R version 3.0.2 (2013-09-25) -- "Frisbee Sailing" Copyright (C) 2013 The R Foundation for Statistical Computing 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(235.1 + ,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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > par1 <- as.numeric(par1) > nx <- length(x) > x <- ts(x,frequency=par1) > m <- StructTS(x,type='BSM') > m$coef level slope seas epsilon 316.13784 23.67286 23.56443 0.00000 > m$fitted level slope sea Jan 1 235.1000 0.000000000 0.0000000 Feb 1 276.8962 3.229150203 3.8037912 Mar 1 265.9633 1.503089361 -1.3633330 Apr 1 241.8619 -2.617132142 -1.1618543 May 1 203.4005 -9.375654095 -2.0004640 Jun 1 231.5117 -1.642106828 9.2882533 Jul 1 239.5351 0.456224569 1.5649194 Aug 1 224.5051 -3.005396611 -0.7051133 Sep 1 205.6460 -6.609335306 0.4539950 Oct 1 175.3538 -12.045678613 -0.6538167 Nov 1 195.5606 -4.600414464 7.7394183 Dec 1 216.3860 1.288106048 4.1140378 Jan 2 288.8726 17.209593330 10.6274488 Feb 2 340.1774 24.913324712 7.2226163 Mar 2 345.1943 20.409092261 -6.8942735 Apr 2 331.3766 12.550410815 -3.6765981 May 2 356.2880 15.392473328 -4.6880284 Jun 2 388.4941 19.256296921 8.1059126 Jul 2 433.7705 25.235120177 5.0294660 Aug 2 408.5169 13.633796762 -12.9169350 Sep 2 368.9622 1.411551223 -5.4621820 Oct 2 379.1977 3.439492088 -0.3977104 Nov 2 357.7653 -2.276391953 -0.7652847 Dec 2 371.8553 1.474474691 -2.8552633 Jan 3 442.4615 17.234471714 22.3385449 Feb 3 468.2882 19.188655990 10.8117961 Mar 3 443.0351 9.140048803 -11.7350837 Apr 3 386.5649 -5.832645504 -20.0648550 May 3 341.6600 -14.772834017 -15.3600464 Jun 3 347.7917 -9.991563373 7.3083286 Jul 3 323.1287 -13.346250610 8.4712652 Aug 3 273.4883 -21.644969327 -12.1883431 Sep 3 254.6494 -21.003319501 -5.6493678 Oct 3 206.6888 -27.168143632 -1.1888111 Nov 3 227.5561 -16.189468389 8.0439081 Dec 3 250.4683 -7.275970575 -9.5683170 Jan 4 245.2838 -6.799047596 19.6161914 Feb 4 235.0728 -7.575687715 18.7272044 Mar 4 230.4435 -6.908953709 1.8565074 Apr 4 210.1414 -9.955394219 -16.3414040 May 4 197.8192 -10.495360455 -20.8192437 Jun 4 200.3571 -7.522002151 12.8429354 Jul 4 192.2756 -7.649592934 14.9243849 Aug 4 190.8668 -6.226327601 -10.2667715 Sep 4 187.5840 -5.554947855 1.0159838 Oct 4 185.6109 -4.738042345 -10.2108920 Nov 4 195.8239 -1.331216518 3.1761420 Dec 4 191.0662 -2.110650287 -11.4661927 Jan 5 202.3106 0.931779566 23.4894209 Feb 5 213.7964 3.332991341 20.2035787 Mar 5 199.7270 -0.608017774 0.4729814 Apr 5 199.0969 -0.613034756 -15.4969071 May 5 201.0347 -0.032189654 -22.8347348 Jun 5 192.2358 -2.028998544 10.9642041 Jul 5 193.6001 -1.256330321 14.8999006 Aug 5 200.6031 0.624224491 -8.8030627 Sep 5 178.1151 -4.638498930 -5.3150830 Oct 5 162.7386 -7.083086102 -14.7386367 Nov 5 155.1313 -7.202326183 4.2686994 Dec 5 164.7594 -3.377721928 -10.2593923 Jan 6 186.0398 2.234026890 27.1602426 Feb 6 175.9023 -0.578729995 20.4977262 Mar 6 181.0094 0.709479566 1.7906422 Apr 6 190.7086 2.748956809 -14.3086332 May 6 178.7527 -0.594841987 -25.1526601 Jun 6 166.0707 -3.344750298 7.1292510 Jul 6 158.4006 -4.328594120 12.5994401 Aug 6 154.4402 -4.244851650 -3.2401781 Sep 6 161.6550 -1.638630407 0.2450455 Oct 6 169.7023 0.563584002 -12.5023493 Nov 6 195.7487 6.352703796 5.9513444 Dec 6 242.9256 15.623888338 -6.5256489 Jan 7 314.5870 28.366032399 41.5130292 Feb 7 374.3714 35.504530728 23.9285752 Mar 7 406.4237 34.722213450 -2.7236835 Apr 7 404.9300 26.510675591 -20.3300468 May 7 396.0169 18.463717084 -30.2168987 Jun 7 369.1593 8.161953302 -1.0593294 Jul 7 357.5609 3.671012323 10.3391224 Aug 7 352.2865 1.638321426 -5.2865321 Sep 7 344.9887 -0.392063975 -1.6887463 Oct 7 315.8812 -6.914300448 -22.9811747 Nov 7 312.5406 -6.103089864 -1.0406328 Dec 7 317.6009 -3.569120153 -16.7008620 Jan 8 329.8230 0.019001122 37.0770132 Feb 8 332.8217 0.695615766 24.0783186 Mar 8 327.1200 -0.754106850 2.5799822 Apr 8 328.6220 -0.242749944 -12.4220326 May 8 297.2709 -7.303941757 -28.2708501 Jun 8 286.4950 -8.092549357 2.8049912 Jul 8 258.5257 -12.606990298 7.6742667 Aug 8 253.7614 -10.826086464 -0.1614125 Sep 8 231.6569 -13.386721761 2.1431056 Oct 8 245.3460 -7.241715481 -16.9460243 Nov 8 254.2649 -3.575645514 -0.6649004 Dec 8 275.2111 1.988306461 -15.1111025 Jan 9 272.3602 0.889413278 34.2397541 Feb 9 282.3331 2.950990143 26.8669004 Mar 9 303.5743 7.095518907 5.9257310 Apr 9 283.8362 1.015367858 -12.8362254 May 9 302.3120 4.976223413 -22.4119830 Jun 9 310.4355 5.690663605 7.4645013 Jul 9 296.2011 1.167715600 2.1988551 Aug 9 253.7589 -8.729591709 -7.0588566 Sep 9 232.3520 -11.605997808 -5.0520315 Oct 9 227.5112 -10.071563105 -18.4112309 Nov 9 256.3571 -1.247265004 3.5428646 Dec 9 276.1129 3.516520549 -10.1129321 Jan 10 287.5232 5.308115979 33.0767877 Feb 10 286.9885 3.982612937 21.5115395 Mar 10 275.0993 0.386566245 7.1007337 Apr 10 279.1338 1.212939185 -16.4337594 May 10 285.7946 2.448179136 -22.2946214 Jun 10 298.3055 4.731223776 14.7945365 Jul 10 277.9384 -0.963366866 6.3616055 Aug 10 259.6329 -4.897285501 -7.0328515 Sep 10 256.2963 -4.543353623 -5.9962796 Oct 10 269.4954 -0.521188697 -22.9954052 Nov 10 305.7990 7.825310490 6.9010172 Dec 10 339.8164 13.764011221 -6.6163848 Jan 11 401.3663 24.604649335 45.0336847 Feb 11 476.6716 36.101925719 34.9283638 Mar 11 511.6172 35.839965051 3.8828423 Apr 11 529.2442 31.715059340 -22.8442129 May 11 517.2953 21.818939257 -34.0952996 Jun 11 507.6079 14.673938100 14.6921498 Jul 11 502.4117 10.167455998 7.3883291 Aug 11 474.9233 1.629136108 -14.2232751 Sep 11 425.3098 -9.986243654 -19.5097635 Oct 11 405.6629 -12.175352965 -30.6628654 Nov 11 380.1126 -15.205824206 -1.6125709 Dec 11 413.2667 -4.244343403 -6.4667068 Jan 12 430.8166 0.697830446 36.9833905 Feb 12 435.2706 1.549294963 34.5294244 Mar 12 425.3630 -1.045570449 4.4370473 Apr 12 380.0533 -11.068573602 -24.2533082 May 12 361.5516 -12.752640593 -28.8516420 Jun 12 356.9980 -10.894013488 21.0019712 Jul 12 344.4986 -11.257982189 16.0014070 Aug 12 336.3657 -10.549647965 -1.6656724 Sep 12 334.1861 -8.653099301 -14.6860887 Oct 12 346.9750 -3.796064301 -23.8750139 Nov 12 370.6208 2.419835347 -7.0207910 Dec 12 366.1868 0.866778321 -14.0868112 Jan 13 374.1234 2.469363088 37.7766466 Feb 13 355.7341 -2.257465103 32.8659015 Mar 13 392.5778 6.596858181 23.8221927 Apr 13 387.1184 3.867391501 -26.4183718 May 13 372.2095 -0.385347399 -34.2094587 Jun 13 390.6387 3.878199846 26.5612993 Jul 13 377.2612 -0.032563644 11.1388364 Aug 13 374.7859 -0.586046719 -3.6859162 Sep 13 355.5203 -4.817205489 -24.0202577 Oct 13 376.7754 1.086891674 -23.0754132 Nov 13 398.2560 5.705095668 -1.5559686 Dec 13 451.5173 16.478278446 -4.5173436 Jan 14 488.6197 21.151833963 44.8802651 Feb 14 535.5992 27.002993217 29.8007513 Mar 14 525.0068 18.491219203 17.2931779 Apr 14 516.8796 12.466057500 -28.1796429 May 14 509.1277 7.888000334 -42.0277441 Jun 14 503.2876 4.778060988 28.0124017 Jul 14 487.5935 0.139750834 8.5065451 Aug 14 451.1066 -8.156971248 -7.1065835 Sep 14 433.8331 -10.221374390 -30.4331219 Oct 14 415.9835 -11.948344774 -29.6834901 Nov 14 405.9277 -11.519879964 -11.8276545 Dec 14 410.5976 -7.853236706 -6.4975972 Jan 15 419.3384 -4.094044407 42.7615991 Feb 15 411.5593 -4.928667041 36.5407447 Mar 15 408.9603 -4.401311419 23.3397340 Apr 15 409.5354 -3.275065017 -23.2353918 May 15 429.2301 1.924894052 -34.0301091 Jun 15 397.2618 -5.751049365 24.6382301 Jul 15 370.1632 -10.586330269 12.7367728 Aug 15 382.9972 -5.282509740 1.2027559 Sep 15 375.1694 -5.858740514 -29.6694390 Oct 15 356.4138 -8.777830620 -33.0137753 Nov 15 380.2985 -1.384548832 -7.6985033 Dec 15 385.3257 0.067240626 -9.3257198 Jan 16 412.9703 6.312897118 49.7296841 Feb 16 445.8812 12.335509474 41.1187866 Mar 16 429.9336 5.934302360 14.2663981 Apr 16 427.9874 4.151100663 -28.6874337 May 16 422.9717 2.076320596 -28.0717235 Jun 16 426.0115 2.294454951 29.3885411 Jul 16 410.1490 -1.817115213 3.8509896 Aug 16 379.1318 -8.428270884 -3.6317974 Sep 16 372.8591 -7.940375984 -25.8591005 Oct 16 376.7006 -5.274193280 -37.3005824 Nov 16 391.2115 -0.796608352 -5.4114558 Dec 16 394.5173 0.132091183 -15.7172758 Jan 17 405.1946 2.519774593 46.6053908 Feb 17 400.8264 0.960459371 45.2736094 Mar 17 405.6192 1.827686845 16.8807862 Apr 17 409.7536 2.349570567 -26.6535769 May 17 386.7231 -3.393804829 -33.9230929 Jun 17 405.4153 1.605756398 39.8846975 Jul 17 366.8695 -7.484367754 0.6304847 Aug 17 358.3531 -7.717994173 -3.2530501 Sep 17 354.1341 -6.926175940 -27.9340672 Oct 17 358.8518 -4.291651849 -39.0518427 Nov 17 341.6405 -7.215037708 -9.8404991 Dec 17 354.0064 -2.783203916 -13.1063619 Jan 18 347.6375 -3.594900107 46.4624930 Feb 18 367.5637 1.728794530 49.6363096 Mar 18 356.6930 -1.121930740 13.2069793 Apr 18 367.8822 1.663079233 -18.6821553 May 18 361.4648 -0.165188236 -40.0647881 Jun 18 357.5812 -1.006742449 48.1187760 Jul 18 344.6390 -3.708333695 -1.7389792 Aug 18 324.1549 -7.504981382 -7.6549177 Sep 18 314.2769 -8.041902995 -30.0769031 Oct 18 307.1386 -7.837485120 -36.2386123 Nov 18 302.0906 -7.206393517 -13.2906063 Dec 18 292.3449 -7.781036827 -13.5448600 Jan 19 283.1557 -8.099730875 41.2442767 Feb 19 261.9897 -11.056597509 48.9103112 Mar 19 281.2960 -4.187676780 17.7040330 Apr 19 288.3374 -1.647725518 -15.3373955 May 19 312.7058 4.237782366 -33.4057584 Jun 19 310.2937 2.733040279 48.9062743 Jul 19 304.6813 0.844403463 0.3186733 Aug 19 292.0696 -2.200449009 -9.9695746 Sep 19 282.0054 -3.979418262 -31.7054489 Oct 19 282.0158 -3.076965429 -35.5157714 Nov 19 272.0180 -4.642530898 -14.1179509 Dec 19 276.7470 -2.522125426 -10.2469756 Jan 20 272.8482 -2.833656914 43.0518445 Feb 20 275.1345 -1.675194168 43.2654771 Mar 20 279.6384 -0.277491455 15.7616217 Apr 20 286.0971 1.246040031 -19.6971223 May 20 279.6647 -0.490794725 -33.8647398 Jun 20 305.5490 5.476498677 57.2510348 Jul 20 320.0383 7.515828009 4.8617389 Aug 20 307.2777 2.928399580 -13.0777337 Sep 20 319.1848 4.959343909 -29.6848001 Oct 20 328.5354 5.952491221 -33.3353501 Nov 20 311.6184 0.779815665 -21.3184125 Dec 20 287.1272 -4.937198138 -15.1271835 Jan 21 268.1136 -8.122044749 39.2864394 Feb 21 281.5680 -3.240818915 47.1320038 Mar 21 278.8033 -3.133120750 14.0966520 Apr 21 269.2264 -4.590372690 -20.1264286 May 21 269.1765 -3.563463865 -38.7764611 Jun 21 298.5063 3.877542185 62.9937039 Jul 21 311.5983 5.962186628 10.1017372 Aug 21 297.4296 1.408288463 -20.2295726 Sep 21 292.0210 -0.133478497 -31.3210306 Oct 21 281.0751 -2.578653066 -30.0751066 Nov 21 273.7604 -3.649765142 -16.1603530 Dec 21 257.1145 -6.589471085 -15.3144990 Jan 22 252.1209 -6.228440675 35.3790618 Feb 22 245.1816 -6.389247400 47.1184067 Mar 22 255.3919 -2.635210133 19.3081284 Apr 22 272.1772 1.756335105 -17.9772298 May 22 276.3242 2.296968685 -46.3241786 Jun 22 277.9307 2.140788249 61.0693405 Jul 22 299.2417 6.477244865 18.9582754 Aug 22 305.9597 6.531689763 -18.9596766 Sep 22 322.3049 8.750989251 -26.5048611 Oct 22 316.1983 5.391328706 -32.1982707 Nov 22 290.7627 -1.579803676 -19.7626786 Dec 22 279.5216 -3.764933908 -16.8215850 Jan 23 299.5949 1.627125725 41.0051398 Feb 23 330.2320 8.188463928 49.1679594 Mar 23 355.0736 11.954284772 18.2263939 Apr 23 372.6774 13.231691103 -17.4773515 May 23 385.2830 13.090121049 -46.8829818 Jun 23 407.8946 15.243535030 59.0054166 Jul 23 430.8821 16.995065806 20.1179391 Aug 23 443.7949 16.071821998 -21.7949217 Sep 23 452.8655 14.488649350 -23.6655047 Oct 23 453.6079 11.380521916 -27.7078657 Nov 23 475.6861 13.799466698 -14.9860531 Dec 23 486.9357 13.222823347 -23.3357041 Jan 24 505.6608 14.467265259 35.7392031 Feb 24 502.8377 10.557019055 41.3622995 Mar 24 502.5008 8.093746851 14.9991513 Apr 24 491.2081 3.710554252 -21.8081478 May 24 489.4681 2.478114687 -50.0680930 Jun 24 491.7209 2.427173769 57.2790533 Jul 24 508.6558 5.708185861 24.3442134 Aug 24 524.2704 7.948444134 -18.1704206 Sep 24 510.3236 2.997721241 -26.3236347 Oct 24 491.6310 -1.906270815 -34.6310199 Nov 24 494.7166 -0.777599228 -13.2166136 Dec 24 494.0574 -0.750821836 -24.5574300 Jan 25 502.9014 1.419007589 41.7985961 Feb 25 498.6112 0.127977193 42.5887909 Mar 25 501.3719 0.723222060 20.1281455 Apr 25 492.6025 -1.422882613 -22.9024784 May 25 485.8885 -2.619167623 -51.4885147 Jun 25 487.7976 -1.595221155 54.8023681 Jul 25 493.2491 -0.001713572 24.0509152 Aug 25 497.7211 1.009897815 -12.0211079 Sep 25 489.6468 -1.043990549 -23.8467788 Oct 25 483.6264 -2.169045156 -36.6263751 Nov 25 447.7428 -9.791477036 -21.1427914 Dec 25 437.4801 -9.898026446 -25.8800919 Jan 26 425.2195 -10.432258941 42.2804711 Feb 26 437.1644 -5.372493830 47.3356221 Mar 26 429.9211 -5.795457118 21.2789291 Apr 26 436.4255 -3.014834213 -19.0254651 May 26 433.0837 -3.088752519 -53.1836754 Jun 26 431.3934 -2.772547614 53.3065910 Jul 26 431.3197 -2.162300391 23.6803327 Aug 26 430.5506 -1.847272282 -9.7506478 Sep 26 436.5997 -0.062060894 -20.0997451 Oct 26 411.3169 -5.763603472 -35.0169130 Nov 26 421.9700 -2.052219440 -16.3699674 Dec 26 429.7659 0.174417712 -23.9659085 Jan 27 457.2404 6.347217882 43.5595734 Feb 27 466.4735 6.999692295 47.5265450 Mar 27 459.9322 3.938463656 15.5677605 Apr 27 451.4793 1.137278615 -21.3793001 May 27 464.7966 3.890798544 -50.3966138 Jun 27 482.4301 6.997886380 55.5698801 Jul 27 500.4672 9.493858118 25.5328026 Aug 27 501.3437 7.545560462 -12.8437076 Sep 27 529.8578 12.285866643 -9.6577869 Oct 27 543.3368 12.555584599 -38.9368069 Nov 27 581.6843 18.386183382 -13.1843474 Dec 27 633.5116 25.946628166 -22.9116036 Jan 28 753.7163 47.257760870 64.2837107 Feb 28 785.5376 43.767834419 45.3624136 Mar 28 819.1353 41.468754533 16.7647350 Apr 28 815.8550 31.353288470 -33.8550415 May 28 820.4617 25.307023616 -58.1617394 Jun 28 810.4888 17.331063044 46.4111581 Jul 28 799.1554 10.850407744 21.7446120 Aug 28 790.3670 6.410522861 -20.7669633 Sep 28 768.3964 -0.005218108 -16.1964041 Oct 28 769.0020 0.132845753 -44.6019654 Nov 28 750.7352 -4.026432792 -27.6351937 Dec 28 760.0623 -1.007595442 -40.5623078 Jan 29 752.3667 -2.519626966 65.0333341 Feb 29 754.3096 -1.510774216 48.9904077 Mar 29 731.1354 -6.407817331 21.3645790 Apr 29 717.8011 -7.973496574 -28.8010624 May 29 685.9672 -13.367086712 -55.5671674 Jun 29 704.7419 -6.100951425 60.7580669 Jul 29 725.8339 0.046633599 31.8661434 Aug 29 743.4857 4.026563602 -11.2857348 Sep 29 724.2519 -1.231387165 -21.6519103 Oct 29 723.5116 -1.120379378 -40.2116272 Nov 29 736.7509 2.125514151 -27.2508503 Dec 29 741.2668 2.665904649 -39.0668488 Jan 30 724.5982 -1.705005329 60.2017809 Feb 30 750.0377 4.431273337 60.8622746 Mar 30 736.6108 0.394564309 18.9891723 Apr 30 690.9366 -10.018499025 -34.1366177 May 30 677.8872 -10.703605445 -62.7872013 Jun 30 686.5981 -6.314875534 58.7018951 Jul 30 668.7639 -8.918955598 25.3360924 Aug 30 677.5986 -4.905660496 -1.8986068 Sep 30 667.5983 -6.057247478 -23.8983083 Oct 30 664.7912 -5.322616042 -42.6912119 Nov 30 661.7012 -4.817978485 -27.1011553 Dec 30 629.9775 -10.899994440 -41.9774604 Jan 31 631.6506 -8.057753065 58.0494011 Feb 31 611.2299 -10.852405568 62.6701469 Mar 31 615.0099 -7.544949238 32.8900503 Apr 31 603.9108 -8.348300626 -35.1107624 May 31 609.2113 -5.263237499 -63.5112625 Jun 31 578.1020 -11.105595769 54.4979849 Jul 31 611.4408 -1.058869115 32.3592271 Aug 31 598.0401 -3.848677162 -4.9400979 Sep 31 602.1679 -2.045746316 -22.4678754 Oct 31 590.8201 -4.148228113 -44.8200819 Nov 31 584.5428 -4.629447612 -21.6428317 Dec 31 609.9050 2.149885296 -37.4050484 > m$resid Jan Feb Mar Apr May 1 0.000000000 1.420674963 -0.734903062 -1.293650506 -1.772732485 2 3.832200758 1.443034234 -0.929075817 -1.618599355 0.582408706 3 3.411721735 0.388212481 -2.058853035 -3.090383247 -1.833789232 4 0.100342579 -0.157153139 0.136376372 -0.628825781 -0.110924987 5 0.632935530 0.489352800 -0.806261659 -0.001034696 0.119450165 6 1.161389522 -0.575048523 0.263722910 0.420233676 -0.688063175 7 2.630024925 1.461783208 -0.160266387 -1.690732436 -1.656298354 8 0.739492002 0.138682091 -0.297163333 0.105230098 -1.453505584 9 -0.226272794 0.422797770 0.849933295 -1.250737002 0.815289964 10 0.368698661 -0.271948905 -0.737720112 0.169947323 0.254234976 11 2.230107819 2.359540687 -0.053755903 -0.848152727 -2.036572563 12 1.016437337 0.174781326 -0.532603529 -2.060647425 -0.346531469 13 0.329540372 -0.970452498 1.817712716 -0.561107073 -0.874986989 14 0.960908792 1.201457325 -1.747658752 -1.238539778 -0.941817180 15 0.772843278 -0.171398997 0.108291917 0.231502506 1.069649629 16 1.283948109 1.236935028 -1.314624754 -0.366529690 -0.426750270 17 0.490824095 -0.320282785 0.178120399 0.107268607 -1.181225658 18 -0.166850520 1.093567332 -0.585559726 0.572424926 -0.375987092 19 -0.065508348 -0.607425066 1.411025870 0.522049864 1.210286047 20 -0.064034788 0.237995167 0.287136288 0.313136904 -0.357138376 21 -0.654629932 1.002852515 0.022126112 -0.299512319 0.211147832 22 0.074207173 -0.033039380 0.771287169 0.902600103 0.111157048 23 1.108288023 1.348147294 0.773740734 0.262546117 -0.029106293 24 0.255781570 -0.803460028 -0.506132657 -0.900878061 -0.253375553 25 0.445982171 -0.265283436 0.122309978 -0.441088341 -0.245934325 26 -0.109804456 1.039718953 -0.086912358 0.571499980 -0.015195799 27 1.268732338 0.134078656 -0.629050916 -0.575725592 0.566041536 28 4.380187926 -0.717169435 -0.472447962 -2.079023374 -1.242902588 29 -0.310774736 0.207320157 -1.006335033 -0.321792635 -1.108712357 30 -0.898370658 1.261031996 -0.829552444 -2.140186978 -0.140828661 31 0.584175910 -0.574321767 0.679700143 -0.165112027 0.634147174 Jun Jul Aug Sep Oct 1 1.830200386 0.467982319 -0.745971284 -0.761334433 -1.135254063 2 0.792932745 1.228119468 -2.383784329 -2.511697937 0.416794256 3 0.980734602 -0.688869071 -1.705030125 0.131863085 -1.267028931 4 0.609997683 -0.026196587 0.292408197 0.137973548 0.167877938 5 -0.409824946 0.158635945 0.386331428 -1.081451897 -0.502314179 6 -0.564670431 -0.202002708 0.017202233 0.535498620 0.452480717 7 -2.116356129 -0.922182880 -0.417519845 -0.417131649 -1.340084840 8 -0.162069851 -0.927139036 0.365779788 -0.526013894 1.262611202 9 0.146869100 -0.929021444 -2.032726389 -0.590834983 0.315293380 10 0.469423720 -1.169837314 -0.807940616 0.072696688 0.826508091 11 -1.469292941 -0.925873656 -1.753587002 -2.385714858 -0.449856421 12 0.382234724 -0.074786033 0.145479234 0.389536822 0.998145906 13 0.876845760 -0.803622216 -0.113679019 -0.869061133 1.213359242 14 -0.639596095 -0.953183647 -1.704116851 -0.424030496 -0.354920378 15 -1.578624493 -0.993707582 1.089433588 -0.118362470 -0.599930815 16 0.044859944 -0.845005576 -1.358030614 0.100221501 0.547960409 17 1.028136360 -1.868239787 -0.047992638 0.162659040 0.541458899 18 -0.173054647 -0.555252156 -0.779961379 -0.110301628 0.042013133 19 -0.309417494 -0.388172267 -0.625544743 -0.365474851 0.185478137 20 1.226992408 0.419147698 -0.942496320 0.417257743 0.204118929 21 1.529954103 0.428463734 -0.935644059 -0.316768153 -0.502551345 22 -0.032111200 0.891288874 0.011186654 0.455988612 -0.690504674 23 0.442732788 0.359999562 -0.189702796 -0.325297338 -0.638808208 24 -0.010472886 0.674360727 0.460329088 -1.017264346 -1.007909962 25 0.210505528 0.327520495 0.207871898 -0.422040236 -0.231230863 26 0.065004393 0.125426657 0.064735415 0.366840585 -1.171830324 27 0.638729016 0.513006943 -0.400366187 0.974100533 0.055434783 28 -1.639593582 -1.331993066 -0.912393613 -1.318417284 0.028376094 29 1.493646419 1.263534211 0.817887328 -1.080513899 0.022815297 30 0.902142665 -0.535224765 0.824756642 -0.236656010 0.150987951 31 -1.200929336 2.064932530 -0.573330407 0.370515223 -0.432120744 Nov Dec 1 1.544403703 1.216753888 2 -1.174731645 0.771881806 3 2.255852205 1.838219943 4 0.700076680 -0.160874049 5 -0.024509868 0.789316768 6 1.190313858 1.912510372 7 0.166833376 0.522448367 8 0.754074542 1.146610252 9 1.815211924 0.981308349 10 1.716969800 1.222914325 11 -0.623396326 2.256584014 12 1.278627121 -0.319645779 13 0.949932718 2.216879995 14 0.088127486 0.754392149 15 1.520577205 0.298657525 16 0.920851904 0.191027191 17 -0.601183981 0.911508495 18 0.129774701 -0.118178583 19 -0.321919019 0.436041063 20 -1.063579532 -1.175573702 21 -0.220227024 -0.604449661 22 -1.433248924 -0.449274925 23 0.497311431 -0.118555941 24 0.232036226 0.005505132 25 -1.566999636 -0.021904627 26 0.762956379 0.457742619 27 1.198578996 1.554203320 28 -0.854992526 0.620569056 29 0.667222070 0.111083408 30 0.103730970 -1.250204822 31 -0.098915795 1.393521318 > 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/15j1m1385567918.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/2svzc1385567918.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/3bjkn1385567918.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/4aea11385567918.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(as.numeric(m$resid),main='Standardized Residuals',ylab='Residuals',xlab='time',type='b') > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/5zwkg1385567918.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > op <- par(mfrow = c(2,2)) > hist(m$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/6mkb81385567918.tab") > > try(system("convert tmp/15j1m1385567918.ps tmp/15j1m1385567918.png",intern=TRUE)) character(0) > try(system("convert tmp/2svzc1385567918.ps tmp/2svzc1385567918.png",intern=TRUE)) character(0) > try(system("convert tmp/3bjkn1385567918.ps tmp/3bjkn1385567918.png",intern=TRUE)) character(0) > try(system("convert tmp/4aea11385567918.ps tmp/4aea11385567918.png",intern=TRUE)) character(0) > try(system("convert tmp/5zwkg1385567918.ps tmp/5zwkg1385567918.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 22.331 2.082 24.337