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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 09:16:16 -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/t1259943425zhfhxozgvk02vc2.htm/, Retrieved Sun, 28 Apr 2024 00:57:47 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63842, Retrieved Sun, 28 Apr 2024 00:57:47 +0000

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Original text written by user:

Techniek 3: Structurele tijdreeksanalyse

IsPrivate?

No (this computation is public)

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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]
-    D    [Structural Time Series Models] [Structurele tijdr...] [2009-12-01 19:54:37] [d46757a0a8c9b00540ab7e7e0c34bfc4]
-    D        [Structural Time Series Models] [Ad hoc forecasting] [2009-12-04 16:16:16] [371dc2189c569d90e2c1567f632c3ec0] [Current]
-   PD          [Structural Time Series Models] [tijdreeksanalyse ...] [2009-12-16 22:58:04] [34d27ebe78dc2d31581e8710befe8733] 

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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	1 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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63842&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]1 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=63842&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63842&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	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Structural Time Series Model
t	Observed	Level	Slope	Seasonal	Stand. Residuals
1	462	462	0	0	0
2	455	460.646062194394	-1.8205545052069	-5.6460621943938	-1.88009699361182
3	461	457.698526489489	-2.46398202970895	3.30147351051124	-0.300541729252562
4	461	458.038149306611	-1.08217044784229	2.96185069338854	0.760951405976302
5	463	460.51887054342	0.80485904271331	2.48112945657975	1.00045279284430
6	462	462.186239454818	1.25791568112083	-0.186239454817606	0.221881565374327
7	456	459.113566745741	-0.956600442788405	-3.113566745741	-1.08772338491657
8	455	455.481012059443	-2.32140545865447	-0.481012059443217	-0.678839082309205
9	456	454.16505406102	-1.80579737885644	1.83494593898028	0.256269279788715
10	472	463.539520364408	3.94164033404217	8.46047963559172	2.84992772467317
11	472	471.637073865101	6.0785456872593	0.362926134898689	1.05939867949850
12	471	474.343424797212	4.34511588607999	-3.34342479721242	-0.859560870115967
13	465	470.766153545838	0.301071492224929	-5.76615354583835	-2.01658089000833
14	459	466.558795673856	-2.0136840651849	-7.55879567385617	-1.16715765892350
15	465	463.695204304106	-2.44725272428514	1.30479569589388	-0.213843572045822
16	468	464.497281638015	-0.834223886041891	3.50271836198460	0.79560261036034
17	467	464.101773392619	-0.61665434494083	2.89822660738079	0.109751571825025
18	463	461.225336970294	-1.75109274190509	1.77466302970630	-0.568265461506125
19	460	460.116972466473	-1.42936849750847	-0.116972466472944	0.158858310157211
20	462	462.243383656732	0.336243651513575	-0.243383656732173	0.871853394779848
21	461	464.997258044897	1.53463471638924	-3.99725804489688	0.594217921302161
22	476	468.678990807056	2.60076589512296	7.32100919294421	0.529129019599888
23	476	472.60337658608	3.25852309892395	3.39662341392034	0.326427002763428
24	471	472.55604236225	1.61585319806942	-1.55604236224991	-0.815926387932145
25	453	463.628592620051	-3.62874854372475	-10.6285926200509	-2.60872157477873
26	443	453.321331507414	-6.95540308874441	-10.3213315074138	-1.65197748224769
27	442	443.122170478797	-8.56488737997111	-1.12217047879715	-0.795516256087589
28	444	437.184225183589	-7.27113621926453	6.81577481641122	0.640253122798788
29	438	432.254846723312	-6.11951394534428	5.74515327668796	0.573898753201987
30	427	426.095239336167	-6.13932302811533	0.90476066383294	-0.00988371827844293
31	424	423.586786365758	-4.34214957331981	0.413213634241509	0.891808473602591
32	416	419.342418395631	-4.29391262760153	-3.34241839563133	0.0238493873240153
33	406	413.562856158462	-5.02407688832217	-7.56285615846179	-0.361329735448834
34	431	417.720852566978	-0.516779361089381	13.2791474330220	2.23570451393841
35	434	424.451240095645	3.04301899915843	9.54875990435546	1.76865048079695
36	418	420.058123373997	-0.614830305087467	-2.05812337399695	-1.81849994368634
37	412	417.898644517389	-1.37569205497466	-5.89864451738943	-0.377953358643656
38	404	414.327836738978	-2.45664512352714	-10.3278367389777	-0.535701299659597
39	409	411.462572617259	-2.65725230759588	-2.46257261725884	-0.099239103774605
40	412	407.187632715771	-3.44854032474732	4.81236728422908	-0.392024162503858
41	406	401.504105993392	-4.54109766141268	4.49589400660847	-0.543213720409086
42	398	397.378018517602	-4.33772425767209	0.621981482398046	0.101239213113608
43	397	394.929060723711	-3.4105759720909	2.07093927628929	0.46037296599645
44	385	390.592273491547	-3.86455274448964	-5.59227349154697	-0.224747195555188
45	390	396.472804349163	0.897024483350892	-6.472804349163	2.35628153175414
46	413	401.6170880799	2.96813169063773	11.3829119201002	1.02682414250941
47	413	402.173489446569	1.79185084019024	10.8265105534313	-0.58440508276701
48	401	402.542026441394	1.09655136965589	-1.54202644139356	-0.345655368645654
49	397	402.438408400577	0.509537602754697	-5.43840840057749	-0.291453933195374
50	397	405.023113916345	1.52390113926468	-8.02311391634487	0.502570517538001
51	409	408.798106522528	2.62158759127333	0.201893477471550	0.543311934737619
52	419	412.344182137642	3.07132063104807	6.65581786235769	0.222886485032896
53	424	417.739653232524	4.20159919202622	6.26034676747603	0.56148364593677
54	428	425.704168683342	6.0345451965337	2.29583131665758	0.911356616111277
55	430	430.711136971379	5.53335850397997	-0.711136971378974	-0.248819626196394
56	424	435.545224597256	5.19257503695732	-11.5452245972563	-0.168814523671046
57	433	440.897878509631	5.27040682539327	-7.89787850963066	0.0385307652333583
58	456	444.283829541669	4.35584110691099	11.7161704583307	-0.453358404700734
59	459	447.422724835739	3.76525120628003	11.5772751642615	-0.293295964734837
60	446	448.615892881323	2.51538326538021	-2.61589288132271	-0.621076433301036
61	441	448.762288121156	1.36302900914963	-7.76228812115596	-0.571992137434703

\begin{tabular}{lllllllll}
\hline
Structural Time Series Model \tabularnewline
t & Observed & Level & Slope & Seasonal & Stand. Residuals \tabularnewline
1 & 462 & 462 & 0 & 0 & 0 \tabularnewline
2 & 455 & 460.646062194394 & -1.8205545052069 & -5.6460621943938 & -1.88009699361182 \tabularnewline
3 & 461 & 457.698526489489 & -2.46398202970895 & 3.30147351051124 & -0.300541729252562 \tabularnewline
4 & 461 & 458.038149306611 & -1.08217044784229 & 2.96185069338854 & 0.760951405976302 \tabularnewline
5 & 463 & 460.51887054342 & 0.80485904271331 & 2.48112945657975 & 1.00045279284430 \tabularnewline
6 & 462 & 462.186239454818 & 1.25791568112083 & -0.186239454817606 & 0.221881565374327 \tabularnewline
7 & 456 & 459.113566745741 & -0.956600442788405 & -3.113566745741 & -1.08772338491657 \tabularnewline
8 & 455 & 455.481012059443 & -2.32140545865447 & -0.481012059443217 & -0.678839082309205 \tabularnewline
9 & 456 & 454.16505406102 & -1.80579737885644 & 1.83494593898028 & 0.256269279788715 \tabularnewline
10 & 472 & 463.539520364408 & 3.94164033404217 & 8.46047963559172 & 2.84992772467317 \tabularnewline
11 & 472 & 471.637073865101 & 6.0785456872593 & 0.362926134898689 & 1.05939867949850 \tabularnewline
12 & 471 & 474.343424797212 & 4.34511588607999 & -3.34342479721242 & -0.859560870115967 \tabularnewline
13 & 465 & 470.766153545838 & 0.301071492224929 & -5.76615354583835 & -2.01658089000833 \tabularnewline
14 & 459 & 466.558795673856 & -2.0136840651849 & -7.55879567385617 & -1.16715765892350 \tabularnewline
15 & 465 & 463.695204304106 & -2.44725272428514 & 1.30479569589388 & -0.213843572045822 \tabularnewline
16 & 468 & 464.497281638015 & -0.834223886041891 & 3.50271836198460 & 0.79560261036034 \tabularnewline
17 & 467 & 464.101773392619 & -0.61665434494083 & 2.89822660738079 & 0.109751571825025 \tabularnewline
18 & 463 & 461.225336970294 & -1.75109274190509 & 1.77466302970630 & -0.568265461506125 \tabularnewline
19 & 460 & 460.116972466473 & -1.42936849750847 & -0.116972466472944 & 0.158858310157211 \tabularnewline
20 & 462 & 462.243383656732 & 0.336243651513575 & -0.243383656732173 & 0.871853394779848 \tabularnewline
21 & 461 & 464.997258044897 & 1.53463471638924 & -3.99725804489688 & 0.594217921302161 \tabularnewline
22 & 476 & 468.678990807056 & 2.60076589512296 & 7.32100919294421 & 0.529129019599888 \tabularnewline
23 & 476 & 472.60337658608 & 3.25852309892395 & 3.39662341392034 & 0.326427002763428 \tabularnewline
24 & 471 & 472.55604236225 & 1.61585319806942 & -1.55604236224991 & -0.815926387932145 \tabularnewline
25 & 453 & 463.628592620051 & -3.62874854372475 & -10.6285926200509 & -2.60872157477873 \tabularnewline
26 & 443 & 453.321331507414 & -6.95540308874441 & -10.3213315074138 & -1.65197748224769 \tabularnewline
27 & 442 & 443.122170478797 & -8.56488737997111 & -1.12217047879715 & -0.795516256087589 \tabularnewline
28 & 444 & 437.184225183589 & -7.27113621926453 & 6.81577481641122 & 0.640253122798788 \tabularnewline
29 & 438 & 432.254846723312 & -6.11951394534428 & 5.74515327668796 & 0.573898753201987 \tabularnewline
30 & 427 & 426.095239336167 & -6.13932302811533 & 0.90476066383294 & -0.00988371827844293 \tabularnewline
31 & 424 & 423.586786365758 & -4.34214957331981 & 0.413213634241509 & 0.891808473602591 \tabularnewline
32 & 416 & 419.342418395631 & -4.29391262760153 & -3.34241839563133 & 0.0238493873240153 \tabularnewline
33 & 406 & 413.562856158462 & -5.02407688832217 & -7.56285615846179 & -0.361329735448834 \tabularnewline
34 & 431 & 417.720852566978 & -0.516779361089381 & 13.2791474330220 & 2.23570451393841 \tabularnewline
35 & 434 & 424.451240095645 & 3.04301899915843 & 9.54875990435546 & 1.76865048079695 \tabularnewline
36 & 418 & 420.058123373997 & -0.614830305087467 & -2.05812337399695 & -1.81849994368634 \tabularnewline
37 & 412 & 417.898644517389 & -1.37569205497466 & -5.89864451738943 & -0.377953358643656 \tabularnewline
38 & 404 & 414.327836738978 & -2.45664512352714 & -10.3278367389777 & -0.535701299659597 \tabularnewline
39 & 409 & 411.462572617259 & -2.65725230759588 & -2.46257261725884 & -0.099239103774605 \tabularnewline
40 & 412 & 407.187632715771 & -3.44854032474732 & 4.81236728422908 & -0.392024162503858 \tabularnewline
41 & 406 & 401.504105993392 & -4.54109766141268 & 4.49589400660847 & -0.543213720409086 \tabularnewline
42 & 398 & 397.378018517602 & -4.33772425767209 & 0.621981482398046 & 0.101239213113608 \tabularnewline
43 & 397 & 394.929060723711 & -3.4105759720909 & 2.07093927628929 & 0.46037296599645 \tabularnewline
44 & 385 & 390.592273491547 & -3.86455274448964 & -5.59227349154697 & -0.224747195555188 \tabularnewline
45 & 390 & 396.472804349163 & 0.897024483350892 & -6.472804349163 & 2.35628153175414 \tabularnewline
46 & 413 & 401.6170880799 & 2.96813169063773 & 11.3829119201002 & 1.02682414250941 \tabularnewline
47 & 413 & 402.173489446569 & 1.79185084019024 & 10.8265105534313 & -0.58440508276701 \tabularnewline
48 & 401 & 402.542026441394 & 1.09655136965589 & -1.54202644139356 & -0.345655368645654 \tabularnewline
49 & 397 & 402.438408400577 & 0.509537602754697 & -5.43840840057749 & -0.291453933195374 \tabularnewline
50 & 397 & 405.023113916345 & 1.52390113926468 & -8.02311391634487 & 0.502570517538001 \tabularnewline
51 & 409 & 408.798106522528 & 2.62158759127333 & 0.201893477471550 & 0.543311934737619 \tabularnewline
52 & 419 & 412.344182137642 & 3.07132063104807 & 6.65581786235769 & 0.222886485032896 \tabularnewline
53 & 424 & 417.739653232524 & 4.20159919202622 & 6.26034676747603 & 0.56148364593677 \tabularnewline
54 & 428 & 425.704168683342 & 6.0345451965337 & 2.29583131665758 & 0.911356616111277 \tabularnewline
55 & 430 & 430.711136971379 & 5.53335850397997 & -0.711136971378974 & -0.248819626196394 \tabularnewline
56 & 424 & 435.545224597256 & 5.19257503695732 & -11.5452245972563 & -0.168814523671046 \tabularnewline
57 & 433 & 440.897878509631 & 5.27040682539327 & -7.89787850963066 & 0.0385307652333583 \tabularnewline
58 & 456 & 444.283829541669 & 4.35584110691099 & 11.7161704583307 & -0.453358404700734 \tabularnewline
59 & 459 & 447.422724835739 & 3.76525120628003 & 11.5772751642615 & -0.293295964734837 \tabularnewline
60 & 446 & 448.615892881323 & 2.51538326538021 & -2.61589288132271 & -0.621076433301036 \tabularnewline
61 & 441 & 448.762288121156 & 1.36302900914963 & -7.76228812115596 & -0.571992137434703 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63842&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]462[/C][C]462[/C][C]0[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]455[/C][C]460.646062194394[/C][C]-1.8205545052069[/C][C]-5.6460621943938[/C][C]-1.88009699361182[/C][/ROW]
[ROW][C]3[/C][C]461[/C][C]457.698526489489[/C][C]-2.46398202970895[/C][C]3.30147351051124[/C][C]-0.300541729252562[/C][/ROW]
[ROW][C]4[/C][C]461[/C][C]458.038149306611[/C][C]-1.08217044784229[/C][C]2.96185069338854[/C][C]0.760951405976302[/C][/ROW]
[ROW][C]5[/C][C]463[/C][C]460.51887054342[/C][C]0.80485904271331[/C][C]2.48112945657975[/C][C]1.00045279284430[/C][/ROW]
[ROW][C]6[/C][C]462[/C][C]462.186239454818[/C][C]1.25791568112083[/C][C]-0.186239454817606[/C][C]0.221881565374327[/C][/ROW]
[ROW][C]7[/C][C]456[/C][C]459.113566745741[/C][C]-0.956600442788405[/C][C]-3.113566745741[/C][C]-1.08772338491657[/C][/ROW]
[ROW][C]8[/C][C]455[/C][C]455.481012059443[/C][C]-2.32140545865447[/C][C]-0.481012059443217[/C][C]-0.678839082309205[/C][/ROW]
[ROW][C]9[/C][C]456[/C][C]454.16505406102[/C][C]-1.80579737885644[/C][C]1.83494593898028[/C][C]0.256269279788715[/C][/ROW]
[ROW][C]10[/C][C]472[/C][C]463.539520364408[/C][C]3.94164033404217[/C][C]8.46047963559172[/C][C]2.84992772467317[/C][/ROW]
[ROW][C]11[/C][C]472[/C][C]471.637073865101[/C][C]6.0785456872593[/C][C]0.362926134898689[/C][C]1.05939867949850[/C][/ROW]
[ROW][C]12[/C][C]471[/C][C]474.343424797212[/C][C]4.34511588607999[/C][C]-3.34342479721242[/C][C]-0.859560870115967[/C][/ROW]
[ROW][C]13[/C][C]465[/C][C]470.766153545838[/C][C]0.301071492224929[/C][C]-5.76615354583835[/C][C]-2.01658089000833[/C][/ROW]
[ROW][C]14[/C][C]459[/C][C]466.558795673856[/C][C]-2.0136840651849[/C][C]-7.55879567385617[/C][C]-1.16715765892350[/C][/ROW]
[ROW][C]15[/C][C]465[/C][C]463.695204304106[/C][C]-2.44725272428514[/C][C]1.30479569589388[/C][C]-0.213843572045822[/C][/ROW]
[ROW][C]16[/C][C]468[/C][C]464.497281638015[/C][C]-0.834223886041891[/C][C]3.50271836198460[/C][C]0.79560261036034[/C][/ROW]
[ROW][C]17[/C][C]467[/C][C]464.101773392619[/C][C]-0.61665434494083[/C][C]2.89822660738079[/C][C]0.109751571825025[/C][/ROW]
[ROW][C]18[/C][C]463[/C][C]461.225336970294[/C][C]-1.75109274190509[/C][C]1.77466302970630[/C][C]-0.568265461506125[/C][/ROW]
[ROW][C]19[/C][C]460[/C][C]460.116972466473[/C][C]-1.42936849750847[/C][C]-0.116972466472944[/C][C]0.158858310157211[/C][/ROW]
[ROW][C]20[/C][C]462[/C][C]462.243383656732[/C][C]0.336243651513575[/C][C]-0.243383656732173[/C][C]0.871853394779848[/C][/ROW]
[ROW][C]21[/C][C]461[/C][C]464.997258044897[/C][C]1.53463471638924[/C][C]-3.99725804489688[/C][C]0.594217921302161[/C][/ROW]
[ROW][C]22[/C][C]476[/C][C]468.678990807056[/C][C]2.60076589512296[/C][C]7.32100919294421[/C][C]0.529129019599888[/C][/ROW]
[ROW][C]23[/C][C]476[/C][C]472.60337658608[/C][C]3.25852309892395[/C][C]3.39662341392034[/C][C]0.326427002763428[/C][/ROW]
[ROW][C]24[/C][C]471[/C][C]472.55604236225[/C][C]1.61585319806942[/C][C]-1.55604236224991[/C][C]-0.815926387932145[/C][/ROW]
[ROW][C]25[/C][C]453[/C][C]463.628592620051[/C][C]-3.62874854372475[/C][C]-10.6285926200509[/C][C]-2.60872157477873[/C][/ROW]
[ROW][C]26[/C][C]443[/C][C]453.321331507414[/C][C]-6.95540308874441[/C][C]-10.3213315074138[/C][C]-1.65197748224769[/C][/ROW]
[ROW][C]27[/C][C]442[/C][C]443.122170478797[/C][C]-8.56488737997111[/C][C]-1.12217047879715[/C][C]-0.795516256087589[/C][/ROW]
[ROW][C]28[/C][C]444[/C][C]437.184225183589[/C][C]-7.27113621926453[/C][C]6.81577481641122[/C][C]0.640253122798788[/C][/ROW]
[ROW][C]29[/C][C]438[/C][C]432.254846723312[/C][C]-6.11951394534428[/C][C]5.74515327668796[/C][C]0.573898753201987[/C][/ROW]
[ROW][C]30[/C][C]427[/C][C]426.095239336167[/C][C]-6.13932302811533[/C][C]0.90476066383294[/C][C]-0.00988371827844293[/C][/ROW]
[ROW][C]31[/C][C]424[/C][C]423.586786365758[/C][C]-4.34214957331981[/C][C]0.413213634241509[/C][C]0.891808473602591[/C][/ROW]
[ROW][C]32[/C][C]416[/C][C]419.342418395631[/C][C]-4.29391262760153[/C][C]-3.34241839563133[/C][C]0.0238493873240153[/C][/ROW]
[ROW][C]33[/C][C]406[/C][C]413.562856158462[/C][C]-5.02407688832217[/C][C]-7.56285615846179[/C][C]-0.361329735448834[/C][/ROW]
[ROW][C]34[/C][C]431[/C][C]417.720852566978[/C][C]-0.516779361089381[/C][C]13.2791474330220[/C][C]2.23570451393841[/C][/ROW]
[ROW][C]35[/C][C]434[/C][C]424.451240095645[/C][C]3.04301899915843[/C][C]9.54875990435546[/C][C]1.76865048079695[/C][/ROW]
[ROW][C]36[/C][C]418[/C][C]420.058123373997[/C][C]-0.614830305087467[/C][C]-2.05812337399695[/C][C]-1.81849994368634[/C][/ROW]
[ROW][C]37[/C][C]412[/C][C]417.898644517389[/C][C]-1.37569205497466[/C][C]-5.89864451738943[/C][C]-0.377953358643656[/C][/ROW]
[ROW][C]38[/C][C]404[/C][C]414.327836738978[/C][C]-2.45664512352714[/C][C]-10.3278367389777[/C][C]-0.535701299659597[/C][/ROW]
[ROW][C]39[/C][C]409[/C][C]411.462572617259[/C][C]-2.65725230759588[/C][C]-2.46257261725884[/C][C]-0.099239103774605[/C][/ROW]
[ROW][C]40[/C][C]412[/C][C]407.187632715771[/C][C]-3.44854032474732[/C][C]4.81236728422908[/C][C]-0.392024162503858[/C][/ROW]
[ROW][C]41[/C][C]406[/C][C]401.504105993392[/C][C]-4.54109766141268[/C][C]4.49589400660847[/C][C]-0.543213720409086[/C][/ROW]
[ROW][C]42[/C][C]398[/C][C]397.378018517602[/C][C]-4.33772425767209[/C][C]0.621981482398046[/C][C]0.101239213113608[/C][/ROW]
[ROW][C]43[/C][C]397[/C][C]394.929060723711[/C][C]-3.4105759720909[/C][C]2.07093927628929[/C][C]0.46037296599645[/C][/ROW]
[ROW][C]44[/C][C]385[/C][C]390.592273491547[/C][C]-3.86455274448964[/C][C]-5.59227349154697[/C][C]-0.224747195555188[/C][/ROW]
[ROW][C]45[/C][C]390[/C][C]396.472804349163[/C][C]0.897024483350892[/C][C]-6.472804349163[/C][C]2.35628153175414[/C][/ROW]
[ROW][C]46[/C][C]413[/C][C]401.6170880799[/C][C]2.96813169063773[/C][C]11.3829119201002[/C][C]1.02682414250941[/C][/ROW]
[ROW][C]47[/C][C]413[/C][C]402.173489446569[/C][C]1.79185084019024[/C][C]10.8265105534313[/C][C]-0.58440508276701[/C][/ROW]
[ROW][C]48[/C][C]401[/C][C]402.542026441394[/C][C]1.09655136965589[/C][C]-1.54202644139356[/C][C]-0.345655368645654[/C][/ROW]
[ROW][C]49[/C][C]397[/C][C]402.438408400577[/C][C]0.509537602754697[/C][C]-5.43840840057749[/C][C]-0.291453933195374[/C][/ROW]
[ROW][C]50[/C][C]397[/C][C]405.023113916345[/C][C]1.52390113926468[/C][C]-8.02311391634487[/C][C]0.502570517538001[/C][/ROW]
[ROW][C]51[/C][C]409[/C][C]408.798106522528[/C][C]2.62158759127333[/C][C]0.201893477471550[/C][C]0.543311934737619[/C][/ROW]
[ROW][C]52[/C][C]419[/C][C]412.344182137642[/C][C]3.07132063104807[/C][C]6.65581786235769[/C][C]0.222886485032896[/C][/ROW]
[ROW][C]53[/C][C]424[/C][C]417.739653232524[/C][C]4.20159919202622[/C][C]6.26034676747603[/C][C]0.56148364593677[/C][/ROW]
[ROW][C]54[/C][C]428[/C][C]425.704168683342[/C][C]6.0345451965337[/C][C]2.29583131665758[/C][C]0.911356616111277[/C][/ROW]
[ROW][C]55[/C][C]430[/C][C]430.711136971379[/C][C]5.53335850397997[/C][C]-0.711136971378974[/C][C]-0.248819626196394[/C][/ROW]
[ROW][C]56[/C][C]424[/C][C]435.545224597256[/C][C]5.19257503695732[/C][C]-11.5452245972563[/C][C]-0.168814523671046[/C][/ROW]
[ROW][C]57[/C][C]433[/C][C]440.897878509631[/C][C]5.27040682539327[/C][C]-7.89787850963066[/C][C]0.0385307652333583[/C][/ROW]
[ROW][C]58[/C][C]456[/C][C]444.283829541669[/C][C]4.35584110691099[/C][C]11.7161704583307[/C][C]-0.453358404700734[/C][/ROW]
[ROW][C]59[/C][C]459[/C][C]447.422724835739[/C][C]3.76525120628003[/C][C]11.5772751642615[/C][C]-0.293295964734837[/C][/ROW]
[ROW][C]60[/C][C]446[/C][C]448.615892881323[/C][C]2.51538326538021[/C][C]-2.61589288132271[/C][C]-0.621076433301036[/C][/ROW]
[ROW][C]61[/C][C]441[/C][C]448.762288121156[/C][C]1.36302900914963[/C][C]-7.76228812115596[/C][C]-0.571992137434703[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63842&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63842&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	462	462	0	0	0
2	455	460.646062194394	-1.8205545052069	-5.6460621943938	-1.88009699361182
3	461	457.698526489489	-2.46398202970895	3.30147351051124	-0.300541729252562
4	461	458.038149306611	-1.08217044784229	2.96185069338854	0.760951405976302
5	463	460.51887054342	0.80485904271331	2.48112945657975	1.00045279284430
6	462	462.186239454818	1.25791568112083	-0.186239454817606	0.221881565374327
7	456	459.113566745741	-0.956600442788405	-3.113566745741	-1.08772338491657
8	455	455.481012059443	-2.32140545865447	-0.481012059443217	-0.678839082309205
9	456	454.16505406102	-1.80579737885644	1.83494593898028	0.256269279788715
10	472	463.539520364408	3.94164033404217	8.46047963559172	2.84992772467317
11	472	471.637073865101	6.0785456872593	0.362926134898689	1.05939867949850
12	471	474.343424797212	4.34511588607999	-3.34342479721242	-0.859560870115967
13	465	470.766153545838	0.301071492224929	-5.76615354583835	-2.01658089000833
14	459	466.558795673856	-2.0136840651849	-7.55879567385617	-1.16715765892350
15	465	463.695204304106	-2.44725272428514	1.30479569589388	-0.213843572045822
16	468	464.497281638015	-0.834223886041891	3.50271836198460	0.79560261036034
17	467	464.101773392619	-0.61665434494083	2.89822660738079	0.109751571825025
18	463	461.225336970294	-1.75109274190509	1.77466302970630	-0.568265461506125
19	460	460.116972466473	-1.42936849750847	-0.116972466472944	0.158858310157211
20	462	462.243383656732	0.336243651513575	-0.243383656732173	0.871853394779848
21	461	464.997258044897	1.53463471638924	-3.99725804489688	0.594217921302161
22	476	468.678990807056	2.60076589512296	7.32100919294421	0.529129019599888
23	476	472.60337658608	3.25852309892395	3.39662341392034	0.326427002763428
24	471	472.55604236225	1.61585319806942	-1.55604236224991	-0.815926387932145
25	453	463.628592620051	-3.62874854372475	-10.6285926200509	-2.60872157477873
26	443	453.321331507414	-6.95540308874441	-10.3213315074138	-1.65197748224769
27	442	443.122170478797	-8.56488737997111	-1.12217047879715	-0.795516256087589
28	444	437.184225183589	-7.27113621926453	6.81577481641122	0.640253122798788
29	438	432.254846723312	-6.11951394534428	5.74515327668796	0.573898753201987
30	427	426.095239336167	-6.13932302811533	0.90476066383294	-0.00988371827844293
31	424	423.586786365758	-4.34214957331981	0.413213634241509	0.891808473602591
32	416	419.342418395631	-4.29391262760153	-3.34241839563133	0.0238493873240153
33	406	413.562856158462	-5.02407688832217	-7.56285615846179	-0.361329735448834
34	431	417.720852566978	-0.516779361089381	13.2791474330220	2.23570451393841
35	434	424.451240095645	3.04301899915843	9.54875990435546	1.76865048079695
36	418	420.058123373997	-0.614830305087467	-2.05812337399695	-1.81849994368634
37	412	417.898644517389	-1.37569205497466	-5.89864451738943	-0.377953358643656
38	404	414.327836738978	-2.45664512352714	-10.3278367389777	-0.535701299659597
39	409	411.462572617259	-2.65725230759588	-2.46257261725884	-0.099239103774605
40	412	407.187632715771	-3.44854032474732	4.81236728422908	-0.392024162503858
41	406	401.504105993392	-4.54109766141268	4.49589400660847	-0.543213720409086
42	398	397.378018517602	-4.33772425767209	0.621981482398046	0.101239213113608
43	397	394.929060723711	-3.4105759720909	2.07093927628929	0.46037296599645
44	385	390.592273491547	-3.86455274448964	-5.59227349154697	-0.224747195555188
45	390	396.472804349163	0.897024483350892	-6.472804349163	2.35628153175414
46	413	401.6170880799	2.96813169063773	11.3829119201002	1.02682414250941
47	413	402.173489446569	1.79185084019024	10.8265105534313	-0.58440508276701
48	401	402.542026441394	1.09655136965589	-1.54202644139356	-0.345655368645654
49	397	402.438408400577	0.509537602754697	-5.43840840057749	-0.291453933195374
50	397	405.023113916345	1.52390113926468	-8.02311391634487	0.502570517538001
51	409	408.798106522528	2.62158759127333	0.201893477471550	0.543311934737619
52	419	412.344182137642	3.07132063104807	6.65581786235769	0.222886485032896
53	424	417.739653232524	4.20159919202622	6.26034676747603	0.56148364593677
54	428	425.704168683342	6.0345451965337	2.29583131665758	0.911356616111277
55	430	430.711136971379	5.53335850397997	-0.711136971378974	-0.248819626196394
56	424	435.545224597256	5.19257503695732	-11.5452245972563	-0.168814523671046
57	433	440.897878509631	5.27040682539327	-7.89787850963066	0.0385307652333583
58	456	444.283829541669	4.35584110691099	11.7161704583307	-0.453358404700734
59	459	447.422724835739	3.76525120628003	11.5772751642615	-0.293295964734837
60	446	448.615892881323	2.51538326538021	-2.61589288132271	-0.621076433301036
61	441	448.762288121156	1.36302900914963	-7.76228812115596	-0.571992137434703

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