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rwasp_structuraltimeseries.wasp

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Structural Time Series Models

Date of computation

Fri, 04 Dec 2009 05:33:37 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/04/t1259930062kzt2l48npo90mfn.htm/, Retrieved Sun, 28 Apr 2024 15:17:17 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63417, Retrieved Sun, 28 Apr 2024 15:17:17 +0000

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Estimated Impact

135

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [Structural Time Series Models] [] [2009-11-27 15:02:30] [b98453cac15ba1066b407e146608df68]
- R  D    [Structural Time Series Models] [] [2009-12-03 17:39:51] [58e1a7a2c10f1de09acf218271f55dfd]
-   PD        [Structural Time Series Models] [] [2009-12-04 12:33:37] [d41d8cd98f00b204e9800998ecf8427e] [Current]

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	3 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 3 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63417&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63417&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63417&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	3 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Structural Time Series Model
t	Observed	Level	Slope	Seasonal	Stand. Residuals
1	89.1	89.1	0	0	0
2	82.6	87.6735675936756	0.070661335083685	-4.83289900147734	-1.26376710787920
3	102.7	92.5374206955054	0.441400645419908	9.8819388602758	1.83295820362419
4	91.8	93.7232253481621	0.506741004292658	-1.96641680831321	0.302144510099444
5	94.1	94.2127144407075	0.505352961175474	-0.111460861325777	-0.00839169356607527
6	103.1	97.0369780569355	0.665222298973029	5.86933568937909	1.24792503782846
7	93.2	96.9559592970436	0.620482294699894	-3.68996230465643	-0.416890858348134
8	91	95.254247741539	0.492271363529052	-4.04539168199824	-1.30837928549922
9	94.3	94.3799548114923	0.418622208156228	0.0430338458187371	-0.768405531047828
10	99.4	95.5301027953538	0.458578386588663	3.80440430179163	0.409135792443233
11	115.7	101.883034623722	0.790185927666442	13.2929205217028	3.27680620722125
12	116.8	108.687212662064	1.13961686611099	7.58180917928277	3.32436051732856
13	99.8	109.706911171590	1.13509570937778	-9.8961792436059	-0.0685715403112831
14	96	109.348257679236	1.06916975458905	-13.2145226927723	-0.854500864357059
15	115.9	108.907536709024	0.98186747869165	7.11765740644708	-0.806237121280075
16	109.1	109.866466339628	0.980334259507665	-0.764695170559177	-0.0116276766541316
17	117.3	112.950381503408	1.1284412143855	4.18933415614909	1.06458804620003
18	109.8	111.018918467751	0.912437316831462	-0.980416359416592	-1.58438149819009
19	112.8	111.726562209597	0.898253266301559	1.08980896582434	-0.108246170312348
20	110.7	113.231941288850	0.939299781689044	-2.58118068487424	0.324104624605673
21	100	111.216234790318	0.743772586705867	-10.9755267988505	-1.5798836516807
22	113.3	112.168052382820	0.757299078402837	1.11502307530452	0.110936266216029
23	122.4	113.011514904984	0.76281736576927	9.38149827131044	0.0457904039142626
24	112.5	110.950920554933	0.584392303800081	1.77759736505148	-1.49906264316161
25	104.2	110.987114149466	0.550036454056627	-6.74264463237395	-0.292175816684771
26	92.5	109.424087122979	0.415680887869005	-16.7526296803810	-1.12662006499606
27	117.2	109.360115617334	0.384313643632208	7.87838008183542	-0.253127173094381
28	109.3	109.786205766286	0.387116774161451	-0.489504658371663	0.0217605597666081
29	106.1	107.054852381076	0.174595490361852	-0.710786617790741	-1.61595075489152
30	118.8	109.944418691896	0.360637434850796	8.64266670831147	1.41228038032247
31	105.3	109.109408654162	0.278831216841328	-3.71495641353411	-0.626267073776282
32	106	108.171610411705	0.196038422195312	-2.07493289007177	-0.640119773120965
33	102	109.263521596501	0.256582016432027	-7.33483299174154	0.471591316201895
34	112.9	110.077054049504	0.293962998896268	2.77867847096424	0.292616067650864
35	116.5	108.793543513886	0.18868608367366	7.83157294837637	-0.827295293706676
36	114.8	109.310003369194	0.210486172286256	5.46401428385054	0.171907489087508
37	100.5	108.408106116676	0.136521188636719	-7.81982454891272	-0.584310444575924
38	85.4	106.130776274590	-0.0244901443439168	-20.5390709669054	-1.26870561735737
39	114.6	105.368748457967	-0.0739424434356452	9.28970419541597	-0.386825813918688
40	109.9	106.193972301926	-0.0133444342839474	3.63505965618523	0.469928404238995
41	100.7	105.432198674586	-0.0639627952181262	-4.67331363913502	-0.39031617435152
42	115.5	105.261801856565	-0.0711728571448316	10.2465704631829	-0.0555379637589362
43	100.7	104.792277590348	-0.0981582484897988	-4.06087983108222	-0.208301318247045
44	99	103.681141866864	-0.166706011980017	-4.60113639881148	-0.530579051070181
45	102.3	104.935775751787	-0.0706867075696512	-2.74810184645231	0.74460993716873
46	108.8	105.203826002547	-0.0478457458889582	3.56942454475373	0.177298497179398
47	105.9	102.940971897003	-0.196962352404455	3.13376480298004	-1.15838376518282
48	113.2	103.033898315068	-0.177465960388415	10.1432394481808	0.151602761441785
49	95.7	102.594631830461	-0.195070989924486	-6.87397399877705	-0.137002836868411
50	80.9	101.949997802972	-0.225322449647116	-21.0145067820685	-0.235361753324581
51	113.9	102.529918937718	-0.171076516455159	11.3065335220921	0.421389309133307
52	98.1	100.066550888803	-0.325670633845515	-1.78585664369489	-1.19832924639339
53	102.8	101.272461595013	-0.222297414340018	1.40693775932632	0.80002735298177
54	104.7	99.4336801714063	-0.331443103351116	5.39357434145746	-0.844394939938273
55	95.9	98.8169678705694	-0.350705345622336	-2.89449844264426	-0.149108533738204
56	94.6	98.8274489240714	-0.326321984914312	-4.2559174931242	0.188901504238435
57	101.6	100.150748940310	-0.214998427842097	1.31919845770031	0.86283759676451
58	103.9	100.068284042595	-0.206058489409072	3.8212703474185	0.0692984642297913
59	110.3	102.038582435518	-0.059316170606279	8.08996161315306	1.13755747034755
60	114.1	103.054531207217	0.0131635714385628	10.9607711642705	0.562005063556034

\begin{tabular}{lllllllll}
\hline
Structural Time Series Model \tabularnewline
t & Observed & Level & Slope & Seasonal & Stand. Residuals \tabularnewline
1 & 89.1 & 89.1 & 0 & 0 & 0 \tabularnewline
2 & 82.6 & 87.6735675936756 & 0.070661335083685 & -4.83289900147734 & -1.26376710787920 \tabularnewline
3 & 102.7 & 92.5374206955054 & 0.441400645419908 & 9.8819388602758 & 1.83295820362419 \tabularnewline
4 & 91.8 & 93.7232253481621 & 0.506741004292658 & -1.96641680831321 & 0.302144510099444 \tabularnewline
5 & 94.1 & 94.2127144407075 & 0.505352961175474 & -0.111460861325777 & -0.00839169356607527 \tabularnewline
6 & 103.1 & 97.0369780569355 & 0.665222298973029 & 5.86933568937909 & 1.24792503782846 \tabularnewline
7 & 93.2 & 96.9559592970436 & 0.620482294699894 & -3.68996230465643 & -0.416890858348134 \tabularnewline
8 & 91 & 95.254247741539 & 0.492271363529052 & -4.04539168199824 & -1.30837928549922 \tabularnewline
9 & 94.3 & 94.3799548114923 & 0.418622208156228 & 0.0430338458187371 & -0.768405531047828 \tabularnewline
10 & 99.4 & 95.5301027953538 & 0.458578386588663 & 3.80440430179163 & 0.409135792443233 \tabularnewline
11 & 115.7 & 101.883034623722 & 0.790185927666442 & 13.2929205217028 & 3.27680620722125 \tabularnewline
12 & 116.8 & 108.687212662064 & 1.13961686611099 & 7.58180917928277 & 3.32436051732856 \tabularnewline
13 & 99.8 & 109.706911171590 & 1.13509570937778 & -9.8961792436059 & -0.0685715403112831 \tabularnewline
14 & 96 & 109.348257679236 & 1.06916975458905 & -13.2145226927723 & -0.854500864357059 \tabularnewline
15 & 115.9 & 108.907536709024 & 0.98186747869165 & 7.11765740644708 & -0.806237121280075 \tabularnewline
16 & 109.1 & 109.866466339628 & 0.980334259507665 & -0.764695170559177 & -0.0116276766541316 \tabularnewline
17 & 117.3 & 112.950381503408 & 1.1284412143855 & 4.18933415614909 & 1.06458804620003 \tabularnewline
18 & 109.8 & 111.018918467751 & 0.912437316831462 & -0.980416359416592 & -1.58438149819009 \tabularnewline
19 & 112.8 & 111.726562209597 & 0.898253266301559 & 1.08980896582434 & -0.108246170312348 \tabularnewline
20 & 110.7 & 113.231941288850 & 0.939299781689044 & -2.58118068487424 & 0.324104624605673 \tabularnewline
21 & 100 & 111.216234790318 & 0.743772586705867 & -10.9755267988505 & -1.5798836516807 \tabularnewline
22 & 113.3 & 112.168052382820 & 0.757299078402837 & 1.11502307530452 & 0.110936266216029 \tabularnewline
23 & 122.4 & 113.011514904984 & 0.76281736576927 & 9.38149827131044 & 0.0457904039142626 \tabularnewline
24 & 112.5 & 110.950920554933 & 0.584392303800081 & 1.77759736505148 & -1.49906264316161 \tabularnewline
25 & 104.2 & 110.987114149466 & 0.550036454056627 & -6.74264463237395 & -0.292175816684771 \tabularnewline
26 & 92.5 & 109.424087122979 & 0.415680887869005 & -16.7526296803810 & -1.12662006499606 \tabularnewline
27 & 117.2 & 109.360115617334 & 0.384313643632208 & 7.87838008183542 & -0.253127173094381 \tabularnewline
28 & 109.3 & 109.786205766286 & 0.387116774161451 & -0.489504658371663 & 0.0217605597666081 \tabularnewline
29 & 106.1 & 107.054852381076 & 0.174595490361852 & -0.710786617790741 & -1.61595075489152 \tabularnewline
30 & 118.8 & 109.944418691896 & 0.360637434850796 & 8.64266670831147 & 1.41228038032247 \tabularnewline
31 & 105.3 & 109.109408654162 & 0.278831216841328 & -3.71495641353411 & -0.626267073776282 \tabularnewline
32 & 106 & 108.171610411705 & 0.196038422195312 & -2.07493289007177 & -0.640119773120965 \tabularnewline
33 & 102 & 109.263521596501 & 0.256582016432027 & -7.33483299174154 & 0.471591316201895 \tabularnewline
34 & 112.9 & 110.077054049504 & 0.293962998896268 & 2.77867847096424 & 0.292616067650864 \tabularnewline
35 & 116.5 & 108.793543513886 & 0.18868608367366 & 7.83157294837637 & -0.827295293706676 \tabularnewline
36 & 114.8 & 109.310003369194 & 0.210486172286256 & 5.46401428385054 & 0.171907489087508 \tabularnewline
37 & 100.5 & 108.408106116676 & 0.136521188636719 & -7.81982454891272 & -0.584310444575924 \tabularnewline
38 & 85.4 & 106.130776274590 & -0.0244901443439168 & -20.5390709669054 & -1.26870561735737 \tabularnewline
39 & 114.6 & 105.368748457967 & -0.0739424434356452 & 9.28970419541597 & -0.386825813918688 \tabularnewline
40 & 109.9 & 106.193972301926 & -0.0133444342839474 & 3.63505965618523 & 0.469928404238995 \tabularnewline
41 & 100.7 & 105.432198674586 & -0.0639627952181262 & -4.67331363913502 & -0.39031617435152 \tabularnewline
42 & 115.5 & 105.261801856565 & -0.0711728571448316 & 10.2465704631829 & -0.0555379637589362 \tabularnewline
43 & 100.7 & 104.792277590348 & -0.0981582484897988 & -4.06087983108222 & -0.208301318247045 \tabularnewline
44 & 99 & 103.681141866864 & -0.166706011980017 & -4.60113639881148 & -0.530579051070181 \tabularnewline
45 & 102.3 & 104.935775751787 & -0.0706867075696512 & -2.74810184645231 & 0.74460993716873 \tabularnewline
46 & 108.8 & 105.203826002547 & -0.0478457458889582 & 3.56942454475373 & 0.177298497179398 \tabularnewline
47 & 105.9 & 102.940971897003 & -0.196962352404455 & 3.13376480298004 & -1.15838376518282 \tabularnewline
48 & 113.2 & 103.033898315068 & -0.177465960388415 & 10.1432394481808 & 0.151602761441785 \tabularnewline
49 & 95.7 & 102.594631830461 & -0.195070989924486 & -6.87397399877705 & -0.137002836868411 \tabularnewline
50 & 80.9 & 101.949997802972 & -0.225322449647116 & -21.0145067820685 & -0.235361753324581 \tabularnewline
51 & 113.9 & 102.529918937718 & -0.171076516455159 & 11.3065335220921 & 0.421389309133307 \tabularnewline
52 & 98.1 & 100.066550888803 & -0.325670633845515 & -1.78585664369489 & -1.19832924639339 \tabularnewline
53 & 102.8 & 101.272461595013 & -0.222297414340018 & 1.40693775932632 & 0.80002735298177 \tabularnewline
54 & 104.7 & 99.4336801714063 & -0.331443103351116 & 5.39357434145746 & -0.844394939938273 \tabularnewline
55 & 95.9 & 98.8169678705694 & -0.350705345622336 & -2.89449844264426 & -0.149108533738204 \tabularnewline
56 & 94.6 & 98.8274489240714 & -0.326321984914312 & -4.2559174931242 & 0.188901504238435 \tabularnewline
57 & 101.6 & 100.150748940310 & -0.214998427842097 & 1.31919845770031 & 0.86283759676451 \tabularnewline
58 & 103.9 & 100.068284042595 & -0.206058489409072 & 3.8212703474185 & 0.0692984642297913 \tabularnewline
59 & 110.3 & 102.038582435518 & -0.059316170606279 & 8.08996161315306 & 1.13755747034755 \tabularnewline
60 & 114.1 & 103.054531207217 & 0.0131635714385628 & 10.9607711642705 & 0.562005063556034 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63417&T=1

[TABLE]
[ROW][C]Structural Time Series Model[/C][/ROW]
[ROW][C]t[/C][C]Observed[/C][C]Level[/C][C]Slope[/C][C]Seasonal[/C][C]Stand. Residuals[/C][/ROW]
[ROW][C]1[/C][C]89.1[/C][C]89.1[/C][C]0[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]82.6[/C][C]87.6735675936756[/C][C]0.070661335083685[/C][C]-4.83289900147734[/C][C]-1.26376710787920[/C][/ROW]
[ROW][C]3[/C][C]102.7[/C][C]92.5374206955054[/C][C]0.441400645419908[/C][C]9.8819388602758[/C][C]1.83295820362419[/C][/ROW]
[ROW][C]4[/C][C]91.8[/C][C]93.7232253481621[/C][C]0.506741004292658[/C][C]-1.96641680831321[/C][C]0.302144510099444[/C][/ROW]
[ROW][C]5[/C][C]94.1[/C][C]94.2127144407075[/C][C]0.505352961175474[/C][C]-0.111460861325777[/C][C]-0.00839169356607527[/C][/ROW]
[ROW][C]6[/C][C]103.1[/C][C]97.0369780569355[/C][C]0.665222298973029[/C][C]5.86933568937909[/C][C]1.24792503782846[/C][/ROW]
[ROW][C]7[/C][C]93.2[/C][C]96.9559592970436[/C][C]0.620482294699894[/C][C]-3.68996230465643[/C][C]-0.416890858348134[/C][/ROW]
[ROW][C]8[/C][C]91[/C][C]95.254247741539[/C][C]0.492271363529052[/C][C]-4.04539168199824[/C][C]-1.30837928549922[/C][/ROW]
[ROW][C]9[/C][C]94.3[/C][C]94.3799548114923[/C][C]0.418622208156228[/C][C]0.0430338458187371[/C][C]-0.768405531047828[/C][/ROW]
[ROW][C]10[/C][C]99.4[/C][C]95.5301027953538[/C][C]0.458578386588663[/C][C]3.80440430179163[/C][C]0.409135792443233[/C][/ROW]
[ROW][C]11[/C][C]115.7[/C][C]101.883034623722[/C][C]0.790185927666442[/C][C]13.2929205217028[/C][C]3.27680620722125[/C][/ROW]
[ROW][C]12[/C][C]116.8[/C][C]108.687212662064[/C][C]1.13961686611099[/C][C]7.58180917928277[/C][C]3.32436051732856[/C][/ROW]
[ROW][C]13[/C][C]99.8[/C][C]109.706911171590[/C][C]1.13509570937778[/C][C]-9.8961792436059[/C][C]-0.0685715403112831[/C][/ROW]
[ROW][C]14[/C][C]96[/C][C]109.348257679236[/C][C]1.06916975458905[/C][C]-13.2145226927723[/C][C]-0.854500864357059[/C][/ROW]
[ROW][C]15[/C][C]115.9[/C][C]108.907536709024[/C][C]0.98186747869165[/C][C]7.11765740644708[/C][C]-0.806237121280075[/C][/ROW]
[ROW][C]16[/C][C]109.1[/C][C]109.866466339628[/C][C]0.980334259507665[/C][C]-0.764695170559177[/C][C]-0.0116276766541316[/C][/ROW]
[ROW][C]17[/C][C]117.3[/C][C]112.950381503408[/C][C]1.1284412143855[/C][C]4.18933415614909[/C][C]1.06458804620003[/C][/ROW]
[ROW][C]18[/C][C]109.8[/C][C]111.018918467751[/C][C]0.912437316831462[/C][C]-0.980416359416592[/C][C]-1.58438149819009[/C][/ROW]
[ROW][C]19[/C][C]112.8[/C][C]111.726562209597[/C][C]0.898253266301559[/C][C]1.08980896582434[/C][C]-0.108246170312348[/C][/ROW]
[ROW][C]20[/C][C]110.7[/C][C]113.231941288850[/C][C]0.939299781689044[/C][C]-2.58118068487424[/C][C]0.324104624605673[/C][/ROW]
[ROW][C]21[/C][C]100[/C][C]111.216234790318[/C][C]0.743772586705867[/C][C]-10.9755267988505[/C][C]-1.5798836516807[/C][/ROW]
[ROW][C]22[/C][C]113.3[/C][C]112.168052382820[/C][C]0.757299078402837[/C][C]1.11502307530452[/C][C]0.110936266216029[/C][/ROW]
[ROW][C]23[/C][C]122.4[/C][C]113.011514904984[/C][C]0.76281736576927[/C][C]9.38149827131044[/C][C]0.0457904039142626[/C][/ROW]
[ROW][C]24[/C][C]112.5[/C][C]110.950920554933[/C][C]0.584392303800081[/C][C]1.77759736505148[/C][C]-1.49906264316161[/C][/ROW]
[ROW][C]25[/C][C]104.2[/C][C]110.987114149466[/C][C]0.550036454056627[/C][C]-6.74264463237395[/C][C]-0.292175816684771[/C][/ROW]
[ROW][C]26[/C][C]92.5[/C][C]109.424087122979[/C][C]0.415680887869005[/C][C]-16.7526296803810[/C][C]-1.12662006499606[/C][/ROW]
[ROW][C]27[/C][C]117.2[/C][C]109.360115617334[/C][C]0.384313643632208[/C][C]7.87838008183542[/C][C]-0.253127173094381[/C][/ROW]
[ROW][C]28[/C][C]109.3[/C][C]109.786205766286[/C][C]0.387116774161451[/C][C]-0.489504658371663[/C][C]0.0217605597666081[/C][/ROW]
[ROW][C]29[/C][C]106.1[/C][C]107.054852381076[/C][C]0.174595490361852[/C][C]-0.710786617790741[/C][C]-1.61595075489152[/C][/ROW]
[ROW][C]30[/C][C]118.8[/C][C]109.944418691896[/C][C]0.360637434850796[/C][C]8.64266670831147[/C][C]1.41228038032247[/C][/ROW]
[ROW][C]31[/C][C]105.3[/C][C]109.109408654162[/C][C]0.278831216841328[/C][C]-3.71495641353411[/C][C]-0.626267073776282[/C][/ROW]
[ROW][C]32[/C][C]106[/C][C]108.171610411705[/C][C]0.196038422195312[/C][C]-2.07493289007177[/C][C]-0.640119773120965[/C][/ROW]
[ROW][C]33[/C][C]102[/C][C]109.263521596501[/C][C]0.256582016432027[/C][C]-7.33483299174154[/C][C]0.471591316201895[/C][/ROW]
[ROW][C]34[/C][C]112.9[/C][C]110.077054049504[/C][C]0.293962998896268[/C][C]2.77867847096424[/C][C]0.292616067650864[/C][/ROW]
[ROW][C]35[/C][C]116.5[/C][C]108.793543513886[/C][C]0.18868608367366[/C][C]7.83157294837637[/C][C]-0.827295293706676[/C][/ROW]
[ROW][C]36[/C][C]114.8[/C][C]109.310003369194[/C][C]0.210486172286256[/C][C]5.46401428385054[/C][C]0.171907489087508[/C][/ROW]
[ROW][C]37[/C][C]100.5[/C][C]108.408106116676[/C][C]0.136521188636719[/C][C]-7.81982454891272[/C][C]-0.584310444575924[/C][/ROW]
[ROW][C]38[/C][C]85.4[/C][C]106.130776274590[/C][C]-0.0244901443439168[/C][C]-20.5390709669054[/C][C]-1.26870561735737[/C][/ROW]
[ROW][C]39[/C][C]114.6[/C][C]105.368748457967[/C][C]-0.0739424434356452[/C][C]9.28970419541597[/C][C]-0.386825813918688[/C][/ROW]
[ROW][C]40[/C][C]109.9[/C][C]106.193972301926[/C][C]-0.0133444342839474[/C][C]3.63505965618523[/C][C]0.469928404238995[/C][/ROW]
[ROW][C]41[/C][C]100.7[/C][C]105.432198674586[/C][C]-0.0639627952181262[/C][C]-4.67331363913502[/C][C]-0.39031617435152[/C][/ROW]
[ROW][C]42[/C][C]115.5[/C][C]105.261801856565[/C][C]-0.0711728571448316[/C][C]10.2465704631829[/C][C]-0.0555379637589362[/C][/ROW]
[ROW][C]43[/C][C]100.7[/C][C]104.792277590348[/C][C]-0.0981582484897988[/C][C]-4.06087983108222[/C][C]-0.208301318247045[/C][/ROW]
[ROW][C]44[/C][C]99[/C][C]103.681141866864[/C][C]-0.166706011980017[/C][C]-4.60113639881148[/C][C]-0.530579051070181[/C][/ROW]
[ROW][C]45[/C][C]102.3[/C][C]104.935775751787[/C][C]-0.0706867075696512[/C][C]-2.74810184645231[/C][C]0.74460993716873[/C][/ROW]
[ROW][C]46[/C][C]108.8[/C][C]105.203826002547[/C][C]-0.0478457458889582[/C][C]3.56942454475373[/C][C]0.177298497179398[/C][/ROW]
[ROW][C]47[/C][C]105.9[/C][C]102.940971897003[/C][C]-0.196962352404455[/C][C]3.13376480298004[/C][C]-1.15838376518282[/C][/ROW]
[ROW][C]48[/C][C]113.2[/C][C]103.033898315068[/C][C]-0.177465960388415[/C][C]10.1432394481808[/C][C]0.151602761441785[/C][/ROW]
[ROW][C]49[/C][C]95.7[/C][C]102.594631830461[/C][C]-0.195070989924486[/C][C]-6.87397399877705[/C][C]-0.137002836868411[/C][/ROW]
[ROW][C]50[/C][C]80.9[/C][C]101.949997802972[/C][C]-0.225322449647116[/C][C]-21.0145067820685[/C][C]-0.235361753324581[/C][/ROW]
[ROW][C]51[/C][C]113.9[/C][C]102.529918937718[/C][C]-0.171076516455159[/C][C]11.3065335220921[/C][C]0.421389309133307[/C][/ROW]
[ROW][C]52[/C][C]98.1[/C][C]100.066550888803[/C][C]-0.325670633845515[/C][C]-1.78585664369489[/C][C]-1.19832924639339[/C][/ROW]
[ROW][C]53[/C][C]102.8[/C][C]101.272461595013[/C][C]-0.222297414340018[/C][C]1.40693775932632[/C][C]0.80002735298177[/C][/ROW]
[ROW][C]54[/C][C]104.7[/C][C]99.4336801714063[/C][C]-0.331443103351116[/C][C]5.39357434145746[/C][C]-0.844394939938273[/C][/ROW]
[ROW][C]55[/C][C]95.9[/C][C]98.8169678705694[/C][C]-0.350705345622336[/C][C]-2.89449844264426[/C][C]-0.149108533738204[/C][/ROW]
[ROW][C]56[/C][C]94.6[/C][C]98.8274489240714[/C][C]-0.326321984914312[/C][C]-4.2559174931242[/C][C]0.188901504238435[/C][/ROW]
[ROW][C]57[/C][C]101.6[/C][C]100.150748940310[/C][C]-0.214998427842097[/C][C]1.31919845770031[/C][C]0.86283759676451[/C][/ROW]
[ROW][C]58[/C][C]103.9[/C][C]100.068284042595[/C][C]-0.206058489409072[/C][C]3.8212703474185[/C][C]0.0692984642297913[/C][/ROW]
[ROW][C]59[/C][C]110.3[/C][C]102.038582435518[/C][C]-0.059316170606279[/C][C]8.08996161315306[/C][C]1.13755747034755[/C][/ROW]
[ROW][C]60[/C][C]114.1[/C][C]103.054531207217[/C][C]0.0131635714385628[/C][C]10.9607711642705[/C][C]0.562005063556034[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63417&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63417&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Structural Time Series Model
t	Observed	Level	Slope	Seasonal	Stand. Residuals
1	89.1	89.1	0	0	0
2	82.6	87.6735675936756	0.070661335083685	-4.83289900147734	-1.26376710787920
3	102.7	92.5374206955054	0.441400645419908	9.8819388602758	1.83295820362419
4	91.8	93.7232253481621	0.506741004292658	-1.96641680831321	0.302144510099444
5	94.1	94.2127144407075	0.505352961175474	-0.111460861325777	-0.00839169356607527
6	103.1	97.0369780569355	0.665222298973029	5.86933568937909	1.24792503782846
7	93.2	96.9559592970436	0.620482294699894	-3.68996230465643	-0.416890858348134
8	91	95.254247741539	0.492271363529052	-4.04539168199824	-1.30837928549922
9	94.3	94.3799548114923	0.418622208156228	0.0430338458187371	-0.768405531047828
10	99.4	95.5301027953538	0.458578386588663	3.80440430179163	0.409135792443233
11	115.7	101.883034623722	0.790185927666442	13.2929205217028	3.27680620722125
12	116.8	108.687212662064	1.13961686611099	7.58180917928277	3.32436051732856
13	99.8	109.706911171590	1.13509570937778	-9.8961792436059	-0.0685715403112831
14	96	109.348257679236	1.06916975458905	-13.2145226927723	-0.854500864357059
15	115.9	108.907536709024	0.98186747869165	7.11765740644708	-0.806237121280075
16	109.1	109.866466339628	0.980334259507665	-0.764695170559177	-0.0116276766541316
17	117.3	112.950381503408	1.1284412143855	4.18933415614909	1.06458804620003
18	109.8	111.018918467751	0.912437316831462	-0.980416359416592	-1.58438149819009
19	112.8	111.726562209597	0.898253266301559	1.08980896582434	-0.108246170312348
20	110.7	113.231941288850	0.939299781689044	-2.58118068487424	0.324104624605673
21	100	111.216234790318	0.743772586705867	-10.9755267988505	-1.5798836516807
22	113.3	112.168052382820	0.757299078402837	1.11502307530452	0.110936266216029
23	122.4	113.011514904984	0.76281736576927	9.38149827131044	0.0457904039142626
24	112.5	110.950920554933	0.584392303800081	1.77759736505148	-1.49906264316161
25	104.2	110.987114149466	0.550036454056627	-6.74264463237395	-0.292175816684771
26	92.5	109.424087122979	0.415680887869005	-16.7526296803810	-1.12662006499606
27	117.2	109.360115617334	0.384313643632208	7.87838008183542	-0.253127173094381
28	109.3	109.786205766286	0.387116774161451	-0.489504658371663	0.0217605597666081
29	106.1	107.054852381076	0.174595490361852	-0.710786617790741	-1.61595075489152
30	118.8	109.944418691896	0.360637434850796	8.64266670831147	1.41228038032247
31	105.3	109.109408654162	0.278831216841328	-3.71495641353411	-0.626267073776282
32	106	108.171610411705	0.196038422195312	-2.07493289007177	-0.640119773120965
33	102	109.263521596501	0.256582016432027	-7.33483299174154	0.471591316201895
34	112.9	110.077054049504	0.293962998896268	2.77867847096424	0.292616067650864
35	116.5	108.793543513886	0.18868608367366	7.83157294837637	-0.827295293706676
36	114.8	109.310003369194	0.210486172286256	5.46401428385054	0.171907489087508
37	100.5	108.408106116676	0.136521188636719	-7.81982454891272	-0.584310444575924
38	85.4	106.130776274590	-0.0244901443439168	-20.5390709669054	-1.26870561735737
39	114.6	105.368748457967	-0.0739424434356452	9.28970419541597	-0.386825813918688
40	109.9	106.193972301926	-0.0133444342839474	3.63505965618523	0.469928404238995
41	100.7	105.432198674586	-0.0639627952181262	-4.67331363913502	-0.39031617435152
42	115.5	105.261801856565	-0.0711728571448316	10.2465704631829	-0.0555379637589362
43	100.7	104.792277590348	-0.0981582484897988	-4.06087983108222	-0.208301318247045
44	99	103.681141866864	-0.166706011980017	-4.60113639881148	-0.530579051070181
45	102.3	104.935775751787	-0.0706867075696512	-2.74810184645231	0.74460993716873
46	108.8	105.203826002547	-0.0478457458889582	3.56942454475373	0.177298497179398
47	105.9	102.940971897003	-0.196962352404455	3.13376480298004	-1.15838376518282
48	113.2	103.033898315068	-0.177465960388415	10.1432394481808	0.151602761441785
49	95.7	102.594631830461	-0.195070989924486	-6.87397399877705	-0.137002836868411
50	80.9	101.949997802972	-0.225322449647116	-21.0145067820685	-0.235361753324581
51	113.9	102.529918937718	-0.171076516455159	11.3065335220921	0.421389309133307
52	98.1	100.066550888803	-0.325670633845515	-1.78585664369489	-1.19832924639339
53	102.8	101.272461595013	-0.222297414340018	1.40693775932632	0.80002735298177
54	104.7	99.4336801714063	-0.331443103351116	5.39357434145746	-0.844394939938273
55	95.9	98.8169678705694	-0.350705345622336	-2.89449844264426	-0.149108533738204
56	94.6	98.8274489240714	-0.326321984914312	-4.2559174931242	0.188901504238435
57	101.6	100.150748940310	-0.214998427842097	1.31919845770031	0.86283759676451
58	103.9	100.068284042595	-0.206058489409072	3.8212703474185	0.0692984642297913
59	110.3	102.038582435518	-0.059316170606279	8.08996161315306	1.13755747034755
60	114.1	103.054531207217	0.0131635714385628	10.9607711642705	0.562005063556034

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

PNG link

Postscript link

PDF link

Figure 4

PNG link

Postscript link

PDF link

Figure 5

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 12 ; par2 = periodic ; par3 = 0 ; par5 = 1 ; par7 = 1 ; par8 = FALSE ;

Parameters (R input):

par1 = 12 ;

R code (references can be found in the software module):

par1 <- as.numeric(par1)
nx <- length(x)
x <- ts(x,frequency=par1)
m <- StructTS(x,type='BSM')
m$coef
m$fitted
m$resid
mylevel <- as.numeric(m$fitted[,'level'])
myslope <- as.numeric(m$fitted[,'slope'])
myseas <- as.numeric(m$fitted[,'sea'])
myresid <- as.numeric(m$resid)
myfit <- mylevel+myseas
mylagmax <- nx/2
bitmap(file='test2.png')
op <- par(mfrow = c(2,2))
acf(as.numeric(x),lag.max = mylagmax,main='Observed')
acf(mylevel,na.action=na.pass,lag.max = mylagmax,main='Level')
acf(myseas,na.action=na.pass,lag.max = mylagmax,main='Seasonal')
acf(myresid,na.action=na.pass,lag.max = mylagmax,main='Standardized Residals')
par(op)
dev.off()
bitmap(file='test3.png')
op <- par(mfrow = c(2,2))
spectrum(as.numeric(x),main='Observed')
spectrum(mylevel,main='Level')
spectrum(myseas,main='Seasonal')
spectrum(myresid,main='Standardized Residals')
par(op)
dev.off()
bitmap(file='test4.png')
op <- par(mfrow = c(2,2))
cpgram(as.numeric(x),main='Observed')
cpgram(mylevel,main='Level')
cpgram(myseas,main='Seasonal')
cpgram(myresid,main='Standardized Residals')
par(op)
dev.off()
bitmap(file='test1.png')
plot(as.numeric(m$resid),main='Standardized Residuals',ylab='Residuals',xlab='time',type='b')
grid()
dev.off()
bitmap(file='test5.png')
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()
load(file='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='mytable.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code