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R Software Module

rwasp_structuraltimeseries.wasp

Title produced by software

Structural Time Series Models

Date of computation

Fri, 04 Dec 2009 05:35:38 -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/t12599302292fxlbnfvq1dcq16.htm/, Retrieved Sun, 28 Apr 2024 16:12:31 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63423, Retrieved Sun, 28 Apr 2024 16:12:31 +0000

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Estimated Impact

112

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]
-    D      [Structural Time Series Models] [] [2009-12-04 12:35:38] [026d431dc78a3ce53a040b5408fc0322] [Current]
-   PD        [Structural Time Series Models] [ws9 Structural Ti...] [2009-12-04 15:38:11] [af8eb90b4bf1bcfcc4325c143dbee260] 

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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	4 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 & 4 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63423&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]4 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=63423&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63423&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	4 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Structural Time Series Model
t	Observed	Level	Slope	Seasonal	Stand. Residuals
1	111.5	111.5	0	0	0
2	108.1	111.694333593543	0.127013872581406	-3.59433359354289	-0.63308613142944
3	124.5	113.859502216785	0.352529422801186	10.6404977832149	1.85061668043858
4	106.3	113.807832829266	0.293628585121169	-7.50783282926601	-0.191021354181433
5	111.1	113.087948163715	0.143816037535123	-1.98794816371468	-0.504153550667496
6	121.3	114.722976280664	0.368338849070413	6.57702371933586	0.901036140166431
7	116.5	115.851379159976	0.487060858249145	0.64862084002418	0.519111210471918
8	117.4	116.799698725208	0.561716669660962	0.600301274791685	0.325578326389754
9	123.6	118.803392908098	0.799995773334033	4.79660709190239	0.999850840559043
10	98.4	115.57993132403	0.130765004234486	-17.1799313240299	-2.7057330315737
11	107.2	111.993331465076	-0.48687766624061	-4.79333146507598	-2.44171696709596
12	118.9	111.475457858815	-0.492012222694210	7.42454214118519	-0.0201158081528456
13	111.9	111.454087945391	-0.415781152703632	0.445912054608922	0.299070875450645
14	115.2	113.278967216213	-0.0543670674190671	1.92103278378733	1.47045151018923
15	124.4	114.259467673784	0.114409852553765	10.1405323262155	0.692414475799659
16	104.6	114.440010483647	0.125290776566171	-9.8400104836468	0.0434177310168511
17	117	115.966565692806	0.355452056634784	1.03343430719439	0.891823827221471
18	126.2	117.713992477134	0.582382095715809	8.48600752286584	0.872737737015678
19	117.5	118.313872440647	0.58521781400367	-0.81387244064678	0.0110270777487032
20	122.2	118.994024986290	0.600585479790961	3.20597501371031	0.0605905716932384
21	124.1	118.489258689075	0.421250234146354	5.61074131092486	-0.710783979844778
22	105.8	118.866061861438	0.414021999495885	-13.066061861438	-0.0285278147017121
23	107.5	117.984967343967	0.203348946180801	-10.4849673439667	-0.825035231188455
24	125.6	118.150939764585	0.197280086094968	7.44906023541487	-0.0236515649307427
25	112.1	117.469205828784	0.0548923065535816	-5.36920582878395	-0.555339070831884
26	120.1	117.707777120867	0.084608061675689	2.39222287913331	0.116406154096969
27	130.6	118.767105447630	0.242348322626825	11.8328945523698	0.620056876784354
28	109.8	119.932518262879	0.391877855355108	-10.1325182628786	0.58767018920538
29	122.1	121.031639096761	0.506502456534344	1.06836090323894	0.449224608095414
30	129.5	121.570245393277	0.511703416730382	7.92975460672282	0.0203314054282976
31	132.1	124.287029365935	0.868626168018364	7.81297063406452	1.39468847291033
32	133.3	126.757900824207	1.12781205394757	6.54209917579263	1.01412924641963
33	128.4	127.117079105104	1.00348141049854	1.28292089489587	-0.48718982844723
34	114.7	127.419354371964	0.890023051481278	-12.7193543719638	-0.444757558497701
35	114.1	127.144122016322	0.701431273256025	-13.0441220163224	-0.73875355369403
36	136.9	127.751611064037	0.68622762135459	9.1483889359626	-0.059498039007574
37	123.4	128.770886648316	0.740114177803186	-5.37088664831644	0.210789168182076
38	134	130.525284817586	0.904180517052674	3.47471518241371	0.641954145409312
39	137	130.813714030525	0.804588438771652	6.18628596947451	-0.389891912572933
40	127.8	133.121440533992	1.04772437602999	-5.32144053399152	0.952133263165548
41	140.1	136.163399020403	1.37033106822392	3.93660097959717	1.2631897626605
42	140.4	137.601040140969	1.38122011508573	2.79895985903136	0.0426224261677001
43	157.8	141.473449378368	1.78420376296158	16.3265506216321	1.57700346908746
44	151.8	144.309229266042	1.95429376598789	7.49077073395762	0.665623970757335
45	141.1	144.920902193170	1.73714014273204	-3.82090219317019	-0.8499474175402
46	138.8	147.012174290943	1.79441735235743	-8.21217429094274	0.224217992581392
47	141.1	150.225508833553	2.02392126796341	-9.12550883355313	0.898426826833146
48	139.5	148.156788934433	1.36193873750189	-8.65678893443319	-2.59116961149216
49	150.7	149.709317586389	1.39276618670942	0.990682413610866	0.120654114863056
50	144.4	149.261057329514	1.09499437839259	-4.86105732951403	-1.16540230402029
51	146	147.983871713231	0.711322689297049	-1.98387171323054	-1.50165922444738
52	143.6	148.475235857224	0.675747215515352	-4.87523585722414	-0.139247746956525
53	143.1	147.287822078214	0.374401596630297	-4.18782207821431	-1.17953801087730
54	156.4	148.806334686166	0.55945089157139	7.59366531383427	0.72430981888555
55	164.8	149.701892837557	0.613813128607809	15.0981071624431	0.212773460217785
56	145.1	147.376780444894	0.1384736042569	-2.27678044489416	-1.86043771151726
57	153.4	148.418149398770	0.284505642071951	4.98185060123034	0.57156099990177
58	133.2	147.097512756849	0.0248951325389817	-13.8975127568485	-1.01612175251219
59	131.4	144.112644160618	-0.461895332698342	-12.7126441606177	-1.90533519273149
60	145.9	144.547294532076	-0.316890006788326	1.35270546792415	0.567560377545531

\begin{tabular}{lllllllll}
\hline
Structural Time Series Model \tabularnewline
t & Observed & Level & Slope & Seasonal & Stand. Residuals \tabularnewline
1 & 111.5 & 111.5 & 0 & 0 & 0 \tabularnewline
2 & 108.1 & 111.694333593543 & 0.127013872581406 & -3.59433359354289 & -0.63308613142944 \tabularnewline
3 & 124.5 & 113.859502216785 & 0.352529422801186 & 10.6404977832149 & 1.85061668043858 \tabularnewline
4 & 106.3 & 113.807832829266 & 0.293628585121169 & -7.50783282926601 & -0.191021354181433 \tabularnewline
5 & 111.1 & 113.087948163715 & 0.143816037535123 & -1.98794816371468 & -0.504153550667496 \tabularnewline
6 & 121.3 & 114.722976280664 & 0.368338849070413 & 6.57702371933586 & 0.901036140166431 \tabularnewline
7 & 116.5 & 115.851379159976 & 0.487060858249145 & 0.64862084002418 & 0.519111210471918 \tabularnewline
8 & 117.4 & 116.799698725208 & 0.561716669660962 & 0.600301274791685 & 0.325578326389754 \tabularnewline
9 & 123.6 & 118.803392908098 & 0.799995773334033 & 4.79660709190239 & 0.999850840559043 \tabularnewline
10 & 98.4 & 115.57993132403 & 0.130765004234486 & -17.1799313240299 & -2.7057330315737 \tabularnewline
11 & 107.2 & 111.993331465076 & -0.48687766624061 & -4.79333146507598 & -2.44171696709596 \tabularnewline
12 & 118.9 & 111.475457858815 & -0.492012222694210 & 7.42454214118519 & -0.0201158081528456 \tabularnewline
13 & 111.9 & 111.454087945391 & -0.415781152703632 & 0.445912054608922 & 0.299070875450645 \tabularnewline
14 & 115.2 & 113.278967216213 & -0.0543670674190671 & 1.92103278378733 & 1.47045151018923 \tabularnewline
15 & 124.4 & 114.259467673784 & 0.114409852553765 & 10.1405323262155 & 0.692414475799659 \tabularnewline
16 & 104.6 & 114.440010483647 & 0.125290776566171 & -9.8400104836468 & 0.0434177310168511 \tabularnewline
17 & 117 & 115.966565692806 & 0.355452056634784 & 1.03343430719439 & 0.891823827221471 \tabularnewline
18 & 126.2 & 117.713992477134 & 0.582382095715809 & 8.48600752286584 & 0.872737737015678 \tabularnewline
19 & 117.5 & 118.313872440647 & 0.58521781400367 & -0.81387244064678 & 0.0110270777487032 \tabularnewline
20 & 122.2 & 118.994024986290 & 0.600585479790961 & 3.20597501371031 & 0.0605905716932384 \tabularnewline
21 & 124.1 & 118.489258689075 & 0.421250234146354 & 5.61074131092486 & -0.710783979844778 \tabularnewline
22 & 105.8 & 118.866061861438 & 0.414021999495885 & -13.066061861438 & -0.0285278147017121 \tabularnewline
23 & 107.5 & 117.984967343967 & 0.203348946180801 & -10.4849673439667 & -0.825035231188455 \tabularnewline
24 & 125.6 & 118.150939764585 & 0.197280086094968 & 7.44906023541487 & -0.0236515649307427 \tabularnewline
25 & 112.1 & 117.469205828784 & 0.0548923065535816 & -5.36920582878395 & -0.555339070831884 \tabularnewline
26 & 120.1 & 117.707777120867 & 0.084608061675689 & 2.39222287913331 & 0.116406154096969 \tabularnewline
27 & 130.6 & 118.767105447630 & 0.242348322626825 & 11.8328945523698 & 0.620056876784354 \tabularnewline
28 & 109.8 & 119.932518262879 & 0.391877855355108 & -10.1325182628786 & 0.58767018920538 \tabularnewline
29 & 122.1 & 121.031639096761 & 0.506502456534344 & 1.06836090323894 & 0.449224608095414 \tabularnewline
30 & 129.5 & 121.570245393277 & 0.511703416730382 & 7.92975460672282 & 0.0203314054282976 \tabularnewline
31 & 132.1 & 124.287029365935 & 0.868626168018364 & 7.81297063406452 & 1.39468847291033 \tabularnewline
32 & 133.3 & 126.757900824207 & 1.12781205394757 & 6.54209917579263 & 1.01412924641963 \tabularnewline
33 & 128.4 & 127.117079105104 & 1.00348141049854 & 1.28292089489587 & -0.48718982844723 \tabularnewline
34 & 114.7 & 127.419354371964 & 0.890023051481278 & -12.7193543719638 & -0.444757558497701 \tabularnewline
35 & 114.1 & 127.144122016322 & 0.701431273256025 & -13.0441220163224 & -0.73875355369403 \tabularnewline
36 & 136.9 & 127.751611064037 & 0.68622762135459 & 9.1483889359626 & -0.059498039007574 \tabularnewline
37 & 123.4 & 128.770886648316 & 0.740114177803186 & -5.37088664831644 & 0.210789168182076 \tabularnewline
38 & 134 & 130.525284817586 & 0.904180517052674 & 3.47471518241371 & 0.641954145409312 \tabularnewline
39 & 137 & 130.813714030525 & 0.804588438771652 & 6.18628596947451 & -0.389891912572933 \tabularnewline
40 & 127.8 & 133.121440533992 & 1.04772437602999 & -5.32144053399152 & 0.952133263165548 \tabularnewline
41 & 140.1 & 136.163399020403 & 1.37033106822392 & 3.93660097959717 & 1.2631897626605 \tabularnewline
42 & 140.4 & 137.601040140969 & 1.38122011508573 & 2.79895985903136 & 0.0426224261677001 \tabularnewline
43 & 157.8 & 141.473449378368 & 1.78420376296158 & 16.3265506216321 & 1.57700346908746 \tabularnewline
44 & 151.8 & 144.309229266042 & 1.95429376598789 & 7.49077073395762 & 0.665623970757335 \tabularnewline
45 & 141.1 & 144.920902193170 & 1.73714014273204 & -3.82090219317019 & -0.8499474175402 \tabularnewline
46 & 138.8 & 147.012174290943 & 1.79441735235743 & -8.21217429094274 & 0.224217992581392 \tabularnewline
47 & 141.1 & 150.225508833553 & 2.02392126796341 & -9.12550883355313 & 0.898426826833146 \tabularnewline
48 & 139.5 & 148.156788934433 & 1.36193873750189 & -8.65678893443319 & -2.59116961149216 \tabularnewline
49 & 150.7 & 149.709317586389 & 1.39276618670942 & 0.990682413610866 & 0.120654114863056 \tabularnewline
50 & 144.4 & 149.261057329514 & 1.09499437839259 & -4.86105732951403 & -1.16540230402029 \tabularnewline
51 & 146 & 147.983871713231 & 0.711322689297049 & -1.98387171323054 & -1.50165922444738 \tabularnewline
52 & 143.6 & 148.475235857224 & 0.675747215515352 & -4.87523585722414 & -0.139247746956525 \tabularnewline
53 & 143.1 & 147.287822078214 & 0.374401596630297 & -4.18782207821431 & -1.17953801087730 \tabularnewline
54 & 156.4 & 148.806334686166 & 0.55945089157139 & 7.59366531383427 & 0.72430981888555 \tabularnewline
55 & 164.8 & 149.701892837557 & 0.613813128607809 & 15.0981071624431 & 0.212773460217785 \tabularnewline
56 & 145.1 & 147.376780444894 & 0.1384736042569 & -2.27678044489416 & -1.86043771151726 \tabularnewline
57 & 153.4 & 148.418149398770 & 0.284505642071951 & 4.98185060123034 & 0.57156099990177 \tabularnewline
58 & 133.2 & 147.097512756849 & 0.0248951325389817 & -13.8975127568485 & -1.01612175251219 \tabularnewline
59 & 131.4 & 144.112644160618 & -0.461895332698342 & -12.7126441606177 & -1.90533519273149 \tabularnewline
60 & 145.9 & 144.547294532076 & -0.316890006788326 & 1.35270546792415 & 0.567560377545531 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63423&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]111.5[/C][C]111.5[/C][C]0[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]108.1[/C][C]111.694333593543[/C][C]0.127013872581406[/C][C]-3.59433359354289[/C][C]-0.63308613142944[/C][/ROW]
[ROW][C]3[/C][C]124.5[/C][C]113.859502216785[/C][C]0.352529422801186[/C][C]10.6404977832149[/C][C]1.85061668043858[/C][/ROW]
[ROW][C]4[/C][C]106.3[/C][C]113.807832829266[/C][C]0.293628585121169[/C][C]-7.50783282926601[/C][C]-0.191021354181433[/C][/ROW]
[ROW][C]5[/C][C]111.1[/C][C]113.087948163715[/C][C]0.143816037535123[/C][C]-1.98794816371468[/C][C]-0.504153550667496[/C][/ROW]
[ROW][C]6[/C][C]121.3[/C][C]114.722976280664[/C][C]0.368338849070413[/C][C]6.57702371933586[/C][C]0.901036140166431[/C][/ROW]
[ROW][C]7[/C][C]116.5[/C][C]115.851379159976[/C][C]0.487060858249145[/C][C]0.64862084002418[/C][C]0.519111210471918[/C][/ROW]
[ROW][C]8[/C][C]117.4[/C][C]116.799698725208[/C][C]0.561716669660962[/C][C]0.600301274791685[/C][C]0.325578326389754[/C][/ROW]
[ROW][C]9[/C][C]123.6[/C][C]118.803392908098[/C][C]0.799995773334033[/C][C]4.79660709190239[/C][C]0.999850840559043[/C][/ROW]
[ROW][C]10[/C][C]98.4[/C][C]115.57993132403[/C][C]0.130765004234486[/C][C]-17.1799313240299[/C][C]-2.7057330315737[/C][/ROW]
[ROW][C]11[/C][C]107.2[/C][C]111.993331465076[/C][C]-0.48687766624061[/C][C]-4.79333146507598[/C][C]-2.44171696709596[/C][/ROW]
[ROW][C]12[/C][C]118.9[/C][C]111.475457858815[/C][C]-0.492012222694210[/C][C]7.42454214118519[/C][C]-0.0201158081528456[/C][/ROW]
[ROW][C]13[/C][C]111.9[/C][C]111.454087945391[/C][C]-0.415781152703632[/C][C]0.445912054608922[/C][C]0.299070875450645[/C][/ROW]
[ROW][C]14[/C][C]115.2[/C][C]113.278967216213[/C][C]-0.0543670674190671[/C][C]1.92103278378733[/C][C]1.47045151018923[/C][/ROW]
[ROW][C]15[/C][C]124.4[/C][C]114.259467673784[/C][C]0.114409852553765[/C][C]10.1405323262155[/C][C]0.692414475799659[/C][/ROW]
[ROW][C]16[/C][C]104.6[/C][C]114.440010483647[/C][C]0.125290776566171[/C][C]-9.8400104836468[/C][C]0.0434177310168511[/C][/ROW]
[ROW][C]17[/C][C]117[/C][C]115.966565692806[/C][C]0.355452056634784[/C][C]1.03343430719439[/C][C]0.891823827221471[/C][/ROW]
[ROW][C]18[/C][C]126.2[/C][C]117.713992477134[/C][C]0.582382095715809[/C][C]8.48600752286584[/C][C]0.872737737015678[/C][/ROW]
[ROW][C]19[/C][C]117.5[/C][C]118.313872440647[/C][C]0.58521781400367[/C][C]-0.81387244064678[/C][C]0.0110270777487032[/C][/ROW]
[ROW][C]20[/C][C]122.2[/C][C]118.994024986290[/C][C]0.600585479790961[/C][C]3.20597501371031[/C][C]0.0605905716932384[/C][/ROW]
[ROW][C]21[/C][C]124.1[/C][C]118.489258689075[/C][C]0.421250234146354[/C][C]5.61074131092486[/C][C]-0.710783979844778[/C][/ROW]
[ROW][C]22[/C][C]105.8[/C][C]118.866061861438[/C][C]0.414021999495885[/C][C]-13.066061861438[/C][C]-0.0285278147017121[/C][/ROW]
[ROW][C]23[/C][C]107.5[/C][C]117.984967343967[/C][C]0.203348946180801[/C][C]-10.4849673439667[/C][C]-0.825035231188455[/C][/ROW]
[ROW][C]24[/C][C]125.6[/C][C]118.150939764585[/C][C]0.197280086094968[/C][C]7.44906023541487[/C][C]-0.0236515649307427[/C][/ROW]
[ROW][C]25[/C][C]112.1[/C][C]117.469205828784[/C][C]0.0548923065535816[/C][C]-5.36920582878395[/C][C]-0.555339070831884[/C][/ROW]
[ROW][C]26[/C][C]120.1[/C][C]117.707777120867[/C][C]0.084608061675689[/C][C]2.39222287913331[/C][C]0.116406154096969[/C][/ROW]
[ROW][C]27[/C][C]130.6[/C][C]118.767105447630[/C][C]0.242348322626825[/C][C]11.8328945523698[/C][C]0.620056876784354[/C][/ROW]
[ROW][C]28[/C][C]109.8[/C][C]119.932518262879[/C][C]0.391877855355108[/C][C]-10.1325182628786[/C][C]0.58767018920538[/C][/ROW]
[ROW][C]29[/C][C]122.1[/C][C]121.031639096761[/C][C]0.506502456534344[/C][C]1.06836090323894[/C][C]0.449224608095414[/C][/ROW]
[ROW][C]30[/C][C]129.5[/C][C]121.570245393277[/C][C]0.511703416730382[/C][C]7.92975460672282[/C][C]0.0203314054282976[/C][/ROW]
[ROW][C]31[/C][C]132.1[/C][C]124.287029365935[/C][C]0.868626168018364[/C][C]7.81297063406452[/C][C]1.39468847291033[/C][/ROW]
[ROW][C]32[/C][C]133.3[/C][C]126.757900824207[/C][C]1.12781205394757[/C][C]6.54209917579263[/C][C]1.01412924641963[/C][/ROW]
[ROW][C]33[/C][C]128.4[/C][C]127.117079105104[/C][C]1.00348141049854[/C][C]1.28292089489587[/C][C]-0.48718982844723[/C][/ROW]
[ROW][C]34[/C][C]114.7[/C][C]127.419354371964[/C][C]0.890023051481278[/C][C]-12.7193543719638[/C][C]-0.444757558497701[/C][/ROW]
[ROW][C]35[/C][C]114.1[/C][C]127.144122016322[/C][C]0.701431273256025[/C][C]-13.0441220163224[/C][C]-0.73875355369403[/C][/ROW]
[ROW][C]36[/C][C]136.9[/C][C]127.751611064037[/C][C]0.68622762135459[/C][C]9.1483889359626[/C][C]-0.059498039007574[/C][/ROW]
[ROW][C]37[/C][C]123.4[/C][C]128.770886648316[/C][C]0.740114177803186[/C][C]-5.37088664831644[/C][C]0.210789168182076[/C][/ROW]
[ROW][C]38[/C][C]134[/C][C]130.525284817586[/C][C]0.904180517052674[/C][C]3.47471518241371[/C][C]0.641954145409312[/C][/ROW]
[ROW][C]39[/C][C]137[/C][C]130.813714030525[/C][C]0.804588438771652[/C][C]6.18628596947451[/C][C]-0.389891912572933[/C][/ROW]
[ROW][C]40[/C][C]127.8[/C][C]133.121440533992[/C][C]1.04772437602999[/C][C]-5.32144053399152[/C][C]0.952133263165548[/C][/ROW]
[ROW][C]41[/C][C]140.1[/C][C]136.163399020403[/C][C]1.37033106822392[/C][C]3.93660097959717[/C][C]1.2631897626605[/C][/ROW]
[ROW][C]42[/C][C]140.4[/C][C]137.601040140969[/C][C]1.38122011508573[/C][C]2.79895985903136[/C][C]0.0426224261677001[/C][/ROW]
[ROW][C]43[/C][C]157.8[/C][C]141.473449378368[/C][C]1.78420376296158[/C][C]16.3265506216321[/C][C]1.57700346908746[/C][/ROW]
[ROW][C]44[/C][C]151.8[/C][C]144.309229266042[/C][C]1.95429376598789[/C][C]7.49077073395762[/C][C]0.665623970757335[/C][/ROW]
[ROW][C]45[/C][C]141.1[/C][C]144.920902193170[/C][C]1.73714014273204[/C][C]-3.82090219317019[/C][C]-0.8499474175402[/C][/ROW]
[ROW][C]46[/C][C]138.8[/C][C]147.012174290943[/C][C]1.79441735235743[/C][C]-8.21217429094274[/C][C]0.224217992581392[/C][/ROW]
[ROW][C]47[/C][C]141.1[/C][C]150.225508833553[/C][C]2.02392126796341[/C][C]-9.12550883355313[/C][C]0.898426826833146[/C][/ROW]
[ROW][C]48[/C][C]139.5[/C][C]148.156788934433[/C][C]1.36193873750189[/C][C]-8.65678893443319[/C][C]-2.59116961149216[/C][/ROW]
[ROW][C]49[/C][C]150.7[/C][C]149.709317586389[/C][C]1.39276618670942[/C][C]0.990682413610866[/C][C]0.120654114863056[/C][/ROW]
[ROW][C]50[/C][C]144.4[/C][C]149.261057329514[/C][C]1.09499437839259[/C][C]-4.86105732951403[/C][C]-1.16540230402029[/C][/ROW]
[ROW][C]51[/C][C]146[/C][C]147.983871713231[/C][C]0.711322689297049[/C][C]-1.98387171323054[/C][C]-1.50165922444738[/C][/ROW]
[ROW][C]52[/C][C]143.6[/C][C]148.475235857224[/C][C]0.675747215515352[/C][C]-4.87523585722414[/C][C]-0.139247746956525[/C][/ROW]
[ROW][C]53[/C][C]143.1[/C][C]147.287822078214[/C][C]0.374401596630297[/C][C]-4.18782207821431[/C][C]-1.17953801087730[/C][/ROW]
[ROW][C]54[/C][C]156.4[/C][C]148.806334686166[/C][C]0.55945089157139[/C][C]7.59366531383427[/C][C]0.72430981888555[/C][/ROW]
[ROW][C]55[/C][C]164.8[/C][C]149.701892837557[/C][C]0.613813128607809[/C][C]15.0981071624431[/C][C]0.212773460217785[/C][/ROW]
[ROW][C]56[/C][C]145.1[/C][C]147.376780444894[/C][C]0.1384736042569[/C][C]-2.27678044489416[/C][C]-1.86043771151726[/C][/ROW]
[ROW][C]57[/C][C]153.4[/C][C]148.418149398770[/C][C]0.284505642071951[/C][C]4.98185060123034[/C][C]0.57156099990177[/C][/ROW]
[ROW][C]58[/C][C]133.2[/C][C]147.097512756849[/C][C]0.0248951325389817[/C][C]-13.8975127568485[/C][C]-1.01612175251219[/C][/ROW]
[ROW][C]59[/C][C]131.4[/C][C]144.112644160618[/C][C]-0.461895332698342[/C][C]-12.7126441606177[/C][C]-1.90533519273149[/C][/ROW]
[ROW][C]60[/C][C]145.9[/C][C]144.547294532076[/C][C]-0.316890006788326[/C][C]1.35270546792415[/C][C]0.567560377545531[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63423&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63423&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	111.5	111.5	0	0	0
2	108.1	111.694333593543	0.127013872581406	-3.59433359354289	-0.63308613142944
3	124.5	113.859502216785	0.352529422801186	10.6404977832149	1.85061668043858
4	106.3	113.807832829266	0.293628585121169	-7.50783282926601	-0.191021354181433
5	111.1	113.087948163715	0.143816037535123	-1.98794816371468	-0.504153550667496
6	121.3	114.722976280664	0.368338849070413	6.57702371933586	0.901036140166431
7	116.5	115.851379159976	0.487060858249145	0.64862084002418	0.519111210471918
8	117.4	116.799698725208	0.561716669660962	0.600301274791685	0.325578326389754
9	123.6	118.803392908098	0.799995773334033	4.79660709190239	0.999850840559043
10	98.4	115.57993132403	0.130765004234486	-17.1799313240299	-2.7057330315737
11	107.2	111.993331465076	-0.48687766624061	-4.79333146507598	-2.44171696709596
12	118.9	111.475457858815	-0.492012222694210	7.42454214118519	-0.0201158081528456
13	111.9	111.454087945391	-0.415781152703632	0.445912054608922	0.299070875450645
14	115.2	113.278967216213	-0.0543670674190671	1.92103278378733	1.47045151018923
15	124.4	114.259467673784	0.114409852553765	10.1405323262155	0.692414475799659
16	104.6	114.440010483647	0.125290776566171	-9.8400104836468	0.0434177310168511
17	117	115.966565692806	0.355452056634784	1.03343430719439	0.891823827221471
18	126.2	117.713992477134	0.582382095715809	8.48600752286584	0.872737737015678
19	117.5	118.313872440647	0.58521781400367	-0.81387244064678	0.0110270777487032
20	122.2	118.994024986290	0.600585479790961	3.20597501371031	0.0605905716932384
21	124.1	118.489258689075	0.421250234146354	5.61074131092486	-0.710783979844778
22	105.8	118.866061861438	0.414021999495885	-13.066061861438	-0.0285278147017121
23	107.5	117.984967343967	0.203348946180801	-10.4849673439667	-0.825035231188455
24	125.6	118.150939764585	0.197280086094968	7.44906023541487	-0.0236515649307427
25	112.1	117.469205828784	0.0548923065535816	-5.36920582878395	-0.555339070831884
26	120.1	117.707777120867	0.084608061675689	2.39222287913331	0.116406154096969
27	130.6	118.767105447630	0.242348322626825	11.8328945523698	0.620056876784354
28	109.8	119.932518262879	0.391877855355108	-10.1325182628786	0.58767018920538
29	122.1	121.031639096761	0.506502456534344	1.06836090323894	0.449224608095414
30	129.5	121.570245393277	0.511703416730382	7.92975460672282	0.0203314054282976
31	132.1	124.287029365935	0.868626168018364	7.81297063406452	1.39468847291033
32	133.3	126.757900824207	1.12781205394757	6.54209917579263	1.01412924641963
33	128.4	127.117079105104	1.00348141049854	1.28292089489587	-0.48718982844723
34	114.7	127.419354371964	0.890023051481278	-12.7193543719638	-0.444757558497701
35	114.1	127.144122016322	0.701431273256025	-13.0441220163224	-0.73875355369403
36	136.9	127.751611064037	0.68622762135459	9.1483889359626	-0.059498039007574
37	123.4	128.770886648316	0.740114177803186	-5.37088664831644	0.210789168182076
38	134	130.525284817586	0.904180517052674	3.47471518241371	0.641954145409312
39	137	130.813714030525	0.804588438771652	6.18628596947451	-0.389891912572933
40	127.8	133.121440533992	1.04772437602999	-5.32144053399152	0.952133263165548
41	140.1	136.163399020403	1.37033106822392	3.93660097959717	1.2631897626605
42	140.4	137.601040140969	1.38122011508573	2.79895985903136	0.0426224261677001
43	157.8	141.473449378368	1.78420376296158	16.3265506216321	1.57700346908746
44	151.8	144.309229266042	1.95429376598789	7.49077073395762	0.665623970757335
45	141.1	144.920902193170	1.73714014273204	-3.82090219317019	-0.8499474175402
46	138.8	147.012174290943	1.79441735235743	-8.21217429094274	0.224217992581392
47	141.1	150.225508833553	2.02392126796341	-9.12550883355313	0.898426826833146
48	139.5	148.156788934433	1.36193873750189	-8.65678893443319	-2.59116961149216
49	150.7	149.709317586389	1.39276618670942	0.990682413610866	0.120654114863056
50	144.4	149.261057329514	1.09499437839259	-4.86105732951403	-1.16540230402029
51	146	147.983871713231	0.711322689297049	-1.98387171323054	-1.50165922444738
52	143.6	148.475235857224	0.675747215515352	-4.87523585722414	-0.139247746956525
53	143.1	147.287822078214	0.374401596630297	-4.18782207821431	-1.17953801087730
54	156.4	148.806334686166	0.55945089157139	7.59366531383427	0.72430981888555
55	164.8	149.701892837557	0.613813128607809	15.0981071624431	0.212773460217785
56	145.1	147.376780444894	0.1384736042569	-2.27678044489416	-1.86043771151726
57	153.4	148.418149398770	0.284505642071951	4.98185060123034	0.57156099990177
58	133.2	147.097512756849	0.0248951325389817	-13.8975127568485	-1.01612175251219
59	131.4	144.112644160618	-0.461895332698342	-12.7126441606177	-1.90533519273149
60	145.9	144.547294532076	-0.316890006788326	1.35270546792415	0.567560377545531

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 ;

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