R version 2.8.0 (2008-10-20) Copyright (C) 2008 The R Foundation for Statistical Computing ISBN 3-900051-07-0 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. Natural language support but running in an English locale R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- c(1483509 + ,8036554 + ,4623093 + ,5528662 + ,4221032 + ,8061847 + ,7640066 + ,2935533 + ,8161548 + ,2543967 + ,13163450 + ,3348436 + ,3997440 + ,2322911 + ,2019457 + ,3047748 + ,5728767 + ,2605173 + ,5646743 + ,13121544 + ,3453409 + ,1878333 + ,4247362 + ,23022552 + ,7646203 + ,9016602 + ,3606568 + ,3173510 + ,17568772 + ,10805045 + ,31056269 + ,15623385 + ,6663443 + ,35435745 + ,2823250 + ,5197089 + ,4120632 + ,8832767 + ,3695374 + ,8385805 + ,3777904 + ,5199532 + ,5297275 + ,14847382 + ,5900158 + ,4416718 + ,3926429 + ,4876884 + ,2795297 + ,3385527 + ,3877941 + ,3556729 + ,4982836 + ,2976325 + ,2295026 + ,2218752 + ,4146062 + ,3302091 + ,3864505 + ,5454794 + ,1749836 + ,6684048 + ,2809918 + ,4092664 + ,5070470 + ,9814477 + ,6665318 + ,3912554 + ,6188129 + ,3627991 + ,3308767 + ,3820332 + ,4932979 + ,5567917 + ,5020814 + ,3803273 + ,3999984 + ,4883104 + ,13731747 + ,47531824 + ,8415570 + ,22178158 + ,61211654 + ,18223748 + ,17678085 + ,49299580 + ,25899948 + ,34121754 + ,9859231 + ,29740892 + ,21085212 + ,43003866 + ,59549247 + ,18026465 + ,4680597 + ,5564728 + ,11792347 + ,10371624 + ,3728446 + ,5732978 + ,4067638 + ,2395508 + ,5018801 + ,22068888 + ,7678580 + ,15510095 + ,6471239 + ,14349204 + ,35151574 + ,8210488 + ,5022664 + ,13996871 + ,12822431 + ,14011552 + ,20260980 + ,23718976 + ,45833049 + ,30688420 + ,16576062 + ,14844405 + ,16728286 + ,43477680 + ,57497427 + ,24233726 + ,24921208 + ,9516725 + ,27977239 + ,21632046 + ,22956809 + ,9704324 + ,19871149 + ,5553842 + ,5667858 + ,4348188 + ,10025042 + ,10639796 + ,8639184 + ,10764378 + ,12097733 + ,3988414 + ,4607102 + ,7126895 + ,6009625 + ,21533237 + ,5986771 + ,5455310 + ,1822874 + ,3374062 + ,2920748 + ,2295942 + ,6809829 + ,3318281 + ,13784645 + ,7366577 + ,1628637 + ,4258976 + ,7159779 + ,8098401 + ,6894240 + ,3771246 + ,3249726 + ,3147380 + ,4063037 + ,9621916 + ,5890158 + ,2142901 + ,3145007 + ,1562168 + ,3303103 + ,5886910 + ,3454270 + ,6995348 + ,6487869 + ,12091976 + ,3934625 + ,3999749 + ,3613526 + ,4271706 + ,4253390 + ,5551591 + ,4663041 + ,2104104 + ,5385399 + ,6205877 + ,7529500 + ,17222705 + ,6230913 + ,6508275 + ,4518884 + ,4234991 + ,5625388 + ,5810139 + ,6942187 + ,3711188 + ,4261281 + ,1989945 + ,5033342 + ,7239565 + ,11058795 + ,7384772 + ,3884771 + ,3239201 + ,2316403 + ,4034947 + ,3245271 + ,2387251 + ,2174886 + ,3436080 + ,3738956 + ,1884730 + ,1509144 + ,42728366 + ,3446317 + ,4600683 + ,2953615 + ,3570060 + ,2130208 + ,2442943 + ,4892020 + ,3222192 + ,3121617 + ,3665542 + ,5519432 + ,4113468 + ,1714614 + ,3651985 + ,2419548 + ,2378854 + ,2303949 + ,2555534 + ,1713005 + ,1705960 + ,6115046 + ,3951044 + ,3785568 + ,4670530 + ,2265100 + ,1105643 + ,2814152 + ,3728673 + ,2038949 + ,2402919 + ,2348814 + ,2797822 + ,902505 + ,1331319 + ,4204238 + ,2212485 + ,6797382 + ,4532324 + ,1778808 + ,1890720 + ,5463736 + ,11368931 + ,2040164 + ,4276399 + ,3714445 + ,2068168 + ,1003842 + ,2858535 + ,2355484 + ,2719262 + ,1897741 + ,3945185 + ,3799916 + ,1017654 + ,3052241 + ,3932970 + ,3598151 + ,2296005 + ,2202018 + ,2461777 + ,2452042 + ,2185142 + ,11968502 + ,20395972 + ,21756900 + ,30024300 + ,10811344 + ,1819202 + ,1276885 + ,2946701 + ,3587459 + ,2832691 + ,6674805 + ,3868362 + ,4302909 + ,23265229 + ,22348002 + ,11883953 + ,6634979 + ,2935493 + ,3425669 + ,1171611 + ,6875879 + ,19451908 + ,13885933 + ,7643317 + ,10797966 + ,7297445 + ,8739736 + ,12455537 + ,24291181 + ,4215150 + ,28652176 + ,6851172 + ,3746871 + ,7327861 + ,16829710 + ,13778594 + ,6463717 + ,8956867 + ,21204915 + ,16115855 + ,2536113 + ,16645717 + ,17003730 + ,15969006 + ,31020427 + ,23798897 + ,20770321 + ,44410402 + ,27037491 + ,29627771 + ,18189792 + ,4654610 + ,12307201 + ,15300578 + ,10623864 + ,6880178 + ,29947357 + ,18611399 + ,42432604 + ,20208278 + ,14004392 + ,25737765 + ,16735738 + ,22450825 + ,6880840 + ,8510379 + ,8182481 + ,10948683 + ,4805277 + ,2589229 + ,5658407 + ,12862611 + ,5666188 + ,6875556 + ,7098766 + ,36083309 + ,10200330 + ,7784976) > 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 6.177372e+12 0.000000e+00 0.000000e+00 5.295359e+13 > m$fitted level slope sea Jan 1 1483509 0.000 0.000 Feb 1 3542828 286532.144 286532.144 Mar 1 3996513 304117.038 304117.038 Apr 1 4606137 329946.231 329946.231 May 1 4594357 305734.395 305734.395 Jun 1 5820765 362180.174 362180.174 Jul 1 6531200 381132.305 381132.305 Aug 1 5541908 313573.630 313573.630 Sep 1 6476334 341748.652 341748.652 Oct 1 5390227 281343.773 281343.773 Nov 1 7889241 369657.604 369657.604 Dec 1 6642389 308603.331 308603.331 Jan 2 7029541 298892.148 -3287813.627 Feb 2 5458052 212975.976 212975.976 Mar 2 4396507 163563.627 163563.627 Apr 2 4028376 145778.495 145778.495 May 2 4610778 158679.313 158679.313 Jun 2 4060033 139751.939 139751.939 Jul 2 4595207 149461.617 149461.617 Aug 2 7217539 206232.160 206232.160 Sep 2 6173969 179070.602 179070.602 Oct 2 4964807 150233.348 150233.348 Nov 2 4812090 144174.021 144174.021 Dec 2 10281061 247285.916 247285.916 Jan 3 10491484 249254.640 -2741801.041 Feb 3 10098393 230715.127 230715.127 Mar 3 8152076 177424.250 177424.250 Apr 3 6697516 142713.735 142713.735 May 3 10034240 203187.924 203187.924 Jun 3 10346412 205065.896 205065.896 Jul 3 16587139 301525.885 301525.885 Aug 3 16424619 294540.605 294540.605 Sep 3 13661878 250663.073 250663.073 Oct 3 20184229 337287.065 337287.065 Nov 3 15211414 266203.351 266203.351 Dec 3 12375535 225743.942 225743.942 Jan 4 11124020 276069.055 -3036759.611 Feb 4 10505902 257242.959 257242.959 Mar 4 8521870 217135.544 217135.544 Apr 4 8567319 214457.608 214457.608 May 4 7226596 192786.574 192786.574 Jun 4 6704925 183692.624 183692.624 Jul 4 6365155 177490.569 177490.569 Aug 4 8932718 204257.711 204257.711 Sep 4 8126953 193435.755 193435.755 Oct 4 7119421 181010.351 181010.351 Nov 4 6259368 170536.949 170536.949 Dec 4 5925527 165577.362 165577.362 Jan 5 5713338 175025.118 -1925276.297 Feb 5 5062293 161336.275 161336.275 Mar 5 4768478 154917.656 154917.656 Apr 5 4469621 149329.652 149329.652 May 5 4682439 150029.567 150029.567 Jun 5 4241761 144068.496 144068.496 Jul 5 3729911 137894.025 137894.025 Aug 5 3344486 133227.794 133227.794 Sep 5 3634195 134565.418 134565.418 Oct 5 3593129 133112.805 133112.805 Nov 5 3727745 133124.920 133124.920 Dec 5 4287049 136487.981 136487.981 Jan 6 4116014 142563.695 -1568200.644 Feb 6 4954204 152067.384 152067.384 Mar 6 4372965 143534.636 143534.636 Apr 6 4348316 141823.699 141823.699 May 6 4619298 143001.550 143001.550 Jun 6 6202398 155040.032 155040.032 Jul 6 6402155 155389.216 155389.216 Aug 6 5739689 149331.437 149331.437 Sep 6 5932710 149642.092 149642.092 Oct 6 5323416 144413.809 144413.809 Nov 6 4796886 139904.712 139904.712 Dec 6 4571003 137494.245 137494.245 Jan 7 5171327 129937.296 -1429310.252 Feb 7 5342569 130417.333 130417.333 Mar 7 5299515 128699.279 128699.279 Apr 7 4910588 124213.490 124213.490 May 7 4694528 121567.551 121567.551 Jun 7 4800133 121453.658 121453.658 Jul 7 7458003 138375.591 138375.591 Aug 7 19196526 211855.684 211855.684 Sep 7 16145771 191996.811 191996.811 Oct 7 17981310 201698.235 201698.235 Nov 7 30638279 273488.044 273488.044 Dec 7 27143573 252171.776 252171.776 Jan 8 25524627 278204.376 -3060248.132 Feb 8 32773770 348693.746 348693.747 Mar 8 30877754 329342.558 329342.558 Apr 8 31967824 335084.494 335084.494 May 8 25631523 289869.638 289869.638 Jun 8 26952068 296283.891 296283.891 Jul 8 25365828 285321.049 285321.049 Aug 8 30618765 312807.936 312807.936 Sep 8 39162630 356603.472 356603.472 Oct 8 33169360 323815.578 323815.578 Nov 8 25029241 281110.468 281110.468 Dec 8 19494538 252290.984 252290.984 Jan 9 18339416 269349.220 -2962841.419 Feb 9 16067086 246603.360 246603.361 Mar 9 12521855 217664.182 217664.182 Apr 9 10618915 203487.129 203487.129 May 9 8788271 191269.753 191269.753 Jun 9 7004091 180368.633 180368.633 Jul 9 6501612 176840.576 176840.576 Aug 9 11101519 198566.403 198566.403 Sep 9 10190342 193321.766 193321.766 Oct 9 11815968 199894.446 199894.446 Nov 9 10348609 192414.398 192414.398 Dec 9 11590153 197039.629 197039.629 Jan 10 18770622 122059.251 -1342651.758 Feb 10 15676677 96246.877 96246.878 Mar 10 12576135 74359.588 74359.588 Apr 10 13023171 76595.554 76595.554 May 10 12996453 76038.433 76038.433 Jun 10 13323818 77284.191 77284.191 Jul 10 15373271 86441.006 86441.006 Aug 10 17833674 96924.641 96924.641 Sep 10 26001614 131233.066 131233.066 Oct 10 27416461 136533.518 136533.518 Nov 10 24329797 123515.336 123515.336 Dec 10 21631344 112310.531 112310.531 Jan 11 20704355 122326.221 -1345588.434 Feb 11 27511995 170967.687 170967.689 Mar 11 36401260 225089.668 225089.668 Apr 11 32935335 205004.423 205004.423 May 11 30684266 192987.679 192987.679 Jun 11 24606641 164776.730 164776.730 Jul 11 25654925 168501.364 168501.364 Aug 11 24557939 163425.267 163425.267 Sep 11 24162108 161265.158 161265.158 Oct 11 20037879 145179.879 145179.879 Nov 11 20050568 144693.301 144693.301 Dec 11 15910353 129217.579 129217.579 Jan 12 13568143 150821.419 -1659035.609 Feb 12 10900635 132068.767 132068.769 Mar 12 10698092 130168.808 130168.808 Apr 12 10735172 129705.360 129705.360 May 12 10178840 126633.560 126633.560 Jun 12 10402063 127031.367 127031.367 Jul 12 10947632 128647.119 128647.119 Aug 12 8982909 120955.492 120955.492 Sep 12 7765129 116217.523 116217.523 Oct 12 7629029 115349.488 115349.488 Nov 12 7208375 113544.697 113544.697 Dec 12 11405442 127070.532 127070.532 Jan 13 10383063 136264.069 -1498904.757 Feb 13 8983364 126848.996 126848.998 Mar 13 6936708 115477.985 115477.985 Apr 13 5945085 110398.487 110398.487 May 13 5111093 106500.565 106500.565 Jun 13 4337923 103160.082 103160.082 Jul 13 5098461 105500.629 105500.629 Aug 13 4626656 103543.799 103543.799 Sep 13 7323967 112014.412 112014.412 Oct 13 7383430 111847.543 111847.543 Nov 13 5763932 106465.474 106465.474 Dec 13 5372996 104944.048 104944.048 Jan 14 6266261 99132.981 -1090462.791 Feb 14 6847099 101870.134 101870.136 Mar 14 6903119 101647.748 101647.748 Apr 14 6032352 97510.667 97510.667 May 14 5263937 94195.824 94195.824 Jun 14 4688943 91838.413 91838.413 Jul 14 4545991 91062.746 91062.746 Aug 14 6055296 95524.309 95524.309 Sep 14 6047647 95211.531 95211.531 Oct 14 4957051 91715.447 91715.447 Nov 14 4471090 90047.722 90047.722 Dec 14 3667039 87507.361 87507.361 Jan 15 3896983 86533.696 -951870.661 Feb 15 4518330 89365.841 89365.843 Mar 15 4244220 87722.664 87722.664 Apr 15 5082319 90698.668 90698.668 May 15 5528791 91968.502 91968.502 Jun 15 7471895 98049.825 98049.825 Jul 15 6487684 94714.902 94714.902 Aug 15 5806784 92438.629 92438.629 Sep 15 5210608 90490.715 90490.715 Oct 15 4976928 89598.748 89598.748 Nov 15 4805271 88894.715 88894.715 Dec 15 5058675 89331.099 89331.099 Jan 16 5287002 88445.320 -972898.521 Feb 16 4387808 83548.403 83548.405 Mar 16 4714018 84575.621 84575.621 Apr 16 5183671 86005.881 86005.881 May 16 5901108 88116.848 88116.848 Jun 16 9221968 98065.981 98065.981 Jul 16 8396453 95399.391 95399.391 Aug 16 7889787 93743.536 93743.536 Sep 16 6953474 91012.497 91012.497 Oct 16 6205117 88847.427 88847.427 Nov 16 6074821 88293.732 88293.732 Dec 16 6035462 87976.196 87976.196 Jan 17 6623362 84992.463 -934917.096 Feb 17 5803416 80774.326 80774.327 Mar 17 5386807 78794.779 78794.779 Apr 17 4431436 75182.976 75182.976 May 17 4637716 75595.146 75595.146 Jun 17 5423855 77651.966 77651.966 Jul 17 7088866 81963.307 81963.307 Aug 17 7209039 82062.179 82062.179 Sep 17 6281576 79543.529 79543.529 Oct 17 5434889 77295.067 77295.067 Nov 17 4565418 75043.445 75043.445 Dec 17 4443632 74582.522 74582.522 Jan 18 4391360 75294.468 -828239.150 Feb 18 3834698 72515.220 72515.222 Mar 18 3380687 70537.957 70537.957 Apr 18 3426309 70455.841 70455.841 May 18 3546604 70603.727 70603.727 Jun 18 3094603 69175.797 69175.797 Jul 18 2664567 67895.804 67895.804 Aug 18 14289082 96129.819 96129.819 Sep 18 11192485 88608.190 88608.190 Oct 18 9323149 84119.474 84119.474 Nov 18 7516559 79872.407 79872.407 Dec 18 6409068 77245.853 77245.853 Jan 19 5501892 82459.665 -907056.313 Feb 19 4639714 78527.494 78527.496 Mar 19 4746011 78626.205 78626.205 Apr 19 4336033 77101.782 77101.782 May 19 4016098 75986.377 75986.377 Jun 19 3946476 75609.660 75609.660 Jul 19 4433709 76609.133 76609.133 Aug 19 4373314 76292.121 76292.121 Sep 19 3636400 74477.437 74477.437 Oct 19 3672307 74393.671 74393.671 Nov 19 3341453 73531.218 73531.218 Dec 19 3094172 72858.779 72858.779 Jan 20 3149703 72945.662 -802402.281 Feb 20 3005986 72089.565 72089.567 Mar 20 2659338 70676.577 70676.577 Apr 20 2411970 69734.530 69734.530 May 20 3515159 72491.108 72491.108 Jun 20 3671916 72698.126 72698.126 Jul 20 3735425 72676.938 72676.938 Aug 20 4036584 73179.058 73179.058 Sep 20 3555104 72003.382 72003.382 Oct 20 2877227 70456.274 70456.274 Nov 20 2888712 70337.037 70337.037 Dec 20 3161185 70739.609 70739.609 Jan 21 3115154 71295.471 -784250.181 Feb 21 2936381 70355.117 70355.119 Mar 21 2794655 69674.015 69674.015 Apr 21 2824781 69562.518 69562.518 May 21 2296716 68045.123 68045.123 Jun 21 2045773 67299.089 67299.089 Jul 21 2698761 68584.907 68584.907 Aug 21 2587012 68207.554 68207.554 Sep 21 3833244 70585.327 70585.327 Oct 21 4065118 70902.232 70902.232 Nov 21 3434173 69550.644 69550.644 Dec 21 3017435 68628.137 68628.137 Jan 22 3968818 64628.371 -710912.079 Feb 22 6158963 72252.715 72252.716 Mar 22 4990309 68450.998 68450.998 Apr 22 4811765 67786.672 67786.672 May 22 4522219 66921.035 66921.035 Jun 22 3839863 65248.947 65248.947 Jul 22 3046794 63450.777 63450.777 Aug 22 3019099 63268.760 63268.760 Sep 22 2853923 62828.669 62828.669 Oct 22 2841506 62687.548 62687.548 Nov 22 2595201 62119.521 62119.521 Dec 22 3011536 62761.023 62761.023 Jan 23 3473726 61034.377 -671378.149 Feb 23 2781563 58451.654 58451.656 Mar 23 2884753 58582.686 58582.686 Apr 23 3213537 59277.483 59277.483 May 23 3349907 59456.045 59456.045 Jun 23 3069867 58731.614 58731.614 Jul 23 2843564 58160.583 58160.583 Aug 23 2757692 57885.508 57885.508 Sep 23 2693756 57661.050 57661.050 Oct 23 2571091 57337.569 57337.569 Nov 23 5310891 62054.627 62054.627 Dec 23 9695833 69544.153 69544.153 Jan 24 13367129 54658.574 -601244.320 Feb 24 18253387 70527.021 70527.023 Mar 24 16118597 64340.398 64340.398 Apr 24 11997010 54029.868 54029.868 May 24 8914202 47069.791 47069.791 Jun 24 7206932 43483.425 43483.425 Jul 24 6178377 41425.719 41425.719 Aug 24 5228556 39611.805 39611.805 Sep 24 5663286 40309.413 40309.413 Oct 24 5161603 39377.689 39377.689 Nov 24 4930115 38921.202 38921.202 Dec 24 10243779 47680.076 47680.076 Jan 25 13846686 33605.151 -369656.661 Feb 25 13287911 31738.372 31738.374 Mar 25 11367110 26482.470 26482.470 Apr 25 8932689 20665.823 20665.823 May 25 7346385 17244.092 17244.092 Jun 25 5566879 13718.975 13718.975 Jul 25 5951218 14401.746 14401.746 Aug 25 9860050 21242.151 21242.151 Sep 25 11032495 23193.197 23193.197 Oct 25 10062995 21554.986 21554.986 Nov 25 10284435 21878.387 21878.387 Dec 25 9430785 20482.551 20482.551 Jan 26 9313760 21004.950 -231054.456 Feb 26 10238896 23743.278 23743.280 Mar 26 14332601 34272.935 34272.935 Apr 26 11413232 27562.753 27562.753 May 26 16416766 37747.250 37747.250 Jun 26 13665159 32486.597 32486.597 Jul 26 10810949 27374.195 27374.195 Aug 26 9815736 25647.396 25647.396 Sep 26 11853374 28925.874 28925.874 Oct 26 12421813 29781.952 29781.952 Nov 26 10713213 27077.429 27077.429 Dec 26 10217319 26275.657 26275.657 Jan 27 13427578 14649.073 -161139.809 Feb 27 14217437 16908.991 16908.993 Mar 27 10830867 8433.197 8433.197 Apr 27 12520153 12109.065 12109.065 May 27 13823337 14652.909 14652.909 Jun 27 14450203 15764.489 15764.489 Jul 27 19247583 23917.630 23917.630 Aug 27 20573052 26033.819 26033.819 Sep 27 20641040 26099.645 26099.645 Oct 27 27518750 36568.635 36568.635 Nov 27 27395179 36328.714 36328.714 Dec 27 28055360 37249.808 37249.808 Jan 28 25404161 46700.065 -513700.714 Feb 28 19376792 29632.062 29632.063 Mar 28 17335961 24661.942 24661.942 Apr 28 16756392 23388.161 23388.161 May 28 14991048 19990.602 19990.602 Jun 28 12653517 15863.940 15863.940 Jul 28 17659557 24067.359 24067.359 Aug 28 17944778 24476.752 24476.752 Sep 28 25029899 35158.472 35158.472 Oct 28 23651960 33076.468 33076.468 Nov 28 20879433 29023.096 29023.096 Dec 28 22294804 30997.049 30997.049 Jan 29 20838328 36037.374 -396411.118 Feb 29 21323100 37254.368 37254.369 Mar 29 17145345 27488.612 27488.612 Apr 29 14654649 22364.667 22364.667 May 29 12790855 18906.503 18906.503 Jun 29 12266072 17987.830 17987.830 Jul 29 10117112 14548.961 14548.961 Aug 29 7948058 11244.291 11244.291 Sep 29 7291361 10268.703 10268.703 Oct 29 8904888 12549.388 12549.388 Nov 29 7974832 11234.487 11234.487 Dec 29 7662126 10789.113 10789.113 Jan 30 7543771 11211.504 -123326.548 Feb 30 15859146 32974.495 32974.498 Mar 30 14230334 29253.857 29253.857 Apr 30 12375243 25548.514 25548.514 > m$resid Jan Feb Mar Apr May 1 0.0000000000 0.7215561022 0.0555753554 0.1016813700 -0.1157614027 2 0.0461518712 -0.5791236646 -0.4305968558 -0.1888087352 0.1597576673 3 -0.0177924454 -0.2211615103 -0.7875030339 -0.6077064480 1.2106162847 4 -0.6702654967 -0.3219525110 -0.8352724823 -0.0653054451 -0.5990415094 5 -0.1662613966 -0.3048815374 -0.1724904226 -0.1747060050 0.0246830482 6 -0.1329147342 0.2608069528 -0.2809045692 -0.0652590952 0.0505167571 7 0.1976473281 0.0156554224 -0.0669490491 -0.2019504361 -0.1336516874 8 -0.7922270314 2.6633014703 -0.8710950123 0.2979935552 -2.6285687816 9 -0.5920860270 -0.9770036556 -1.4776960225 -0.8332621044 -0.8033915056 10 2.9232715513 -1.2421684794 -1.2499646716 0.1467980404 -0.0408822198 11 -0.4333243036 2.5922447649 3.4181367275 -1.4567965885 -0.9734059510 12 -1.0270872287 -1.0963322106 -0.1314831597 -0.0368016478 -0.2722448538 13 -0.4764015400 -0.5991059582 -0.8556700948 -0.4382890919 -0.3751755239 14 0.3259802272 0.1883229380 -0.0180792931 -0.3854249882 -0.3443230942 15 0.0587837547 0.2095003250 -0.1435217506 0.2977227127 0.1415816332 16 0.0572664241 -0.3875524849 0.0959329146 0.1529215064 0.2514565346 17 0.2056630711 -0.3556394270 -0.1968420812 -0.4110096993 0.0522392093 18 -0.0521181860 -0.2486919739 -0.2085714327 -0.0099091887 0.0198707170 19 -0.4039789919 -0.3721860843 0.0110093600 -0.1944423436 -0.1583740713 20 -0.0071034730 -0.0854567258 -0.1661374136 -0.1266383947 0.4124144376 21 -0.0478245491 -0.0987287846 -0.0842017945 -0.0157551871 -0.2385861441 22 0.3612347690 0.8399047845 -0.4929785180 -0.0984425551 -0.1427063751 23 0.1633253768 -0.2978672256 0.0177835748 0.1077363592 0.0307984008 24 1.4717110659 1.9121555223 -0.8770556967 -1.6696803262 -1.2535299808 25 1.4517636134 -0.2345986058 -0.7768927206 -0.9819483142 -0.6423473780 26 -0.0561174074 0.3582828648 1.6200962603 -1.1789417767 1.9895296928 27 1.2986853114 0.3073709757 -1.3553406859 0.6711107085 0.5163285747 28 -1.0960104100 -2.4096535215 -0.8248120021 -0.2413173646 -0.7155080852 29 -0.6061187696 0.1781062535 -1.6797204587 -1.0059696238 -0.7546327634 30 -0.0526007818 3.2975091961 -0.6624520578 -0.7529433462 Jun Jul Aug Sep Oct 1 0.3183354527 0.1226687100 -0.4902076128 0.2248350033 -0.5221372266 2 -0.2644849021 0.1492263442 0.9408849123 -0.4782277215 -0.5333432290 3 0.0417739158 2.3304809649 -0.1800613480 -1.1903367694 2.4477235711 4 -0.2774112669 -0.2043173000 0.9361759111 -0.3965772810 -0.4723533685 5 -0.2310839219 -0.2576394815 -0.2061172950 0.0617479427 -0.0693959795 6 0.5661202696 0.0176371419 -0.3232997743 0.0172969998 -0.3007896696 7 -0.0062967292 1.0033447676 4.5973976336 -1.2947163122 0.6528017161 8 0.4076035403 -0.7463011536 1.9725626073 3.2720765486 -2.5262175426 9 -0.7827748716 -0.2711610268 1.7589436173 -0.4417518671 0.5705432024 10 0.0997443088 0.7842023750 0.9451848740 3.2162750374 0.5118288443 11 -2.4917994867 0.3516961027 -0.5043371504 -0.2230583937 -1.7102064387 12 0.0384232510 0.1667573634 -0.8349450695 -0.5343446906 -0.1007607561 13 -0.3502427085 0.2621182912 -0.2304159473 1.0359214778 -0.0209982368 14 -0.2666425014 -0.0936796491 0.5663810017 -0.0412281212 -0.4740519316 15 0.7380805719 -0.4320591945 -0.3099008084 -0.2752972476 -0.1296502172 16 1.2896930014 -0.3688930902 -0.2406637910 -0.4119661494 -0.3358262310 17 0.2836128332 0.6342922118 0.0152794900 -0.4038971968 -0.3707017054 18 -0.2086908938 -0.1995569294 4.6229074022 -1.2777686839 -0.7838509432 19 -0.0581686479 0.1646007702 -0.0548217152 -0.3255468800 -0.0154451561 20 0.0336754218 -0.0036754110 0.0914510198 -0.2220999359 -0.3003601352 21 -0.1275195305 0.2343447900 -0.0721977349 0.4718197035 0.0646171834 22 -0.2996217637 -0.3435156513 -0.0364989339 -0.0915151394 -0.0301516190 23 -0.1357948961 -0.1141030075 -0.0576890549 -0.0488110955 -0.0722710967 24 -0.7018900672 -0.4292418477 -0.3970988979 0.1583423920 -0.2172544598 25 -0.7190212427 0.1484241777 1.5604017592 0.4614144090 -0.3979751388 26 -1.1164744500 -1.1562615466 -0.4097911060 0.8065465203 0.2163229412 27 0.2450938383 1.9155874968 0.5216611608 0.0168204213 2.7475721116 28 -0.9439808013 1.9994501563 0.1046845148 2.8311449375 -0.5667350031 29 -0.2177365837 -0.8683716651 -0.8754201923 -0.2678597503 0.6430721825 30 Nov Dec 1 0.8172138282 -0.5993486792 2 -0.1167348368 2.0563698193 3 -2.0760472197 -1.2143671173 4 -0.4099629114 -0.1987988473 5 0.0005945937 0.1686673261 6 -0.2661181826 -0.1451633271 7 4.9502980798 -1.4983455409 8 -3.3691257550 -2.3159417698 9 -0.6644538374 0.4182567467 10 -1.2857732477 -1.1260656621 11 -0.0528933096 -1.7111126239 12 -0.2141243265 1.6317110473 13 -0.6920238258 -0.1988589503 14 -0.2310079966 -0.3576186673 15 -0.1045166090 0.0658259090 16 -0.0877005761 -0.0510956551 17 -0.3790128182 -0.0788095011 18 -0.7571081998 -0.4755402903 19 -0.1623165496 -0.1285166509 20 -0.0236256354 0.0809931260 21 -0.2812359743 -0.1948871227 22 -0.1238387002 0.1419820176 23 1.0752662401 1.7330495127 24 -0.1085937016 2.1149656855 25 0.0801477091 -0.3511009450 26 -0.6971304809 -0.2097466397 27 -0.0642273342 0.2502358736 28 -1.1253756254 0.5561449893 29 -0.3781347936 -0.1299649655 30 > mylevel <- as.numeric(m$fitted[,'level']) > myslope <- as.numeric(m$fitted[,'slope']) > myseas <- as.numeric(m$fitted[,'sea']) > myresid <- as.numeric(m$resid) > myfit <- mylevel+myseas > mylagmax <- nx/2 > postscript(file="/var/www/html/freestat/rcomp/tmp/1wrbg1291126832.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > op <- par(mfrow = c(2,2)) > acf(as.numeric(x),lag.max = mylagmax,main='Observed') > acf(mylevel,na.action=na.pass,lag.max = mylagmax,main='Level') > acf(myseas,na.action=na.pass,lag.max = mylagmax,main='Seasonal') > acf(myresid,na.action=na.pass,lag.max = mylagmax,main='Standardized Residals') > par(op) > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/2wrbg1291126832.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > op <- par(mfrow = c(2,2)) > spectrum(as.numeric(x),main='Observed') > spectrum(mylevel,main='Level') > spectrum(myseas,main='Seasonal') > spectrum(myresid,main='Standardized Residals') > par(op) > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/3p1t11291126832.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > op <- par(mfrow = c(2,2)) > cpgram(as.numeric(x),main='Observed') > cpgram(mylevel,main='Level') > cpgram(myseas,main='Seasonal') > cpgram(myresid,main='Standardized Residals') > par(op) > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/40ss41291126832.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(as.numeric(m$resid),main='Standardized Residuals',ylab='Residuals',xlab='time',type='b') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/50ss41291126832.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > op <- par(mfrow = c(2,2)) > hist(m$resid,main='Residual Histogram') > plot(density(m$resid),main='Residual Kernel Density') > qqnorm(m$resid,main='Residual Normal QQ Plot') > qqline(m$resid) > plot(m$resid^2, myfit^2,main='Sq.Resid vs. Sq.Fit',xlab='Squared residuals',ylab='Squared Fit') > par(op) > dev.off() null device 1 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Structural Time Series Model',6,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'t',header=TRUE) > a<-table.element(a,'Observed',header=TRUE) > a<-table.element(a,'Level',header=TRUE) > a<-table.element(a,'Slope',header=TRUE) > a<-table.element(a,'Seasonal',header=TRUE) > a<-table.element(a,'Stand. Residuals',header=TRUE) > a<-table.row.end(a) > for (i in 1:nx) { + a<-table.row.start(a) + a<-table.element(a,i,header=TRUE) + a<-table.element(a,x[i]) + a<-table.element(a,mylevel[i]) + a<-table.element(a,myslope[i]) + a<-table.element(a,myseas[i]) + a<-table.element(a,myresid[i]) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/6ek8d1291126832.tab") > > try(system("convert tmp/1wrbg1291126832.ps tmp/1wrbg1291126832.png",intern=TRUE)) character(0) > try(system("convert tmp/2wrbg1291126832.ps tmp/2wrbg1291126832.png",intern=TRUE)) character(0) > try(system("convert tmp/3p1t11291126832.ps tmp/3p1t11291126832.png",intern=TRUE)) character(0) > try(system("convert tmp/40ss41291126832.ps tmp/40ss41291126832.png",intern=TRUE)) character(0) > try(system("convert tmp/50ss41291126832.ps tmp/50ss41291126832.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 6.912 1.386 7.141