R version 2.13.0 (2011-04-13) Copyright (C) 2011 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(235.1 + ,280.7 + ,264.6 + ,240.7 + ,201.4 + ,240.8 + ,241.1 + ,223.8 + ,206.1 + ,174.7 + ,203.3 + ,220.5 + ,299.5 + ,347.4 + ,338.3 + ,327.7 + ,351.6 + ,396.6 + ,438.8 + ,395.6 + ,363.5 + ,378.8 + ,357 + ,369 + ,464.8 + ,479.1 + ,431.3 + ,366.5 + ,326.3 + ,355.1 + ,331.6 + ,261.3 + ,249 + ,205.5 + ,235.6 + ,240.9 + ,264.9 + ,253.8 + ,232.3 + ,193.8 + ,177 + ,213.2 + ,207.2 + ,180.6 + ,188.6 + ,175.4 + ,199 + ,179.6 + ,225.8 + ,234 + ,200.2 + ,183.6 + ,178.2 + ,203.2 + ,208.5 + ,191.8 + ,172.8 + ,148 + ,159.4 + ,154.5 + ,213.2 + ,196.4 + ,182.8 + ,176.4 + ,153.6 + ,173.2 + ,171 + ,151.2 + ,161.9 + ,157.2 + ,201.7 + ,236.4 + ,356.1 + ,398.3 + ,403.7 + ,384.6 + ,365.8 + ,368.1 + ,367.9 + ,347 + ,343.3 + ,292.9 + ,311.5 + ,300.9 + ,366.9 + ,356.9 + ,329.7 + ,316.2 + ,269 + ,289.3 + ,266.2 + ,253.6 + ,233.8 + ,228.4 + ,253.6 + ,260.1 + ,306.6 + ,309.2 + ,309.5 + ,271 + ,279.9 + ,317.9 + ,298.4 + ,246.7 + ,227.3 + ,209.1 + ,259.9 + ,266 + ,320.6 + ,308.5 + ,282.2 + ,262.7 + ,263.5 + ,313.1 + ,284.3 + ,252.6 + ,250.3 + ,246.5 + ,312.7 + ,333.2 + ,446.4 + ,511.6 + ,515.5 + ,506.4 + ,483.2 + ,522.3 + ,509.8 + ,460.7 + ,405.8 + ,375 + ,378.5 + ,406.8 + ,467.8 + ,469.8 + ,429.8 + ,355.8 + ,332.7 + ,378 + ,360.5 + ,334.7 + ,319.5 + ,323.1 + ,363.6 + ,352.1 + ,411.9 + ,388.6 + ,416.4 + ,360.7 + ,338 + ,417.2 + ,388.4 + ,371.1 + ,331.5 + ,353.7 + ,396.7 + ,447 + ,533.5 + ,565.4 + ,542.3 + ,488.7 + ,467.1 + ,531.3 + ,496.1 + ,444 + ,403.4 + ,386.3 + ,394.1 + ,404.1 + ,462.1 + ,448.1 + ,432.3 + ,386.3 + ,395.2 + ,421.9 + ,382.9 + ,384.2 + ,345.5 + ,323.4 + ,372.6 + ,376 + ,462.7 + ,487 + ,444.2 + ,399.3 + ,394.9 + ,455.4 + ,414 + ,375.5 + ,347 + ,339.4 + ,385.8 + ,378.8 + ,451.8 + ,446.1 + ,422.5 + ,383.1 + ,352.8 + ,445.3 + ,367.5 + ,355.1 + ,326.2 + ,319.8 + ,331.8 + ,340.9 + ,394.1 + ,417.2 + ,369.9 + ,349.2 + ,321.4 + ,405.7 + ,342.9 + ,316.5 + ,284.2 + ,270.9 + ,288.8 + ,278.8 + ,324.4 + ,310.9 + ,299 + ,273 + ,279.3 + ,359.2 + ,305 + ,282.1 + ,250.3 + ,246.5 + ,257.9 + ,266.5 + ,315.9 + ,318.4 + ,295.4 + ,266.4 + ,245.8 + ,362.8 + ,324.9 + ,294.2 + ,289.5 + ,295.2 + ,290.3 + ,272 + ,307.4 + ,328.7 + ,292.9 + ,249.1 + ,230.4 + ,361.5 + ,321.7 + ,277.2 + ,260.7 + ,251 + ,257.6 + ,241.8 + ,287.5 + ,292.3 + ,274.7 + ,254.2 + ,230 + ,339 + ,318.2 + ,287 + ,295.8 + ,284 + ,271 + ,262.7 + ,340.6 + ,379.4 + ,373.3 + ,355.2 + ,338.4 + ,466.9 + ,451 + ,422 + ,429.2 + ,425.9 + ,460.7 + ,463.6 + ,541.4 + ,544.2 + ,517.5 + ,469.4 + ,439.4 + ,549 + ,533 + ,506.1 + ,484 + ,457 + ,481.5 + ,469.5 + ,544.7 + ,541.2 + ,521.5 + ,469.7 + ,434.4 + ,542.6 + ,517.3 + ,485.7 + ,465.8 + ,447 + ,426.6 + ,411.6 + ,467.5 + ,484.5 + ,451.2 + ,417.4 + ,379.9 + ,484.7 + ,455 + ,420.8 + ,416.5 + ,376.3 + ,405.6 + ,405.8 + ,500.8 + ,514 + ,475.5 + ,430.1 + ,414.4 + ,538 + ,526 + ,488.5 + ,520.2 + ,504.4 + ,568.5 + ,610.6 + ,818 + ,830.9 + ,835.9 + ,782 + ,762.3 + ,856.9 + ,820.9 + ,769.6 + ,752.2 + ,724.4 + ,723.1 + ,719.5 + ,817.4 + ,803.3 + ,752.5 + ,689 + ,630.4 + ,765.5 + ,757.7 + ,732.2 + ,702.6 + ,683.3 + ,709.5 + ,702.2 + ,784.8 + ,810.9 + ,755.6 + ,656.8 + ,615.1 + ,745.3 + ,694.1 + ,675.7 + ,643.7 + ,622.1 + ,634.6 + ,588 + ,689.7 + ,673.9 + ,647.9 + ,568.8 + ,545.7 + ,632.6 + ,643.8 + ,593.1 + ,579.7 + ,546 + ,562.9 + ,572.5) > 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 316.13871 23.67272 23.56436 0.00000 > m$fitted level slope sea Jan 1 235.1000 0.000000000 0.0000000 Feb 1 276.8962 3.229142343 3.8037840 Mar 1 265.9633 1.503091274 -1.3633201 Apr 1 241.8618 -2.617103461 -1.1618427 May 1 203.4005 -9.375591269 -2.0004551 Jun 1 231.5118 -1.642089608 9.2882272 Jul 1 239.5351 0.456223128 1.5649166 Aug 1 224.5051 -3.005385458 -0.7051034 Sep 1 205.6460 -6.609310773 0.4540002 Oct 1 175.3538 -12.045638308 -0.6538107 Nov 1 195.5606 -4.600406183 7.7393981 Dec 1 216.3860 1.288087494 4.1140287 Jan 2 288.8725 17.209513346 10.6274554 Feb 2 340.1774 24.913239113 7.2226062 Mar 2 345.1943 20.409035232 -6.8942541 Apr 2 331.3766 12.550394364 -3.6765744 May 2 356.2880 15.392450822 -4.6880068 Jun 2 388.4941 19.256273266 8.1059008 Jul 2 433.7705 25.235081083 5.0294510 Aug 2 408.5169 13.633798367 -12.9169055 Sep 2 368.9622 1.411598812 -5.4621620 Oct 2 379.1977 3.439526190 -0.3977112 Nov 2 357.7653 -2.276345173 -0.7652850 Dec 2 371.8553 1.474496298 -2.8552595 Jan 3 442.4615 17.234438402 22.3385169 Feb 3 468.2882 19.188623494 10.8117670 Mar 3 443.0351 9.140050718 -11.7350752 Apr 3 386.5648 -5.832600018 -20.0648048 May 3 341.6600 -14.772763993 -15.3600084 Jun 3 347.7917 -9.991513736 7.3083106 Jul 3 323.1288 -13.346195346 8.4712257 Aug 3 273.4883 -21.644905687 -12.1883442 Sep 3 254.6494 -21.003274367 -5.6493616 Oct 3 206.6888 -27.168084691 -1.1888136 Nov 3 227.5561 -16.189460171 8.0438962 Dec 3 250.4683 -7.276002460 -9.5683014 Jan 4 245.2838 -6.799067295 19.6161779 Feb 4 235.0728 -7.575693197 18.7271604 Mar 4 230.4435 -6.908965304 1.8564854 Apr 4 210.1414 -9.955406163 -16.3413651 May 4 197.8192 -10.495370477 -20.8191929 Jun 4 200.3571 -7.522006044 12.8429227 Jul 4 192.2757 -7.649590095 14.9243486 Aug 4 190.8668 -6.226337140 -10.2667787 Sep 4 187.5840 -5.554959887 1.0159865 Oct 4 185.6109 -4.738060446 -10.2108635 Nov 4 195.8238 -1.331239570 3.1761569 Dec 4 191.0662 -2.110664553 -11.4661812 Jan 5 202.3106 0.931764736 23.4894012 Feb 5 213.7965 3.332975322 20.2035413 Mar 5 199.7270 -0.608021635 0.4729684 Apr 5 199.0969 -0.613047032 -15.4968791 May 5 201.0347 -0.032203916 -22.8346950 Jun 5 192.2358 -2.028992838 10.9642019 Jul 5 193.6001 -1.256322888 14.8998730 Aug 5 200.6031 0.624220609 -8.8030776 Sep 5 178.1151 -4.638489477 -5.3150699 Oct 5 162.7386 -7.083073111 -14.7386103 Nov 5 155.1313 -7.202312271 4.2687107 Dec 5 164.7594 -3.377722660 -10.2593907 Jan 6 186.0398 2.234012129 27.1602182 Feb 6 175.9023 -0.578730065 20.4976962 Mar 6 181.0094 0.709470915 1.7906299 Apr 6 190.7086 2.748935566 -14.3086133 May 6 178.7526 -0.594849645 -25.1526263 Jun 6 166.0707 -3.344740410 7.1292585 Jul 6 158.4006 -4.328576967 12.5994213 Aug 6 154.4402 -4.244837207 -3.2402035 Sep 6 161.6550 -1.638633858 0.2450434 Oct 6 169.7023 0.563568514 -12.5023296 Nov 6 195.7486 6.352672127 5.9513599 Dec 6 242.9256 15.623834151 -6.5256485 Jan 7 314.5870 28.365952151 41.5129980 Feb 7 374.3714 35.504440072 23.9285579 Mar 7 406.4237 34.722139929 -2.7236734 Apr 7 404.9300 26.510642877 -20.3300142 May 7 396.0169 18.463719732 -30.2168627 Jun 7 369.1593 8.161996007 -1.0593104 Jul 7 357.5609 3.671069123 10.3391072 Aug 7 352.2866 1.638374430 -5.2865555 Sep 7 344.9888 -0.392019536 -1.6887531 Oct 7 315.8812 -6.914249920 -22.9811504 Nov 7 312.5406 -6.103052327 -1.0406145 Dec 7 317.6009 -3.569097306 -16.7008564 Jan 8 329.8230 0.019013933 37.0769837 Feb 8 332.8217 0.695624213 24.0782849 Mar 8 327.1200 -0.754098508 2.5799633 Apr 8 328.6220 -0.242749853 -12.4220315 May 8 297.2708 -7.303921086 -28.2708288 Jun 8 286.4950 -8.092527806 2.8050002 Jul 8 258.5257 -12.606954741 7.6742635 Aug 8 253.7614 -10.826060773 -0.1614358 Sep 8 231.6569 -13.386696490 2.1430986 Oct 8 245.3460 -7.241722637 -16.9460101 Nov 8 254.2649 -3.575666603 -0.6648753 Dec 8 275.2111 1.988273747 -15.1110925 Jan 9 272.3603 0.889396531 34.2397438 Feb 9 282.3331 2.950973793 26.8668727 Mar 9 303.5743 7.095489746 5.9257110 Apr 9 283.8362 1.015361526 -12.8362215 May 9 302.3120 4.976203435 -22.4119748 Jun 9 310.4355 5.690646041 7.4645077 Jul 9 296.2011 1.167717126 2.1988659 Aug 9 253.7589 -8.729552885 -7.0588562 Sep 9 232.3520 -11.605959094 -5.0520243 Oct 9 227.5112 -10.071539878 -18.4112182 Nov 9 256.3571 -1.247277654 3.5428736 Dec 9 276.1129 3.516496224 -10.1129339 Jan 10 287.5232 5.308092021 33.0767805 Feb 10 286.9885 3.982600738 21.5115253 Mar 10 275.0993 0.386570902 7.1007137 Apr 10 279.1338 1.212934706 -16.4337567 May 10 285.7946 2.448171223 -22.2946185 Jun 10 298.3055 4.731212439 14.7945266 Jul 10 277.9384 -0.963357219 6.3616039 Aug 10 259.6328 -4.897265531 -7.0328465 Sep 10 256.2963 -4.543341697 -5.9962647 Oct 10 269.4954 -0.521196001 -22.9953805 Nov 10 305.7990 7.825279088 6.9010244 Dec 10 339.8164 13.763968250 -6.6163885 Jan 11 401.3663 24.604581623 45.0336627 Feb 11 476.6717 36.101833298 34.9283380 Mar 11 511.6172 35.839887882 3.8828457 Apr 11 529.2442 31.715010367 -22.8441920 May 11 517.2953 21.818936224 -34.0952770 Jun 11 507.6079 14.673968436 14.6921404 Jul 11 502.4117 10.167495489 7.3883198 Aug 11 474.9233 1.629192058 -14.2232624 Sep 11 425.3097 -9.986163210 -19.5097326 Oct 11 405.6628 -12.175281115 -30.6628427 Nov 11 380.1126 -15.205754877 -1.6125612 Dec 11 413.2667 -4.244322897 -6.4667233 Jan 12 430.8166 0.697829228 36.9833716 Feb 12 435.2706 1.549294390 34.5293906 Mar 12 425.3630 -1.045565191 4.4370290 Apr 12 380.0533 -11.068538336 -24.2533069 May 12 361.5516 -12.752605782 -28.8516474 Jun 12 356.9980 -10.893989727 21.0019505 Jul 12 344.4986 -11.257962642 16.0013868 Aug 12 336.3657 -10.549639060 -1.6656763 Sep 12 334.1861 -8.653106475 -14.6860602 Oct 12 346.9750 -3.796087218 -23.8749850 Nov 12 370.6208 2.419793852 -7.0207548 Dec 12 366.1868 0.866756311 -14.0867951 Jan 13 374.1234 2.469347279 37.7766322 Feb 13 355.7341 -2.257457892 32.8658755 Mar 13 392.5779 6.596837283 23.8221446 Apr 13 387.1184 3.867373249 -26.4183678 May 13 372.2094 -0.385347662 -34.2094492 Jun 13 390.6387 3.878191062 26.5612798 Jul 13 377.2612 -0.032560081 11.1388326 Aug 13 374.7859 -0.586044435 -3.6859092 Sep 13 355.5202 -4.817195977 -24.0202186 Oct 13 376.7754 1.086880961 -23.0753869 Nov 13 398.2559 5.705072649 -1.5559498 Dec 13 451.5173 16.478227046 -4.5173457 Jan 14 488.6198 21.151780726 44.8802491 Feb 14 535.5993 27.002930553 29.8007383 Mar 14 525.0068 18.491202274 17.2931592 Apr 14 516.8796 12.466062147 -28.1796453 May 14 509.1277 7.888017415 -42.0277342 Jun 14 503.2876 4.778091924 28.0123822 Jul 14 487.5935 0.139788458 8.5065380 Aug 14 451.1066 -8.156916470 -7.1065738 Sep 14 433.8331 -10.221330463 -30.4330867 Oct 14 415.9835 -11.948304001 -29.6834578 Nov 14 405.9276 -11.519848472 -11.8276286 Dec 14 410.5976 -7.853218035 -6.4976038 Jan 15 419.3384 -4.094039617 42.7615761 Feb 15 411.5593 -4.928656834 36.5407061 Mar 15 408.9603 -4.401306121 23.3396986 Apr 15 409.5354 -3.275069364 -23.2354076 May 15 429.2301 1.924870597 -34.0301178 Jun 15 397.2618 -5.751041521 24.6382272 Jul 15 370.1632 -10.586305971 12.7367653 Aug 15 382.9972 -5.282512336 1.2027596 Sep 15 375.1694 -5.858748266 -29.6694009 Oct 15 356.4137 -8.777828177 -33.0137287 Nov 15 380.2985 -1.384568185 -7.6984789 Dec 15 385.3257 0.067224152 -9.3257115 Jan 16 412.9703 6.312870040 49.7296576 Feb 16 445.8812 12.335469078 41.1187514 Mar 16 429.9336 5.934288279 14.2663876 Apr 16 427.9874 4.151095580 -28.6874419 May 16 422.9717 2.076327403 -28.0717466 Jun 16 426.0115 2.294457504 29.3885266 Jul 16 410.1490 -1.817104414 3.8510006 Aug 16 379.1318 -8.428239944 -3.6317824 Sep 16 372.8591 -7.940355763 -25.8590767 Oct 16 376.7005 -5.274191810 -37.3005378 Nov 16 391.2114 -0.796617997 -5.4114339 Dec 16 394.5173 0.132081881 -15.7172603 Jan 17 405.1946 2.519766727 46.6053718 Feb 17 400.8264 0.960463919 45.2735679 Mar 17 405.6192 1.827683652 16.8807607 Apr 17 409.7536 2.349564388 -26.6535942 May 17 386.7231 -3.393790616 -33.9231040 Jun 17 405.4153 1.605753805 39.8846680 Jul 17 366.8695 -7.484346660 0.6304958 Aug 17 358.3530 -7.717978491 -3.2530325 Sep 17 354.1340 -6.926169968 -27.9340348 Oct 17 358.8518 -4.291658840 -39.0518003 Nov 17 341.6405 -7.215030273 -9.8404676 Dec 17 354.0064 -2.783207844 -13.1063572 Jan 18 347.6375 -3.594895084 46.4624748 Feb 18 367.5637 1.728784698 49.6362685 Mar 18 356.6930 -1.121932647 13.2069577 Apr 18 367.8822 1.663069794 -18.6821854 May 18 361.4648 -0.165194531 -40.0647939 Jun 18 357.5813 -1.006738749 48.1187455 Jul 18 344.6390 -3.708330516 -1.7389687 Aug 18 324.1549 -7.504969588 -7.6548888 Sep 18 314.2769 -8.041893411 -30.0768679 Oct 18 307.1386 -7.837477963 -36.2385792 Nov 18 302.0906 -7.206390127 -13.2905736 Dec 18 292.3449 -7.781026179 -13.5448537 Jan 19 283.1557 -8.099717510 41.2442654 Feb 19 261.9897 -11.056571199 48.9102757 Mar 19 281.2960 -4.187680416 17.7039958 Apr 19 288.3374 -1.647738537 -15.3374276 May 19 312.7058 4.237749289 -33.4057812 Jun 19 310.2937 2.733018623 48.9062578 Jul 19 304.6813 0.844387772 0.3186817 Aug 19 292.0695 -2.200456089 -9.9695408 Sep 19 282.0054 -3.979418766 -31.7054091 Oct 19 282.0157 -3.076967725 -35.5157374 Nov 19 272.0179 -4.642526201 -14.1179209 Dec 19 276.7470 -2.522123083 -10.2469732 Jan 20 272.8482 -2.833650555 43.0518317 Feb 20 275.1345 -1.675191970 43.2654581 Mar 20 279.6384 -0.277492378 15.7615924 Apr 20 286.0971 1.246033025 -19.6971476 May 20 279.6648 -0.490793788 -33.8647660 Jun 20 305.5490 5.476479179 57.2510043 Jul 20 320.0383 7.515798677 4.8617393 Aug 20 307.2777 2.928384882 -13.0776966 Sep 20 319.1848 4.959325377 -29.6847633 Oct 20 328.5353 5.952474118 -33.3353167 Nov 20 311.6184 0.779819537 -21.3183734 Dec 20 287.1272 -4.937168612 -15.1271719 Jan 21 268.1136 -8.122005794 39.2864298 Feb 21 281.5680 -3.240801380 47.1319732 Mar 21 278.8034 -3.133108044 14.0966236 Apr 21 269.2265 -4.590357892 -20.1264561 May 21 269.1765 -3.563457617 -38.7764818 Jun 21 298.5063 3.877523740 62.9936693 Jul 21 311.5983 5.962158828 10.1017298 Aug 21 297.4295 1.408271939 -20.2295306 Sep 21 292.0210 -0.133484833 -31.3209930 Oct 21 281.0751 -2.578646463 -30.0750814 Nov 21 273.7603 -3.649755277 -16.1603321 Dec 21 257.1145 -6.589451284 -15.3144857 Jan 22 252.1209 -6.228423638 35.3790618 Feb 22 245.1816 -6.389228092 47.1183822 Mar 22 255.3919 -2.635205932 19.3080925 Apr 22 272.1773 1.756320578 -17.9772560 May 22 276.3242 2.296951060 -46.3241852 Jun 22 277.9307 2.140778547 61.0693190 Jul 22 299.2417 6.477221323 18.9582567 Aug 22 305.9596 6.531660559 -18.9596475 Sep 22 322.3048 8.750958364 -26.5048303 Oct 22 316.1982 5.391316114 -32.1982371 Nov 22 290.7627 -1.579787494 -19.7626502 Dec 22 279.5216 -3.764910349 -16.8215710 Jan 23 299.5949 1.627130284 41.0051296 Feb 23 330.2321 8.188446598 49.1679383 Mar 23 355.0736 11.954258652 18.2263699 Apr 23 372.6774 13.231665776 -17.4773729 May 23 385.2830 13.090099253 -46.8829913 Jun 23 407.8946 15.243511174 59.0054042 Jul 23 430.8821 16.995040610 20.1179290 Aug 23 443.7949 16.071797919 -21.7948970 Sep 23 452.8655 14.488636826 -23.6654822 Oct 23 453.6078 11.380523555 -27.7078445 Nov 23 475.6860 13.799459684 -14.9860333 Dec 23 486.9357 13.222818169 -23.3356763 Jan 24 505.6608 14.467261868 35.7392086 Feb 24 502.8377 10.557033364 41.3622915 Mar 24 502.5009 8.093770331 14.9991271 Apr 24 491.2082 3.710587638 -21.8081705 May 24 489.4681 2.478143673 -50.0681102 Jun 24 491.7210 2.427196595 57.2790351 Jul 24 508.6558 5.708192186 24.3441939 Aug 24 524.2704 7.948435302 -18.1704146 Sep 24 510.3236 2.997728041 -26.3236113 Oct 24 491.6310 -1.906249581 -34.6309901 Nov 24 494.7166 -0.777583477 -13.2165986 Dec 24 494.0574 -0.750810695 -24.5574107 Jan 25 502.9014 1.419014246 41.7985900 Feb 25 498.6112 0.127988261 42.5887789 Mar 25 501.3719 0.723232064 20.1281178 Apr 25 492.6025 -1.422869624 -22.9024956 May 25 485.8885 -2.619154569 -51.4885264 Jun 25 487.7976 -1.595215078 54.8023582 Jul 25 493.2491 -0.001713979 24.0509028 Aug 25 497.7211 1.009892371 -12.0211135 Sep 25 489.6468 -1.043992669 -23.8467614 Oct 25 483.6263 -2.169046127 -36.6263430 Nov 25 447.7428 -9.791450894 -21.1427586 Dec 25 437.4801 -9.898001802 -25.8800769 Jan 26 425.2195 -10.432232994 42.2804641 Feb 26 437.1644 -5.372488095 47.3355991 Mar 26 429.9211 -5.795450737 21.2789042 Apr 26 436.4255 -3.014839861 -19.0254869 May 26 433.0837 -3.088760140 -53.1836817 Jun 26 431.3934 -2.772555090 53.3065868 Jul 26 431.3197 -2.162307619 23.6803252 Aug 26 430.5507 -1.847279571 -9.7506527 Sep 26 436.5997 -0.062076177 -20.0997354 Oct 26 411.3169 -5.763598961 -35.0168860 Nov 26 421.9699 -2.052228466 -16.3699434 Dec 26 429.7659 0.174404263 -23.9658908 Jan 27 457.2404 6.347189380 43.5595742 Feb 27 466.4735 6.999670831 47.5265330 Mar 27 459.9322 3.938457351 15.5677509 Apr 27 451.4793 1.137284839 -21.3793148 May 27 464.7966 3.890793568 -50.3966284 Jun 27 482.4301 6.997870302 55.5698708 Jul 27 500.4672 9.493836314 25.5327955 Aug 27 501.3437 7.545548130 -12.8437042 Sep 27 529.8578 12.285842032 -9.6577913 Oct 27 543.3368 12.555556228 -38.9367742 Nov 27 581.6843 18.386142385 -13.1843221 Dec 27 633.5116 25.946570594 -22.9115827 Jan 28 753.7163 47.257650162 64.2836896 Feb 28 785.5376 43.767755079 45.3624193 Mar 28 819.1353 41.468702564 16.7647351 Apr 28 815.8550 31.353281102 -33.8550279 May 28 820.4617 25.307042456 -58.1617395 Jun 28 810.4888 17.331106619 46.4111550 Jul 28 799.1554 10.850466560 21.7445997 Aug 28 790.3670 6.410581813 -20.7669654 Sep 28 768.3964 -0.005149780 -16.1964059 Oct 28 769.0019 0.132893552 -44.6019468 Nov 28 750.7352 -4.026384812 -27.6351584 Dec 28 760.0623 -1.007567052 -40.5622813 Jan 29 752.3667 -2.519586352 65.0333019 Feb 29 754.3096 -1.510746550 48.9903763 Mar 29 731.1354 -6.407779857 21.3645534 Apr 29 717.8011 -7.973464672 -28.8010762 May 29 685.9672 -13.367043549 -55.5671782 Jun 29 704.7420 -6.100940059 60.7580396 Jul 29 725.8339 0.046618479 31.8661253 Aug 29 743.4857 4.026534452 -11.2857382 Sep 29 724.2519 -1.231397880 -21.6518835 Oct 29 723.5116 -1.120387938 -40.2116011 Nov 29 736.7508 2.125492748 -27.2508097 Dec 29 741.2668 2.665889341 -39.0668223 Jan 30 724.5982 -1.704994308 60.2017749 Feb 30 750.0378 4.431268218 60.8622327 Mar 30 736.6108 0.394568944 18.9891557 Apr 30 690.9366 -10.018461759 -34.1366198 May 30 677.8872 -10.703574649 -62.7872013 Jun 30 686.5981 -6.314863210 58.7018771 Jul 30 668.7639 -8.918938598 25.3360823 Aug 30 677.5986 -4.905659045 -1.8986281 Sep 30 667.5983 -6.057251798 -23.8982874 Oct 30 664.7912 -5.322624394 -42.6911804 Nov 30 661.7011 -4.817987031 -27.1011225 Dec 30 629.9774 -10.899977663 -41.9774356 Jan 31 631.6506 -8.057743355 58.0493958 Feb 31 611.2299 -10.852380753 62.6701089 Mar 31 615.0100 -7.544940515 32.8900067 Apr 31 603.9108 -8.348300558 -35.1107638 May 31 609.2113 -5.263249687 -63.5112582 Jun 31 578.1020 -11.105583174 54.4979836 Jul 31 611.4408 -1.058890979 32.3592078 Aug 31 598.0401 -3.848687954 -4.9401005 Sep 31 602.1679 -2.045765507 -22.4678583 Oct 31 590.8200 -4.148239105 -44.8200489 Nov 31 584.5428 -4.629452044 -21.6428092 Dec 31 609.9050 2.149859477 -37.4050333 > m$resid Jan Feb Mar Apr May 1 0.000000000 1.420673276 -0.734903193 -1.293649899 -1.772733047 2 3.832199610 1.443037428 -0.929072822 -1.618596052 0.582409305 3 3.411720954 0.388213812 -2.058852419 -3.090383819 -1.833789931 4 0.100345464 -0.157150743 0.136375547 -0.628827806 -0.110924938 5 0.632937422 0.489354069 -0.806261681 -0.001036435 0.119450128 6 1.161390284 -0.575047304 0.263721973 0.420232391 -0.688062522 7 2.630027819 1.461785624 -0.160263376 -1.690729308 -1.656296235 8 0.739492254 0.138681629 -0.297164279 0.105228729 -1.453505877 9 -0.226270216 0.422799169 0.849933314 -1.250736208 0.815289697 10 0.368699891 -0.271947340 -0.737718951 0.169945974 0.254235062 11 2.230109708 2.359542975 -0.053752940 -0.848149575 -2.036569461 12 1.016436048 0.174782003 -0.532603992 -2.060647682 -0.346532644 13 0.329542678 -0.970450799 1.817712609 -0.561108279 -0.874986018 14 0.960911417 1.201459137 -1.747654808 -1.238539205 -0.941817561 15 0.772842838 -0.171398419 0.108291247 0.231501245 1.069649036 16 1.283949940 1.236936151 -1.314623447 -0.366528983 -0.426749156 17 0.490825924 -0.320281234 0.178119365 0.107268328 -1.181225150 18 -0.166849201 1.093567692 -0.585559924 0.572425164 -0.375987620 19 -0.065507994 -0.607424302 1.411024118 0.522049564 1.210285700 20 -0.064034163 0.237995054 0.287136542 0.313136630 -0.357137857 21 -0.654630038 1.002851243 0.022125189 -0.299512823 0.211146733 22 0.074206837 -0.033039016 0.771286470 0.902599070 0.111156757 23 1.108287577 1.348147002 0.773741341 0.262547099 -0.029105659 24 0.255782735 -0.803458898 -0.506132351 -0.900878836 -0.253377248 25 0.445982642 -0.265283357 0.122310141 -0.441089104 -0.245935079 26 -0.109804531 1.039718043 -0.086912496 0.571499291 -0.015196252 27 1.268733204 0.134080521 -0.629049763 -0.575724813 0.566041000 28 4.380190675 -0.717165227 -0.472443811 -2.079020693 -1.242901080 29 -0.310773193 0.207318143 -1.006336157 -0.321794784 -1.108713502 30 -0.898368050 1.261032613 -0.829553027 -2.140186948 -0.140830430 31 0.584176280 -0.574320455 0.679698957 -0.165114321 0.634146634 Jun Jul Aug Sep Oct 1 1.830198276 0.467980149 -0.745971475 -0.761334375 -1.135254695 2 0.792935002 1.228120141 -2.383783414 -2.511696329 0.416792785 3 0.980733492 -0.688870069 -1.705033726 0.131859693 -1.267030048 4 0.610000849 -0.026195287 0.292406567 0.137973466 0.167877215 5 -0.409822128 0.158636795 0.386330310 -1.081452533 -0.502315020 6 -0.564668590 -0.202001847 0.017201730 0.535496615 0.452479655 7 -2.116354501 -0.922182866 -0.417521929 -0.417134711 -1.340087768 8 -0.162070176 -0.927139055 0.365778904 -0.526015622 1.262608476 9 0.146870054 -0.929020424 -2.032725078 -0.590836850 0.315291180 10 0.469424479 -1.169836655 -0.807941019 0.072695263 0.826506716 11 -1.469290662 -0.925874666 -1.753589098 -2.385717272 -0.449859589 12 0.382233644 -0.074787132 0.145477502 0.389534735 0.998145783 13 0.876846744 -0.803622187 -0.113679636 -0.869062360 1.213358869 14 -0.639595242 -0.953185248 -1.704118647 -0.424034047 -0.354922133 15 -1.578622983 -0.993707302 1.089431464 -0.118363898 -0.599930590 16 0.044859209 -0.845006519 -1.358030715 0.100219612 0.547958264 17 1.028136114 -1.868240750 -0.047993900 0.162657552 0.541457923 18 -0.173053132 -0.555253996 -0.779962043 -0.110302426 0.042012765 19 -0.309416111 -0.388172253 -0.625544926 -0.365474640 0.185478348 20 1.226992036 0.419146985 -0.942496254 0.417258257 0.204119860 21 1.529953801 0.428463148 -0.935644662 -0.316767048 -0.502550253 22 -0.032109671 0.891288811 0.011185525 0.455989688 -0.690503068 23 0.442733747 0.360000410 -0.189703158 -0.325295979 -0.638807289 24 -0.010474185 0.674359440 0.460327410 -1.017264307 -1.007910140 25 0.210504751 0.327520185 0.207871511 -0.422040869 -0.231231349 26 0.065004626 0.125427099 0.064735604 0.366840087 -1.171829911 27 0.638728727 0.513007367 -0.400365489 0.974101048 0.055434183 28 -1.639593615 -1.331994090 -0.912396432 -1.318419469 0.028371963 29 1.493644544 1.263532711 0.817886997 -1.080513481 0.022815812 30 0.902141684 -0.535225474 0.824756020 -0.236657934 0.150987593 31 -1.200927990 2.064931891 -0.573329920 0.370514653 -0.432120407 Nov Dec 1 1.544402216 1.216752309 2 -1.174732706 0.771879025 3 2.255848819 1.838217380 4 0.700077844 -0.160872736 5 -0.024509755 0.789316207 6 1.190314236 1.912511697 7 0.166831223 0.522446970 8 0.754074025 1.146611440 9 1.815210199 0.981309010 10 1.716970194 1.222915764 11 -0.623398788 2.256581015 12 1.278627286 -0.319642767 13 0.949933149 2.216881080 14 0.088125851 0.754391867 15 1.520577466 0.298659050 16 0.920852491 0.191027858 17 -0.601182890 0.911509004 18 0.129774331 -0.118177460 19 -0.321918586 0.436041941 20 -1.063578538 -1.175572098 21 -0.220227041 -0.604449505 22 -1.433247481 -0.449274811 23 0.497311204 -0.118555934 24 0.232035823 0.005504201 25 -1.566998952 -0.021905003 26 0.762955977 0.457743139 27 1.198580141 1.554204764 28 -0.854995157 0.620566966 29 0.667221512 0.111085007 30 0.103731254 -1.250203518 31 -0.098914755 1.393521272 > 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/wessaorg/rcomp/tmp/1uyc31322218365.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/wessaorg/rcomp/tmp/2e86d1322218365.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/wessaorg/rcomp/tmp/3sxzv1322218365.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/wessaorg/rcomp/tmp/46eud1322218365.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(as.numeric(m$resid),main='Standardized Residuals',ylab='Residuals',xlab='time',type='b') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/5iyoo1322218365.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > op <- par(mfrow = c(2,2)) > hist(m$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/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/wessaorg/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/wessaorg/rcomp/tmp/64awl1322218365.tab") > > try(system("convert tmp/1uyc31322218365.ps tmp/1uyc31322218365.png",intern=TRUE)) character(0) > try(system("convert tmp/2e86d1322218365.ps tmp/2e86d1322218365.png",intern=TRUE)) character(0) > try(system("convert tmp/3sxzv1322218365.ps tmp/3sxzv1322218365.png",intern=TRUE)) character(0) > try(system("convert tmp/46eud1322218365.ps tmp/46eud1322218365.png",intern=TRUE)) character(0) > try(system("convert tmp/5iyoo1322218365.ps tmp/5iyoo1322218365.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 5.913 0.246 6.162