R version 2.12.0 (2010-10-15) Copyright (C) 2010 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: i486-pc-linux-gnu (32-bit) 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(52.61 + ,65.04 + ,67.54 + ,63.58 + ,57.35 + ,54.93 + ,54.30 + ,58.89 + ,65.95 + ,82.65 + ,100.08 + ,100.68 + ,97.53 + ,92.29 + ,85.08 + ,91.61 + ,93.61 + ,90.40 + ,99.31 + ,107.71 + ,106.18 + ,98.80 + ,99.58 + ,98.85 + ,92.69 + ,91.82 + ,92.63 + ,98.41 + ,94.56 + ,85.78 + ,84.59 + ,83.49 + ,84.68 + ,80.12 + ,84.37 + ,85.94 + ,87.07 + ,84.52 + ,83.13 + ,75.95 + ,70.12 + ,78.10 + ,83.06 + ,87.92 + ,90.21 + ,89.95 + ,97.08 + ,102.08 + ,100.64 + ,97.73 + ,97.61 + ,100.32 + ,102.04 + ,107.80 + ,111.51 + ,110.18 + ,110.08 + ,117.40 + ,119.82 + ,118.79 + ,113.18 + ,122.76 + ,120.43 + ,129.16 + ,132.48 + ,135.68 + ,141.49 + ,122.40 + ,137.06 + ,144.84 + ,154.64 + ,148.04 + ,152.76 + ,172.00 + ,169.03 + ,179.68 + ,190.38 + ,233.23 + ,231.45 + ,244.87 + ,299.12 + ,385.01 + ,381.48 + ,321.56 + ,317.27 + ,323.09 + ,392.72 + ,372.37 + ,386.52 + ,412.83 + ,404.91 + ,406.73 + ,392.41 + ,363.31 + ,357.95 + ,375.10 + ,369.74 + ,386.14 + ,353.40 + ,346.87 + ,362.53 + ,349.87 + ,347.03 + ,332.94 + ,327.48 + ,327.92 + ,308.91 + ,285.71 + ,318.81 + ,284.76 + ,301.04 + ,315.16 + ,388.34 + ,383.37 + ,416.77 + ,423.24 + ,429.90 + ,486.07 + ,394.41 + ,410.93 + ,430.88 + ,447.29 + ,431.65 + ,456.53 + ,452.93 + ,440.90 + ,416.46 + ,451.49 + ,432.00 + ,436.19 + ,428.55 + ,421.40 + ,425.18 + ,437.24 + ,431.92 + ,412.65 + ,419.37 + ,436.40 + ,421.37 + ,423.66 + ,402.45 + ,402.82 + ,400.46 + ,425.73 + ,417.93 + ,403.43 + ,404.96 + ,393.64 + ,399.98 + ,375.93 + ,366.57 + ,353.90 + ,347.51 + ,364.10 + ,328.64 + ,348.01 + ,329.63 + ,350.96 + ,336.16 + ,332.15 + ,349.46 + ,383.64 + ,369.82 + ,345.50 + ,337.80 + ,334.76 + ,338.02 + ,346.74 + ,371.84 + ,375.90 + ,373.31 + ,391.91 + ,374.28 + ,384.69 + ,372.16 + ,371.97 + ,351.76 + ,352.89 + ,330.48 + ,347.70 + ,345.58 + ,360.76 + ,364.40 + ,374.62 + ,369.07 + ,341.80 + ,337.87 + ,336.58 + ,332.66 + ,335.74 + ,321.64 + ,329.38 + ,321.84 + ,324.56 + ,330.90 + ,310.91 + ,318.07 + ,312.36 + ,315.19 + ,332.89 + ,310.67 + ,321.26 + ,316.15 + ,283.87 + ,280.65 + ,280.21 + ,265.93 + ,267.80 + ,278.03 + ,291.86 + ,262.61 + ,264.80 + ,265.67 + ,251.05 + ,256.11 + ,279.75 + ,282.52 + ,288.89 + ,308.46 + ,292.89 + ,280.79 + ,273.61 + ,276.67 + ,277.92 + ,250.28 + ,264.70 + ,268.95 + ,261.69 + ,257.99 + ,251.28 + ,243.14 + ,246.81 + ,224.50 + ,241.25 + ,254.97 + ,261.39 + ,266.67 + ,264.28 + ,270.45 + ,274.97 + ,281.13 + ,300.65 + ,321.12 + ,354.79 + ,318.97 + ,298.71 + ,318.85 + ,327.89 + ,348.19 + ,335.18 + ,332.98 + ,331.04 + ,317.52 + ,325.31 + ,317.59 + ,313.37 + ,313.00 + ,314.77 + ,298.37 + ,311.10 + ,308.79 + ,297.30 + ,293.58 + ,291.35 + ,291.51 + ,289.94 + ,287.07 + ,280.74 + ,294.95 + ,288.98 + ,285.63 + ,294.55 + ,290.67 + ,314.78 + ,306.50 + ,304.48 + ,308.65 + ,307.01 + ,298.59 + ,293.51 + ,294.90 + ,296.14 + ,294.25 + ,291.75 + ,290.49 + ,288.68 + ,310.07 + ,297.45 + ,300.81 + ,301.56 + ,296.89 + ,305.23 + ,298.45 + ,298.75 + ,273.02 + ,266.62 + ,266.06 + ,284.48 + ,275.71 + ,284.19 + ,284.81 + ,267.29 + ,272.95 + ,262.35 + ,246.34 + ,251.03 + ,247.54 + ,254.80 + ,245.08 + ,251.30 + ,261.48 + ,258.85 + ,270.89 + ,257.55 + ,253.08 + ,238.81 + ,241.22 + ,280.75 + ,284.56 + ,289.35 + ,289.56 + ,289.55 + ,305.00 + ,289.22 + ,301.82 + ,293.56 + ,300.59 + ,298.67 + ,311.55 + ,310.08 + ,312.06 + ,309.13 + ,292.31 + ,284.41 + ,290.02 + ,291.52 + ,296.81 + ,315.60 + ,319.63 + ,303.89 + ,300.53 + ,321.84 + ,309.48 + ,307.68 + ,310.53 + ,327.91 + ,343.18 + ,345.48 + ,342.03 + ,349.57 + ,322.50 + ,310.74 + ,318.96 + ,327.53 + ,320.00 + ,320.72 + ,330.86 + ,342.34 + ,322.37 + ,306.86 + ,301.75 + ,307.27 + ,301.30 + ,315.18 + ,342.11 + ,333.18 + ,332.26 + ,332.32 + ,330.00 + ,321.78 + ,318.59 + ,344.78 + ,324.09 + ,322.03 + ,325.32 + ,325.10 + ,335.10 + ,334.66 + ,334.54 + ,341.15 + ,320.47 + ,323.85 + ,328.06 + ,328.93 + ,337.50 + ,335.65 + ,361.05 + ,353.19 + ,352.28 + ,392.53 + ,393.03 + ,420.42 + ,434.91 + ,468.38 + ,466.35 + ,480.93 + ,511.25 + ,508.39 + ,479.80 + ,495.63 + ,487.09 + ,473.06 + ,473.03 + ,487.87 + ,479.28 + ,500.60 + ,502.82 + ,497.13 + ,496.06 + ,489.80 + ,481.66 + ,486.17 + ,492.94 + ,522.45 + ,545.71 + ,533.77 + ,570.26 + ,623.56 + ,639.94 + ,589.13 + ,559.45 + ,569.96 + ,590.43 + ,588.37 + ,565.80 + ,629.69 + ,576.28 + ,641.89 + ,625.70 + ,717.52 + ,749.58 + ,690.29 + ,666.55 + ,689.18 + ,666.24 + ,662.32 + ,665.83 + ,681.23 + ,704.87 + ,783.13 + ,757.97 + ,775.93 + ,812.08 + ,824.40 + ,886.89 + ,984.07 + ,1015.59 + ,897.30 + ,980.37 + ,957.37 + ,968.96 + ,1062.80 + ,1047.67 + ,967.91 + ,1021.58 + ,1014.02 + ,1034.98 + ,1068.80 + ,1038.38 + ,1133.26 + ,1259.55 + ,1207.42 + ,1234.59 + ,1297.03) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > par1 <- as.numeric(par1) > nx <- length(x) > x <- ts(x,frequency=par1) > m <- StructTS(x,type='BSM') Warning message: In StructTS(x, type = "BSM") : possible convergence problem: optim gave code=52 ERROR: ABNORMAL_TERMINATION_IN_LNSRCH > m$coef level slope seas epsilon 241.3901298 0.5628864 1.0896301 105.3532613 > m$fitted level slope sea Jan 1 52.61000 0.0000000000 0.000000000 Feb 1 62.89154 0.6326132990 0.648728935 Mar 1 66.06998 0.6977091551 0.689175688 Apr 1 63.89001 0.6486502081 0.614136958 May 1 58.68176 0.5516709638 0.554890052 Jun 1 55.55583 0.4856688583 0.556742858 Jul 1 54.30310 0.4513762251 0.554491103 Aug 1 57.42733 0.5089402595 0.607599108 Sep 1 63.51229 0.6387983513 0.658449240 Oct 1 77.56775 0.9736824094 0.811656205 Nov 1 94.19832 1.3893027671 0.909781399 Dec 1 98.83925 1.4804882851 0.810505888 Jan 2 103.52834 1.3954566421 -7.021718074 Feb 2 94.49387 0.8928265187 0.226970172 Mar 2 87.34340 0.6106982957 0.193832000 Apr 2 90.45057 0.6909704465 0.380888089 May 2 92.80631 0.7448966637 0.284281418 Jun 2 90.97304 0.6590131417 0.230268339 Jul 2 97.18415 0.8496029602 0.398562813 Aug 2 105.10128 1.0991471187 0.413198392 Sep 2 106.01357 1.0923775335 0.224401082 Oct 2 100.63463 0.8523997693 0.170311938 Nov 2 99.74630 0.7864587166 0.372374570 Dec 2 99.06363 0.7299558330 0.240466512 Jan 3 97.37794 0.6778057160 -3.946655895 Feb 3 92.93640 0.4319711171 0.211475032 Mar 3 92.66488 0.4019932740 0.177639942 Apr 3 96.81262 0.5563464171 0.451088041 May 3 95.03895 0.4602045053 0.234207787 Jun 3 88.07253 0.1510452248 -0.020886159 Jul 3 85.25276 0.0261724801 0.245368535 Aug 3 83.65475 -0.0427226714 0.331434605 Sep 3 84.20565 -0.0173306178 0.293097611 Oct 3 81.02245 -0.1537922459 0.063710195 Nov 3 83.21681 -0.0518595736 0.436902271 Dec 3 85.07842 0.0313926340 0.278301995 Jan 4 88.22232 0.1464758082 -2.093084001 Feb 4 85.30265 0.0001188593 0.050605443 Mar 4 83.67919 -0.0737050189 -0.062033539 Apr 4 77.60639 -0.3420603085 0.161061951 May 4 71.67738 -0.5917493334 0.135327311 Jun 4 76.35178 -0.3557840202 0.153166380 Jul 4 81.20613 -0.1216081772 0.276171137 Aug 4 86.09937 0.1044544174 0.302390138 Sep 4 89.05248 0.2332166902 0.295253575 Oct 4 89.87351 0.2598533899 -0.101408391 Nov 4 95.12427 0.4865398174 0.445496790 Dec 4 100.40735 0.7041513191 0.222230985 Jan 5 101.86768 0.7363654413 -1.454858069 Feb 5 98.86849 0.5598820969 -0.097055809 Mar 5 98.01155 0.4942977904 0.021709403 Apr 5 99.62135 0.5455034757 0.362708408 May 5 101.58952 0.6107352299 0.022036800 Jun 5 106.39861 0.8033686698 0.137233757 Jul 5 110.37721 0.9491996717 0.176792734 Aug 5 110.36189 0.9048594579 0.108488735 Sep 5 110.18002 0.8548571571 0.227132529 Oct 5 115.97418 1.0823137178 -0.061040238 Nov 5 118.97332 1.1706489877 0.269686403 Dec 5 119.02930 1.1193632090 0.095945322 Jan 6 116.02700 0.9348388689 -1.612211672 Feb 6 121.32200 1.1391637366 0.203319816 Mar 6 120.92412 1.0677561809 -0.036463148 Apr 6 126.99244 1.2990883142 0.667753674 May 6 131.47335 1.4461621779 0.052386475 Jun 6 134.92605 1.5389228203 0.152246282 Jul 6 140.00651 1.7026949399 0.421523487 Aug 6 127.19600 1.0313520018 -0.444161395 Sep 6 134.53011 1.3229863740 0.640004657 Oct 6 142.63339 1.6368071760 0.173537918 Nov 6 151.77773 1.9843589267 0.611201536 Dec 6 149.39139 1.7822936546 -0.042213701 Jan 7 153.71027 1.8980860257 -1.708904178 Feb 7 167.73111 2.4633402473 0.800806538 Mar 7 169.56788 2.4342327075 -0.351828452 Apr 7 177.24257 2.6771822075 0.870589134 May 7 187.72436 3.0388279271 0.322305965 Jun 7 222.33900 4.5019601765 1.452027364 Jul 7 229.84305 4.6410814549 0.709554650 Aug 7 242.67970 5.0209143505 -0.259546773 Sep 7 285.60031 6.7775936743 2.190529641 Oct 7 361.58483 9.9857280493 2.737029828 Nov 7 379.10200 10.3348630471 0.126739265 Dec 7 339.29179 8.0125638963 -2.759960747 Jan 8 327.93936 7.1213107069 -4.885421030 Feb 8 325.20621 6.6630913267 0.722835245 Mar 8 376.94378 8.7556047283 2.421941741 Apr 8 375.59084 8.2867502152 -0.206108768 May 8 386.19209 8.3940742184 -0.362323319 Jun 8 406.76312 8.9587074787 2.435944783 Jul 8 407.10757 8.5592622334 0.370999199 Aug 8 409.88171 8.2909956868 -1.426717217 Sep 8 399.33670 7.4175029879 -1.310117672 Oct 8 372.52622 5.8301633759 0.990285375 Nov 8 361.07535 5.0287678541 2.027245761 Dec 8 373.95130 5.3924199242 -1.188185711 Jan 9 376.00304 5.2381078930 -5.266412474 Feb 9 385.85398 5.4522891840 -1.049623090 Mar 9 361.19847 4.0553993846 1.105134347 Apr 9 351.58556 3.4214313213 -0.647547235 May 9 361.11306 3.7046176843 -0.400331461 Jun 9 351.87731 3.1044826086 1.843434325 Jul 9 348.68782 2.8125856690 0.215086558 Aug 9 338.31613 2.2011280643 -1.452814583 Sep 9 330.66733 1.7443031576 -0.256165346 Oct 9 327.70567 1.5260440365 1.614776702 Nov 9 312.95416 0.7711336926 0.799229186 Dec 9 293.64301 -0.1597474511 -1.964962789 Jan 10 315.11803 0.8412964038 -2.755286884 Feb 10 292.64007 -0.2406618186 -1.102959460 Mar 10 297.42362 -0.0076483529 2.132811406 Apr 10 311.40547 0.6411544704 -0.402029451 May 10 368.55842 3.2620510742 2.990234643 Jun 10 379.66228 3.6257349013 1.378045753 Jul 10 407.77221 4.7612522950 1.724017734 Aug 10 421.68898 5.1858643627 -1.168952111 Sep 10 429.49261 5.3072711616 -0.370333803 Oct 10 471.09005 6.9903508576 4.198138346 Nov 10 415.61868 4.0936077331 -2.654690198 Dec 10 414.64233 3.8585767692 -2.208150251 Jan 11 428.10286 4.3032280057 -0.081372210 Feb 11 444.33827 4.8566504322 -0.525725987 Mar 11 435.16402 4.2060794009 0.624212240 Apr 11 454.05115 4.8868851708 -1.877077733 May 11 452.66269 4.5958608329 2.129414974 Jun 11 444.95343 4.0251979250 -0.402694515 Jul 11 423.87926 2.8611909484 0.027199590 Aug 11 445.72326 3.7415370555 0.134821257 Sep 11 438.42430 3.2295214298 -3.148642994 Oct 11 432.24960 2.7933885705 6.730628052 Nov 11 431.88608 2.6469898292 -2.399644747 Dec 11 426.74890 2.2861258065 -3.042519492 Jan 12 426.75923 2.1806926717 -0.902360204 Feb 12 434.95098 2.4594378650 0.533438601 Mar 12 433.53462 2.2797541987 -0.472544438 Apr 12 419.94007 1.5436765304 -2.585563269 May 12 417.71257 1.3687940074 2.775244162 Jun 12 431.15552 1.9287215581 1.666205509 Jul 12 425.28221 1.5669102709 -1.600060724 Aug 12 423.96131 1.4329915739 0.554511508 Sep 12 410.45213 0.7400633925 -3.573740060 Oct 12 399.77265 0.2104930326 6.431767424 Nov 12 401.63995 0.2873221864 -1.670844567 Dec 12 421.60647 1.1996192713 -1.701106427 Jan 13 420.26506 1.0818718698 -1.579960897 Feb 13 407.53957 0.4416564047 -0.070277210 Mar 13 405.38696 0.3213953804 0.336948897 Apr 13 398.60409 -0.0080010547 -2.860696638 May 13 398.00830 -0.0352573080 2.145769196 Jun 13 380.32362 -0.8536973999 0.832210707 Jul 13 370.92314 -1.2500287772 -1.822576877 Aug 13 356.99777 -1.8378080182 0.655279540 Sep 13 351.56362 -2.0045774999 -2.988738613 Oct 13 355.56481 -1.7260787269 6.756887530 Nov 13 337.38067 -2.4892319912 -3.868972015 Dec 13 345.51237 -1.9968707605 -0.643323783 Jan 14 333.99120 -2.4382672292 -1.533213889 Feb 14 345.80829 -1.7773132768 0.975895738 Mar 14 337.92015 -2.0605764237 0.038314801 Apr 14 335.19815 -2.0912425102 -2.852472673 May 14 342.89196 -1.6375184650 3.672354884 Jun 14 371.57867 -0.2313770932 3.089247213 Jul 14 371.43676 -0.2272282424 -1.643236430 Aug 14 351.78006 -1.1281744182 -0.531450084 Sep 14 343.38003 -1.4653710333 -3.428428734 Oct 14 330.91413 -1.9754654891 7.100647965 Nov 14 338.65428 -1.5249764809 -3.507893361 Dec 14 344.42670 -1.1866943075 0.156655215 Jan 15 365.70222 -0.1456226219 -0.526904510 Feb 15 372.33187 0.1685049451 1.581395506 Mar 15 373.13876 0.1980957786 -0.016567134 Apr 15 389.57283 0.9508172852 -2.462720757 May 15 377.34810 0.3399039830 0.828563209 Jun 15 380.54389 0.4723270298 3.301655223 Jul 15 375.04335 0.1953739447 -1.117293370 Aug 15 372.87641 0.0858371327 -0.207898669 Sep 15 359.42634 -0.5418020664 -3.663792343 Oct 15 349.43286 -0.9800601138 6.251887833 Nov 15 337.94481 -1.4672697595 -4.358891660 Dec 15 345.23770 -1.0611878941 -0.125288777 Jan 16 345.93250 -0.9797982032 -0.873167998 Feb 16 355.54246 -0.4888269502 2.109707083 Mar 16 362.67957 -0.1353490731 -0.522463468 Apr 16 372.84758 0.3423109159 -1.271846625 May 16 369.82255 0.1861819075 0.242844974 Jun 16 346.67612 -0.8956830002 2.019644802 Jul 16 340.46304 -1.1422350597 -1.021601433 Aug 16 336.80709 -1.2587884625 0.515806962 Sep 16 335.62945 -1.2550258508 -2.993429691 Oct 16 330.31760 -1.4431275652 6.621319618 Nov 16 326.99256 -1.5303802529 -4.796619040 Dec 16 328.47856 -1.3905570684 0.010823884 Jan 17 324.47048 -1.5118824739 -1.854828386 Feb 17 322.95409 -1.5120918124 1.607240908 Mar 17 329.23898 -1.1506893598 -0.631754349 Apr 17 316.36022 -1.6943814956 -1.986701160 May 17 315.98396 -1.6332680115 1.696567084 Jun 17 311.19058 -1.7797890659 2.102975796 Jul 17 314.27504 -1.5542544186 -0.521938771 Aug 17 327.18901 -0.8834257471 1.426957835 Sep 17 317.01991 -1.3139620910 -3.606760477 Oct 17 314.79730 -1.3560918252 6.731112223 Nov 17 319.04156 -1.0964458861 -4.545216481 Dec 17 292.91425 -2.2567200878 -1.656132774 Jan 18 284.63683 -2.5357921330 -2.203681896 Feb 18 279.74950 -2.6448126759 1.151440143 Mar 18 268.82032 -3.0288030088 -0.454534244 Apr 18 268.60922 -2.8981828740 -1.640996170 May 18 273.34035 -2.5444668931 2.436181316 Jun 18 284.99603 -1.8860846816 2.670490962 Jul 18 269.15754 -2.5329820120 -2.427479975 Aug 18 263.79135 -2.6643419486 1.845294558 Sep 18 267.08393 -2.3881523805 -3.173063380 Oct 18 249.97573 -3.0706335750 5.420861937 Nov 18 255.88290 -2.6544130627 -2.422812648 Dec 18 273.70232 -1.7053894541 0.006230765 Jan 19 281.21382 -1.2781609854 -1.422253907 Feb 19 285.40069 -1.0247978273 1.882842016 Mar 19 302.62263 -0.1790443443 0.472815751 Apr 19 297.22461 -0.4209742343 -2.794551668 May 19 283.83663 -1.0221445256 0.782246603 Jun 19 273.44487 -1.4565518695 2.931280582 Jul 19 276.98832 -1.2247342015 -1.794335557 Aug 19 276.15765 -1.2064640562 1.646021132 Sep 19 258.54988 -1.9668839808 -3.427961324 Oct 19 258.74294 -1.8667425361 5.319467614 Nov 19 268.27134 -1.3384660505 -2.683648373 Dec 19 263.54091 -1.4956915455 -0.850221631 Jan 20 260.48913 -1.5678211467 -2.038696506 Feb 20 252.69516 -1.8564670523 0.415681716 Mar 20 244.56885 -2.1470792082 0.414428440 Apr 20 247.09642 -1.9303862422 -1.665428339 May 20 229.12977 -2.6738340831 0.104146575 Jun 20 235.23885 -2.2666375521 3.418869401 Jul 20 250.45018 -1.4563148405 -0.638391640 Aug 20 256.41327 -1.1123333860 2.787036000 Sep 20 266.41937 -0.5968560501 -3.030814841 Oct 20 261.41953 -0.8009863840 4.159799099 Nov 20 269.70129 -0.3799220592 -1.930547214 Dec 20 274.09938 -0.1584525951 -0.538731921 Jan 21 280.40832 0.1413330347 -1.191205726 Feb 21 294.82269 0.8030266567 1.629042021 Mar 21 314.29328 1.6682807034 1.338654738 Apr 21 345.18618 3.0229616955 0.984927812 May 21 327.35220 2.0560464709 -2.226629473 Jun 21 304.93769 0.9215570256 0.993251854 Jul 21 315.87539 1.3859219273 0.019235229 Aug 21 323.38443 1.6697987099 2.698866291 Sep 21 344.05816 2.5508492068 -1.475570574 Oct 21 335.64306 2.0424588137 2.772207136 Nov 21 335.71117 1.9509324431 -2.148906267 Dec 21 333.46272 1.7562851972 -1.184217289 Jan 22 323.90546 1.2318622217 -3.040418595 Feb 22 324.92224 1.2218908227 0.451045450 Mar 22 319.97914 0.9361401861 -0.576672820 Apr 22 313.65402 0.5995561019 1.856967245 May 22 313.88009 0.5822420316 -0.769888633 Jun 22 314.30968 0.5751649274 0.505355911 Jul 22 303.05543 0.0267435357 -1.195698566 Aug 22 307.61265 0.2367800825 2.150828594 Sep 22 309.22046 0.3003415063 -0.834914192 Oct 22 298.47733 -0.2116327174 2.080099376 Nov 22 296.13431 -0.3104367500 -1.925866836 Dec 22 292.95464 -0.4434287246 -0.758531878 Jan 23 293.92826 -0.3777432394 -2.837099157 Feb 23 290.29998 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0.1919582344 -2.008674199 Feb 25 301.16096 0.1280836887 0.804605276 Mar 25 298.12607 -0.0185210919 -0.306066955 Apr 25 302.93216 0.2051075387 0.876060779 May 25 299.49424 0.0362310582 0.030209924 Jun 25 298.24055 -0.0235672967 0.889854480 Jul 25 280.76609 -0.8325670020 -2.600270778 Aug 25 268.55751 -1.3599432259 1.416927735 Sep 25 266.91433 -1.3730737354 -0.770810586 Oct 25 277.95534 -0.7975876612 2.864841100 Nov 25 276.37431 -0.8339036433 -0.433414134 Dec 25 283.23894 -0.4770751040 -1.318567470 Jan 26 285.72667 -0.3396461597 -1.792267340 Feb 26 271.47201 -0.9847064409 -0.085826655 Mar 26 272.64688 -0.8846094741 -0.331894331 Apr 26 264.12935 -1.2384046954 0.469715764 May 26 250.58943 -1.8086461973 -0.621768396 Jun 26 248.91235 -1.8025468600 2.078848332 Jul 26 248.82679 -1.7229508197 -1.793031188 Aug 26 251.73745 -1.5081458999 1.696400684 Sep 26 247.57023 -1.6314150289 -1.706270114 Oct 26 247.78968 -1.5456147653 2.964737854 Nov 26 258.10096 -0.9960035146 -0.115002383 Dec 26 259.52642 -0.8837688596 -1.390246770 Jan 27 268.38428 -0.4322110590 -0.370644857 Feb 27 260.53478 -0.7760520746 -0.801164091 Mar 27 254.71990 -1.0096027821 -0.158177477 Apr 27 241.92009 -1.5560881641 0.363513236 May 27 241.35724 -1.5100472817 -0.430099932 Jun 27 268.36744 -0.1879355759 3.973450850 Jul 27 281.90289 0.4482457475 -1.388717714 Aug 27 286.31739 0.6321109467 1.863349611 Sep 27 290.35183 0.7898334181 -1.794799498 Oct 27 288.39271 0.6624022085 1.967510075 Nov 27 300.98879 1.2155656409 0.494884032 Dec 27 294.16329 0.8428645082 -2.572984300 Jan 28 299.84780 1.0672905032 0.542920655 Feb 28 295.80766 0.8305292305 -0.743961818 Mar 28 299.06063 0.9428099014 0.816978054 Apr 28 298.86147 0.8898789132 0.144940400 May 28 309.86854 1.3588526142 -1.301391712 Jun 28 308.10897 1.2142940244 2.890406825 Jul 28 312.50244 1.3616708525 -1.379621407 Aug 28 309.18204 1.1446243883 1.328115857 Sep 28 298.34180 0.5890469532 -2.499186367 Oct 28 287.18418 0.0445237373 0.687599125 Nov 28 288.46977 0.1020502568 1.184577270 Dec 28 292.74056 0.2952698409 -2.449342503 Jan 29 295.20308 0.3957284602 0.967254463 Feb 29 310.92240 1.1060663239 0.165886741 Mar 29 317.14675 1.3432989378 0.977998271 Apr 29 308.18937 0.8658616418 -1.265199687 May 29 303.64441 0.6150505244 -1.519284597 Jun 29 315.12553 1.1187558037 3.511171542 Jul 29 312.15223 0.9290630655 -1.466042024 Aug 29 307.58684 0.6743604705 1.712632062 Sep 29 311.21131 0.8111159660 -1.550792080 Oct 29 323.20865 1.3296526326 1.405070240 Nov 29 337.57848 1.9340923040 1.759761909 Dec 29 345.94573 2.2322649373 -2.361867664 Jan 30 343.69241 2.0243450245 -0.338707784 Feb 30 348.57100 2.1566548084 0.158592392 Mar 30 328.90094 1.1449865272 0.018526375 Apr 30 316.49280 0.5168025594 -1.760923968 May 30 319.82476 0.6472935056 -1.694596987 Jun 30 322.83971 0.7570470820 3.992351647 Jul 30 321.80349 0.6739186478 -1.274943844 Aug 30 320.08099 0.5628305795 1.345287006 Sep 30 329.78125 0.9864010812 -1.614065726 Oct 30 338.89362 1.3630754959 1.052090810 Nov 30 326.23455 0.7131263031 0.266232415 Dec 30 313.74471 0.1011789858 -2.993376302 Jan 31 305.15304 -0.3017586980 -0.838159975 Feb 31 305.45572 -0.2737397697 1.636301193 Mar 31 301.74254 -0.4331574847 0.569087144 Apr 31 312.81079 0.0999267787 -1.018121020 May 31 335.66954 1.1548572910 -0.267740975 Jun 31 331.32037 0.8997191209 3.481997268 Jul 31 333.14124 0.9424194555 -1.152720745 Aug 31 332.25965 0.8578670310 0.597885960 Sep 31 332.29697 0.8198302837 -2.055169248 Oct 31 323.40494 0.3696477898 1.236396039 Nov 31 319.11974 0.1538900875 0.841454951 Dec 31 339.71383 1.1012753946 -0.957961562 Jan 32 329.30066 0.5675513058 -1.813735979 Feb 32 322.75136 0.2376521290 1.374250643 Mar 32 324.77664 0.3205082824 0.017547745 Apr 32 326.74523 0.3968956740 -2.130583970 May 32 332.97258 0.6671496690 0.409014229 Jun 32 331.92912 0.5878553822 3.235072691 Jul 32 334.77422 0.6924899072 -0.899440433 Aug 32 339.14079 0.8628017986 0.926524777 Sep 32 326.82801 0.2520528854 -2.475753738 Oct 32 323.62090 0.0917088003 1.248173004 Nov 32 327.01269 0.2446701060 0.075248425 Dec 32 328.70010 0.3115396627 -0.195285625 Jan 33 336.26460 0.6477313084 -0.904041813 Feb 33 335.10972 0.5641728644 1.071078085 Mar 33 354.36193 1.4303581508 1.190887152 Apr 33 355.83948 1.4325454609 -2.663381704 May 33 353.31433 1.2490993371 0.132037641 Jun 33 380.11711 2.4336101119 4.881569677 Jul 33 391.18248 2.8337314400 -0.696175536 Aug 33 412.23710 3.6783527470 2.813845140 Sep 33 431.69004 4.4095708158 -1.427785499 Oct 33 459.14517 5.4777998776 2.446070110 Nov 33 466.14448 5.5483226300 -0.242634388 Dec 33 478.95024 5.8846965621 -0.158987045 Jan 34 504.89646 6.8145913113 0.436580811 Feb 34 509.36277 6.7057390957 -0.281279298 Mar 34 488.53612 5.4296234954 -0.636961766 Apr 34 496.81940 5.5618868699 -2.029699104 May 34 492.07287 5.0840783015 -1.945087554 Jun 34 476.20596 4.1129290821 3.028519885 Jul 34 476.07139 3.9160401249 -1.789758209 Aug 34 484.33808 4.1177105440 2.250015793 Sep 34 483.71732 3.8980646189 -3.041286049 Oct 34 495.40915 4.2593250988 2.895108187 Nov 34 502.61598 4.3959423042 -0.664118636 Dec 34 500.72921 4.1047464810 -1.747779362 Jan 35 497.85676 3.7813398297 0.260874619 Feb 35 492.03214 3.3360694145 0.596517599 Mar 35 485.79310 2.8922675879 -1.316279133 Apr 35 487.72958 2.8479685999 -1.278154158 May 35 492.82374 2.9520814489 -0.545627695 Jun 35 512.93130 3.7472886966 4.463041817 Jul 35 539.54687 4.8073196149 -0.575301461 Aug 35 535.03033 4.3751230721 1.486791163 Sep 35 564.60614 5.5432598573 -1.770224564 Oct 35 607.52940 7.2759000838 5.020521983 Nov 35 633.80577 8.1565667841 0.538175952 Dec 35 604.47989 6.4193081178 -4.304723280 Jan 36 572.41162 4.6353424496 -1.612487580 Feb 36 570.67487 4.3399754030 1.161521930 Mar 36 587.03241 4.8969821361 -0.137892795 Apr 36 590.33067 4.8228841441 -1.489946768 May 36 574.67967 3.8739083188 -2.846957621 Jun 36 613.35396 5.4869958248 6.080930811 Jul 36 588.01050 4.0578999741 -2.646300365 Aug 36 628.50932 5.7470613380 2.644511734 Sep 36 631.20628 5.6056798267 -4.607769893 Oct 36 692.95400 8.2079573590 8.030532355 Nov 36 735.05896 9.7790642282 4.537947923 Dec 36 706.86748 8.0191875954 -5.388865822 Jan 37 680.33367 6.4176036023 -3.595718963 Feb 37 687.89863 6.4707868257 0.943509107 Mar 37 673.59319 5.5078238719 -1.240742936 Apr 37 666.91368 4.9429630916 -1.005366765 May 37 670.52467 4.8812259000 -4.302220814 Jun 37 673.95099 4.8137879744 7.707723673 Jul 37 701.20440 5.8539322125 -2.945986973 Aug 37 761.19086 8.3631414108 5.991420136 Sep 37 767.42006 8.2642274919 -8.821467573 Oct 37 771.38840 8.0651078444 5.806797842 Nov 37 798.47720 8.9468395232 8.000253710 Dec 37 822.60892 9.6506335636 -2.683231766 Jan 38 874.90900 11.6274914282 -0.593089899 Feb 38 956.67972 14.8788139761 6.735071675 Mar 38 1004.79061 16.4190930485 1.022025066 Apr 38 931.47405 12.2600252073 -7.754032853 May 38 973.23440 13.6273621460 -1.555891208 Jun 38 960.91281 12.4245803654 4.103308522 Jul 38 974.20890 12.4649774519 -5.505676720 Aug 38 1037.79383 14.8345272419 9.946610715 Sep 38 1055.58480 14.9715652400 -8.785630592 Oct 38 991.89577 11.3255730409 -0.820086477 Nov 38 1011.01857 11.6869660458 8.265173989 Dec 38 1020.33083 11.5769025022 -5.611129110 Jan 39 1037.52049 11.8370597733 -4.195125681 Feb 39 1059.60993 12.3122816794 6.171034397 Mar 39 1043.10933 10.9768318262 3.748122951 Apr 39 1118.61691 13.9676917112 -4.355548711 May 39 1226.13602 18.3037612531 5.852831569 Jun 39 1215.40708 16.9580520260 0.567380315 Jul 39 1240.10513 17.3168191847 -7.795470948 Aug 39 1279.04545 18.3191209830 11.614676920 > m$resid Jan Feb Mar Apr May 1 0.0000000000 0.4206474663 0.1589013735 -0.1840256534 -0.3748643622 2 0.2487389746 -0.5529190864 -0.5001362968 0.1568836117 0.1045912664 3 -0.1669909605 -0.2888546788 -0.0435109738 0.2331667830 -0.1449981093 4 0.2065032449 -0.1780201060 -0.1002056977 -0.3719898005 -0.3463379049 5 0.0491675470 -0.2205063356 -0.0873861479 0.0690688315 0.0880616840 6 -0.2648394168 0.2601512217 -0.0947794872 0.3094420782 0.1968341936 7 0.1617150435 0.7287188117 -0.0386313366 0.3241998460 0.4826754484 8 -1.2276304777 -0.5955937974 2.7787464633 -0.6252645941 0.1431181551 9 -0.2108787237 0.2799414479 -1.8558858269 -0.8453588876 0.3775349050 10 1.3611258435 -1.4196957577 0.3096716233 0.8651414380 3.4938562352 11 0.6024799920 0.7282694242 -0.8647499445 0.9078294845 -0.3879553511 12 -0.1424850763 0.3676184552 -0.2388627518 -0.9815363721 -0.2331336049 13 -0.1588047379 -0.8457961906 -0.1598799623 -0.4392353237 -0.0363356884 14 -0.5943384771 0.8744034707 -0.3766027069 -0.0408909717 0.6048788928 15 1.3999258314 0.4160409039 0.0393436459 1.0036693018 -0.8144518729 16 0.1093225702 0.6508617489 0.4700084341 0.6368837089 -0.2081508021 17 -0.1628112401 -0.0002777257 0.4805771637 -0.7248996914 0.0814778208 18 -0.3741989143 -0.1447285683 -0.5106501359 0.1741477587 0.4715893974 19 0.5724665967 0.3365299301 1.1248125170 -0.3225373452 -0.8015173098 20 -0.0965937137 -0.3835687708 -0.3865314203 0.2888804885 -0.9912221043 21 0.4012603525 0.8796342233 1.1509336228 1.8059005535 -1.2891783153 22 -0.7016272931 -0.0132599986 -0.3801280136 -0.4486776684 -0.0230848449 23 0.0878472589 -0.2004447222 -0.1148201501 -0.3821641588 0.6969732807 24 0.2118180075 -0.1918282357 -0.4180442557 -0.3854976154 -0.0041216027 25 0.0989511686 -0.0850020523 -0.1950731076 0.2980752173 -0.2251653185 26 0.1836341005 -0.8585757715 0.1332000098 -0.4715614227 -0.7603108839 27 0.6032397940 -0.4577225423 -0.3108118289 -0.7283727938 0.0613868672 28 0.2997524113 -0.3152192487 0.1494352965 -0.0705464284 0.6252867539 29 0.1341527151 0.9458384247 0.3157571341 -0.6363150701 -0.3344074618 30 -0.2776128859 0.1761925206 -1.3466235393 -0.8372101608 0.1739833098 31 -0.5379230147 0.0373151403 -0.2122133111 0.7104543397 1.4065291877 32 -0.7124333280 -0.4393879626 0.1103030360 0.1018018097 0.3603250172 33 0.4487094243 -0.1112978077 1.1531846644 0.0029149994 -0.2445839722 34 1.2409888779 -0.1449971343 -1.6990343502 0.1762636453 -0.6370453616 35 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0.0413708072 0.0551221764 -0.2731652980 0.0414023645 -0.2530674246 25 -0.0797120259 -1.0782730275 -0.7029000807 -0.0175002688 0.7669104634 26 0.0081306118 0.1060901497 0.2862970277 -0.1642908917 0.1143388102 27 1.7624404566 0.8479452322 0.2450595762 0.2102077437 -0.1698151968 28 -0.1927061840 0.1964352459 -0.2892839584 -0.7404499744 -0.7256268567 29 0.6714804752 -0.2528391025 -0.3394724060 0.1822602449 0.6909921452 30 0.1463121449 -0.1108017028 -0.1480600813 0.5645065636 0.5019459213 31 -0.3401273849 0.0569156056 -0.1126927789 -0.0506924062 -0.5998974782 32 -0.1057090518 0.1394691865 0.2269940394 -0.8139516914 -0.2136679770 33 1.5791124525 0.5333324985 1.1257215552 0.9744945225 1.4234733893 34 -1.2946829156 -0.2624403957 0.2687884687 -0.2927199921 0.4813979872 35 1.0601341907 1.4129627574 -0.5760354682 1.5567536050 2.3088271213 36 2.1505084669 -1.9049179145 2.2513271320 -0.1884152080 3.4676572774 37 -0.0899062363 1.3864718627 3.3442897331 -0.1318190307 -0.2653361992 38 -1.6035205098 0.0538480493 3.1581478233 0.1826246096 -4.8584555162 39 -1.7940752851 0.4782278869 1.3358717025 Nov Dec 1 0.9925451010 0.2058289362 2 -0.1087708905 -0.0917155552 3 0.1457945053 0.1187256119 4 0.3091173871 0.2968860209 5 0.1186065003 -0.0689244267 6 0.4643374050 -0.2701382103 7 0.4657024536 -3.0986849659 8 -1.0683821293 0.4848746824 9 -1.0062047252 -1.2408646948 10 -3.8606399792 -0.3132772549 11 -0.1951017461 -0.4810174467 12 0.1023837665 1.2161449130 13 -1.0169556395 0.6564052709 14 0.6002922688 0.4510325893 15 -0.6492105188 0.5414784363 16 -0.1162631828 0.1864583991 17 0.3459720745 -1.5473701384 18 0.5546017801 1.2657174618 19 0.7039133797 -0.2097028566 20 0.5610585329 0.2954014039 21 -0.1219576683 -0.2596332768 22 -0.1316563468 -0.1773974574 23 0.0614881734 -0.1470024908 24 1.1522735810 -0.2963870448 25 -0.0483929580 0.4759858652 26 0.7323970925 0.1497135757 27 0.7371421925 -0.4971563407 28 0.0766607013 0.2577389672 29 0.8054980762 0.3977335681 30 -0.8661591759 -0.8162686054 31 -0.2875353204 1.2636870938 32 0.2038510022 0.0891937884 33 0.0939867535 0.4486640908 34 0.1820742969 -0.3883976589 35 1.1737088331 -2.3171182561 36 2.0939184943 -2.3472429224 37 1.1751557376 0.9386710428 38 0.4816630666 -0.1467923178 39 > 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/rcomp/tmp/1na9l1324472534.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/rcomp/tmp/2odmz1324472534.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/rcomp/tmp/3y6te1324472534.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/rcomp/tmp/4rnf51324472534.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(as.numeric(m$resid),main='Standardized Residuals',ylab='Residuals',xlab='time',type='b') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/5zfke1324472534.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > op <- par(mfrow = c(2,2)) > hist(m$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/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/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/rcomp/tmp/6yip81324472534.tab") > > try(system("convert tmp/1na9l1324472534.ps tmp/1na9l1324472534.png",intern=TRUE)) character(0) > try(system("convert tmp/2odmz1324472534.ps tmp/2odmz1324472534.png",intern=TRUE)) character(0) > try(system("convert tmp/3y6te1324472534.ps tmp/3y6te1324472534.png",intern=TRUE)) character(0) > try(system("convert tmp/4rnf51324472534.ps tmp/4rnf51324472534.png",intern=TRUE)) character(0) > try(system("convert tmp/5zfke1324472534.ps tmp/5zfke1324472534.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 8.660 0.120 8.783