R version 2.15.2 (2012-10-26) -- "Trick or Treat" Copyright (C) 2012 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: i686-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(1021.3 + ,1039.79 + ,938.12 + ,947.36 + ,956.6 + ,956.6 + ,942.74 + ,951.98 + ,919.63 + ,901.15 + ,887.28 + ,836.45 + ,841.07 + ,836.45 + ,831.83 + ,817.97 + ,771.75 + ,707.05 + ,716.3 + ,725.54 + ,716.3 + ,707.05 + ,716.3 + ,780.99 + ,859.56 + ,961.22 + ,938.12 + ,988.95 + ,910.39 + ,901.15 + ,896.53 + ,910.39 + ,988.95 + ,988.95 + ,965.85 + ,975.09 + ,1002.82 + ,1025.92 + ,1081.38 + ,1164.56 + ,1201.53 + ,1229.26 + ,1275.47 + ,1275.47 + ,1307.82 + ,1252.36 + ,1261.61 + ,1340.17 + ,1414.11 + ,1409.49 + ,1432.59 + ,1520.4 + ,1529.64 + ,1455.7 + ,1427.97 + ,1538.88 + ,1612.82 + ,1635.93 + ,1603.58 + ,1589.72 + ,1557.37 + ,1589.72 + ,1668.28 + ,1635.93 + ,1615.68 + ,1644.69 + ,1622.71 + ,1626.11 + ,1705.55 + ,1841.35 + ,2029.03 + ,2024.21 + ,1952.87 + ,2153.06 + ,2339.29 + ,2502.89 + ,2515.37 + ,2445.68 + ,2491.11 + ,2691.32 + ,2651.8 + ,2593.49 + ,2697.23 + ,2751.63 + ,2713.9 + ,2747.21 + ,2982.32 + ,3063.39 + ,3058.7 + ,3074.38 + ,3341.06 + ,3500.03 + ,392.88 + ,3071.52 + ,2516.41 + ,2350.7 + ,2488.68 + ,2872.65 + ,3220.21 + ,3078.04 + ,3043.98 + ,3134.34 + ,3141.85 + ,3128.01 + ,3241.16 + ,3389.48 + ,3406.36 + ,3449.84 + ,3606.24 + ,3653.99 + ,3607.31 + ,3712.52 + ,3803.47 + ,3806.33 + ,3768.4 + ,3952.06 + ,4134.85 + ,4060.9 + ,3999.88 + ,4004.03 + ,3977.34 + ,3650.08 + ,3708.85 + ,3764.78 + ,3761.86 + ,3802.55 + ,3773.52 + ,3428.7 + ,3194.21 + ,3095.56 + ,3064.85 + ,3022.98 + ,2887.66 + ,3178.86 + ,3438.47 + ,3493.87 + ,3421.89 + ,3390.28 + ,3319.24 + ,3287.84 + ,3222.82 + ,3182.69 + ,3180.21 + ,3116.34 + ,3297.46 + ,3357.48 + ,3386.03 + ,3319.45 + ,3363.59 + ,3303.47 + ,3210.55 + ,3050.27 + ,3010.55 + ,3011.65 + ,3104.98 + ,3087.85 + ,3160.16 + ,3319.22 + ,3432.49 + ,3475.68 + ,3347.48 + ,3388.81 + ,3610.23 + ,3691.45 + ,3587.86 + ,3704.62 + ,3798.75 + ,3956.54 + ,4121.94 + ,4148.56 + ,4100.37 + ,4060.71 + ,4147.86 + ,3926.61 + ,3865.41 + ,3978.57 + ,3851.95 + ,3701.22 + ,3738.65 + ,3766.9 + ,3711.02 + ,3675.22 + ,3560.53 + ,3723.8 + ,3914.27 + ,3870.77 + ,3924.36 + ,3968.89 + ,3982.93 + ,3917.09 + ,3969.18 + ,4149.81 + ,4406.88 + ,423.82 + ,417.72 + ,4527.16 + ,4617.39 + ,4656.23 + ,4579.9 + ,4652.4 + ,4722.95 + ,4845.81 + ,4975.21 + ,5083.64 + ,5378.04 + ,5684.44 + ,5841.87 + ,5857.23 + ,6174.52 + ,6413.17 + ,6780.11 + ,6524.94 + ,6466.7 + ,6495.61 + ,6399.52 + ,6729.98 + ,7060.77 + ,7423.27 + ,8069.17 + ,8650.68 + ,8938.07 + ,9482.08 + ,10225.26 + ,9390.27 + ,8546.11 + ,8073.77 + ,8655.31 + ,9150.1 + ,9775.81 + ,9785.14 + ,9363.44 + ,9304.18 + ,9030.26 + ,8920.8 + ,8606.08 + ,8353.75 + ,8615.63 + ,8128.64 + ,8715.94 + ,8500.8 + ,8142.58 + ,7614.66 + ,7558.95 + ,7820.75 + ,7828.9 + ,7904.59 + ,8140.97 + ,8483.01 + ,8322.68 + ,8268.01 + ,8402.05 + ,8177.78 + ,7950.54 + ,8049.94 + ,7674.13 + ,7666.36 + ,7570.18 + ,7694.45 + ,7810.64 + ,7748.43 + ,7040.64 + ,7077.26 + ,7245.51 + ,7289.12 + ,7486.92 + ,7519.88 + ,7554.84 + ,7780.89 + ,7748.09 + ,7152.25 + ,6484.66 + ,6254.58 + ,5867.32 + ,5544.16 + ,5822.74 + ,5690.63 + ,5564.78 + ,5088.39 + ,4784.22 + ,5332.46 + ,5541.48 + ,5723.92 + ,5736.99 + ,5992.07 + ,6091.43 + ,6158.17 + ,6303.79 + ,6349.71 + ,6802.96 + ,7132.68 + ,7073.29 + ,7264.5 + ,7105.33 + ,7218.71 + ,7225.72 + ,7354.25 + ,7745.46 + ,8070.26 + ,8366.33 + ,8667.51 + ,8854.34 + ,9218.1 + ,9332.9 + ,9358.31 + ,9248.66 + ,9401.2 + ,9652.04 + ,9957.38 + ,10110.63 + ,10169.26 + ,10343.78 + ,10750.21 + ,11337.5 + ,11786.96 + ,12083.04 + ,12007.74 + ,11745.93 + ,11051.51 + ,11445.9 + ,11924.88 + ,12247.63 + ,12690.91 + ,12910.7 + ,13202.12 + ,13654.67 + ,13862.82 + ,13523.93 + ,14211.17 + ,14510.35 + ,14289.23 + ,14111.82 + ,13086.59 + ,13351.54 + ,13747.69 + ,12855.61 + ,12926.93 + ,12121.95 + ,11731.65 + ,11639.51 + ,12163.78 + ,12029.53 + ,11234.18 + ,9852.13 + ,9709.04 + ,9332.75 + ,7108.6 + ,6691.49 + ,6143.05 + ,6379.15 + ,5994.58 + ,5607.94 + ,6046.13 + ,6624.96 + ,6652.54 + ,6696 + ,7315.16 + ,7907.79 + ,8066.35 + ,7939.64 + ,8068.48 + ,8186.33 + ,7975.21 + ,8357.51 + ,8463.38 + ,7937.68 + ,8034.62 + ,8056.61 + ,8176.95 + ,8441.04 + ,8697.39 + ,8665.57 + ,8625.77 + ,8718.42 + ,8822.34 + ,8597.67 + ,8782.05 + ,8661.06 + ,8265.32 + ,8072.58 + ,721.85 + ,7138.6 + ,7351.11 + ,7077 + ,7272.37 + ,7577.84) > par1 = '12' > 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 192981.6242 0.0000 484.9826 121154.2547 > m$fitted level slope sea Jan 1 1021.3000 0.00000000 0.00000000 Feb 1 1035.8285 0.92096337 0.93977947 Mar 1 967.3137 -0.96582831 -1.30002746 Apr 1 953.8212 -1.15162847 -1.09866636 May 1 956.1637 -1.11298681 -1.07512322 Jun 1 956.8932 -1.09480594 -1.09220642 Jul 1 947.5388 -1.17285072 -1.21482784 Aug 1 951.0432 -1.12952127 -1.09321410 Sep 1 929.7839 -1.31370660 -1.41634679 Oct 1 910.4837 -1.47663171 -1.52610642 Nov 1 894.9982 -1.60235176 -1.63687382 Dec 1 855.1506 -1.94249207 -2.09772217 Jan 2 837.9173 -0.92454056 10.01140947 Feb 2 836.9847 -0.92478087 -0.53207455 Mar 2 833.9622 -0.95163799 -1.25570294 Apr 2 823.2443 -1.01996976 -1.06476612 May 2 788.0245 -1.19905391 -1.45893115 Jun 2 732.4462 -1.45439624 -1.81180193 Jul 2 721.7709 -1.49607276 -1.47052960 Aug 2 724.8558 -1.47567100 -1.30345795 Sep 2 719.5544 -1.49258296 -1.59444120 Oct 2 711.4921 -1.52148234 -1.59143168 Nov 2 715.3092 -1.49807821 -1.32561927 Dec 2 761.3294 -1.29649221 -0.95934526 Jan 3 807.6586 -2.81128123 30.89074804 Feb 3 919.2121 -0.59084524 0.73636532 Mar 3 933.0624 -0.46750622 -1.04084539 Apr 3 971.7393 -0.28594957 0.33046218 May 3 929.5767 -0.43090032 -1.06692863 Jun 3 910.1844 -0.48979620 -0.82370671 Jul 3 900.8938 -0.51615172 -0.55211890 Aug 3 907.4671 -0.49519635 -0.14777485 Sep 3 963.8915 -0.32788991 0.40401886 Oct 3 981.5123 -0.27526645 -0.33678872 Nov 3 970.9254 -0.30550287 -0.60892399 Dec 3 973.9420 -0.29658064 -0.29120469 Jan 4 989.3789 -0.62270990 6.54495628 Feb 4 1014.8380 -0.24973838 1.17420294 Mar 4 1061.7229 0.05779945 -0.32175887 Apr 4 1131.9915 0.30467228 2.31933457 May 4 1180.3597 0.43010470 0.40875397 Jun 4 1214.2141 0.50834099 0.59954549 Jul 4 1256.3573 0.60238205 1.11506037 Aug 4 1269.6562 0.63071774 0.32512473 Sep 4 1295.3891 0.68649589 1.57920126 Oct 4 1265.5663 0.61873292 -0.01697901 Nov 4 1262.6572 0.61087577 0.47793782 Dec 4 1316.0002 0.70981530 1.36952629 Jan 5 1381.9045 -0.28384934 3.74494364 Feb 5 1401.1899 -0.06389592 0.64853702 Mar 5 1423.8180 0.05784690 -0.85828866 Apr 5 1489.3145 0.24569188 2.93070331 May 5 1517.5719 0.30492459 -0.01019392 Jun 5 1475.4298 0.22452314 -1.41862607 Jul 5 1442.2582 0.16344425 0.12028100 Aug 5 1508.8902 0.28366179 1.31142920 Sep 5 1579.6068 0.41064015 2.82407659 Oct 5 1618.8383 0.48075445 0.34198940 Nov 5 1608.9020 0.46186731 -0.82743178 Dec 5 1595.6594 0.44315963 -0.02506908 Jan 6 1574.0387 0.70668825 -7.06587893 Feb 6 1584.5234 0.79658957 1.30246808 Mar 6 1643.2359 1.06411040 0.46161940 Apr 6 1636.7457 1.04553989 2.42970192 May 6 1621.5648 1.01642707 1.09951501 Jun 6 1637.5110 1.04037282 0.75012775 Jul 6 1627.7624 1.02365655 -0.40608093 Aug 6 1626.2770 1.01980906 0.91353577 Sep 6 1679.0899 1.09907400 4.15462526 Oct 6 1790.2888 1.26830058 3.64498387 Nov 6 1954.9798 1.52013037 3.66861872 Dec 6 2003.3000 1.56719512 0.74949959 Jan 7 1981.9218 1.79046428 -19.08997286 Feb 7 2101.4164 2.69979785 4.17096074 Mar 7 2264.6606 3.35836779 6.51176666 Apr 7 2426.4516 3.70333497 8.47645562 May 7 2487.2539 3.79311302 3.57937565 Jun 7 2457.7982 3.74651213 2.17462506 Jul 7 2479.7274 3.77113922 3.56564191 Aug 7 2623.7961 3.95937620 7.20676128 Sep 7 2641.6136 3.97795885 4.22836152 Oct 7 2607.8425 3.92698688 1.87692900 Nov 7 2666.3460 4.00053496 7.41952445 Dec 7 2724.5508 4.04043514 3.76846872 Jan 8 2747.2429 3.88871643 -41.42326665 Feb 8 2747.7481 3.86632572 0.83917059 Mar 8 2907.2103 4.44563682 9.13177202 Apr 8 3011.1369 4.64236476 9.63989669 May 8 3042.2148 4.67967888 5.14251210 Jun 8 3063.8384 4.70091836 3.26914812 Jul 8 3254.1147 4.92576700 7.28857302 Aug 8 3419.8355 5.11894923 11.17331173 Sep 8 1348.9542 2.62220191 -64.94670823 Oct 8 2512.0179 4.03126179 61.37849610 Nov 8 2519.9459 4.03594482 -5.20862978 Dec 8 2403.4727 3.97259108 -1.02733176 Jan 9 2486.7681 3.42331770 -32.38770217 Feb 9 2757.7601 4.96197226 5.22930544 Mar 9 3072.7540 6.02623395 16.08269676 Apr 9 3073.6789 6.01689392 6.54344837 May 9 3051.4344 5.98040561 4.65479499 Jun 9 3111.3620 6.04196915 -0.14407195 Jul 9 3133.8788 6.06014274 0.90944524 Aug 9 3085.7563 6.00081142 65.47873625 Sep 9 3255.4761 6.18060938 -84.49333397 Oct 9 3306.8376 6.23082234 63.27578993 Nov 9 3376.5941 6.29983788 2.53489164 Dec 9 3430.4644 6.31683915 -1.02226380 Jan 10 3591.2157 5.39432723 -51.64082571 Feb 10 3639.9615 5.61341068 -3.83357449 Mar 10 3609.0843 5.49658134 13.67753626 Apr 10 3676.3661 5.60289121 9.75482885 May 10 3763.3664 5.70047163 5.27034034 Jun 10 3795.7061 5.72853773 -0.77948436 Jul 10 3777.4243 5.70408981 1.25436041 Aug 10 3856.5580 5.77840202 64.06669842 Sep 10 4107.2501 6.02750011 -77.24813130 Oct 10 4037.5956 5.94946163 55.70415098 Nov 10 4012.4039 5.91858507 0.80831707 Dec 10 4011.8749 5.91716195 -5.08369126 Jan 11 4028.8721 5.85949076 -56.30774540 Feb 11 3771.3703 4.67919352 -12.31954817 Mar 11 3720.2595 4.51117174 12.19928558 Apr 11 3747.0162 4.54756800 8.26924162 May 11 3756.2872 4.55289062 3.55365424 Jun 11 3789.7693 4.58134886 0.41092036 Jul 11 3781.5371 4.56917258 -2.53782528 Aug 11 3504.8422 4.30316073 44.13195455 Sep 11 3344.5835 4.14638910 -80.00334977 Oct 11 3137.5106 3.94217908 48.37173022 Nov 11 3088.2984 3.89376060 -0.71716292 Dec 11 3048.1194 3.88896185 -6.28587851 Jan 12 2963.8005 4.29211977 -38.17478547 Feb 12 3119.3751 4.89791048 -3.32381510 Mar 12 3331.5792 5.48897771 19.21565713 Apr 12 3439.6851 5.65010041 10.43050013 May 12 3428.4818 5.63206659 0.60540855 Jun 12 3403.7462 5.60391311 -0.49416107 Jul 12 3343.4516 5.54494738 3.93969213 Aug 12 3272.8326 5.47701769 47.54428294 Sep 12 3289.0257 5.48666766 -70.78360305 Oct 12 3183.3651 5.38508562 46.80701976 Nov 12 3180.2971 5.37797888 3.52432631 Dec 12 3140.5695 5.37720765 -4.95298944 Jan 13 3280.1659 4.83523999 -40.40223451 Feb 13 3342.7462 5.04316926 -9.30704811 Mar 13 3364.0694 5.08732534 15.07891096 Apr 13 3328.7345 5.02597565 7.93577626 May 13 3353.2610 5.04595897 2.00865237 Jun 13 3320.5872 5.01274548 -1.01850909 Jul 13 3243.2407 4.94284060 2.46195500 Aug 13 3081.2815 4.80141727 40.22620851 Sep 13 3079.2751 4.79557901 -65.81934309 Oct 13 3002.8223 4.72493854 43.50678307 Nov 13 3069.8046 4.77340107 8.60044370 Dec 13 3090.1486 4.77249564 -8.94725100 Jan 14 3166.4654 4.51603054 -37.02435751 Feb 14 3279.8670 4.87055570 -6.08291569 Mar 14 3375.4546 5.10548447 18.70468839 Apr 14 3441.4277 5.19528374 8.34217933 May 14 3378.0115 5.12746620 -1.27915026 Jun 14 3385.4256 5.12939126 2.40914023 Jul 14 3534.2247 5.24577548 14.73093251 Aug 14 3616.1815 5.30791116 42.55153180 Sep 14 3641.8681 5.32465584 -62.69960559 Oct 14 3657.7027 5.33339109 42.43480263 Nov 14 3749.2145 5.39563937 12.77762243 Dec 14 3900.4002 5.37820731 -6.06550603 Jan 15 4082.7817 4.81272383 -36.76103687 Feb 15 4137.5130 4.96041382 -9.82288780 Mar 15 4103.2913 4.86325665 13.62847794 Apr 15 4068.3791 4.80596660 9.25082814 May 15 4124.3470 4.85503715 1.71495733 Jun 15 3993.8500 4.74548129 -9.55464140 Jul 15 3898.9884 4.66807035 8.87512042 Aug 15 3925.1463 4.68479569 44.26446535 Sep 15 3919.8055 4.67686360 -63.58243284 Oct 15 3746.1001 4.53460230 31.14974164 Nov 15 3735.9028 4.52471324 9.02672166 Dec 15 3765.8983 4.52040053 -9.85896231 Jan 16 3755.3127 4.56354640 -37.81983194 Feb 16 3707.4319 4.42192577 -10.25068248 Mar 16 3598.8089 4.15293579 9.45564183 Apr 16 3679.5194 4.26094772 11.73407222 May 16 3836.7718 4.40405367 12.35349893 Jun 16 3867.2283 4.42442809 -7.55502087 Jul 16 3902.8763 4.44781102 8.18369946 Aug 16 3919.4829 4.45694309 44.22786263 Sep 16 4003.1552 4.51753486 -53.96787552 Oct 16 3925.5780 4.45453473 26.48190625 Nov 16 3950.6412 4.46740442 9.75943299 Dec 16 4093.7101 4.43841434 -2.96560074 Jan 17 4329.3925 3.84641453 -21.51289544 Feb 17 1668.4016 -2.74836946 -127.14670286 Mar 17 793.0853 -4.74426433 -6.99463586 Apr 17 3314.0560 -1.24497164 139.93883061 May 17 4214.4444 -0.41899347 19.22539659 Jun 17 4535.0255 -0.17540024 -15.45179591 Jul 17 4568.6534 -0.15091301 -3.14494752 Aug 17 4601.8323 -0.12666753 36.37766912 Sep 17 4722.7348 -0.03687381 -51.31226075 Oct 17 4795.0747 0.01668687 19.92068078 Nov 17 4921.5515 0.09020951 -0.18661583 Dec 17 5036.9973 0.06245924 -2.49191190 Jan 18 5194.6700 -0.29994085 115.94837842 Feb 18 5595.3258 0.61283214 -79.21312812 Mar 18 5831.0398 1.13050267 -88.40573514 Apr 18 5777.6056 1.05612611 102.79765290 May 18 6040.6716 1.29202733 22.39263811 Jun 18 6305.8990 1.48710672 -5.04129005 Jul 18 6632.1337 1.71542347 9.77886333 Aug 18 6540.1621 1.64921086 24.64675856 Sep 18 6525.5494 1.63747736 -51.92911463 Oct 18 6493.3132 1.61326562 16.71218400 Nov 18 6431.1711 1.57873638 -4.51681315 Dec 18 6639.9252 1.52388415 1.84875091 Jan 19 6864.1246 1.06326557 101.46107870 Feb 19 7307.6852 1.99318287 -70.36853245 Mar 19 7887.2415 3.21879964 -61.83181170 Apr 19 8346.5531 3.83129756 110.50924716 May 19 8743.6913 4.18034288 27.13880456 Jun 19 9259.7018 4.55002770 4.66505503 Jul 19 9909.9710 4.99192501 40.60835122 Aug 19 9546.7189 4.73840973 0.19756989 Sep 19 8899.6684 4.28007061 -76.29536698 Oct 19 8319.3035 3.87596945 3.17437030 Nov 19 8547.3333 3.98911421 12.61393174 Dec 19 8962.5879 3.87280230 12.48016270 Jan 20 9466.8718 2.94036888 95.17899354 Feb 20 9752.4302 3.49047601 -86.15923429 Mar 20 9545.5583 3.05985560 -93.34163850 Apr 20 9317.4541 2.75370874 84.82174787 May 20 9118.9497 2.57723447 -3.14247927 Jun 20 8999.4373 2.49080781 -26.72292334 Jul 20 8697.4404 2.28744886 38.12040955 Aug 20 8446.1255 2.11699599 15.46689045 Sep 20 8595.8088 2.21830038 -42.93030987 Oct 20 8284.6684 2.00866985 -22.77089432 Nov 20 8577.6199 2.14560728 14.58512062 Dec 20 8531.9838 2.15973273 -10.85493521 Jan 21 8211.6895 2.70148383 68.54665774 Feb 21 7856.1241 2.05353015 -90.66410127 Mar 21 7709.6806 1.76005563 -88.06463145 Apr 21 7722.0898 1.77397389 94.14259073 May 21 7794.3703 1.83517849 4.56956737 Jun 21 7880.6843 1.89394157 -12.00505688 Jul 21 8026.7057 1.98810116 52.99372897 Aug 21 8330.8114 2.18673099 23.76386389 Sep 21 8350.7619 2.19865226 -35.63359014 Oct 21 8320.0171 2.17730816 -38.00182764 Nov 21 8365.6668 2.19639679 17.90037245 Dec 21 8238.5356 2.23570861 -5.74900456 Jan 22 7987.1717 2.62013732 71.56871236 Feb 22 8086.3289 2.78285613 -77.04938036 Mar 22 7867.1360 2.35902308 -99.33285887 Apr 22 7667.2183 2.09800405 84.92605256 May 22 7598.5314 2.03707719 1.71839573 Jun 22 7674.9589 2.08804031 -12.12271080 Jul 22 7739.8664 2.12826939 44.07525171 Aug 22 7731.5567 2.12154554 21.30949420 Sep 22 7288.4898 1.82917042 -58.64277013 Oct 22 7169.7276 1.75346523 -41.21400257 Nov 22 7204.3747 1.76694765 27.15377469 Dec 22 7259.5660 1.75046482 6.83694116 Jan 23 7364.9284 1.60869307 77.80774897 Feb 23 7516.9655 1.84569082 -60.48069809 Mar 23 7606.8393 2.00818030 -89.14738142 Apr 23 7667.3739 2.08276707 88.70169715 May 23 7724.8403 2.13009465 -0.27171485 Jun 23 7349.3647 1.87480200 -36.68103600 Jul 23 6731.5167 1.48505348 16.46540554 Aug 23 6377.2578 1.26020519 28.47946607 Sep 23 6064.7009 1.05834775 -64.03796318 Oct 23 5737.7827 0.85877236 -54.25860203 Nov 23 5774.8274 0.87262640 32.53524887 Dec 23 5714.7085 0.89152604 1.85033490 Jan 24 5562.6158 1.08050144 67.37091912 Feb 24 5282.5302 0.66529260 -75.58884871 Mar 24 5006.1783 0.17066154 -105.05192222 Apr 24 5168.0543 0.37421806 95.86038602 May 24 5413.4424 0.58229441 24.00388780 Jun 24 5635.8164 0.73053895 -6.10932532 Jul 24 5687.2223 0.76189034 28.24003912 Aug 24 5867.4623 0.87333147 48.36216687 Sep 24 6056.4408 0.99191485 -44.92170223 Oct 24 6165.8271 1.05586529 -53.70689077 Nov 24 6237.7658 1.08123363 35.90846715 Dec 24 6309.4937 1.05943812 10.18880969 Jan 25 6589.2766 0.74864838 94.93493944 Feb 25 7004.8737 1.32443184 -47.18824666 Mar 25 7130.7529 1.53968203 -110.02991540 Apr 25 7164.5295 1.57976800 86.30823570 May 25 7114.2457 1.53596207 13.10132870 Jun 25 7189.8241 1.58496546 -2.55995971 Jul 25 7200.0985 1.59026195 21.93073599 Aug 25 7276.5129 1.63595159 45.95621487 Sep 25 7627.1033 1.85166024 -29.85980810 Oct 25 7967.3311 2.04525899 -40.79951009 Nov 25 8218.4616 2.12866564 42.05982009 Dec 25 8527.9485 2.03495630 8.94630439 Jan 26 8703.2439 1.86062600 77.30927821 Feb 26 9091.8664 2.36647075 -36.97674133 Mar 26 9334.7721 2.76900700 -103.39579212 Apr 26 9293.6986 2.71515441 83.18888053 May 26 9256.0196 2.68120094 9.78523285 Jun 26 9355.0149 2.74440435 5.28724535 Jul 26 9543.2695 2.85595956 29.98996761 Aug 26 9802.7881 3.01022935 45.59398791 Sep 26 10042.2455 3.15360665 -32.02922374 Oct 26 10164.8521 3.21989645 -46.32281812 Nov 26 10267.5478 3.25109378 33.98274962 Dec 26 10596.5061 3.15358787 15.31333319 Jan 27 11062.6477 2.73348619 77.75177936 Feb 27 11591.5619 3.38363600 -26.72228650 Mar 27 11999.4028 4.03939814 -87.08371851 Apr 27 11952.3347 3.97739065 77.05784643 May 27 11809.4930 3.85452309 -1.25728187 Jun 27 11297.5988 3.51854597 -27.11931255 Jul 27 11380.3761 3.56562571 31.86990452 Aug 27 11723.4492 3.76665430 57.27123685 Sep 27 12104.6741 3.99124771 -17.31960595 Oct 27 12538.5599 4.22268474 -30.19679696 Nov 27 12781.3221 4.29283251 28.07972315 Dec 27 13074.3682 4.20843503 5.08039011 Jan 28 13437.6112 3.91491168 64.26477364 Feb 28 13761.5672 4.28941421 -33.88969918 Mar 28 13663.2582 4.12817062 -96.01789504 Apr 28 13977.5446 4.49983561 102.23980453 May 28 14327.2614 4.78755705 36.61030699 Jun 28 14325.2801 4.78317527 -33.17672276 Jul 28 14169.4817 4.68884995 10.51384070 Aug 28 13408.2419 4.24176318 3.53116731 Sep 28 13387.2298 4.22701483 -24.96791120 Oct 28 13656.7298 4.36558181 -21.66907783 Nov 28 13106.3396 4.21240998 -15.17738541 Dec 28 12988.5454 4.24704958 -9.78991017 Jan 29 12368.6764 4.70621949 18.79501832 Feb 29 11953.4270 4.23971713 -44.39580479 Mar 29 11811.9120 4.01756933 -110.86859757 Apr 29 11990.1295 4.22371658 99.86671527 May 29 11994.9281 4.22419380 34.35808083 Jun 29 11499.4114 3.90243411 -53.11294204 Jul 29 10356.5233 3.23563596 -17.57496703 Aug 29 9909.2948 2.97626207 -9.02704551 Sep 29 9539.2703 2.76241699 -48.17484962 Oct 29 7893.5677 1.92677462 -85.14339467 Nov 29 7073.3863 1.71334010 -32.86481419 Dec 29 6420.7617 1.89296291 0.20259683 Jan 30 6353.1148 1.93893347 55.61140002 Feb 30 6132.6010 1.70381501 -44.03837481 Mar 30 5857.5904 1.29461410 -132.81878748 Apr 30 5918.8626 1.36469942 101.86608681 May 30 6362.1184 1.73019692 75.39202932 Jun 30 6571.4181 1.86321947 -6.97265815 Jul 30 6662.5386 1.91463781 -4.42487784 Aug 30 7101.7004 2.16311791 27.86131286 Sep 30 7639.5196 2.46464060 40.89758823 Oct 30 7968.5582 2.62532804 -40.83492602 Nov 30 7958.7837 2.62229619 -13.87988623 Dec 30 8033.3126 2.60329287 4.63009003 Jan 31 8095.3642 2.56804774 65.68838296 Feb 31 8037.9698 2.50761263 -37.42122182 Mar 31 8346.4466 2.94682492 -118.13225644 Apr 31 8370.1272 2.97074540 84.47260442 May 31 8031.9526 2.68961630 50.42455498 Jun 31 8038.5532 2.69211259 -5.59291347 Jul 31 8065.8862 2.70618727 -19.73433044 Aug 31 8137.4932 2.74485037 10.21314411 Sep 31 8324.7679 2.84685183 37.95073197 Oct 31 8606.2475 2.97995468 -27.12306560 Nov 31 8661.1552 2.99193360 -17.62712467 Dec 31 8638.0643 2.99854296 -1.21849318 Jan 32 8649.7249 2.99394794 65.01291854 Feb 32 8802.5472 3.13825751 -43.53319870 Mar 32 8745.6631 3.05458028 -122.64621084 Apr 32 8704.3589 3.00405918 96.47436871 May 32 8641.0432 2.94960794 48.14352382 Jun 32 8391.2330 2.78883995 -18.65988341 Jul 32 8189.7557 2.67307095 -30.48816530 Aug 32 3139.5655 -0.12787368 -273.29409436 Sep 32 5787.1524 1.30950893 227.74825912 Oct 32 6874.8123 1.81345727 15.23459359 Nov 32 7032.2378 1.84738963 -21.28537552 Dec 32 7199.6867 1.80730944 2.36907350 Jan 33 7416.5862 1.70550306 69.83942551 > m$resid Jan Feb Mar Apr May 1 0.000000e+00 2.147471e-02 -1.513834e-01 -2.833072e-02 7.945702e-03 2 -4.349385e-02 -1.530089e-05 -4.674709e-03 -2.216144e-02 -7.781272e-02 3 1.218724e-01 2.326268e-01 3.240577e-02 8.891821e-02 -9.529497e-02 4 3.874626e-02 5.477123e-02 1.061068e-01 1.595651e-01 1.093825e-01 5 1.573635e-01 4.186200e-02 5.117406e-02 1.487608e-01 6.375170e-02 6 -5.259782e-02 2.117277e-02 1.307543e-01 -1.717612e-02 -3.693069e-02 7 -5.423476e-02 2.570831e-01 3.627221e-01 3.602629e-01 1.299582e-01 8 4.381123e-02 -7.438295e-03 3.517248e-01 2.262277e-01 6.016866e-02 9 1.854333e-01 5.911756e-01 7.010961e-01 -1.160149e-02 -6.432484e-02 10 3.596567e-01 9.616869e-02 -8.254290e-02 1.405144e-01 1.852679e-01 11 2.572466e-02 -5.861501e-01 -1.262286e-01 5.059239e-02 1.075101e-02 12 -2.042731e-01 3.376204e-01 4.691366e-01 2.333792e-01 -3.836026e-02 13 3.101637e-01 1.291660e-01 3.684810e-02 -9.193055e-02 4.438534e-02 14 1.650304e-01 2.440314e-01 2.053610e-01 1.384273e-01 -1.561677e-01 15 4.076570e-01 1.120617e-01 -8.871135e-02 -9.045737e-02 1.164503e-01 16 -3.474387e-02 -1.179000e-01 -2.559779e-01 1.741038e-01 3.482247e-01 17 5.312436e-01 -5.998214e+00 -1.976096e+00 5.743746e+00 2.052204e+00 18 3.617134e-01 9.034710e-01 5.325001e-01 -1.240832e-01 5.963565e-01 19 5.105797e-01 9.980124e-01 1.308337e+00 1.037155e+00 8.951940e-01 20 1.146503e+00 6.379440e-01 -4.765875e-01 -5.256545e-01 -4.580743e-01 21 -7.382657e-01 -8.092896e-01 -3.364700e-01 2.421514e-02 1.604753e-01 22 -5.802626e-01 2.182073e-01 -5.030225e-01 -4.599445e-01 -1.611073e-01 23 2.369445e-01 3.402130e-01 1.995058e-01 1.330767e-01 1.260528e-01 24 -3.496798e-01 -6.362127e-01 -6.279042e-01 3.676757e-01 5.576443e-01 25 6.368054e-01 9.391250e-01 2.823566e-01 7.329703e-02 -1.180388e-01 26 3.956967e-01 8.758934e-01 5.453483e-01 -9.968255e-02 -9.193374e-02 27 1.057012e+00 1.192059e+00 9.170860e-01 -1.161986e-01 -3.341448e-01 28 8.194248e-01 7.252839e-01 -2.326626e-01 7.051683e-01 7.856686e-01 29 -1.424016e+00 -9.519867e-01 -3.305640e-01 3.960514e-01 1.308179e-03 30 -1.586251e-01 -5.044036e-01 -6.276401e-01 1.363601e-01 1.005662e+00 31 1.355742e-01 -1.359945e-01 6.940672e-01 4.713799e-02 -7.763741e-01 32 1.975007e-02 3.398823e-01 -1.361696e-01 -1.008485e-01 -1.509279e-01 33 4.903320e-01 Jun Jul Aug Sep Oct 1 4.194904e-03 -1.880999e-02 1.065257e-02 -4.584743e-02 -4.096590e-02 2 -1.237945e-01 -2.099435e-02 1.043063e-02 -8.711042e-03 -1.495908e-02 3 -4.316464e-02 -2.003639e-02 1.614068e-02 1.295915e-01 4.086481e-02 4 7.608806e-02 9.478513e-02 2.890540e-02 5.714879e-02 -6.945953e-02 5 -9.662689e-02 -7.602762e-02 1.513208e-01 1.603469e-01 8.837986e-02 6 3.398619e-02 -2.456136e-02 -5.711894e-03 1.179099e-01 2.506511e-01 7 -7.568764e-02 4.139265e-02 3.193897e-01 3.154861e-02 -8.593828e-02 8 3.857104e-02 4.224584e-01 3.660498e-01 -4.726048e+00 2.641805e+00 9 1.228052e-01 3.750455e-02 -1.233462e-01 3.727071e-01 1.028564e-01 10 6.064159e-02 -5.465849e-02 1.671610e-01 5.575455e-01 -1.722933e-01 11 6.585434e-02 -2.916944e-02 -6.402900e-01 -3.746242e-01 -4.808497e-01 12 -6.912892e-02 -1.500150e-01 -1.733849e-01 2.439505e-02 -2.530317e-01 13 -8.586548e-02 -1.874871e-01 -3.799469e-01 -1.549792e-02 -1.849656e-01 14 5.205502e-03 3.270574e-01 1.746299e-01 4.639207e-02 2.392630e-02 15 -3.081169e-01 -2.267510e-01 4.892089e-02 -2.282333e-02 -4.060961e-01 16 5.930610e-02 7.107908e-02 2.767919e-02 1.803336e-01 -1.868928e-01 17 7.307296e-01 7.695187e-02 7.587437e-02 2.755232e-01 1.647692e-01 18 6.008269e-01 7.392751e-01 -2.132758e-01 -3.702030e-02 -7.711505e-02 19 1.165139e+00 1.469956e+00 -8.382983e-01 -1.483805e+00 -1.330972e+00 20 -2.779270e-01 -6.931560e-01 -5.773206e-01 3.359371e-01 -7.133750e-01 21 1.923091e-01 3.281018e-01 6.877661e-01 4.043958e-02 -7.499724e-02 22 1.693436e-01 1.430068e-01 -2.376192e-02 -1.013483e+00 -2.745306e-01 23 -8.595881e-01 -1.410786e+00 -8.098493e-01 -7.144145e-01 -7.466483e-01 24 5.048900e-01 1.153615e-01 4.085821e-01 4.282282e-01 2.467624e-01 25 1.685511e-01 1.978150e-02 1.703376e-01 7.944089e-01 7.703185e-01 26 2.192503e-01 4.223122e-01 5.842959e-01 5.382824e-01 2.719357e-01 27 -1.174054e+00 1.804323e-01 7.728954e-01 8.593017e-01 9.786542e-01 28 -1.540856e-02 -3.655639e-01 -1.743657e+00 -5.749163e-02 6.038912e-01 29 -1.137609e+00 -2.610673e+00 -1.025496e+00 -8.491560e-01 -3.752698e+00 30 4.725099e-01 2.031949e-01 9.954098e-01 1.219450e+00 7.434361e-01 31 8.902873e-03 5.609523e-02 1.568557e-01 4.200925e-01 6.342967e-01 32 -5.753778e-01 -4.650148e-01 -1.150309e+01 6.027674e+00 2.473024e+00 33 Nov Dec 1 -3.190661e-02 -8.710659e-02 2 1.215580e-02 1.081913e-01 3 -2.347737e-02 7.562910e-03 4 -8.031800e-03 1.200368e-01 5 -2.371587e-02 -3.119469e-02 6 3.720520e-01 1.065249e-01 7 1.242493e-01 1.233763e-01 8 8.871202e-03 -2.742955e-01 9 1.446207e-01 1.082785e-01 10 -7.089447e-02 -1.467613e-02 11 -1.210078e-01 -1.003222e-01 12 -1.924368e-02 -1.026768e-01 13 1.417284e-01 3.544578e-02 14 1.961825e-01 3.318976e-01 15 -3.353639e-02 5.798772e-02 16 4.691410e-02 3.155570e-01 17 2.878741e-01 2.626421e-01 18 -1.451317e-01 4.717134e-01 19 5.102552e-01 9.364299e-01 20 6.622853e-01 -1.087994e-01 21 9.895728e-02 -2.944864e-01 22 7.487619e-02 1.216526e-01 23 8.236987e-02 -1.388859e-01 24 1.613493e-01 1.608738e-01 25 5.669852e-01 6.999093e-01 26 2.264329e-01 7.416964e-01 27 5.429764e-01 6.575464e-01 28 -1.262761e+00 -2.778322e-01 29 -1.871316e+00 -1.490046e+00 30 -2.822478e-02 1.637434e-01 31 1.181995e-01 -5.939462e-02 32 3.542085e-01 3.770963e-01 33 > 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/1gqsc1355691480.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/2prbw1355691480.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/3xz8d1355691480.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/42l311355691480.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(as.numeric(m$resid),main='Standardized Residuals',ylab='Residuals',xlab='time',type='b') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/5g4kf1355691480.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > op <- par(mfrow = c(2,2)) > hist(m$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/68y4s1355691480.tab") > > try(system("convert tmp/1gqsc1355691480.ps tmp/1gqsc1355691480.png",intern=TRUE)) character(0) > try(system("convert tmp/2prbw1355691480.ps tmp/2prbw1355691480.png",intern=TRUE)) character(0) > try(system("convert tmp/3xz8d1355691480.ps tmp/3xz8d1355691480.png",intern=TRUE)) character(0) > try(system("convert tmp/42l311355691480.ps tmp/42l311355691480.png",intern=TRUE)) character(0) > try(system("convert tmp/5g4kf1355691480.ps tmp/5g4kf1355691480.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 10.588 0.530 11.100