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(1235.1 + ,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' > par1 <- '12' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > par1 <- as.numeric(par1) > nx <- length(x) > x <- ts(x,frequency=par1) > m <- StructTS(x,type='BSM') Warning message: In StructTS(x, type = "BSM") : possible convergence problem: optim gave code=52 ERROR: ABNORMAL_TERMINATION_IN_LNSRCH > m$coef level slope seas epsilon 2404.4819112 0.4146455 18.5773189 346.9694189 > m$fitted level slope sea Jan 1 1235.10000 0.00000000 0.00000000 Feb 1 375.12171 -48.84091061 -52.29885895 Mar 1 313.17971 -49.01193850 -46.96229279 Apr 1 286.23364 -48.86605195 -48.30778854 May 1 248.66845 -48.79661742 -48.69008561 Jun 1 277.89057 -48.31003746 -46.90387835 Jul 1 282.06461 -47.97586994 -47.56492676 Aug 1 267.22389 -47.76057159 -47.59014142 Sep 1 249.66020 -47.56047348 -47.35632348 Oct 1 219.93921 -47.43999322 -47.48144741 Nov 1 240.78391 -46.97026562 -46.06503030 Dec 1 258.50880 -46.51723138 -46.13739106 Jan 2 -43.17417 -34.64918136 374.94472697 Feb 2 329.62657 -23.60261009 -19.52437523 Mar 2 355.23352 -23.14956952 -22.95357038 Apr 2 348.53128 -23.06085748 -22.86790566 May 2 369.35001 -22.83265627 -23.18470169 Jun 2 409.71501 -22.49444919 -20.94080251 Jul 2 452.31593 -22.13640663 -21.57521609 Aug 2 421.23107 -22.18689329 -24.52338769 Sep 2 388.05320 -22.25044483 -23.19292026 Oct 2 397.59240 -22.06190823 -22.72612182 Nov 2 380.11064 -22.03386091 -23.67730667 Dec 2 383.68089 -21.88912331 -17.84849303 Jan 3 258.55338 -20.08070082 219.09863005 Feb 3 463.14961 -15.79254260 -7.29363032 Mar 3 450.00974 -15.76757708 -19.03022924 Apr 3 391.37793 -16.03945778 -19.63988948 May 3 348.78798 -16.20258094 -19.24287090 Jun 3 365.92364 -15.99251356 -14.89753954 Jul 3 347.89106 -16.00566395 -16.04181081 Aug 3 287.10661 -16.30018727 -20.33657052 Sep 3 267.16141 -16.32463705 -17.71621945 Oct 3 226.56621 -16.49111102 -18.10232749 Nov 3 247.41878 -16.22794269 -16.37854626 Dec 3 248.24180 -16.12287563 -9.42357759 Jan 4 122.97973 -15.36477545 155.34411109 Feb 4 238.32233 -13.30698074 1.24848064 Mar 4 244.75096 -13.10552674 -14.81036819 Apr 4 212.79804 -13.24902147 -16.71899730 May 4 195.27394 -13.28043291 -17.75686469 Jun 4 218.55240 -13.00667589 -9.77340151 Jul 4 216.85542 -12.92045069 -11.02284267 Aug 4 198.93542 -12.95915076 -17.73102814 Sep 4 199.19367 -12.85528574 -12.19129456 Oct 4 191.30756 -12.81550287 -16.50812256 Nov 4 207.99164 -12.57540132 -12.55659299 Dec 4 184.83711 -12.64986192 -3.95897437 Jan 5 108.72336 -12.58834257 124.80653352 Feb 5 212.96826 -10.93439278 7.96977916 Mar 5 212.14531 -10.82309230 -13.14455822 Apr 5 198.77486 -10.84560020 -14.86929811 May 5 194.76936 -10.78745323 -17.39013488 Jun 5 207.49732 -10.58501354 -7.11858931 Jul 5 214.50315 -10.43141186 -8.11328578 Aug 5 208.02498 -10.39648851 -16.69913888 Sep 5 185.72529 -10.50289197 -11.49776567 Oct 5 166.06299 -10.58600996 -16.96462930 Nov 5 167.20605 -10.47893741 -9.21247909 Dec 5 154.96970 -10.49295834 -0.25906516 Jan 6 111.84328 -10.58966000 105.30028167 Feb 6 175.33097 -9.59856112 12.65727930 Mar 6 191.13692 -9.30221966 -11.33296323 Apr 6 189.65498 -9.22488359 -14.18743608 May 6 173.10899 -9.29449381 -18.63566219 Jun 6 177.74635 -9.16108723 -6.20804610 Jul 6 177.22947 -9.07738714 -7.26035519 Aug 6 166.84471 -9.09016301 -15.48880759 Sep 6 169.59701 -8.97332926 -9.10903286 Oct 6 172.02762 -8.85951188 -16.18728085 Nov 6 202.38052 -8.46910240 -5.35540184 Dec 6 228.60720 -8.16144387 3.65880299 Jan 7 252.78083 -7.97673571 99.43605319 Feb 7 365.68607 -6.40401200 18.75332903 Mar 7 407.87926 -5.81307118 -9.88844012 Apr 7 399.46624 -5.84100054 -14.55761346 May 7 386.32432 -5.91652220 -19.65716906 Jun 7 375.11594 -5.97140566 -6.38748883 Jul 7 373.29181 -5.92802314 -5.88428793 Aug 7 363.19748 -5.97193118 -15.70279346 Sep 7 352.81053 -6.01882500 -8.98634588 Oct 7 316.36377 -6.34471783 -19.85121182 Nov 7 315.85354 -6.28273688 -5.04616370 Dec 7 300.76133 -6.36780779 1.18379822 Jan 8 282.86685 -6.45636547 85.41057787 Feb 8 331.21751 -5.75191717 19.35828655 Mar 8 337.76067 -5.59807194 -9.50144750 Apr 8 330.70872 -5.61465247 -14.33670150 May 8 294.30681 -5.95375133 -21.66182562 Jun 8 294.05416 -5.89100071 -5.42906322 Jul 8 274.44478 -6.04296635 -6.62091314 Aug 8 268.57595 -6.04102538 -14.99656110 Sep 8 244.07710 -6.24808183 -8.09244320 Oct 8 246.25072 -6.15308824 -18.84749388 Nov 8 254.63674 -5.99096984 -2.75725184 Dec 8 256.78559 -5.90688803 2.35174827 Jan 9 231.11469 -6.08694319 77.83797319 Feb 9 280.07153 -5.38214593 22.74988395 Mar 9 312.16181 -4.90423931 -7.04596248 Apr 9 287.76050 -5.13629006 -14.45934754 May 9 298.40641 -4.95419876 -20.37049197 Jun 9 317.45739 -4.67804827 -2.39245533 Jul 9 306.47158 -4.75094796 -7.32667156 Aug 9 266.99221 -5.15437688 -16.19115527 Sep 9 239.44669 -5.41584698 -9.50257985 Oct 9 228.96822 -5.47515252 -19.27039117 Nov 9 255.82614 -5.10128586 0.25672185 Dec 9 260.76504 -4.99197593 4.05024635 Jan 10 249.68850 -5.05372768 71.63360218 Feb 10 281.32794 -4.58376978 22.90755553 Mar 10 286.29495 -4.46045549 -5.21129443 Apr 10 279.15795 -4.49328646 -16.14263072 May 10 283.97250 -4.38216415 -21.56993372 Jun 10 309.27341 -4.02933008 0.32715234 Jul 10 292.23354 -4.18447596 -6.39975359 Aug 10 270.38537 -4.39600671 -15.70309106 Sep 10 260.00133 -4.46801537 -8.99542769 Oct 10 265.59125 -4.34689948 -20.27690797 Nov 10 304.18143 -3.83664752 3.45866001 Dec 10 324.54871 -3.56217721 5.79999146 Jan 11 368.16481 -3.04763028 72.64952328 Feb 11 469.32608 -1.71023996 30.13794321 Mar 11 513.08616 -1.11865512 -2.89813173 Apr 11 522.39322 -0.98804982 -17.21974465 May 11 509.93661 -1.12843141 -25.38620868 Jun 11 518.77924 -1.00700002 2.34680287 Jul 11 515.16774 -1.03878360 -5.06110926 Aug 11 481.94771 -1.43286848 -17.45898645 Sep 11 425.60117 -2.10751647 -13.33606112 Oct 11 401.06047 -2.38313604 -23.41944562 Nov 11 379.11301 -2.62049723 1.68937339 Dec 11 399.08070 -2.35616962 5.06155599 Jan 12 402.97114 -2.28458475 64.09068479 Feb 12 436.22981 -1.82726321 29.42490182 Mar 12 434.18831 -1.83006299 -4.36328520 Apr 12 382.87470 -2.45902601 -21.25947984 May 12 362.37907 -2.68385327 -27.55743997 Jun 12 372.77999 -2.52162055 3.68102589 Jul 12 364.64287 -2.59132635 -3.48241836 Aug 12 350.48354 -2.73532137 -14.42298840 Sep 12 333.74512 -2.91005661 -12.59813873 Oct 12 342.27568 -2.76741765 -20.52119450 Nov 12 359.43476 -2.52182614 1.82271612 Dec 12 349.50522 -2.61063479 3.46559282 Jan 13 350.12204 -2.57234205 61.39713389 Feb 13 357.21213 -2.44770840 30.25980318 Mar 13 406.49411 -1.77005323 3.86466239 Apr 13 385.42199 -2.01782908 -22.45551230 May 13 369.45112 -2.19405638 -29.81111689 Jun 13 405.01381 -1.71969331 7.74885503 Jul 13 393.33769 -1.84484685 -3.76761449 Aug 13 385.50159 -1.92032176 -13.69748329 Sep 13 351.43927 -2.32595792 -16.16179537 Oct 13 370.54768 -2.05583591 -19.36652728 Nov 13 389.79594 -1.79008972 4.40165988 Dec 13 434.34249 -1.22413891 7.21402200 Jan 14 466.67534 -0.81603441 62.86980136 Feb 14 527.26701 -0.02221950 30.95838381 Mar 14 536.21270 0.09538176 5.03995080 Apr 14 515.27009 -0.17646596 -24.10136679 May 14 502.53752 -0.33655625 -33.96260980 Jun 14 519.18747 -0.12105424 10.11742306 Jul 14 502.72499 -0.32838032 -4.70572884 Aug 14 462.95122 -0.82965771 -14.31834158 Sep 14 427.37081 -1.27182652 -19.88923501 Oct 14 409.61592 -1.48119371 -21.38017214 Nov 14 395.06519 -1.64573292 0.56898076 Dec 14 398.11072 -1.58760855 5.43845048 Jan 15 402.80549 -1.50983494 58.55481485 Feb 15 415.02432 -1.33204707 31.47080386 Mar 15 423.82509 -1.19914288 7.29139859 Apr 15 412.18294 -1.33466720 -24.65811837 May 15 427.35268 -1.12281080 -34.09044882 Jun 15 413.62372 -1.28388993 9.75619619 Jul 15 389.36385 -1.57738649 -3.76669446 Aug 15 394.18887 -1.49550270 -10.74046447 Sep 15 368.91817 -1.79982280 -20.62708239 Oct 15 347.39392 -2.05182135 -21.67871461 Nov 15 367.30998 -1.77328495 2.71263645 Dec 15 370.18028 -1.71511437 5.27469783 Jan 16 398.85867 -1.33397086 60.26556425 Feb 16 446.59242 -0.69764202 34.66927226 Mar 16 438.65584 -0.79256122 6.38977143 Apr 16 427.76293 -0.92399570 -27.27877550 May 16 427.91940 -0.91006009 -33.14620428 Jun 16 441.15352 -0.72837763 12.58663684 Jul 16 422.22062 -0.96209494 -6.08442666 Aug 16 390.44846 -1.35798250 -11.33298122 Sep 16 369.55548 -1.60911053 -20.26308682 Oct 16 363.04082 -1.67205404 -23.06525894 Nov 16 379.27141 -1.44381120 4.42900904 Dec 16 376.36617 -1.46227439 2.60530389 Jan 17 391.78203 -1.24861452 58.03354978 Feb 17 407.49985 -1.02835071 36.61539569 Mar 17 414.14554 -0.92778364 7.45789273 Apr 17 411.37699 -0.95177640 -28.06125392 May 17 391.32787 -1.19891782 -36.28725957 Jun 17 424.06765 -0.76130085 17.25080158 Jul 17 380.44241 -1.31364388 -7.91415901 Aug 17 366.90237 -1.47127975 -10.36809449 Sep 17 349.13570 -1.68142046 -21.02410571 Oct 17 344.36615 -1.72117184 -24.20395330 Nov 17 329.68284 -1.88713425 3.63684454 Dec 17 337.34105 -1.76575048 2.43921682 Jan 18 337.15143 -1.74565977 56.76336059 Feb 18 373.38554 -1.25219911 39.37055792 Mar 18 364.41589 -1.35326445 6.38589081 Apr 18 373.96630 -1.21101513 -26.04389944 May 18 362.66810 -1.34185786 -40.08493265 Jun 18 381.04516 -1.08688627 22.34207042 Jul 18 355.25463 -1.40608167 -9.45745881 Aug 18 330.26214 -1.71093871 -10.99596853 Sep 18 308.60541 -1.96874331 -22.06625051 Oct 18 295.80316 -2.10853182 -23.63292393 Nov 18 286.83459 -2.19665798 2.76947165 Dec 18 277.81073 -2.28391556 1.78998081 Jan 19 271.32244 -2.33778320 53.57140237 Feb 19 270.56708 -2.31721121 40.14773651 Mar 19 289.13888 -2.04385661 7.41990237 Apr 19 296.75275 -1.91780831 -24.88412607 May 19 316.63850 -1.63454307 -39.89537224 Jun 19 331.82558 -1.41659558 25.40186347 Jul 19 315.98508 -1.60333794 -9.29384064 Aug 19 295.45511 -1.84841034 -11.13593026 Sep 19 275.11086 -2.08787442 -22.64226382 Oct 19 269.82400 -2.12922716 -22.94901546 Nov 19 256.59035 -2.27225028 2.61092784 Dec 19 262.36535 -2.16899707 3.19100938 Jan 20 262.10290 -2.14447695 53.57324911 Feb 20 276.47183 -1.92970908 39.99543990 Mar 20 286.56446 -1.77249729 7.43034246 Apr 20 291.92214 -1.67942669 -26.35727318 May 20 287.80452 -1.71113629 -41.71865358 Jun 20 327.66880 -1.17168825 30.25676181 Jul 20 332.05010 -1.09969051 -7.80108236 Aug 20 308.75453 -1.38747552 -11.95250857 Sep 20 310.88604 -1.34185945 -21.79854688 Oct 20 315.88702 -1.25975279 -21.43037158 Nov 20 292.80868 -1.54134869 0.04770167 Dec 20 272.65913 -1.78083219 1.52261828 Jan 21 257.70860 -1.95068822 51.23720927 Feb 21 283.57865 -1.58875714 41.86491916 Mar 21 285.38017 -1.54445356 7.12352178 Apr 21 276.93041 -1.63458206 -27.02173028 May 21 275.35587 -1.63380066 -44.96291044 Jun 21 321.56797 -1.01235042 34.32320697 Jul 21 327.03151 -0.92829750 -6.09057610 Aug 21 296.08647 -1.31786168 -15.36819434 Sep 21 284.81085 -1.44705961 -22.94377603 Oct 21 272.66748 -1.58566846 -20.41414854 Nov 21 258.39250 -1.74970498 0.69404764 Dec 21 242.16496 -1.93647035 1.33229968 Jan 22 238.53533 -1.95835424 49.16334779 Feb 22 248.04324 -1.80915620 42.91453900 Mar 22 263.40873 -1.58485692 9.28337085 Apr 22 278.24232 -1.37060206 -25.96486588 May 22 278.71319 -1.34662658 -48.92903285 Jun 22 300.44026 -1.04671347 35.85520639 Jul 22 318.34820 -0.80050401 -2.36967466 Aug 22 304.62460 -0.96834158 -16.11008510 Sep 22 315.36470 -0.81632688 -20.93674556 Oct 22 305.34647 -0.93566875 -20.26841224 Nov 22 275.12883 -1.31468626 -0.69885589 Dec 22 263.14823 -1.45253004 0.80202032 Jan 23 286.87599 -1.12655782 50.76995849 Feb 23 328.99355 -0.56379841 45.34415163 Mar 23 359.27577 -0.16116986 10.41763289 Apr 23 377.93848 0.08441507 -24.94247886 May 23 387.64881 0.20977193 -50.37692536 Jun 23 425.01296 0.69295183 37.53252866 Jul 23 448.28976 0.98646652 0.06371535 Aug 23 441.10491 0.88028743 -18.14739683 Sep 23 447.91767 0.95734951 -19.41276477 Oct 23 444.53882 0.90107601 -18.13087707 Nov 23 457.79138 1.06111326 1.46195007 Dec 23 463.86859 1.12603300 -0.85651570 Jan 24 489.08793 1.43830997 49.48612065 Feb 24 499.61768 1.55663093 43.51801663 Mar 24 507.34663 1.63715935 9.43161456 Apr 24 497.73792 1.49047982 -27.02130044 May 24 493.88275 1.42085605 -53.85634028 Jun 24 510.04308 1.61260449 37.22960563 Jul 24 528.81970 1.83576942 2.16909574 Aug 24 525.82727 1.77300742 -19.16156245 Sep 24 507.31443 1.50939691 -20.93787946 Oct 24 481.55245 1.15530024 -21.35826398 Nov 24 480.58523 1.12777655 1.16335094 Dec 24 473.77064 1.02486882 -3.33981099 Jan 25 492.11965 1.24961494 50.54874047 Feb 25 497.33071 1.30117366 43.40552329 Mar 25 509.00172 1.43641050 11.28559588 Apr 25 498.96658 1.28682762 -27.92362512 May 25 491.42334 1.17181720 -55.98872345 Jun 25 504.30162 1.32414411 36.92661274 Jul 25 513.24187 1.42319665 3.16577683 Aug 25 505.21278 1.30029166 -18.40538955 Sep 25 488.29692 1.06350810 -20.36306973 Oct 25 471.60225 0.83283991 -22.52252835 Nov 25 432.90251 0.31986733 -1.67291674 Dec 25 418.83598 0.13330126 -5.55005441 Jan 26 417.38437 0.11272594 50.30145930 Feb 26 437.50639 0.37315444 44.65110437 Mar 26 438.86940 0.38605902 12.21482967 Apr 26 443.80848 0.44541262 -26.94146024 May 26 438.29822 0.36784192 -57.70045534 Jun 26 446.76776 0.47327885 36.98294382 Jul 26 450.55979 0.51645026 4.05138930 Aug 26 440.13724 0.37418490 -18.05578085 Sep 26 436.08700 0.31666107 -19.06876910 Oct 26 402.59673 -0.12261236 -22.33784191 Nov 26 405.12924 -0.08814160 0.15984228 Dec 26 410.13680 -0.02201343 -4.93392179 Jan 27 444.73104 0.42761504 52.01072352 Feb 27 465.50717 0.69245998 46.11060010 Mar 27 464.34227 0.66825313 11.37496738 Apr 27 458.26432 0.58032980 -27.37463756 May 27 470.47845 0.73184921 -57.44134789 Jun 27 496.23539 1.05756013 38.83255559 Jul 27 517.22565 1.31688865 6.43922430 Aug 27 508.38542 1.18477204 -18.69564629 Sep 27 531.84689 1.47445044 -14.25590161 Oct 27 528.20329 1.40793133 -23.20400173 Nov 27 562.06098 1.82939683 2.63928726 Dec 27 609.09665 2.41637057 -3.79358138 Jan 28 740.71553 4.09525957 62.13932733 Feb 28 778.77816 4.53735775 48.14522393 Mar 28 817.65329 4.98476680 14.23033742 Apr 28 813.26264 4.86260320 -30.16524199 May 28 821.46635 4.90611519 -59.55773491 Jun 28 820.89712 4.83484779 36.64435902 Jul 28 815.68475 4.70411838 6.39221588 Aug 28 794.82297 4.37153846 -22.22848308 Sep 28 771.20861 4.00757096 -15.73121198 Oct 28 753.91493 3.73066108 -27.02086213 Nov 28 729.82075 3.36914139 -3.46271049 Dec 28 733.03588 3.36714083 -13.51783931 Jan 29 754.25801 3.59922569 61.04927080 Feb 29 757.96116 3.60057838 45.32667119 Mar 29 741.82259 3.34343889 12.98634453 Apr 29 723.88886 3.06624606 -32.39843420 May 29 695.98437 2.66293663 -61.95666921 Jun 29 722.68953 2.97587882 39.99389657 Jul 29 745.26631 3.23093351 10.13768055 Aug 29 751.67646 3.27229444 -19.84881370 Sep 29 723.26389 2.86017704 -16.95358369 Oct 29 711.08667 2.66466181 -26.02611787 Nov 29 713.08673 2.65602447 -3.50891305 Dec 29 716.85643 2.67049604 -14.78690218 Jan 30 722.88660 2.71417687 61.51966003 Feb 30 757.21285 3.12560967 49.98630656 Mar 30 744.37460 2.91768752 13.09281750 Apr 30 697.35234 2.26719384 -34.70719670 May 30 682.34140 2.04221031 -65.21768764 Jun 30 702.82984 2.28231425 40.30927200 Jul 30 687.77473 2.05670269 8.35603722 Aug 30 692.24188 2.08806403 -16.82417910 Sep 30 665.47409 1.71271129 -18.39528017 Oct 30 651.13413 1.50396634 -27.15482387 Nov 30 640.55949 1.34695347 -4.54528728 Dec 30 609.87320 0.93058474 -18.12044659 Jan 31 626.86826 1.13948595 60.94925086 Feb 31 623.38195 1.07928197 51.05958689 Mar 31 629.64287 1.14676035 17.65097018 Apr 31 607.30282 0.84087733 -35.75391271 May 31 611.45914 0.88404547 -66.14744122 Jun 31 594.76408 0.65522998 39.89513146 Jul 31 628.43238 1.08484082 11.50089671 Aug 31 611.65627 0.85244868 -16.46460656 Sep 31 599.41072 0.68206040 -18.17713357 Oct 31 576.79404 0.37905421 -28.06655517 Nov 31 566.94265 0.24604162 -2.84487373 Dec 31 587.42372 0.50911465 -17.29417277 > m$resid Jan Feb Mar Apr May 1 0.000000000 -10.764119017 -0.265710158 0.450676090 0.230821241 2 -6.322582228 7.052053338 0.998100747 0.335178217 0.894160754 3 -2.314002759 4.161475194 0.053728197 -0.872207811 -0.540200492 4 -2.356458838 2.496081428 0.399132337 -0.383026173 -0.086870434 5 -1.343023896 2.270138415 0.204226045 -0.051713315 0.138843219 6 -0.681989371 1.455234925 0.512584659 0.158615495 -0.148475141 7 0.670078496 2.392269509 0.979830561 -0.052694670 -0.147959714 8 -0.237455804 1.090234822 0.247781253 -0.029449019 -0.623577501 9 -0.405411635 1.098993690 0.754980988 -0.394730529 0.319518752 10 -0.124417782 0.734590312 0.192405600 -0.054167163 0.188378686 11 0.962436270 2.090438628 0.916028601 0.210926093 -0.232050251 12 0.127203319 0.714081613 -0.004316258 -1.000862103 -0.364875960 13 0.065632464 0.194347747 1.042344654 -0.390326020 -0.282226068 14 0.681679371 1.236242488 0.180729991 -0.425358260 -0.253943069 15 0.127514334 0.276573948 0.204240951 -0.211113659 0.333768890 16 0.616492555 0.989045855 -0.145935963 -0.204163487 0.021848756 17 0.342169230 0.342136521 0.154734030 -0.037204722 -0.386161932 18 0.031938912 0.766146865 -0.155634921 0.220364308 -0.203961571 19 -0.085168490 0.031930409 0.421326109 0.195171351 0.440850114 20 0.038609865 0.333285369 0.242522718 0.144084979 -0.049296741 21 -0.266637628 0.561601920 0.068399995 -0.139534814 0.001213931 22 -0.034273250 0.231498352 0.346547710 0.331754563 0.037230121 23 0.509615971 0.873187792 0.622477192 0.380348521 0.194608181 24 0.487544989 0.183594009 0.124571323 -0.227224814 -0.108071184 25 0.350521492 0.080005185 0.209306199 -0.231780527 -0.178510827 26 -0.032064089 0.404136109 0.019981133 0.091991452 -0.120399063 27 0.700250124 0.411013111 -0.037495383 -0.136302233 0.235182993 28 2.613409029 0.686132164 0.693241767 -0.189422017 0.067540907 29 0.361129742 0.002099470 -0.398537530 -0.429883873 -0.626066892 30 0.067947428 0.638609106 -0.322332809 -1.008982337 -0.349268004 31 0.324874419 -0.093450707 0.104630181 -0.474524306 0.067018820 Jun Jul Aug Sep Oct 1 1.593362585 1.071745521 0.676552391 0.616486507 0.364160349 2 1.287667406 1.326189904 -0.182287767 -0.223872466 0.647454998 3 0.678226367 -0.041498588 -0.910791211 -0.074131862 -0.493580133 4 0.742801714 0.229768908 -0.101562713 0.268483108 0.100934900 5 0.477275045 0.357000425 0.080224226 -0.241541348 -0.185863704 6 0.282513960 0.175278437 -0.026508172 0.240108575 0.231222862 7 -0.107232125 0.084034624 -0.084417063 -0.089455626 -0.616541756 8 0.115458101 -0.277812460 0.003526415 -0.373788445 0.170552686 9 0.485928272 -0.127681871 -0.702971398 -0.453253497 -0.102481713 10 0.600649533 -0.263266953 -0.357427301 -0.121173643 0.203529314 11 0.201713252 -0.052687366 -0.651021983 -1.110946107 -0.453820602 12 0.264647907 -0.113573797 -0.233971525 -0.283236067 0.231387553 13 0.763534797 -0.201336310 -0.121158422 -0.650019834 0.433427561 14 0.343469248 -0.330410503 -0.797586659 -0.702684467 -0.333252460 15 -0.254876501 -0.464511168 0.129443972 -0.480698109 -0.398732586 16 0.285955786 -0.368018431 -0.622869675 -0.394931305 -0.099155478 17 0.686116679 -0.866479924 -0.247158379 -0.329411358 -0.062414309 18 0.398633165 -0.499355193 -0.476777369 -0.403176583 -0.218939688 19 0.340055903 -0.291553564 -0.382567396 -0.373845427 -0.064645682 20 0.840454408 0.112241262 -0.448632962 0.071123441 0.128170779 21 0.967207539 0.130893572 -0.606692528 -0.201250148 -0.216132885 22 0.466434796 0.383115723 -0.261192165 0.236622260 -0.185930112 23 0.751075286 0.456466501 -0.165148696 0.119888057 -0.087613133 24 0.297958399 0.346918844 -0.097579675 -0.409938466 -0.551007202 25 0.236646399 0.153936291 -0.191030841 -0.368103083 -0.358790403 26 0.163776371 0.067078290 -0.221073862 -0.089404265 -0.683034163 27 0.505884277 0.402877741 -0.205269345 0.450134380 -0.103403899 28 -0.110684706 -0.203073364 -0.516664909 -0.565485815 -0.430362606 29 0.486015845 0.396171879 0.064248461 -0.640215898 -0.303808651 30 0.372891996 -0.350422812 0.048712036 -0.583044704 -0.324319667 31 -0.355362506 0.667258304 -0.360943792 -0.264646950 -0.470715040 Nov Dec 1 1.393744350 1.320326224 2 0.093279600 0.521176172 3 0.759444014 0.346498688 4 0.599200238 -0.214723579 5 0.237996045 -0.035639231 6 0.794958508 0.703181404 7 0.118195018 -0.178466211 8 0.294351967 0.164851058 9 0.654276026 0.203294861 10 0.868513973 0.490008577 11 -0.395619901 0.457244026 12 0.402852095 -0.149937338 13 0.430630456 0.937812378 14 -0.264149441 0.094940242 15 0.443957021 0.093969511 16 0.361781044 -0.029572161 17 -0.261932885 0.193140876 18 -0.138621764 -0.138134162 19 -0.224386877 0.162810538 20 -0.440887169 -0.376458599 21 -0.256413730 -0.292883104 22 -0.591707218 -0.215758524 23 0.249591746 0.101464783 24 -0.042891082 -0.160649723 25 -0.798869934 -0.290980153 26 0.053654967 0.103061851 27 0.655755338 0.914271040 28 -0.562299093 -0.003114602 29 -0.013430710 0.022521730 30 -0.244095257 -0.647783741 31 -0.206747342 0.409184214 > 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/1agko1352744735.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/2fyvp1352744735.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/3sm8o1352744735.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/4i2ld1352744735.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(as.numeric(m$resid),main='Standardized Residuals',ylab='Residuals',xlab='time',type='b') > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/59hv21352744735.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > op <- par(mfrow = c(2,2)) > hist(m$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/6xf6l1352744735.tab") > > try(system("convert tmp/1agko1352744735.ps tmp/1agko1352744735.png",intern=TRUE)) character(0) > try(system("convert tmp/2fyvp1352744735.ps tmp/2fyvp1352744735.png",intern=TRUE)) character(0) > try(system("convert tmp/3sm8o1352744735.ps tmp/3sm8o1352744735.png",intern=TRUE)) character(0) > try(system("convert tmp/4i2ld1352744735.ps tmp/4i2ld1352744735.png",intern=TRUE)) character(0) > try(system("convert tmp/59hv21352744735.ps tmp/59hv21352744735.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 10.465 0.569 11.070