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(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 6.178042e+12 0.000000e+00 0.000000e+00 5.294765e+13 > m$fitted level slope sea Jan 1 1483509 0.000 0.000 Feb 1 3543040 286534.911 286534.911 Mar 1 3996668 304111.772 304111.772 Apr 1 4606259 329935.619 329935.619 May 1 4594415 305722.916 305722.916 Jun 1 5820855 362164.400 362164.400 Jul 1 6531277 381114.344 381114.344 Aug 1 5541867 313558.898 313558.898 Sep 1 6476341 341733.484 341733.484 Oct 1 5390129 281331.534 281331.534 Nov 1 7889323 369643.661 369643.661 Dec 1 6642325 308590.547 308590.547 Jan 2 7029461 298879.953 -3287679.478 Feb 2 5457862 212962.511 212962.511 Mar 2 4396286 163552.617 163552.617 Apr 2 4028184 145770.286 145770.286 May 2 4610674 158672.683 158672.683 Jun 2 4059905 139746.879 139746.879 Jul 2 4595146 149457.235 149457.235 Aug 2 7217687 206226.230 206226.230 Sep 2 6173971 179064.709 179064.709 Oct 2 4964695 150228.413 150228.413 Nov 2 4811985 144169.980 144169.980 Dec 2 10281420 247279.987 247279.987 Jan 3 10491738 249253.990 -2741793.885 Feb 3 10098512 230711.150 230711.150 Mar 3 8151985 177418.287 177418.287 Apr 3 6697322 142708.455 142708.455 May 3 10034357 203182.903 203182.903 Jun 3 10346501 205060.277 205060.277 Jul 3 16587694 301517.108 301517.108 Aug 3 16424967 294529.646 294529.646 Sep 3 13661864 250652.053 250652.053 Oct 3 20184742 337273.716 337273.716 Nov 3 15211321 266189.960 266189.960 Dec 3 12375200 225731.975 225731.975 Jan 4 11123593 276060.530 -3036665.828 Feb 4 10505531 257236.294 257236.294 Mar 4 8521424 217129.896 217129.896 Apr 4 8566991 214454.093 214454.093 May 4 7226235 192784.681 192784.681 Jun 4 6704610 183692.293 183692.293 Jul 4 6364889 177491.501 177491.501 Aug 4 8932734 204258.759 204258.759 Sep 4 8126879 193437.053 193437.053 Oct 4 7119266 181012.209 181012.209 Nov 4 6259168 170539.523 170539.523 Dec 4 5925343 165580.611 165580.611 Jan 5 5713179 175027.994 -1925307.937 Feb 5 5062112 161339.103 161339.103 Mar 5 4768315 154921.032 154921.032 Apr 5 4469469 149333.560 149333.560 May 5 4682340 150033.938 150033.938 Jun 5 4241642 144073.247 144073.247 Jul 5 3729772 137899.229 137899.229 Aug 5 3344345 133233.458 133233.458 Sep 5 3634111 134571.370 134571.370 Oct 5 3593057 133118.970 133118.970 Nov 5 3727697 133131.226 133131.226 Dec 5 4287055 136494.290 136494.290 Jan 6 4116013 142570.368 -1568274.053 Feb 6 4954266 152074.604 152074.604 Mar 6 4372949 143541.308 143541.308 Apr 6 4348293 141830.363 141830.363 May 6 4619296 143008.233 143008.233 Jun 6 6202524 155046.483 155046.483 Jul 6 6402250 155395.342 155395.342 Aug 6 5739688 149337.487 149337.487 Sep 6 5932715 149648.111 149648.111 Oct 6 5323356 144419.930 144419.930 Nov 6 4796787 139911.040 139911.040 Dec 6 4570903 137500.794 137500.794 Jan 7 5171319 129942.292 -1429365.214 Feb 7 5342569 130422.352 130422.352 Mar 7 5299503 128704.208 128704.208 Apr 7 4910536 124218.377 124218.377 May 7 4694463 121572.549 121572.549 Jun 7 4800088 121458.771 121458.771 Jul 7 7458196 138380.394 138380.394 Aug 7 19197687 211858.252 211858.252 Sep 7 16146307 191997.834 191997.834 Oct 7 17981835 201698.084 201698.084 Nov 7 30639756 273485.244 273485.244 Dec 7 27144285 252167.048 252167.048 Jan 8 25524960 278205.385 -3060259.239 Feb 8 32774621 348698.358 348698.359 Mar 8 30878158 329344.290 329344.290 Apr 8 31968177 335085.389 335085.389 May 8 25631188 289870.034 289870.034 Jun 8 26951921 296284.796 296284.796 Jul 8 25365558 285322.438 285322.438 Aug 8 30619015 312809.072 312809.072 Sep 8 39163538 356603.086 356603.086 Oct 8 33169440 323814.668 323814.668 Nov 8 25028543 281110.490 281110.490 Dec 8 19493524 252292.675 252292.675 Jan 9 18338556 269349.420 -2962843.620 Feb 9 16066256 246604.350 246604.352 Mar 9 12520936 217665.999 217665.999 Apr 9 10618081 203490.561 203490.561 May 9 8787503 191274.686 191274.686 Jun 9 7003374 180374.948 180374.948 Jul 9 6501046 176848.025 176848.025 Aug 9 11101514 198574.107 198574.107 Sep 9 10190243 193329.590 193329.590 Oct 9 11816029 199902.215 199902.215 Nov 9 10348507 192422.250 192422.250 Dec 9 11590177 197047.486 197047.486 Jan 10 18771304 122058.532 -1342643.854 Feb 10 15676868 96242.803 96242.804 Mar 10 12575985 74354.344 74354.344 Apr 10 13023096 76590.622 76590.622 May 10 12996389 76033.636 76033.636 Jun 10 13323793 77279.484 77279.484 Jul 10 15373427 86436.154 86436.154 Aug 10 17833994 96919.348 96919.348 Sep 10 26002561 131226.521 131226.521 Oct 10 27417245 136525.721 136525.721 Nov 10 24330062 123506.955 123506.955 Dec 10 21631275 112302.122 112302.122 Jan 11 20704179 122318.981 -1345508.788 Feb 11 27512468 170964.142 170964.144 Mar 11 36402366 225087.279 225087.279 Apr 11 32935790 205000.004 205000.004 May 11 30684368 192982.660 192982.660 Jun 11 24606153 164771.985 164771.985 Jul 11 25654656 168497.153 168497.153 Aug 11 24557632 163421.501 163421.501 Sep 11 24161839 161261.799 161261.799 Oct 11 20037302 145177.222 145177.222 Nov 11 20050145 144691.277 144691.277 Dec 11 15909667 129216.356 129216.356 Jan 12 13567417 150821.010 -1659031.110 Feb 12 10899870 132068.517 132068.519 Mar 12 10697521 130169.762 130169.762 Apr 12 10734760 129707.134 129707.134 May 12 10178488 126635.874 126635.874 Jun 12 10401823 127034.091 127034.091 Jul 12 10947501 128650.074 128650.074 Aug 12 8982629 120958.763 120958.763 Sep 12 7764811 116221.194 116221.194 Oct 12 7628782 115353.490 115353.490 Nov 12 7208154 113548.975 113548.975 Dec 12 11405654 127074.705 127074.705 Jan 13 10383127 136269.661 -1498966.271 Feb 13 8983273 126853.809 126853.811 Mar 13 6936452 115482.491 115482.491 Apr 13 5944806 110403.250 110403.250 May 13 5110814 106505.660 106505.660 Jun 13 4337648 103165.519 103165.519 Jul 13 5098327 105506.292 105506.292 Aug 13 4626511 103549.630 103549.630 Sep 13 7324100 112020.157 112020.157 Oct 13 7383522 111853.160 111853.160 Nov 13 5763844 106471.126 106471.126 Dec 13 5372891 104949.804 104949.804 Jan 14 6266278 99137.743 -1090515.177 Feb 14 6847157 101875.038 101875.040 Mar 14 6903158 101652.548 101652.548 Apr 14 6032295 97515.346 97515.346 May 14 5263821 94200.563 94200.563 Jun 14 4688802 91843.292 91843.292 Jul 14 4545872 91067.767 91067.767 Aug 14 6055341 95529.324 95529.324 Sep 14 6047672 95216.505 95216.505 Oct 14 4956964 91720.478 91720.478 Nov 14 4470978 90052.857 90052.857 Dec 14 3666881 87512.638 87512.638 Jan 15 3896902 86538.460 -951923.067 Feb 15 4518323 89370.912 89370.914 Mar 15 4244185 87727.667 87727.667 Apr 15 5082363 90703.745 90703.745 May 15 5528857 91973.521 91973.521 Jun 15 7472110 98054.692 98054.692 Jul 15 6487741 94719.635 94719.635 Aug 15 5806757 92443.358 92443.358 Sep 15 5210529 90495.507 90495.507 Oct 15 4976844 89603.617 89603.617 Nov 15 4805190 88899.659 88899.659 Dec 15 5058634 89336.088 89336.088 Jan 16 5287004 88450.047 -972950.517 Feb 16 4387722 83552.775 83552.776 Mar 16 4713981 84580.127 84580.127 Apr 16 5183681 86010.439 86010.439 May 16 5901174 88121.384 88121.384 Jun 16 9222308 98070.322 98070.322 Jul 16 8396613 95403.494 95403.494 Aug 16 7889848 93747.543 93747.543 Sep 16 6953425 91016.518 91016.518 Oct 16 6205008 88851.532 88851.532 Nov 16 6074726 88297.923 88297.923 Dec 16 6035385 87980.457 87980.457 Jan 17 6623368 84996.183 -934958.015 Feb 17 5803340 80777.735 80777.736 Mar 17 5386710 78798.191 78798.191 Apr 17 4431275 75186.425 75186.425 May 17 4637615 75598.734 75598.734 Jun 17 5423849 77655.606 77655.606 Jul 17 7089006 81966.862 81966.862 Aug 17 7209143 82065.621 82065.621 Sep 17 6281561 79546.952 79546.952 Oct 17 5434796 77298.551 77298.551 Nov 17 4565268 75047.043 75047.043 Dec 17 4443508 74586.228 74586.228 Jan 18 4391273 75298.002 -828278.026 Feb 18 3834581 72518.664 72518.665 Mar 18 3380558 70541.443 70541.443 Apr 18 3426217 70459.443 70459.443 May 18 3546545 70607.402 70607.402 Jun 18 3094515 69179.530 69179.530 Jul 18 2664461 67899.622 67899.622 Aug 18 14290053 96133.055 96133.055 Sep 18 11192888 88610.944 88610.944 Oct 18 9323259 84122.068 84122.068 Nov 18 7516467 79875.027 79875.027 Dec 18 6408896 77248.589 77248.589 Jan 19 5501689 82462.701 -907089.707 Feb 19 4639486 78530.496 78530.498 Mar 19 4745853 78629.441 78629.441 Apr 19 4335879 77105.131 77105.131 May 19 4015953 75989.849 75989.849 Jun 19 3946362 75613.239 75613.239 Jul 19 4433667 76612.768 76612.768 Aug 19 4373273 76295.786 76295.786 Sep 19 3636298 74481.168 74481.168 Oct 19 3672234 74397.463 74397.463 Nov 19 3341365 73535.072 73535.072 Dec 19 3094082 72862.697 72862.697 Jan 20 3149652 72949.407 -802443.481 Feb 20 3005932 72093.301 72093.303 Mar 20 2659264 70680.303 70680.303 Apr 20 2411890 69738.300 69738.300 May 20 3515197 72494.931 72494.931 Jun 20 3671952 72701.913 72701.913 Jul 20 3735452 72680.697 72680.697 Aug 20 4036625 73182.784 73182.784 Sep 20 3555085 72007.107 72007.107 Oct 20 2877147 70460.044 70460.044 Nov 20 2888651 70340.853 70340.853 Dec 20 3161162 70743.446 70743.446 Jan 21 3115142 71299.289 -784292.175 Feb 21 2936350 70358.875 70358.876 Mar 21 2794616 69677.766 69677.766 Apr 21 2824751 69566.294 69566.294 May 21 2296642 68048.916 68048.916 Jun 21 2045693 67302.936 67302.936 Jul 21 2698760 68588.775 68588.775 Aug 21 2586996 68211.427 68211.427 Sep 21 3833341 70589.148 70589.148 Oct 21 4065204 70905.985 70905.985 Nov 21 3434172 69554.377 69554.377 Dec 21 3017391 68631.889 68631.889 Jan 22 3968882 64631.559 -710947.155 Feb 22 6159203 72256.364 72256.366 Mar 22 4990368 68454.277 68454.277 Apr 22 4811786 67789.889 67789.889 May 22 4522203 66924.233 66924.233 Jun 22 3839785 65252.172 65252.172 Jul 22 3046662 63454.080 63454.080 Aug 22 3018999 63272.139 63272.139 Sep 22 2853833 62832.111 62832.111 Oct 22 2841436 62691.039 62691.039 Nov 22 2595125 62123.059 62123.059 Dec 22 3011516 62764.583 62764.583 Jan 23 3473761 61037.670 -671414.370 Feb 23 2781521 58454.724 58454.726 Mar 23 2884729 58585.792 58585.792 Apr 23 3213545 59280.613 59280.613 May 23 3349922 59459.165 59459.165 Jun 23 3069848 58734.730 58734.730 Jul 23 2843526 58163.718 58163.718 Aug 23 2757653 57888.667 57888.667 Sep 23 2693719 57664.232 57664.232 Oct 23 2571049 57340.775 57340.775 Nov 23 5311106 62057.738 62057.738 Dec 23 9696381 69546.983 69546.983 Jan 24 13367862 54660.301 -601263.312 Feb 24 18254346 70529.156 70529.158 Mar 24 16119079 64341.500 64341.500 Apr 24 11996974 54030.457 54030.457 May 24 8913892 47070.409 47070.409 Jun 24 7206554 43484.268 43484.268 Jul 24 6178011 41426.811 41426.811 Aug 24 5228206 39613.131 39613.131 Sep 24 5663074 40310.898 40310.898 Oct 24 5161404 39379.301 39379.301 Nov 24 4929949 38922.921 38922.921 Dec 24 10244141 47681.673 47681.673 Jan 25 13847277 33605.518 -369660.700 Feb 25 13288276 31738.063 31738.065 Mar 25 11367192 26481.666 26481.666 Apr 25 8932524 20664.869 20664.869 May 25 7346122 17243.244 17243.244 Jun 25 5566529 13718.320 13718.320 Jul 25 5951002 14401.265 14401.265 Aug 25 9860250 21241.624 21241.624 Sep 25 11032742 23192.526 23192.526 Oct 25 10063080 21554.237 21554.237 Nov 25 10284513 21877.592 21877.592 Dec 25 9430760 20481.753 20481.753 Jan 26 9313726 21004.194 -231046.138 Feb 26 10238954 23742.745 23742.747 Mar 26 14333011 34272.780 34272.780 Apr 26 11413256 27562.218 27562.218 May 26 16417233 37746.696 37746.696 Jun 26 13665238 32485.851 32485.851 Jul 26 10810743 27373.506 27373.506 Aug 26 9815496 25646.847 25646.847 Sep 26 11853386 28925.359 28925.359 Oct 26 12421870 29781.412 29781.412 Nov 26 10713096 27076.928 27076.928 Dec 26 10217188 26275.226 26275.226 Jan 27 13427774 14647.174 -161118.912 Feb 27 14217645 16907.088 16907.090 Mar 27 10830705 8430.807 8430.807 Apr 27 12520189 12106.841 12106.841 May 27 13823479 14650.665 14650.665 Jun 27 14450359 15762.159 15762.159 Jul 27 19248126 23915.073 23915.073 Aug 27 20573556 26030.961 26030.961 Sep 27 20641401 26096.559 26096.559 Oct 27 27519628 36565.139 36565.139 Nov 27 27395788 36324.846 36324.846 Dec 27 28055848 37245.662 37245.662 Jan 28 25404249 46697.534 -513672.881 Feb 28 19376300 29628.259 29628.261 Mar 28 17335423 24658.288 24658.288 Apr 28 16755953 23384.819 23384.819 May 28 14990573 19987.507 19987.507 Jun 28 12652964 15861.137 15861.137 Jul 28 17659616 24064.667 24064.667 Aug 28 17944842 24474.026 24474.026 Sep 28 25030586 35155.463 35155.463 Oct 28 23652319 33073.221 33073.221 Nov 28 20879431 29019.798 29019.798 Dec 28 22294928 30993.709 30993.709 Jan 29 20838268 36034.765 -396382.421 Feb 29 21323097 37251.897 37251.898 Mar 29 17144959 27485.754 27485.754 Apr 29 14654146 22361.955 22361.955 May 29 12790325 18904.062 18904.062 Jun 29 12265645 17985.661 17985.661 Jul 29 10116611 14547.054 14547.054 Aug 29 7947502 11242.680 11242.680 Sep 29 7290904 10267.351 10267.351 Oct 29 8904709 12548.169 12548.169 Nov 29 7974619 11233.373 11233.373 Dec 29 7661943 10788.095 10788.095 Jan 30 7543625 11210.375 -123314.128 Feb 30 15859798 32975.018 32975.021 Mar 30 14230646 29253.806 29253.806 Apr 30 12375294 25548.223 25548.223 > m$resid Jan Feb Mar Apr May 1 0.000000000 0.721578202 0.055553595 0.101669535 -0.115777448 2 0.046146250 -0.579132857 -0.430589330 -0.188788915 0.159787649 3 -0.017838920 -0.221197830 -0.787545452 -0.607718149 1.210686707 4 -0.670262961 -0.321913885 -0.835260043 -0.065255602 -0.599026062 5 -0.166242572 -0.304875200 -0.172476914 -0.174694675 0.024700538 6 -0.132912758 0.260815085 -0.280923997 -0.065261249 0.050519807 7 0.197673033 0.015655712 -0.066952762 -0.201957749 -0.133651905 8 -0.792341452 2.663361308 -0.871226777 0.297957820 -2.628709406 9 -0.591989087 -0.976941008 -1.477656201 -0.833188116 -0.803326395 10 2.923381882 -1.242292728 -1.250032706 0.146822075 -0.040873955 11 -0.433341555 2.592362794 3.418211398 -1.456978777 -0.973494248 12 -1.027046801 -1.096289149 -0.131399806 -0.036737403 -0.272207997 13 -0.476438295 -0.599136906 -0.855692868 -0.438277063 -0.375158624 14 0.326010729 0.188326800 -0.018087784 -0.385445119 -0.344330541 15 0.058810138 0.209516366 -0.143527506 0.297736871 0.141580691 16 0.057278925 -0.387568269 0.095945401 0.152930507 0.251463792 17 0.205684380 -0.355654235 -0.196841478 -0.411014743 0.052258932 18 -0.052101621 -0.248692105 -0.208566575 -0.009895495 0.019881277 19 -0.403970805 -0.372177206 0.011035427 -0.194432171 -0.158362937 20 -0.007088873 -0.085454868 -0.166138240 -0.126635387 0.412438383 21 -0.047819195 -0.098731876 -0.084202341 -0.015752144 -0.238592583 22 0.361257392 0.839928039 -0.493025543 -0.098453851 -0.142714925 23 0.163337855 -0.297883191 0.017788390 0.107742526 0.030797869 24 1.471705311 1.912141820 -0.877200002 -1.669799115 -1.253573127 25 1.451777076 -0.234675784 -0.776964042 -0.981994574 -0.642352277 26 -0.056117585 0.358300250 1.620150454 -1.179033556 1.989602029 27 1.298747867 0.307360312 -1.355415219 0.671155221 0.516344311 28 -1.096111982 -2.409753155 -0.824785230 -0.241263316 -0.715483497 29 -0.606159281 0.178120487 -1.679782616 -1.005962184 -0.754602271 30 -0.052582868 3.297649632 -0.662552508 -0.753007802 Jun Jul Aug Sep Oct 1 0.318345087 0.122667359 -0.490232787 0.224852251 -0.522156050 2 -0.264482080 0.149247976 0.940929958 -0.478262121 -0.533363038 3 0.041763247 2.330562418 -0.180130087 -1.190420313 2.447822090 4 -0.277379990 -0.204288840 0.936242316 -0.396594561 -0.472363123 5 -0.231082275 -0.257636693 -0.206110373 0.061765287 -0.069390309 6 0.566140589 0.017621800 -0.323324542 0.017296410 -0.300803129 7 -0.006290702 1.003386918 4.597548973 -1.294900203 0.652764373 8 0.407657653 -0.746312766 1.972668319 3.272171579 -2.526418217 9 -0.782716915 -0.271089894 1.759074037 -0.441769793 0.570574487 10 0.099756635 0.784236097 0.945203791 3.216360978 0.511740229 11 -2.491904410 0.351767004 -0.504324069 -0.223030516 -1.710239186 12 0.038464875 0.166790812 -0.834962083 -0.534333249 -0.100728652 13 -0.350224779 0.262158762 -0.230410463 1.035976009 -0.021015761 14 -0.266640223 -0.093668057 0.566414988 -0.041236087 -0.474073879 15 0.738099724 -0.432101496 -0.309920227 -0.275305580 -0.129647017 16 1.289733028 -0.368947307 -0.240692310 -0.411989671 -0.335834266 17 0.283634345 0.634315995 0.015262979 -0.403925364 -0.370714704 18 -0.208692757 -0.199555175 4.623093192 -1.277930064 -0.783927757 19 -0.058154969 0.164619350 -0.054819728 -0.325555269 -0.015434887 20 0.033671414 -0.003680615 0.091450533 -0.222113931 -0.300370065 21 -0.127516719 0.234361928 -0.072201146 0.471838444 0.064607490 22 -0.299631943 -0.343520338 -0.036485826 -0.091507736 -0.030143046 23 -0.135802385 -0.114105795 -0.057687527 -0.048809159 -0.072270226 24 -0.701880830 -0.429214384 -0.397071741 0.158388542 -0.217238423 25 -0.719017694 0.148470462 1.560485627 0.461408729 -0.398018551 26 -1.116570503 -1.156314086 -0.409782506 0.806604804 0.216329799 27 0.245087147 1.915642199 0.521618429 0.016763366 2.747634519 28 -0.943960627 1.999590172 0.104682247 2.831244728 -0.566835228 29 -0.217682852 -0.868354413 -0.875394645 -0.267805073 0.643149622 30 Nov Dec 1 0.817260913 -0.599379059 2 -0.116725438 2.056462703 3 -2.076183067 -1.214400013 4 -0.409961058 -0.198784050 5 0.000601537 0.168677889 6 -0.266122731 -0.145158814 7 4.950425184 -1.498572521 8 -3.369262363 -2.315948741 9 -0.664487806 0.418282641 10 -1.285910792 -1.126136902 11 -0.052827914 -1.711127890 12 -0.214104787 1.631797362 13 -0.692061933 -0.198857558 14 -0.231007802 -0.357620401 15 -0.104511986 0.065836632 16 -0.087692290 -0.051087542 17 -0.379017120 -0.078795875 18 -0.757150085 -0.475548167 19 -0.162314997 -0.128512240 20 -0.023618102 0.081002340 21 -0.281257318 -0.194895156 22 -0.123836083 0.141995381 23 1.075310831 1.733089117 24 -0.108575067 2.115064151 25 0.080141069 -0.351123045 26 -0.697163273 -0.209740812 27 -0.064330716 0.250175678 28 -1.125458797 0.556166896 29 -0.378127963 -0.129944814 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/wessaorg/rcomp/tmp/1gl1j1322665216.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/2dl2d1322665216.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/391l91322665216.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/4s9jb1322665216.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(as.numeric(m$resid),main='Standardized Residuals',ylab='Residuals',xlab='time',type='b') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/5q5bv1322665216.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > op <- par(mfrow = c(2,2)) > hist(m$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/6b89d1322665216.tab") > > try(system("convert tmp/1gl1j1322665216.ps tmp/1gl1j1322665216.png",intern=TRUE)) character(0) > try(system("convert tmp/2dl2d1322665216.ps tmp/2dl2d1322665216.png",intern=TRUE)) character(0) > try(system("convert tmp/391l91322665216.ps tmp/391l91322665216.png",intern=TRUE)) character(0) > try(system("convert tmp/4s9jb1322665216.ps tmp/4s9jb1322665216.png",intern=TRUE)) character(0) > try(system("convert tmp/5q5bv1322665216.ps tmp/5q5bv1322665216.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 6.630 0.328 6.988