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(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' > 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 6.178044e+12 0.000000e+00 0.000000e+00 5.294764e+13 > m$fitted level slope sea Jan 1 1483509 0.000 0.000 Feb 1 3543041 286534.917 286534.918 Mar 1 3996669 304111.760 304111.760 Apr 1 4606259 329935.595 329935.595 May 1 4594415 305722.890 305722.890 Jun 1 5820855 362164.364 362164.364 Jul 1 6531277 381114.303 381114.303 Aug 1 5541867 313558.864 313558.864 Sep 1 6476341 341733.450 341733.450 Oct 1 5390129 281331.506 281331.506 Nov 1 7889324 369643.629 369643.629 Dec 1 6642325 308590.518 308590.518 Jan 2 7029461 298879.925 -3287679.174 Feb 2 5457861 212962.480 212962.480 Mar 2 4396286 163552.592 163552.592 Apr 2 4028184 145770.267 145770.267 May 2 4610673 158672.668 158672.668 Jun 2 4059905 139746.868 139746.868 Jul 2 4595146 149457.225 149457.225 Aug 2 7217688 206226.217 206226.217 Sep 2 6173971 179064.695 179064.695 Oct 2 4964695 150228.402 150228.402 Nov 2 4811985 144169.971 144169.971 Dec 2 10281421 247279.974 247279.974 Jan 3 10491739 249253.988 -2741793.869 Feb 3 10098513 230711.141 230711.141 Mar 3 8151985 177418.273 177418.273 Apr 3 6697322 142708.443 142708.443 May 3 10034357 203182.891 203182.891 Jun 3 10346502 205060.264 205060.264 Jul 3 16587696 301517.088 301517.088 Aug 3 16424968 294529.621 294529.621 Sep 3 13661864 250652.028 250652.028 Oct 3 20184743 337273.685 337273.685 Nov 3 15211321 266189.929 266189.929 Dec 3 12375200 225731.948 225731.948 Jan 4 11123592 276060.510 -3036665.615 Feb 4 10505530 257236.279 257236.279 Mar 4 8521423 217129.883 217129.883 Apr 4 8566990 214454.085 214454.085 May 4 7226234 192784.677 192784.677 Jun 4 6704609 183692.292 183692.292 Jul 4 6364888 177491.503 177491.503 Aug 4 8932734 204258.761 204258.761 Sep 4 8126878 193437.056 193437.056 Oct 4 7119265 181012.213 181012.213 Nov 4 6259168 170539.529 170539.529 Dec 4 5925343 165580.618 165580.618 Jan 5 5713179 175028.001 -1925308.009 Feb 5 5062112 161339.109 161339.110 Mar 5 4768314 154921.040 154921.040 Apr 5 4469469 149333.568 149333.568 May 5 4682339 150033.948 150033.948 Jun 5 4241641 144073.258 144073.258 Jul 5 3729772 137899.241 137899.241 Aug 5 3344345 133233.471 133233.471 Sep 5 3634110 134571.384 134571.384 Oct 5 3593057 133118.984 133118.984 Nov 5 3727697 133131.240 133131.240 Dec 5 4287055 136494.305 136494.305 Jan 6 4116013 142570.384 -1568274.220 Feb 6 4954267 152074.620 152074.620 Mar 6 4372949 143541.324 143541.324 Apr 6 4348293 141830.378 141830.378 May 6 4619296 143008.248 143008.248 Jun 6 6202524 155046.498 155046.498 Jul 6 6402250 155395.356 155395.356 Aug 6 5739688 149337.501 149337.501 Sep 6 5932715 149648.125 149648.125 Oct 6 5323355 144419.944 144419.944 Nov 6 4796786 139911.054 139911.054 Dec 6 4570903 137500.809 137500.809 Jan 7 5171319 129942.303 -1429365.338 Feb 7 5342569 130422.363 130422.363 Mar 7 5299502 128704.219 128704.219 Apr 7 4910536 124218.389 124218.389 May 7 4694463 121572.560 121572.560 Jun 7 4800088 121458.783 121458.783 Jul 7 7458196 138380.405 138380.405 Aug 7 19197690 211858.258 211858.258 Sep 7 16146308 191997.836 191997.836 Oct 7 17981837 201698.084 201698.084 Nov 7 30639760 273485.237 273485.237 Dec 7 27144287 252167.037 252167.037 Jan 8 25524961 278205.388 -3060259.264 Feb 8 32774623 348698.368 348698.370 Mar 8 30878159 329344.293 329344.293 Apr 8 31968178 335085.391 335085.391 May 8 25631187 289870.035 289870.035 Jun 8 26951921 296284.798 296284.798 Jul 8 25365558 285322.441 285322.441 Aug 8 30619015 312809.074 312809.074 Sep 8 39163540 356603.085 356603.085 Oct 8 33169440 323814.666 323814.666 Nov 8 25028542 281110.490 281110.490 Dec 8 19493521 252292.679 252292.679 Jan 9 18338554 269349.420 -2962843.625 Feb 9 16066254 246604.352 246604.354 Mar 9 12520934 217666.004 217666.004 Apr 9 10618079 203490.569 203490.569 May 9 8787501 191274.697 191274.697 Jun 9 7003373 180374.962 180374.962 Jul 9 6501044 176848.042 176848.042 Aug 9 11101514 198574.125 198574.125 Sep 9 10190242 193329.607 193329.607 Oct 9 11816029 199902.233 199902.233 Nov 9 10348506 192422.267 192422.267 Dec 9 11590177 197047.503 197047.503 Jan 10 18771306 122058.530 -1342643.836 Feb 10 15676869 96242.794 96242.795 Mar 10 12575985 74354.333 74354.333 Apr 10 13023096 76590.611 76590.611 May 10 12996389 76033.625 76033.625 Jun 10 13323793 77279.473 77279.473 Jul 10 15373427 86436.143 86436.143 Aug 10 17833995 96919.336 96919.336 Sep 10 26002563 131226.506 131226.506 Oct 10 27417247 136525.704 136525.704 Nov 10 24330063 123506.936 123506.936 Dec 10 21631275 112302.103 112302.103 Jan 11 20704179 122318.964 -1345508.608 Feb 11 27512469 170964.134 170964.135 Mar 11 36402369 225087.274 225087.274 Apr 11 32935791 204999.994 204999.994 May 11 30684368 192982.649 192982.649 Jun 11 24606152 164771.975 164771.975 Jul 11 25654655 168497.143 168497.143 Aug 11 24557632 163421.492 163421.492 Sep 11 24161838 161261.791 161261.791 Oct 11 20037300 145177.216 145177.216 Nov 11 20050144 144691.272 144691.272 Dec 11 15909665 129216.353 129216.353 Jan 12 13567415 150821.009 -1659031.100 Feb 12 10899868 132068.516 132068.518 Mar 12 10697520 130169.765 130169.765 Apr 12 10734759 129707.138 129707.138 May 12 10178487 126635.879 126635.879 Jun 12 10401823 127034.098 127034.098 Jul 12 10947500 128650.081 128650.081 Aug 12 8982628 120958.771 120958.771 Sep 12 7764810 116221.202 116221.202 Oct 12 7628782 115353.499 115353.499 Nov 12 7208153 113548.985 113548.985 Dec 12 11405655 127074.714 127074.714 Jan 13 10383128 136269.673 -1498966.410 Feb 13 8983273 126853.820 126853.822 Mar 13 6936451 115482.501 115482.501 Apr 13 5944806 110403.261 110403.261 May 13 5110813 106505.672 106505.672 Jun 13 4337648 103165.532 103165.532 Jul 13 5098327 105506.305 105506.305 Aug 13 4626511 103549.643 103549.643 Sep 13 7324100 112020.170 112020.170 Oct 13 7383522 111853.172 111853.172 Nov 13 5763844 106471.139 106471.139 Dec 13 5372891 104949.817 104949.817 Jan 14 6266278 99137.754 -1090515.296 Feb 14 6847157 101875.049 101875.051 Mar 14 6903158 101652.559 101652.559 Apr 14 6032294 97515.357 97515.357 May 14 5263821 94200.574 94200.574 Jun 14 4688802 91843.304 91843.304 Jul 14 4545872 91067.778 91067.778 Aug 14 6055341 95529.335 95529.335 Sep 14 6047672 95216.516 95216.516 Oct 14 4956964 91720.489 91720.489 Nov 14 4470977 90052.868 90052.868 Dec 14 3666880 87512.650 87512.650 Jan 15 3896901 86538.471 -951923.185 Feb 15 4518323 89370.923 89370.925 Mar 15 4244185 87727.678 87727.678 Apr 15 5082364 90703.757 90703.757 May 15 5528857 91973.532 91973.532 Jun 15 7472111 98054.703 98054.703 Jul 15 6487741 94719.646 94719.646 Aug 15 5806757 92443.369 92443.369 Sep 15 5210529 90495.518 90495.518 Oct 15 4976844 89603.628 89603.628 Nov 15 4805189 88899.670 88899.670 Dec 15 5058634 89336.099 89336.099 Jan 16 5287004 88450.058 -972950.635 Feb 16 4387722 83552.785 83552.786 Mar 16 4713981 84580.138 84580.138 Apr 16 5183681 86010.450 86010.450 May 16 5901174 88121.395 88121.395 Jun 16 9222308 98070.332 98070.332 Jul 16 8396613 95403.503 95403.503 Aug 16 7889848 93747.552 93747.552 Sep 16 6953425 91016.527 91016.527 Oct 16 6205008 88851.541 88851.541 Nov 16 6074726 88297.933 88297.933 Dec 16 6035385 87980.467 87980.467 Jan 17 6623368 84996.191 -934958.107 Feb 17 5803340 80777.742 80777.744 Mar 17 5386710 78798.199 78798.199 Apr 17 4431275 75186.433 75186.433 May 17 4637615 75598.742 75598.742 Jun 17 5423849 77655.615 77655.615 Jul 17 7089006 81966.870 81966.870 Aug 17 7209144 82065.628 82065.628 Sep 17 6281561 79546.960 79546.960 Oct 17 5434796 77298.559 77298.559 Nov 17 4565268 75047.051 75047.051 Dec 17 4443508 74586.236 74586.236 Jan 18 4391273 75298.010 -828278.114 Feb 18 3834581 72518.671 72518.673 Mar 18 3380558 70541.451 70541.451 Apr 18 3426217 70459.451 70459.451 May 18 3546545 70607.410 70607.410 Jun 18 3094515 69179.539 69179.539 Jul 18 2664461 67899.630 67899.630 Aug 18 14290055 96133.063 96133.063 Sep 18 11192889 88610.950 88610.950 Oct 18 9323259 84122.074 84122.074 Nov 18 7516466 79875.033 79875.033 Dec 18 6408896 77248.596 77248.596 Jan 19 5501688 82462.707 -907089.783 Feb 19 4639486 78530.503 78530.505 Mar 19 4745853 78629.448 78629.448 Apr 19 4335878 77105.139 77105.139 May 19 4015953 75989.857 75989.857 Jun 19 3946362 75613.247 75613.247 Jul 19 4433667 76612.776 76612.776 Aug 19 4373273 76295.795 76295.795 Sep 19 3636298 74481.177 74481.177 Oct 19 3672233 74397.472 74397.472 Nov 19 3341365 73535.081 73535.081 Dec 19 3094082 72862.706 72862.706 Jan 20 3149652 72949.416 -802443.575 Feb 20 3005932 72093.310 72093.311 Mar 20 2659263 70680.312 70680.312 Apr 20 2411890 69738.308 69738.308 May 20 3515197 72494.940 72494.940 Jun 20 3671952 72701.922 72701.922 Jul 20 3735452 72680.705 72680.705 Aug 20 4036625 73182.793 73182.793 Sep 20 3555085 72007.116 72007.116 Oct 20 2877147 70460.052 70460.052 Nov 20 2888651 70340.861 70340.861 Dec 20 3161162 70743.455 70743.455 Jan 21 3115142 71299.297 -784292.270 Feb 21 2936350 70358.883 70358.885 Mar 21 2794616 69677.775 69677.775 Apr 21 2824751 69566.302 69566.302 May 21 2296642 68048.925 68048.925 Jun 21 2045693 67302.945 67302.945 Jul 21 2698760 68588.784 68588.784 Aug 21 2586996 68211.436 68211.436 Sep 21 3833341 70589.156 70589.156 Oct 21 4065204 70905.994 70905.994 Nov 21 3434172 69554.386 69554.386 Dec 21 3017391 68631.897 68631.897 Jan 22 3968882 64631.567 -710947.235 Feb 22 6159203 72256.372 72256.374 Mar 22 4990369 68454.284 68454.284 Apr 22 4811786 67789.897 67789.897 May 22 4522203 66924.240 66924.240 Jun 22 3839785 65252.179 65252.179 Jul 22 3046662 63454.088 63454.088 Aug 22 3018998 63272.147 63272.147 Sep 22 2853832 62832.118 62832.118 Oct 22 2841436 62691.047 62691.047 Nov 22 2595125 62123.067 62123.067 Dec 22 3011516 62764.591 62764.591 Jan 23 3473761 61037.677 -671414.453 Feb 23 2781521 58454.731 58454.733 Mar 23 2884729 58585.799 58585.799 Apr 23 3213545 59280.620 59280.620 May 23 3349922 59459.172 59459.172 Jun 23 3069848 58734.737 58734.737 Jul 23 2843525 58163.725 58163.725 Aug 23 2757653 57888.674 57888.674 Sep 23 2693719 57664.239 57664.239 Oct 23 2571049 57340.782 57340.782 Nov 23 5311107 62057.745 62057.745 Dec 23 9696382 69546.989 69546.989 Jan 24 13367864 54660.305 -601263.355 Feb 24 18254348 70529.160 70529.162 Mar 24 16119080 64341.503 64341.503 Apr 24 11996974 54030.459 54030.459 May 24 8913892 47070.410 47070.410 Jun 24 7206553 43484.270 43484.270 Jul 24 6178010 41426.813 41426.813 Aug 24 5228205 39613.134 39613.134 Sep 24 5663073 40310.902 40310.902 Oct 24 5161403 39379.305 39379.305 Nov 24 4929948 38922.924 38922.924 Dec 24 10244142 47681.677 47681.677 Jan 25 13847278 33605.519 -369660.709 Feb 25 13288276 31738.063 31738.065 Mar 25 11367192 26481.664 26481.664 Apr 25 8932524 20664.867 20664.867 May 25 7346122 17243.242 17243.242 Jun 25 5566529 13718.318 13718.318 Jul 25 5951002 14401.264 14401.264 Aug 25 9860251 21241.623 21241.623 Sep 25 11032742 23192.524 23192.524 Oct 25 10063080 21554.236 21554.236 Nov 25 10284513 21877.590 21877.590 Dec 25 9430760 20481.751 20481.751 Jan 26 9313726 21004.192 -231046.119 Feb 26 10238955 23742.744 23742.746 Mar 26 14333012 34272.779 34272.779 Apr 26 11413256 27562.217 27562.217 May 26 16417234 37746.694 37746.694 Jun 26 13665238 32485.850 32485.850 Jul 26 10810742 27373.504 27373.504 Aug 26 9815496 25646.846 25646.846 Sep 26 11853386 28925.358 28925.358 Oct 26 12421870 29781.410 29781.410 Nov 26 10713095 27076.927 27076.927 Dec 26 10217187 26275.225 26275.225 Jan 27 13427774 14647.169 -161118.865 Feb 27 14217646 16907.083 16907.086 Mar 27 10830705 8430.801 8430.801 Apr 27 12520189 12106.836 12106.836 May 27 13823479 14650.660 14650.660 Jun 27 14450359 15762.154 15762.154 Jul 27 19248128 23915.067 23915.067 Aug 27 20573557 26030.954 26030.954 Sep 27 20641402 26096.552 26096.552 Oct 27 27519630 36565.131 36565.131 Nov 27 27395789 36324.837 36324.837 Dec 27 28055849 37245.653 37245.653 Jan 28 25404249 46697.529 -513672.817 Feb 28 19376299 29628.251 29628.252 Mar 28 17335422 24658.280 24658.280 Apr 28 16755952 23384.811 23384.811 May 28 14990572 19987.500 19987.500 Jun 28 12652963 15861.131 15861.131 Jul 28 17659616 24064.661 24064.661 Aug 28 17944843 24474.020 24474.020 Sep 28 25030587 35155.456 35155.456 Oct 28 23652320 33073.213 33073.213 Nov 28 20879431 29019.790 29019.790 Dec 28 22294928 30993.702 30993.702 Jan 29 20838268 36034.760 -396382.356 Feb 29 21323097 37251.891 37251.893 Mar 29 17144958 27485.747 27485.747 Apr 29 14654145 22361.949 22361.949 May 29 12790324 18904.057 18904.057 Jun 29 12265644 17985.656 17985.656 Jul 29 10116610 14547.050 14547.050 Aug 29 7947501 11242.676 11242.676 Sep 29 7290903 10267.348 10267.348 Oct 29 8904708 12548.167 12548.167 Nov 29 7974618 11233.371 11233.371 Dec 29 7661943 10788.093 10788.093 Jan 30 7543624 11210.373 -123314.100 Feb 30 15859800 32975.019 32975.022 Mar 30 14230647 29253.805 29253.805 Apr 30 12375294 25548.222 25548.222 > m$resid Jan Feb Mar Apr May 1 0.0000000000 0.7215782405 0.0555535448 0.1016695068 -0.1157774821 2 0.0461462370 -0.5791328686 -0.4305893062 -0.1887888676 0.1597877149 3 -0.0178390248 -0.2211979089 -0.7875455356 -0.6077181655 1.2106868473 4 -0.6702629448 -0.3219137921 -0.8352600013 -0.0652554877 -0.5990260170 5 -0.1662425272 -0.3048751813 -0.1724768811 -0.1746946467 0.0247005777 6 -0.1329127514 0.2608150992 -0.2809240367 -0.0652612524 0.0505198128 7 0.1976730882 0.0156557124 -0.0669527696 -0.2019577628 -0.1336519036 8 -0.7923416993 2.6633614018 -0.8712270623 0.2979577338 -2.6287096834 9 -0.5919888575 -0.9769408509 -1.4776560870 -0.8331879347 -0.8033262349 10 2.9233820854 -1.2422929894 -1.2500328404 0.1468221268 -0.0408739354 11 -0.4333415868 2.5923630201 3.4182115128 -1.4569791668 -0.9734944329 12 -1.0270466931 -1.0962890339 -0.1313996151 -0.0367372566 -0.2722079090 13 -0.4764383711 -0.5991369668 -0.8556929059 -0.4382770287 -0.3751585796 14 0.3260107928 0.1883268059 -0.0180878034 -0.3854451582 -0.3443305523 15 0.0588101967 0.2095163994 -0.1435275169 0.2977368983 0.1415806867 16 0.0572789524 -0.3875682988 0.0959454280 0.1529305251 0.2514638040 17 0.2056844251 -0.3556542629 -0.1968414731 -0.4110147482 0.0522589764 18 -0.0521015831 -0.2486921011 -0.2085665611 -0.0098954637 0.0198813003 19 -0.4039707799 -0.3721771797 0.0110354855 -0.1944321449 -0.1583629092 20 -0.0070888403 -0.0854548628 -0.1661382395 -0.1266353779 0.4124384306 21 -0.0478191825 -0.0987318810 -0.0842023411 -0.0157521367 -0.2385925940 22 0.3612574379 0.8399280782 -0.4930256414 -0.0984538747 -0.1427149424 23 0.1633378809 -0.2978832221 0.0177884010 0.1077425382 0.0307978670 24 1.4717052748 1.9121417583 -0.8772003154 -1.6697993581 -1.2535732044 25 1.4517770834 -0.2346759556 -0.7769641911 -0.9819946633 -0.6423522783 26 -0.0561175848 0.3583002833 1.6201505515 -1.1790337453 1.9896021617 27 1.2987479885 0.3073602829 -1.3554153667 0.6711553116 0.5163443384 28 -1.0961121947 -2.4097533425 -0.8247851565 -0.2412631896 -0.7154834301 29 -0.6061593629 0.1781205165 -1.6797827298 -1.0059621510 -0.7546021903 30 -0.0525828267 3.2976498984 -0.6625527250 -0.7530079361 Jun Jul Aug Sep Oct 1 0.3183451039 0.1226673545 -0.4902328360 0.2248522863 -0.5221560842 2 -0.2644820689 0.1492480228 0.9409300447 -0.4782621911 -0.5333630740 3 0.0417632223 2.3305625654 -0.1801302402 -1.1904204839 2.4478222746 4 -0.2773799151 -0.2042887725 0.9362424516 -0.3965945942 -0.4723631379 5 -0.2310822678 -0.2576366825 -0.2061103540 0.0617653250 -0.0693902949 6 0.5661406261 0.0176217653 -0.3233245930 0.0172964082 -0.3008031544 7 -0.0062906881 1.0033869977 4.5975492430 -1.2949005998 0.6527642775 8 0.4076577691 -0.7463127804 1.9726685274 3.2721717423 -2.5264186322 9 -0.7827167716 -0.2710897281 1.7590743046 -0.4417698271 0.5705745485 10 0.0997566618 0.7842361611 0.9452038188 3.2163611219 0.5117400198 11 -2.4919046085 0.3517671588 -0.5043240311 -0.2230304497 -1.7102392335 12 0.0384649683 0.1667908848 -0.8349621086 -0.5343332149 -0.1007285781 13 -0.3502247331 0.2621588493 -0.2304104466 1.0359761162 -0.0210158009 14 -0.2666402139 -0.0936680296 0.5664150562 -0.0412361040 -0.4740739215 15 0.7380997555 -0.4321015853 -0.3099202662 -0.2753055948 -0.1296470082 16 1.2897330985 -0.3689474244 -0.2406923709 -0.4119897175 -0.3358342785 17 0.2836343888 0.6343160383 0.0152629409 -0.4039254212 -0.3707147277 18 -0.2086927577 -0.1995551675 4.6230935393 -1.2779304096 -0.7839279182 19 -0.0581549373 0.1646193897 -0.0548197222 -0.3255552825 -0.0154348637 20 0.0336714042 -0.0036806269 0.0914505308 -0.2221139588 -0.3003700824 21 -0.1275167110 0.2343619633 -0.0722011529 0.4718384792 0.0646074674 22 -0.2996319615 -0.3435203427 -0.0364857952 -0.0915077182 -0.0301430261 23 -0.1358023996 -0.1141057992 -0.0576875228 -0.0488091538 -0.0722702229 24 -0.7018807980 -0.4292143152 -0.3970716730 0.1583886443 -0.2172383829 25 -0.7190176742 0.1484705650 1.5604857925 0.4614087088 -0.3980186434 26 -1.1165707033 -1.1563141871 -0.4097824800 0.8066049228 0.2163298112 27 0.2450871276 1.9156422922 0.5216183242 0.0167632362 2.7476346167 28 -0.9439605658 1.9995904580 0.1046822404 2.8312449091 -0.5668354465 29 -0.2176827266 -0.8683543597 -0.8753945729 -0.2678049443 0.6431497874 30 Nov Dec 1 0.8172610072 -0.5993791185 2 -0.1167254150 2.0564628811 3 -2.0761833423 -1.2144000683 4 -0.4099610476 -0.1987840131 5 0.0006015527 0.1686779100 6 -0.2661227373 -0.1451588017 7 4.9504253936 -1.4985730118 8 -3.3692626194 -2.3159487197 9 -0.6644878728 0.4182826930 10 -1.2859110832 -1.1261370454 11 -0.0528277648 -1.7111278973 12 -0.2141047393 1.6317975322 13 -0.6920620083 -0.1988575514 14 -0.2310077980 -0.3576203991 15 -0.1045119743 0.0658366556 16 -0.0876922695 -0.0510875230 17 -0.3790171240 -0.0787958427 18 -0.7571501676 -0.4755481771 19 -0.1623149913 -0.1285122280 20 -0.0236180846 0.0810023592 21 -0.2812573615 -0.1948951711 22 -0.1238360749 0.1419954091 23 1.0753109150 1.7330891793 24 -0.1085750227 2.1150643410 25 0.0801410523 -0.3511230900 26 -0.6971633362 -0.2097407953 27 -0.0643309490 0.2501755375 28 -1.1254589680 0.5561669364 29 -0.3781279418 -0.1299447662 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/fisher/rcomp/tmp/1w3nv1352745088.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/fisher/rcomp/tmp/2bgg41352745088.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/fisher/rcomp/tmp/3uour1352745088.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/fisher/rcomp/tmp/4088m1352745088.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(as.numeric(m$resid),main='Standardized Residuals',ylab='Residuals',xlab='time',type='b') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/5klhj1352745088.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > op <- par(mfrow = c(2,2)) > hist(m$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/fisher/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/fisher/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/fisher/rcomp/tmp/6t6p91352745088.tab") > > try(system("convert tmp/1w3nv1352745088.ps tmp/1w3nv1352745088.png",intern=TRUE)) character(0) > try(system("convert tmp/2bgg41352745088.ps tmp/2bgg41352745088.png",intern=TRUE)) character(0) > try(system("convert tmp/3uour1352745088.ps tmp/3uour1352745088.png",intern=TRUE)) character(0) > try(system("convert tmp/4088m1352745088.ps tmp/4088m1352745088.png",intern=TRUE)) character(0) > try(system("convert tmp/5klhj1352745088.ps tmp/5klhj1352745088.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 8.610 0.646 9.242