R version 2.12.1 (2010-12-16) 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(413491 + ,399153 + ,385939 + ,373917 + ,364635 + ,364696 + ,418358 + ,428212 + ,423730 + ,420677 + ,417428 + ,423245 + ,423113 + ,418873 + ,405733 + ,397812 + ,389918 + ,391116 + ,443814 + ,460373 + ,455422 + ,456288 + ,452233 + ,459256 + ,461146 + ,451391 + ,443101 + ,438810 + ,430457 + ,435721 + ,488280 + ,505814 + ,502338 + ,500910 + ,501434 + ,515476 + ,520862 + ,519517 + ,511805 + ,508607 + ,505327 + ,511435 + ,570158 + ,591665 + ,593572 + ,586346 + ,586063 + ,591504 + ,594033 + ,585597 + ,572450 + ,562917 + ,554675 + ,553997 + ,601310 + ,622255 + ,616735 + ,606480 + ,595079 + ,598588 + ,599917 + ,591573 + ,575489 + ,567223 + ,555338 + ,555252 + ,608249 + ,630859 + ,628632 + ,624435 + ,609670 + ,615830 + ,621170 + ,604212 + ,584348 + ,573717 + ,555234 + ,544897 + ,598866 + ,620081 + ,607699 + ,589960 + ,578665 + ,580166 + ,579457 + ,571560 + ,560460 + ,551397 + ,536763 + ,540562 + ,588184 + ,607049 + ,598968 + ,577644 + ,562640 + ,565867 + ,561274 + ,554144 + ,539900 + ,526271 + ,511841 + ,505282 + ,554083 + ,584225 + ,568858 + ,539516 + ,521612 + ,525562 + ,526519 + ,515713 + ,503454 + ,489301 + ,479020 + ,475102 + ,523682 + ,551528 + ,531626 + ,511037 + ,492417 + ,492188 + ,492865 + ,480961 + ,461935 + ,456608 + ,441977 + ,439148 + ,488180 + ,520564 + ,501492 + ,485025 + ,464196 + ,460170 + ,467037 + ,460070 + ,447988 + ,442867 + ,436087 + ,431328 + ,484015 + ,509673 + ,512927 + ,502831 + ,470984 + ,471067 + ,476049 + ,474605 + ,470439 + ,461251 + ,454724 + ,455626 + ,516847 + ,525192 + ,522975 + ,518585 + ,509239 + ,512238 + ,519164 + ,517009 + ,509933 + ,509127 + ,500857 + ,506971 + ,569323 + ,579714 + ,577992 + ,565464 + ,547344 + ,554788 + ,562325 + ,560854 + ,555332 + ,543599 + ,536662 + ,542722 + ,593530 + ,610763 + ,612613 + ,611324 + ,594167 + ,595454 + ,590865 + ,589379 + ,584428 + ,573100 + ,567456 + ,569028 + ,620735 + ,628884 + ,628232 + ,612117 + ,595404 + ,597141 + ,593408 + ,590072 + ,579799 + ,574205 + ,572775 + ,572942 + ,619567 + ,625809 + ,619916 + ,587625 + ,565742 + ,557274 + ,560576 + ,548854 + ,531673 + ,525919 + ,511038 + ,498662 + ,555362 + ,564591 + ,541657 + ,527070 + ,509846 + ,514258 + ,516922 + ,507561 + ,492622 + ,490243 + ,469357 + ,477580 + ,528379 + ,533590 + ,517945 + ,506174 + ,501866 + ,516141 + ,528222 + ,532638 + ,536322 + ,536535 + ,523597 + ,536214 + ,586570 + ,596594 + ,580523 + ,564478 + ,557560 + ,575093 + ,580112 + ,574761 + ,563250 + ,551531 + ,537034 + ,544686 + ,600991 + ,604378 + ,586111 + ,563668 + ,548604 + ,551174 + ,555654) > 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 464427.1 31658678.6 9533845.8 0.0 > m$fitted level slope sea Jan 1 413491.0 0.00000 0.0000 Feb 1 403657.6 -9799.59728 -4504.6337 Mar 1 385613.3 -15227.16994 325.6618 Apr 1 372297.3 -13898.98424 1619.6695 May 1 363223.5 -10590.09554 1411.5457 Jun 1 362058.5 -4197.53916 2637.4872 Jul 1 403982.8 27197.48746 14375.1627 Aug 1 432613.7 28174.52667 -4401.6722 Sep 1 433153.8 9337.94659 -9423.8012 Oct 1 424001.3 -3262.95195 -3324.2928 Nov 1 416841.7 -5918.05520 586.3229 Dec 1 419896.1 195.50990 3348.8861 Jan 2 422806.0 2037.58067 307.0184 Feb 2 421595.2 -170.62623 -2722.2192 Mar 2 408152.2 -8909.33746 -2419.2096 Apr 2 394770.1 -11839.11537 3041.8674 May 2 388706.7 -8018.63957 1211.2638 Jun 2 399329.2 4219.27076 -8213.2480 Jul 2 425719.7 18743.05627 18094.3388 Aug 2 454825.8 25545.24167 5547.2276 Sep 2 464818.5 15328.21923 -9396.5043 Oct 2 463112.7 4138.11685 -6824.7421 Nov 2 457392.3 -2334.41975 -5159.3078 Dec 2 456597.5 -1324.88597 2658.5351 Jan 3 458611.6 865.66111 2534.3688 Feb 3 451190.5 -4572.77487 200.4501 Mar 3 442362.6 -7338.19258 738.3685 Apr 3 435427.5 -7077.12156 3382.5251 May 3 433751.8 -3559.16869 -3294.7806 Jun 3 447621.2 7774.58106 -11900.2442 Jul 3 470937.9 17852.01715 17342.1222 Aug 3 494481.7 21544.75964 11332.3226 Sep 3 508696.8 16784.29042 -6358.7940 Oct 3 509723.3 6548.57284 -8813.2954 Nov 3 509555.8 2188.58015 -8121.7877 Dec 3 513464.9 3305.01178 2011.1048 Jan 4 515561.3 2520.12658 5300.6602 Feb 4 516716.4 1634.26129 2800.5854 Mar 4 511402.3 -2853.46851 402.6700 Apr 4 506317.0 -4292.55675 2290.0055 May 4 511593.2 1895.22833 -6266.2207 Jun 4 526234.3 10139.39154 -14799.3329 Jul 4 551479.0 19890.53584 18679.0135 Aug 4 576888.9 23452.24713 14776.1216 Sep 4 596108.3 20718.96518 -2536.3203 Oct 4 599066.1 9247.42859 -12720.1261 Nov 4 597988.8 2580.59271 -11925.7732 Dec 4 592121.3 -2874.83198 -617.3498 Jan 5 587799.2 -3809.99409 6233.7988 Feb 5 580063.7 -6344.04695 5533.2739 Mar 5 570429.6 -8461.96329 2020.4441 Apr 5 562451.7 -8150.61714 465.2877 May 5 562749.3 -2707.99198 -8074.3000 Jun 5 571742.7 4835.14931 -17745.7219 Jul 5 584091.0 9672.68427 17218.9790 Aug 5 603685.4 16056.24586 18569.6158 Sep 5 615550.3 13359.16856 1184.6997 Oct 5 618951.8 6950.25842 -12471.7633 Nov 5 609577.1 -3557.19965 -14498.0802 Dec 5 600052.7 -7399.15870 -1464.6802 Jan 6 591873.7 -7901.38373 8043.2759 Feb 6 583745.1 -8047.61238 7827.9122 Mar 6 573186.0 -9660.62839 2303.0153 Apr 6 567440.6 -7147.50525 -217.5745 May 6 565718.2 -3661.15648 -10380.1822 Jun 6 573214.3 3513.60609 -17962.3313 Jul 6 591449.6 12973.59791 16799.4444 Aug 6 610556.8 16911.69254 20302.1757 Sep 6 625091.6 15385.91798 3540.4406 Oct 6 633457.5 10879.26507 -9022.5459 Nov 6 627567.3 110.89710 -17897.2611 Dec 6 619091.0 -5405.48112 -3260.9543 Jan 7 612540.8 -6140.87940 8629.1566 Feb 7 597491.2 -11859.69258 6720.7591 Mar 7 582491.8 -13872.46185 1856.2204 Apr 7 573193.5 -10941.24853 523.4720 May 7 567978.6 -7268.60836 -12744.6190 Jun 7 566938.4 -3271.54036 -22041.3869 Jul 7 580135.6 7292.43401 18730.3680 Aug 7 597647.1 13841.99176 22433.8571 Sep 7 604695.6 9489.81206 3003.3985 Oct 7 598196.0 -754.06221 -8236.0466 Nov 7 594412.6 -2695.54187 -15747.6491 Dec 7 585151.1 -6905.45806 -4985.0644 Jan 8 569575.3 -12464.65272 9881.7068 Feb 8 561128.8 -9890.34260 10431.2400 Mar 8 557399.3 -5947.44646 3060.7429 Apr 8 551892.1 -5665.71995 -495.1307 May 8 550456.5 -2957.42263 -13693.4672 Jun 8 564373.6 7852.48302 -23811.6389 Jul 8 574315.2 9190.33002 13868.8005 Aug 8 582592.3 8605.95140 24456.7110 Sep 8 590906.8 8419.55297 8061.2109 Oct 8 588538.4 1520.12890 -10894.4279 Nov 8 578617.1 -5800.11803 -15977.1354 Dec 8 568400.4 -8627.07038 -2533.3926 Jan 9 554255.6 -12158.64335 7018.3915 Feb 9 544043.5 -10913.67730 10100.5096 Mar 9 535440.7 -9436.94243 4459.2741 Apr 9 527991.9 -8166.72769 -1720.9126 May 9 528868.3 -2385.91479 -17027.2610 Jun 9 529809.4 -258.07570 -24527.3513 Jul 9 538220.1 5284.96657 15862.8784 Aug 9 556504.5 13591.04681 27720.5225 Sep 9 560818.7 7666.86919 8039.3410 Oct 9 551315.8 -3297.26528 -11799.8090 Nov 9 538050.2 -9665.32269 -16438.1785 Dec 9 526300.7 -10997.28262 -738.6809 Jan 10 518708.8 -8821.11853 7810.2161 Feb 10 506869.8 -10748.36375 8843.1752 Mar 10 498229.4 -9403.17394 5224.5746 Apr 10 492462.9 -7082.79869 -3161.9332 May 10 494589.5 -1204.02342 -15569.4956 Jun 10 502030.8 4317.13742 -26928.8430 Jul 10 512028.5 7944.26115 11653.4735 Aug 10 520595.4 8341.56650 30932.5744 Sep 10 520059.4 2679.91958 11566.6249 Oct 10 519630.1 697.18109 -8593.1333 Nov 10 511173.5 -5142.49772 -18756.4929 Dec 10 496349.0 -11321.41191 -4161.0379 Jan 11 483426.6 -12343.11425 9438.4492 Feb 11 471870.4 -11841.21987 9090.5936 Mar 11 458249.3 -12975.61194 3685.6738 Apr 11 458631.2 -4463.29085 -2023.2241 May 11 460052.5 -711.69279 -18075.5289 Jun 11 466639.4 3943.13846 -27491.3680 Jul 11 475774.0 7253.67184 12406.0493 Aug 11 486355.7 9374.69130 34208.3339 Sep 11 490828.7 6252.41818 10663.3162 Oct 11 491563.8 2738.21453 -6538.7736 Nov 11 482749.4 -4622.69590 -18553.3512 Dec 11 466460.5 -12058.50557 -6290.4816 Jan 12 455837.6 -11143.51289 11199.3551 Feb 12 448979.5 -8413.78402 11090.4891 Mar 12 446877.1 -4395.78369 1110.9260 Apr 12 446039.9 -2130.47724 -3172.9387 May 12 453913.6 4240.09199 -17826.6381 Jun 12 461035.9 6076.06624 -29707.8992 Jul 12 471979.3 9176.27673 12035.6957 Aug 12 476302.0 6086.42084 33371.0316 Sep 12 495730.9 14576.28499 17196.0552 Oct 12 506609.8 12223.76751 -3778.7913 Nov 12 492828.2 -4327.60371 -21844.1526 Dec 12 478907.6 -10435.00001 -7840.6485 Jan 13 466460.7 -11715.84049 9588.3295 Feb 13 462786.4 -6598.94501 11818.5505 Mar 13 467518.4 607.39805 2920.5723 Apr 13 468333.5 739.46247 -7082.4967 May 13 472364.4 2833.24876 -17640.4012 Jun 13 484115.2 8507.74816 -28489.2469 Jul 13 502184.8 14591.60090 14662.2357 Aug 13 502987.6 5822.30472 22204.3945 Sep 13 504411.7 3026.37740 18563.3232 Oct 13 511083.2 5343.44230 7501.7562 Nov 13 524496.2 10474.31264 -15257.2260 Dec 13 523182.0 2976.68195 -10944.0157 Jan 14 515168.1 -4012.97834 3995.9313 Feb 14 508890.6 -5452.49113 8118.3869 Mar 14 505921.5 -3874.53905 4011.5475 Apr 14 514130.4 3802.91462 -5003.4087 May 14 522120.7 6464.13753 -21263.6517 Jun 14 536118.3 11253.29797 -29147.2870 Jul 14 549096.0 12349.45998 20226.9879 Aug 14 557477.5 9828.20930 22236.4546 Sep 14 563038.0 7117.50859 14954.0207 Oct 14 563074.6 2620.31212 2389.4385 Nov 14 559474.2 -1331.54085 -12130.1832 Dec 14 560162.1 -48.32925 -5374.0621 Jan 15 557757.5 -1545.45666 4567.4807 Feb 15 554084.5 -2896.81676 6769.5459 Mar 15 554365.6 -879.07477 966.3737 Apr 15 551423.5 -2188.84759 -7824.4843 May 15 558168.5 3484.35008 -21506.5212 Jun 15 570618.7 9179.19069 -27896.6728 Jul 15 574415.4 5760.61467 19114.5916 Aug 15 584975.2 8807.62655 25787.8130 Sep 15 594878.2 9502.86829 17734.7659 Oct 15 606289.1 10713.79009 5034.8573 Nov 15 609410.2 5894.04779 -15243.2059 Dec 15 603054.3 -1883.76484 -7600.3112 Jan 16 588643.5 -9837.09773 2221.5305 Feb 16 581582.4 -8075.23513 7796.6381 Mar 16 580819.6 -3435.69916 3608.3576 Apr 16 583167.8 233.71720 -10067.7867 May 16 589944.3 4385.50281 -22488.2861 Jun 16 595204.1 4940.39531 -26176.0554 Jul 16 602855.9 6661.26133 17879.0760 Aug 16 605805.2 4306.16793 23078.7768 Sep 16 611229.7 5015.48789 17002.2694 Oct 16 607249.4 -689.90035 4867.6071 Nov 16 605178.4 -1565.97072 -9774.4433 Dec 16 600649.5 -3445.89087 -3508.5292 Jan 17 593103.1 -6047.47081 304.9090 Feb 17 585174.0 -7240.89368 4897.9769 Mar 17 578296.7 -7010.34986 1502.2785 Apr 17 583059.0 453.93820 -8854.0085 May 17 593521.8 6801.09162 -20746.7913 Jun 17 600620.6 6989.89803 -27678.5564 Jul 17 602369.1 3665.58738 17197.9142 Aug 17 603463.3 2035.16373 22345.6909 Sep 17 601165.1 -711.73062 18750.8901 Oct 17 586540.7 -9530.45286 1084.3060 Nov 17 574260.3 -11273.84473 -8518.2875 Dec 17 559777.7 -13308.44371 -2503.7129 Jan 18 555749.5 -7424.22701 4826.4594 Feb 18 545663.0 -9111.82569 3190.9615 Mar 18 535205.4 -9964.71800 -3532.3806 Apr 18 535554.8 -3428.69700 -9635.7759 May 18 532712.6 -3056.95183 -21674.6136 Jun 18 526108.9 -5305.27747 -27446.8678 Jul 18 533508.1 2747.82646 21853.9372 Aug 18 539945.9 5086.25636 24645.1443 Sep 18 524237.3 -8088.77966 17419.7154 Oct 18 521404.3 -4758.97889 5665.6587 Nov 18 517766.5 -4048.59135 -7920.4862 Dec 18 518341.1 -1118.72476 -4083.0584 Jan 19 512384.9 -4184.29527 4537.1304 Feb 19 504838.6 -6314.37683 2722.4447 Mar 19 499275.0 -5838.78792 -6652.9964 Apr 19 498169.1 -2840.97511 -7926.1028 May 19 492014.5 -4940.09009 -22657.5472 Jun 19 504649.3 6194.95419 -27069.2612 Jul 19 508631.8 4793.28147 19747.1616 Aug 19 504025.2 -1160.85857 29564.7695 Sep 19 502049.1 -1677.15182 15895.8813 Oct 19 501179.7 -1165.64448 4994.3035 Nov 19 508693.4 4331.39690 -6827.3845 Dec 19 517303.9 7041.91306 -1162.8646 Jan 20 522766.4 6041.52148 5455.5835 Feb 20 529514.3 6488.84665 3123.7125 Mar 20 542073.4 10332.34500 -5751.4252 Apr 20 546496.7 6591.07126 -9961.6939 May 20 552601.6 6283.23992 -29004.6267 Jun 20 561265.8 7791.05886 -25051.7683 Jul 20 564572.4 4951.15676 21997.6040 Aug 20 566781.8 3215.18138 29812.1905 Sep 20 566152.0 781.14147 14370.9676 Oct 20 563641.6 -1302.50447 836.4035 Nov 20 564840.4 281.09008 -7280.4442 Dec 20 573313.8 5468.17179 1779.2251 Jan 21 576612.7 4094.67963 3499.3377 Feb 21 575159.9 582.88064 -398.8884 Mar 21 568796.7 -3813.56713 -5546.6631 Apr 21 562282.4 -5522.85183 -10751.4398 May 21 564554.9 -588.54610 -27520.9279 Jun 21 567663.1 1751.67867 -22977.1196 Jul 21 575927.6 5874.50036 25063.4359 Aug 21 575150.4 1664.44606 29227.5540 Sep 21 571561.9 -1659.83760 14549.1165 Oct 21 565522.9 -4431.04131 -1854.8645 Nov 21 559574.2 -5391.50402 -10970.2058 Dec 21 550018.9 -8026.92109 1155.0654 Jan 22 547702.4 -4412.65235 7951.5871 > m$resid Jan Feb Mar Apr May Jun 1 0.00000000 -2.12400862 -1.00229111 0.24628212 0.58197289 1.13609132 2 0.32972426 -0.39747666 -1.54358454 -0.52870247 0.68042227 2.16697797 3 0.39073653 -0.96747234 -0.49025586 0.04662934 0.62721504 2.01034210 4 -0.13974401 -0.15738768 -0.79660636 -0.25633475 1.10225252 1.46422088 5 -0.16633910 -0.45012152 -0.37614373 0.05540467 0.96887955 1.34052130 6 -0.08928886 -0.02597427 -0.28654431 0.44702750 0.62038377 1.27538517 7 -0.13071232 -1.01585507 -0.35760562 0.52128448 0.65337353 0.71059271 8 -0.98799077 0.45730380 0.70058177 0.05009577 0.48173550 1.92183347 9 -0.62760095 0.22116655 0.26240181 0.22584747 1.02813514 0.37829691 10 0.38671959 -0.34238614 0.23903524 0.41254448 1.04546302 0.98156207 11 -0.18156245 0.08916779 -0.20158201 1.51335357 0.66712278 0.82752598 12 0.16260003 0.48498782 0.71401367 0.40271936 1.13276571 0.32638748 13 -0.22761533 0.90914391 1.28061339 0.02347722 0.37228027 1.00874997 14 -1.24212961 -0.25577343 0.28041583 1.36478782 0.47314844 0.85134349 15 -0.26605673 -0.24011748 0.35857439 -0.23282646 1.00861365 1.01231830 16 -1.41341337 0.31306639 0.82450366 0.65226341 0.73809898 0.09863594 17 -0.46233999 -0.21206521 0.04097090 1.32679918 1.12834850 0.03356098 18 1.04572337 -0.29988439 -0.15157227 1.16177505 0.06608392 -0.39964059 19 -0.54480732 -0.37852060 0.08452020 0.53285110 -0.37314229 1.97922649 20 -0.17778893 0.07949216 0.68305924 -0.66498898 -0.05471926 0.26800730 21 -0.24409763 -0.62407589 -0.78133302 -0.30381118 0.87708942 0.41595808 22 0.64233289 Jul Aug Sep Oct Nov Dec 1 5.58598852 0.17363444 -3.34777856 -2.23955624 -0.47188312 1.08654609 2 2.58225961 1.20952181 -1.81569581 -1.98890111 -1.15037924 0.17954953 3 1.78953061 0.65650813 -0.84610467 -1.81916057 -0.77497289 0.19860933 4 1.73129603 0.63295193 -0.48581781 -2.03891471 -1.18519096 -0.97038367 5 0.85906378 1.13414361 -0.47935932 -1.13923515 -1.86821851 -0.68327654 6 1.68029821 0.69959709 -0.27116357 -0.80116944 -1.91478812 -0.98094072 7 1.87669302 1.16349462 -0.77344181 -1.82119459 -0.34524211 -0.74855555 8 0.23769492 -0.10381325 -0.03312463 -1.22662411 -1.30172923 -0.50262304 9 0.98490272 1.47559532 -1.05276467 -1.94926061 -1.13238756 -0.23680735 10 0.64450918 0.07058473 -1.00610810 -0.35249467 -1.03839771 -1.09850021 11 0.58827454 0.37683113 -0.55484796 -0.62474538 -1.30884867 -1.32191171 12 0.55091517 -0.54897904 1.50871277 -0.41821260 -2.94288677 -1.08572021 13 1.08113823 -1.55810561 -0.49686131 0.41189888 0.91224629 -1.33282940 14 0.19479805 -0.44798325 -0.48171999 -0.79943468 -0.70259321 0.22810689 15 -0.60752092 0.54141761 0.12355285 0.21525178 -0.85686056 -1.38257297 16 0.30582169 -0.41848290 0.12605580 -1.01415961 -0.15574345 -0.33416523 17 -0.59078213 -0.28972121 -0.48816439 -1.56753836 -0.30992147 -0.36165357 18 1.43117574 0.41554049 -2.34141932 0.59186559 0.12628135 0.52078039 19 -0.24910341 -1.05807442 -0.09175438 0.09091801 0.97715060 0.48178397 20 -0.50470705 -0.30849489 -0.43257433 -0.37035311 0.28149220 0.92197191 21 0.73271166 -0.74816695 -0.59079057 -0.49255561 -0.17072375 -0.46842368 22 > 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/14fmf1322578879.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/22l201322578879.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/3v0lk1322578879.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/4jigh1322578879.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(as.numeric(m$resid),main='Standardized Residuals',ylab='Residuals',xlab='time',type='b') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/5eyet1322578879.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > op <- par(mfrow = c(2,2)) > hist(m$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/63g3k1322578879.tab") > > try(system("convert tmp/14fmf1322578879.ps tmp/14fmf1322578879.png",intern=TRUE)) character(0) > try(system("convert tmp/22l201322578879.ps tmp/22l201322578879.png",intern=TRUE)) character(0) > try(system("convert tmp/3v0lk1322578879.ps tmp/3v0lk1322578879.png",intern=TRUE)) character(0) > try(system("convert tmp/4jigh1322578879.ps tmp/4jigh1322578879.png",intern=TRUE)) character(0) > try(system("convert tmp/5eyet1322578879.ps tmp/5eyet1322578879.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 5.040 0.336 6.340