.934717489 0.174827475 Jun Jul Aug Sep Oct 1 0.559069223 -2.307303704 -4.263988554 -3.965021296 -2.641568115 2 0.051553201 -1.725443176 -3.875998278 -4.829230032 -2.801793789 3 -0.667662913 -1.828196797 -2.452595454 -3.080251821 -1.481286452 4 -0.494473069 -1.180627409 -2.459059626 -1.593185692 -2.570782463 5 -0.345605771 -2.244294449 -2.198776807 -2.499860948 -1.136943504 6 -0.265857272 -0.836903681 -1.185521972 -1.989047545 -0.874240535 7 -0.652512268 0.117671516 -1.246125185 -0.250783136 -1.071916839 8 0.110582185 -1.142640509 -0.805981483 -1.433935751 -1.056819989 9 -0.590345927 -1.292517086 -0.697572444 -0.626062938 0.418099228 10 0.473399340 0.309316351 -0.631646196 -0.740827032 -0.586987756 11 -0.341623406 0.110330016 -0.403967479 0.112484685 -0.626011752 12 0.046567094 -0.481771178 0.407270241 -0.027925083 0.485125350 13 0.655250296 0.300936807 -0.248373395 -0.882255740 -0.158479823 14 -0.682353208 -0.321389579 -0.029857227 0.617676625 0.696732488 15 0.972087678 0.320758036 0.424816891 0.111410001 -0.606350481 16 -0.432752164 0.032915283 -0.154421961 -0.442199388 -0.252828388 17 0.695652072 -0.458094741 -0.613093049 0.118980893 -0.082011429 18 -0.374081535 0.121444816 -0.341225688 -0.396095466 -0.362121742 19 0.399296669 0.025046450 -0.275613902 0.283732813 0.172212096 20 0.332768187 0.243503283 0.510353451 -0.533583841 -0.092883337 21 0.312206058 -0.025843591 0.249958311 -0.287299358 0.034687373 22 0.107021342 -0.029862994 -0.432337383 0.294710407 0.580629006 23 -0.541927682 -0.598863107 -0.448448543 -0.108678320 0.180622903 24 -0.382182760 0.126528338 -0.170212571 -0.204221032 -0.261699096 25 0.855168329 0.375128076 0.869552275 -0.426477950 -0.159340567 26 0.030526167 0.105687428 -0.495433848 -0.060822624 0.197212484 27 -0.046436687 -0.464628419 -0.074005682 0.889208305 0.052822423 28 0.235178920 0.136457648 -0.045760261 0.856352125 0.058058108 29 0.495514193 0.158552404 0.970683866 0.038746801 0.649815896 30 0.289246896 0.864373263 0.095740335 -0.018649278 0.526387107 31 -0.139528410 0.384873824 -0.019003302 -0.188256118 0.092413720 32 -0.220452495 -0.346801055 0.211459515 0.098317333 0.133939821 Nov Dec 1 0.997007723 2.294910881 2 -0.699262234 1.816556154 3 -0.603604238 0.572532323 4 -0.741828888 0.779554790 5 -0.469572103 0.910555628 6 -0.385302696 0.223972799 7 0.304956723 0.037337992 8 -0.152818007 1.282440223 9 0.197157469 0.634530611 10 -0.544930636 0.269929835 11 -0.365415595 -0.151036500 12 0.129189792 -0.105044967 13 0.451994400 0.492202802 14 0.626093708 0.228496305 15 -0.646265603 -0.895926446 16 -0.259451711 0.448085641 17 0.056636563 0.431765963 18 0.229720822 0.573567359 19 0.125606736 0.422896969 20 0.311078838 -0.112417038 21 0.214663588 0.691808327 22 0.101662910 -0.167367530 23 0.693805316 0.638229322 24 0.005523341 0.269270186 25 -0.295974665 0.703977041 26 0.816469292 -0.050904112 27 -0.189452208 0.002939752 28 -0.063304869 -0.136770570 29 0.393876954 0.041956681 30 0.172774847 0.400455068 31 0.355747427 0.280271948 32 0.625706723 0.645754147 > mylevel <- as.numeric(m$fitted[,'level']) > myslope <- as.numeric(m$fitted[,'slope']) > myseas <- as.numeric(m$fitted[,'sea']) > myresid <- as.numeric(m$resid) > myfit <- mylevel+myseas > mylagmax <- nx/2 > postscript(file="/var/www/html/rcomp/tmp/1qgrn1293634662.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > op <- par(mfrow = c(2,2)) > acf(as.numeric(x),lag.max = mylagmax,main='Observed') > acf(mylevel,na.action=na.pass,lag.max = mylagmax,main='Level') > acf(myseas,na.action=na.pass,lag.max = mylagmax,main='Seasonal') > acf(myresid,na.action=na.pass,lag.max = mylagmax,main='Standardized Residals') > par(op) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2qgrn1293634662.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > op <- par(mfrow = c(2,2)) > spectrum(as.numeric(x),main='Observed') > spectrum(mylevel,main='Level') > spectrum(myseas,main='Seasonal') > spectrum(myresid,main='Standardized Residals') > par(op) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/31qqq1293634662.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > op <- par(mfrow = c(2,2)) > cpgram(as.numeric(x),main='Observed') > cpgram(mylevel,main='Level') > cpgram(myseas,main='Seasonal') > cpgram(myresid,main='Standardized Residals') > par(op) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/41qqq1293634662.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(as.numeric(m$resid),main='Standardized Residuals',ylab='Residuals',xlab='time',type='b') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5thpt1293634662.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > op <- par(mfrow = c(2,2)) > hist(m$resid,main='Residual Histogram') > plot(density(m$resid),main='Residual Kernel Density') > qqnorm(m$resid,main='Residual Normal QQ Plot') > qqline(m$resid) > plot(m$resid^2, myfit^2,main='Sq.Resid vs. Sq.Fit',xlab='Squared residuals',ylab='Squared Fit') > par(op) > dev.off() null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Structural Time Series Model',6,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'t',header=TRUE) > a<-table.element(a,'Observed',header=TRUE) > a<-table.element(a,'Level',header=TRUE) > a<-table.element(a,'Slope',header=TRUE) > a<-table.element(a,'Seasonal',header=TRUE) > a<-table.element(a,'Stand. Residuals',header=TRUE) > a<-table.row.end(a) > for (i in 1:nx) { + a<-table.row.start(a) + a<-table.element(a,i,header=TRUE) + a<-table.element(a,x[i]) + a<-table.element(a,mylevel[i]) + a<-table.element(a,myslope[i]) + a<-table.element(a,myseas[i]) + a<-table.element(a,myresid[i]) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/68rnk1293634662.tab") > > try(system("convert tmp/1qgrn1293634662.ps tmp/1qgrn1293634662.png",intern=TRUE)) character(0) > try(system("convert tmp/2qgrn1293634662.ps tmp/2qgrn1293634662.png",intern=TRUE)) character(0) > try(system("convert tmp/31qqq1293634662.ps tmp/31qqq1293634662.png",intern=TRUE)) character(0) > try(system("convert tmp/41qqq1293634662.ps tmp/41qqq1293634662.png",intern=TRUE)) character(0) > try(system("convert tmp/5thpt1293634662.ps tmp/5thpt1293634662.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 7.626 1.077 15.637