Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_structuraltimeseries.wasp

Title produced by software

Structural Time Series Models

Date of computation

Fri, 04 Dec 2009 12:23:56 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/04/t1259954787vmh2fr4stafanuh.htm/, Retrieved Sat, 27 Apr 2024 21:54:48 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64063, Retrieved Sat, 27 Apr 2024 21:54:48 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

156

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] [structurele tijdr...] [2009-12-04 19:23:56] [d1818fb1d9a1b0f34f8553ada228d3d5] [Current]
-    D          [Structural Time Series Models] [Structurele tijdr...] [2009-12-11 16:03:21] [4f1a20f787b3465111b61213cdeef1a9] 
-   PD            [Structural Time Series Models] [Structurele tijdr...] [2009-12-11 16:46:43] [4f1a20f787b3465111b61213cdeef1a9] 

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64063&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]2 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=64063&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64063&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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Structural Time Series Model
t	Observed	Level	Slope	Seasonal	Stand. Residuals
1	107.11	107.11	0	0	0
2	107.57	107.546132163312	0.0248710415626975	0.0238678366882145	0.80932357825462
3	107.81	107.785356069424	0.02842448512212	0.0246439305758953	0.660158303308612
4	108.75	108.722142242238	0.0491488765966463	0.0278577577617172	2.78846269843622
5	109.43	109.399981820168	0.0672141384954426	0.0300181798316920	1.92390558859739
6	109.62	109.589575695473	0.0714101077081737	0.0304243045274854	0.373391103144814
7	109.54	109.510056810592	0.0654581191638331	0.0299431894082669	-0.459211087677599
8	109.53	109.500286026673	0.0621358155348681	0.0297139733274101	-0.228293953230411
9	109.84	109.809569481716	0.0741128209252116	0.0304305182838847	0.748212577696612
10	109.67	109.640238349600	0.0613719343064332	0.0297616503998263	-0.735388071316504
11	109.79	109.760086649944	0.0646350590294024	0.0299133500556561	0.176293439538470
12	109.56	109.530804235667	0.0473286642117155	0.0291957643325901	-0.884515685621176
13	110.22	110.240559239838	0.0695504960309077	-0.0205592398383125	2.3772269632765
14	110.4	110.396108642431	0.0760214359755692	0.00389135756885429	0.219720051864291
15	110.69	110.685934845870	0.089989104261826	0.00406515412978858	0.640144318683956
16	110.72	110.715980295387	0.0859588438282492	0.00401970461350254	-0.179281923321855
17	110.89	110.885921006497	0.0917442199615598	0.00407899350259487	0.250940159190765
18	110.58	110.576184509721	0.0635120682337714	0.00381549027873475	-1.19865191998523
19	110.94	110.936003950518	0.084714501519575	0.00399604948214656	0.884018034400308
20	110.91	110.906068740568	0.0763887507126039	0.00393125943161672	-0.341840065690101
21	111.22	111.215946495325	0.0935577840398648	0.00405350467457289	0.695799014551623
22	111.09	111.086054790175	0.0769519807033824	0.00394520982473786	-0.665572913361689
23	111	110.996129602582	0.0644385160812172	0.0038703974178266	-0.496866304380876
24	111.06	111.056131441294	0.0641032845879002	0.00386855870591091	-0.0132053727894251
25	111.55	111.508447830662	0.0914111177547482	0.0415521693381841	1.26395208859022
26	112.32	112.313222594141	0.147938276846614	0.00677740585939785	1.93598588472383
27	112.64	112.633200123872	0.161144444006279	0.00679987612787951	0.511574972303186
28	112.36	112.353253302590	0.127148238819144	0.00674669741047049	-1.31139231639904
29	112.04	112.033303036844	0.092570875710737	0.00669696315605846	-1.32904900082609
30	112.37	112.363278676750	0.110984492046492	0.00672132324975234	0.705619178937622
31	112.59	112.583268361405	0.119460013991292	0.00673163859538028	0.32395112996589
32	112.89	112.883252609154	0.133525736145575	0.00674739084569808	0.53644623471777
33	113.22	113.213236804564	0.148860136770374	0.00676319543575702	0.583748530658545
34	112.85	112.843275279748	0.108303035734343	0.0067247202520081	-1.54149694762890
35	113.06	113.053268328800	0.11626244341824	0.00673167119978386	0.302118108131986
36	112.99	112.983280062281	0.101668590466631	0.00671993771869417	-0.553317003168438
37	113.32	113.355048343419	0.122402313356986	-0.0350483434186155	0.852793714384377
38	113.74	113.734037405220	0.142674071186415	0.00596259478007121	0.71485211291891
39	113.91	113.904038088777	0.144820126058072	0.00596191122346658	0.0811671446970093
40	114.52	114.51404873156	0.181373921268729	0.00595126844010006	1.38170618435842
41	114.96	114.954054183443	0.201706497071668	0.00594581655735244	0.768171527454756
42	114.91	114.904049294742	0.181909858498757	0.00595070525752811	-0.747605978788942
43	115.3	115.294053018338	0.198281743219668	0.00594698166244223	0.61804975136406
44	115.44	115.434052057512	0.193694971677420	0.0059479424880309	-0.173100779246586
45	115.52	115.514050330700	0.184744952994161	0.0059496693003318	-0.337678281972651
46	116.08	116.074055581366	0.214291107239876	0.00594441863392370	1.11451134619512
47	115.94	115.934051014424	0.186390573490672	0.00594898557588432	-1.0522401694583
48	115.56	115.554044288484	0.141780357204694	0.00595571151553915	-1.68216200287080
49	115.88	115.921218306884	0.159388179443751	-0.0412183068836902	0.701055604658623
50	116.66	116.651372321110	0.204319201119141	0.00862767888981664	1.61318168627207
51	117.41	117.401403041318	0.247314894565440	0.00859695868229918	1.62062785099945
52	117.68	117.671404217303	0.249102442466250	0.00859578269676911	0.0673727249895382
53	117.85	117.841400439811	0.242868931114299	0.00859956018895737	-0.234926546174502
54	118.21	118.201405592529	0.252099681534979	0.0085944074705657	0.347867105878057
55	118.92	118.911424148525	0.288186994904836	0.0085758514747072	1.35991386955892
56	119.03	119.021417496759	0.274143490997354	0.00858250324107727	-0.52919506096991
57	119.17	119.161412883826	0.263570872844714	0.0085871161735572	-0.398390346991871
58	118.95	118.941397565435	0.225456875072972	0.00860243456487196	-1.43614684198450
59	118.92	118.91139011099	0.205321873750939	0.00860988901002041	-0.758675210934209
60	118.9	118.891384054164	0.187561763821288	0.00861594583578748	-0.669177455035412

\begin{tabular}{lllllllll}
\hline
Structural Time Series Model \tabularnewline
t & Observed & Level & Slope & Seasonal & Stand. Residuals \tabularnewline
1 & 107.11 & 107.11 & 0 & 0 & 0 \tabularnewline
2 & 107.57 & 107.546132163312 & 0.0248710415626975 & 0.0238678366882145 & 0.80932357825462 \tabularnewline
3 & 107.81 & 107.785356069424 & 0.02842448512212 & 0.0246439305758953 & 0.660158303308612 \tabularnewline
4 & 108.75 & 108.722142242238 & 0.0491488765966463 & 0.0278577577617172 & 2.78846269843622 \tabularnewline
5 & 109.43 & 109.399981820168 & 0.0672141384954426 & 0.0300181798316920 & 1.92390558859739 \tabularnewline
6 & 109.62 & 109.589575695473 & 0.0714101077081737 & 0.0304243045274854 & 0.373391103144814 \tabularnewline
7 & 109.54 & 109.510056810592 & 0.0654581191638331 & 0.0299431894082669 & -0.459211087677599 \tabularnewline
8 & 109.53 & 109.500286026673 & 0.0621358155348681 & 0.0297139733274101 & -0.228293953230411 \tabularnewline
9 & 109.84 & 109.809569481716 & 0.0741128209252116 & 0.0304305182838847 & 0.748212577696612 \tabularnewline
10 & 109.67 & 109.640238349600 & 0.0613719343064332 & 0.0297616503998263 & -0.735388071316504 \tabularnewline
11 & 109.79 & 109.760086649944 & 0.0646350590294024 & 0.0299133500556561 & 0.176293439538470 \tabularnewline
12 & 109.56 & 109.530804235667 & 0.0473286642117155 & 0.0291957643325901 & -0.884515685621176 \tabularnewline
13 & 110.22 & 110.240559239838 & 0.0695504960309077 & -0.0205592398383125 & 2.3772269632765 \tabularnewline
14 & 110.4 & 110.396108642431 & 0.0760214359755692 & 0.00389135756885429 & 0.219720051864291 \tabularnewline
15 & 110.69 & 110.685934845870 & 0.089989104261826 & 0.00406515412978858 & 0.640144318683956 \tabularnewline
16 & 110.72 & 110.715980295387 & 0.0859588438282492 & 0.00401970461350254 & -0.179281923321855 \tabularnewline
17 & 110.89 & 110.885921006497 & 0.0917442199615598 & 0.00407899350259487 & 0.250940159190765 \tabularnewline
18 & 110.58 & 110.576184509721 & 0.0635120682337714 & 0.00381549027873475 & -1.19865191998523 \tabularnewline
19 & 110.94 & 110.936003950518 & 0.084714501519575 & 0.00399604948214656 & 0.884018034400308 \tabularnewline
20 & 110.91 & 110.906068740568 & 0.0763887507126039 & 0.00393125943161672 & -0.341840065690101 \tabularnewline
21 & 111.22 & 111.215946495325 & 0.0935577840398648 & 0.00405350467457289 & 0.695799014551623 \tabularnewline
22 & 111.09 & 111.086054790175 & 0.0769519807033824 & 0.00394520982473786 & -0.665572913361689 \tabularnewline
23 & 111 & 110.996129602582 & 0.0644385160812172 & 0.0038703974178266 & -0.496866304380876 \tabularnewline
24 & 111.06 & 111.056131441294 & 0.0641032845879002 & 0.00386855870591091 & -0.0132053727894251 \tabularnewline
25 & 111.55 & 111.508447830662 & 0.0914111177547482 & 0.0415521693381841 & 1.26395208859022 \tabularnewline
26 & 112.32 & 112.313222594141 & 0.147938276846614 & 0.00677740585939785 & 1.93598588472383 \tabularnewline
27 & 112.64 & 112.633200123872 & 0.161144444006279 & 0.00679987612787951 & 0.511574972303186 \tabularnewline
28 & 112.36 & 112.353253302590 & 0.127148238819144 & 0.00674669741047049 & -1.31139231639904 \tabularnewline
29 & 112.04 & 112.033303036844 & 0.092570875710737 & 0.00669696315605846 & -1.32904900082609 \tabularnewline
30 & 112.37 & 112.363278676750 & 0.110984492046492 & 0.00672132324975234 & 0.705619178937622 \tabularnewline
31 & 112.59 & 112.583268361405 & 0.119460013991292 & 0.00673163859538028 & 0.32395112996589 \tabularnewline
32 & 112.89 & 112.883252609154 & 0.133525736145575 & 0.00674739084569808 & 0.53644623471777 \tabularnewline
33 & 113.22 & 113.213236804564 & 0.148860136770374 & 0.00676319543575702 & 0.583748530658545 \tabularnewline
34 & 112.85 & 112.843275279748 & 0.108303035734343 & 0.0067247202520081 & -1.54149694762890 \tabularnewline
35 & 113.06 & 113.053268328800 & 0.11626244341824 & 0.00673167119978386 & 0.302118108131986 \tabularnewline
36 & 112.99 & 112.983280062281 & 0.101668590466631 & 0.00671993771869417 & -0.553317003168438 \tabularnewline
37 & 113.32 & 113.355048343419 & 0.122402313356986 & -0.0350483434186155 & 0.852793714384377 \tabularnewline
38 & 113.74 & 113.734037405220 & 0.142674071186415 & 0.00596259478007121 & 0.71485211291891 \tabularnewline
39 & 113.91 & 113.904038088777 & 0.144820126058072 & 0.00596191122346658 & 0.0811671446970093 \tabularnewline
40 & 114.52 & 114.51404873156 & 0.181373921268729 & 0.00595126844010006 & 1.38170618435842 \tabularnewline
41 & 114.96 & 114.954054183443 & 0.201706497071668 & 0.00594581655735244 & 0.768171527454756 \tabularnewline
42 & 114.91 & 114.904049294742 & 0.181909858498757 & 0.00595070525752811 & -0.747605978788942 \tabularnewline
43 & 115.3 & 115.294053018338 & 0.198281743219668 & 0.00594698166244223 & 0.61804975136406 \tabularnewline
44 & 115.44 & 115.434052057512 & 0.193694971677420 & 0.0059479424880309 & -0.173100779246586 \tabularnewline
45 & 115.52 & 115.514050330700 & 0.184744952994161 & 0.0059496693003318 & -0.337678281972651 \tabularnewline
46 & 116.08 & 116.074055581366 & 0.214291107239876 & 0.00594441863392370 & 1.11451134619512 \tabularnewline
47 & 115.94 & 115.934051014424 & 0.186390573490672 & 0.00594898557588432 & -1.0522401694583 \tabularnewline
48 & 115.56 & 115.554044288484 & 0.141780357204694 & 0.00595571151553915 & -1.68216200287080 \tabularnewline
49 & 115.88 & 115.921218306884 & 0.159388179443751 & -0.0412183068836902 & 0.701055604658623 \tabularnewline
50 & 116.66 & 116.651372321110 & 0.204319201119141 & 0.00862767888981664 & 1.61318168627207 \tabularnewline
51 & 117.41 & 117.401403041318 & 0.247314894565440 & 0.00859695868229918 & 1.62062785099945 \tabularnewline
52 & 117.68 & 117.671404217303 & 0.249102442466250 & 0.00859578269676911 & 0.0673727249895382 \tabularnewline
53 & 117.85 & 117.841400439811 & 0.242868931114299 & 0.00859956018895737 & -0.234926546174502 \tabularnewline
54 & 118.21 & 118.201405592529 & 0.252099681534979 & 0.0085944074705657 & 0.347867105878057 \tabularnewline
55 & 118.92 & 118.911424148525 & 0.288186994904836 & 0.0085758514747072 & 1.35991386955892 \tabularnewline
56 & 119.03 & 119.021417496759 & 0.274143490997354 & 0.00858250324107727 & -0.52919506096991 \tabularnewline
57 & 119.17 & 119.161412883826 & 0.263570872844714 & 0.0085871161735572 & -0.398390346991871 \tabularnewline
58 & 118.95 & 118.941397565435 & 0.225456875072972 & 0.00860243456487196 & -1.43614684198450 \tabularnewline
59 & 118.92 & 118.91139011099 & 0.205321873750939 & 0.00860988901002041 & -0.758675210934209 \tabularnewline
60 & 118.9 & 118.891384054164 & 0.187561763821288 & 0.00861594583578748 & -0.669177455035412 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64063&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]107.11[/C][C]107.11[/C][C]0[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]107.57[/C][C]107.546132163312[/C][C]0.0248710415626975[/C][C]0.0238678366882145[/C][C]0.80932357825462[/C][/ROW]
[ROW][C]3[/C][C]107.81[/C][C]107.785356069424[/C][C]0.02842448512212[/C][C]0.0246439305758953[/C][C]0.660158303308612[/C][/ROW]
[ROW][C]4[/C][C]108.75[/C][C]108.722142242238[/C][C]0.0491488765966463[/C][C]0.0278577577617172[/C][C]2.78846269843622[/C][/ROW]
[ROW][C]5[/C][C]109.43[/C][C]109.399981820168[/C][C]0.0672141384954426[/C][C]0.0300181798316920[/C][C]1.92390558859739[/C][/ROW]
[ROW][C]6[/C][C]109.62[/C][C]109.589575695473[/C][C]0.0714101077081737[/C][C]0.0304243045274854[/C][C]0.373391103144814[/C][/ROW]
[ROW][C]7[/C][C]109.54[/C][C]109.510056810592[/C][C]0.0654581191638331[/C][C]0.0299431894082669[/C][C]-0.459211087677599[/C][/ROW]
[ROW][C]8[/C][C]109.53[/C][C]109.500286026673[/C][C]0.0621358155348681[/C][C]0.0297139733274101[/C][C]-0.228293953230411[/C][/ROW]
[ROW][C]9[/C][C]109.84[/C][C]109.809569481716[/C][C]0.0741128209252116[/C][C]0.0304305182838847[/C][C]0.748212577696612[/C][/ROW]
[ROW][C]10[/C][C]109.67[/C][C]109.640238349600[/C][C]0.0613719343064332[/C][C]0.0297616503998263[/C][C]-0.735388071316504[/C][/ROW]
[ROW][C]11[/C][C]109.79[/C][C]109.760086649944[/C][C]0.0646350590294024[/C][C]0.0299133500556561[/C][C]0.176293439538470[/C][/ROW]
[ROW][C]12[/C][C]109.56[/C][C]109.530804235667[/C][C]0.0473286642117155[/C][C]0.0291957643325901[/C][C]-0.884515685621176[/C][/ROW]
[ROW][C]13[/C][C]110.22[/C][C]110.240559239838[/C][C]0.0695504960309077[/C][C]-0.0205592398383125[/C][C]2.3772269632765[/C][/ROW]
[ROW][C]14[/C][C]110.4[/C][C]110.396108642431[/C][C]0.0760214359755692[/C][C]0.00389135756885429[/C][C]0.219720051864291[/C][/ROW]
[ROW][C]15[/C][C]110.69[/C][C]110.685934845870[/C][C]0.089989104261826[/C][C]0.00406515412978858[/C][C]0.640144318683956[/C][/ROW]
[ROW][C]16[/C][C]110.72[/C][C]110.715980295387[/C][C]0.0859588438282492[/C][C]0.00401970461350254[/C][C]-0.179281923321855[/C][/ROW]
[ROW][C]17[/C][C]110.89[/C][C]110.885921006497[/C][C]0.0917442199615598[/C][C]0.00407899350259487[/C][C]0.250940159190765[/C][/ROW]
[ROW][C]18[/C][C]110.58[/C][C]110.576184509721[/C][C]0.0635120682337714[/C][C]0.00381549027873475[/C][C]-1.19865191998523[/C][/ROW]
[ROW][C]19[/C][C]110.94[/C][C]110.936003950518[/C][C]0.084714501519575[/C][C]0.00399604948214656[/C][C]0.884018034400308[/C][/ROW]
[ROW][C]20[/C][C]110.91[/C][C]110.906068740568[/C][C]0.0763887507126039[/C][C]0.00393125943161672[/C][C]-0.341840065690101[/C][/ROW]
[ROW][C]21[/C][C]111.22[/C][C]111.215946495325[/C][C]0.0935577840398648[/C][C]0.00405350467457289[/C][C]0.695799014551623[/C][/ROW]
[ROW][C]22[/C][C]111.09[/C][C]111.086054790175[/C][C]0.0769519807033824[/C][C]0.00394520982473786[/C][C]-0.665572913361689[/C][/ROW]
[ROW][C]23[/C][C]111[/C][C]110.996129602582[/C][C]0.0644385160812172[/C][C]0.0038703974178266[/C][C]-0.496866304380876[/C][/ROW]
[ROW][C]24[/C][C]111.06[/C][C]111.056131441294[/C][C]0.0641032845879002[/C][C]0.00386855870591091[/C][C]-0.0132053727894251[/C][/ROW]
[ROW][C]25[/C][C]111.55[/C][C]111.508447830662[/C][C]0.0914111177547482[/C][C]0.0415521693381841[/C][C]1.26395208859022[/C][/ROW]
[ROW][C]26[/C][C]112.32[/C][C]112.313222594141[/C][C]0.147938276846614[/C][C]0.00677740585939785[/C][C]1.93598588472383[/C][/ROW]
[ROW][C]27[/C][C]112.64[/C][C]112.633200123872[/C][C]0.161144444006279[/C][C]0.00679987612787951[/C][C]0.511574972303186[/C][/ROW]
[ROW][C]28[/C][C]112.36[/C][C]112.353253302590[/C][C]0.127148238819144[/C][C]0.00674669741047049[/C][C]-1.31139231639904[/C][/ROW]
[ROW][C]29[/C][C]112.04[/C][C]112.033303036844[/C][C]0.092570875710737[/C][C]0.00669696315605846[/C][C]-1.32904900082609[/C][/ROW]
[ROW][C]30[/C][C]112.37[/C][C]112.363278676750[/C][C]0.110984492046492[/C][C]0.00672132324975234[/C][C]0.705619178937622[/C][/ROW]
[ROW][C]31[/C][C]112.59[/C][C]112.583268361405[/C][C]0.119460013991292[/C][C]0.00673163859538028[/C][C]0.32395112996589[/C][/ROW]
[ROW][C]32[/C][C]112.89[/C][C]112.883252609154[/C][C]0.133525736145575[/C][C]0.00674739084569808[/C][C]0.53644623471777[/C][/ROW]
[ROW][C]33[/C][C]113.22[/C][C]113.213236804564[/C][C]0.148860136770374[/C][C]0.00676319543575702[/C][C]0.583748530658545[/C][/ROW]
[ROW][C]34[/C][C]112.85[/C][C]112.843275279748[/C][C]0.108303035734343[/C][C]0.0067247202520081[/C][C]-1.54149694762890[/C][/ROW]
[ROW][C]35[/C][C]113.06[/C][C]113.053268328800[/C][C]0.11626244341824[/C][C]0.00673167119978386[/C][C]0.302118108131986[/C][/ROW]
[ROW][C]36[/C][C]112.99[/C][C]112.983280062281[/C][C]0.101668590466631[/C][C]0.00671993771869417[/C][C]-0.553317003168438[/C][/ROW]
[ROW][C]37[/C][C]113.32[/C][C]113.355048343419[/C][C]0.122402313356986[/C][C]-0.0350483434186155[/C][C]0.852793714384377[/C][/ROW]
[ROW][C]38[/C][C]113.74[/C][C]113.734037405220[/C][C]0.142674071186415[/C][C]0.00596259478007121[/C][C]0.71485211291891[/C][/ROW]
[ROW][C]39[/C][C]113.91[/C][C]113.904038088777[/C][C]0.144820126058072[/C][C]0.00596191122346658[/C][C]0.0811671446970093[/C][/ROW]
[ROW][C]40[/C][C]114.52[/C][C]114.51404873156[/C][C]0.181373921268729[/C][C]0.00595126844010006[/C][C]1.38170618435842[/C][/ROW]
[ROW][C]41[/C][C]114.96[/C][C]114.954054183443[/C][C]0.201706497071668[/C][C]0.00594581655735244[/C][C]0.768171527454756[/C][/ROW]
[ROW][C]42[/C][C]114.91[/C][C]114.904049294742[/C][C]0.181909858498757[/C][C]0.00595070525752811[/C][C]-0.747605978788942[/C][/ROW]
[ROW][C]43[/C][C]115.3[/C][C]115.294053018338[/C][C]0.198281743219668[/C][C]0.00594698166244223[/C][C]0.61804975136406[/C][/ROW]
[ROW][C]44[/C][C]115.44[/C][C]115.434052057512[/C][C]0.193694971677420[/C][C]0.0059479424880309[/C][C]-0.173100779246586[/C][/ROW]
[ROW][C]45[/C][C]115.52[/C][C]115.514050330700[/C][C]0.184744952994161[/C][C]0.0059496693003318[/C][C]-0.337678281972651[/C][/ROW]
[ROW][C]46[/C][C]116.08[/C][C]116.074055581366[/C][C]0.214291107239876[/C][C]0.00594441863392370[/C][C]1.11451134619512[/C][/ROW]
[ROW][C]47[/C][C]115.94[/C][C]115.934051014424[/C][C]0.186390573490672[/C][C]0.00594898557588432[/C][C]-1.0522401694583[/C][/ROW]
[ROW][C]48[/C][C]115.56[/C][C]115.554044288484[/C][C]0.141780357204694[/C][C]0.00595571151553915[/C][C]-1.68216200287080[/C][/ROW]
[ROW][C]49[/C][C]115.88[/C][C]115.921218306884[/C][C]0.159388179443751[/C][C]-0.0412183068836902[/C][C]0.701055604658623[/C][/ROW]
[ROW][C]50[/C][C]116.66[/C][C]116.651372321110[/C][C]0.204319201119141[/C][C]0.00862767888981664[/C][C]1.61318168627207[/C][/ROW]
[ROW][C]51[/C][C]117.41[/C][C]117.401403041318[/C][C]0.247314894565440[/C][C]0.00859695868229918[/C][C]1.62062785099945[/C][/ROW]
[ROW][C]52[/C][C]117.68[/C][C]117.671404217303[/C][C]0.249102442466250[/C][C]0.00859578269676911[/C][C]0.0673727249895382[/C][/ROW]
[ROW][C]53[/C][C]117.85[/C][C]117.841400439811[/C][C]0.242868931114299[/C][C]0.00859956018895737[/C][C]-0.234926546174502[/C][/ROW]
[ROW][C]54[/C][C]118.21[/C][C]118.201405592529[/C][C]0.252099681534979[/C][C]0.0085944074705657[/C][C]0.347867105878057[/C][/ROW]
[ROW][C]55[/C][C]118.92[/C][C]118.911424148525[/C][C]0.288186994904836[/C][C]0.0085758514747072[/C][C]1.35991386955892[/C][/ROW]
[ROW][C]56[/C][C]119.03[/C][C]119.021417496759[/C][C]0.274143490997354[/C][C]0.00858250324107727[/C][C]-0.52919506096991[/C][/ROW]
[ROW][C]57[/C][C]119.17[/C][C]119.161412883826[/C][C]0.263570872844714[/C][C]0.0085871161735572[/C][C]-0.398390346991871[/C][/ROW]
[ROW][C]58[/C][C]118.95[/C][C]118.941397565435[/C][C]0.225456875072972[/C][C]0.00860243456487196[/C][C]-1.43614684198450[/C][/ROW]
[ROW][C]59[/C][C]118.92[/C][C]118.91139011099[/C][C]0.205321873750939[/C][C]0.00860988901002041[/C][C]-0.758675210934209[/C][/ROW]
[ROW][C]60[/C][C]118.9[/C][C]118.891384054164[/C][C]0.187561763821288[/C][C]0.00861594583578748[/C][C]-0.669177455035412[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64063&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64063&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	107.11	107.11	0	0	0
2	107.57	107.546132163312	0.0248710415626975	0.0238678366882145	0.80932357825462
3	107.81	107.785356069424	0.02842448512212	0.0246439305758953	0.660158303308612
4	108.75	108.722142242238	0.0491488765966463	0.0278577577617172	2.78846269843622
5	109.43	109.399981820168	0.0672141384954426	0.0300181798316920	1.92390558859739
6	109.62	109.589575695473	0.0714101077081737	0.0304243045274854	0.373391103144814
7	109.54	109.510056810592	0.0654581191638331	0.0299431894082669	-0.459211087677599
8	109.53	109.500286026673	0.0621358155348681	0.0297139733274101	-0.228293953230411
9	109.84	109.809569481716	0.0741128209252116	0.0304305182838847	0.748212577696612
10	109.67	109.640238349600	0.0613719343064332	0.0297616503998263	-0.735388071316504
11	109.79	109.760086649944	0.0646350590294024	0.0299133500556561	0.176293439538470
12	109.56	109.530804235667	0.0473286642117155	0.0291957643325901	-0.884515685621176
13	110.22	110.240559239838	0.0695504960309077	-0.0205592398383125	2.3772269632765
14	110.4	110.396108642431	0.0760214359755692	0.00389135756885429	0.219720051864291
15	110.69	110.685934845870	0.089989104261826	0.00406515412978858	0.640144318683956
16	110.72	110.715980295387	0.0859588438282492	0.00401970461350254	-0.179281923321855
17	110.89	110.885921006497	0.0917442199615598	0.00407899350259487	0.250940159190765
18	110.58	110.576184509721	0.0635120682337714	0.00381549027873475	-1.19865191998523
19	110.94	110.936003950518	0.084714501519575	0.00399604948214656	0.884018034400308
20	110.91	110.906068740568	0.0763887507126039	0.00393125943161672	-0.341840065690101
21	111.22	111.215946495325	0.0935577840398648	0.00405350467457289	0.695799014551623
22	111.09	111.086054790175	0.0769519807033824	0.00394520982473786	-0.665572913361689
23	111	110.996129602582	0.0644385160812172	0.0038703974178266	-0.496866304380876
24	111.06	111.056131441294	0.0641032845879002	0.00386855870591091	-0.0132053727894251
25	111.55	111.508447830662	0.0914111177547482	0.0415521693381841	1.26395208859022
26	112.32	112.313222594141	0.147938276846614	0.00677740585939785	1.93598588472383
27	112.64	112.633200123872	0.161144444006279	0.00679987612787951	0.511574972303186
28	112.36	112.353253302590	0.127148238819144	0.00674669741047049	-1.31139231639904
29	112.04	112.033303036844	0.092570875710737	0.00669696315605846	-1.32904900082609
30	112.37	112.363278676750	0.110984492046492	0.00672132324975234	0.705619178937622
31	112.59	112.583268361405	0.119460013991292	0.00673163859538028	0.32395112996589
32	112.89	112.883252609154	0.133525736145575	0.00674739084569808	0.53644623471777
33	113.22	113.213236804564	0.148860136770374	0.00676319543575702	0.583748530658545
34	112.85	112.843275279748	0.108303035734343	0.0067247202520081	-1.54149694762890
35	113.06	113.053268328800	0.11626244341824	0.00673167119978386	0.302118108131986
36	112.99	112.983280062281	0.101668590466631	0.00671993771869417	-0.553317003168438
37	113.32	113.355048343419	0.122402313356986	-0.0350483434186155	0.852793714384377
38	113.74	113.734037405220	0.142674071186415	0.00596259478007121	0.71485211291891
39	113.91	113.904038088777	0.144820126058072	0.00596191122346658	0.0811671446970093
40	114.52	114.51404873156	0.181373921268729	0.00595126844010006	1.38170618435842
41	114.96	114.954054183443	0.201706497071668	0.00594581655735244	0.768171527454756
42	114.91	114.904049294742	0.181909858498757	0.00595070525752811	-0.747605978788942
43	115.3	115.294053018338	0.198281743219668	0.00594698166244223	0.61804975136406
44	115.44	115.434052057512	0.193694971677420	0.0059479424880309	-0.173100779246586
45	115.52	115.514050330700	0.184744952994161	0.0059496693003318	-0.337678281972651
46	116.08	116.074055581366	0.214291107239876	0.00594441863392370	1.11451134619512
47	115.94	115.934051014424	0.186390573490672	0.00594898557588432	-1.0522401694583
48	115.56	115.554044288484	0.141780357204694	0.00595571151553915	-1.68216200287080
49	115.88	115.921218306884	0.159388179443751	-0.0412183068836902	0.701055604658623
50	116.66	116.651372321110	0.204319201119141	0.00862767888981664	1.61318168627207
51	117.41	117.401403041318	0.247314894565440	0.00859695868229918	1.62062785099945
52	117.68	117.671404217303	0.249102442466250	0.00859578269676911	0.0673727249895382
53	117.85	117.841400439811	0.242868931114299	0.00859956018895737	-0.234926546174502
54	118.21	118.201405592529	0.252099681534979	0.0085944074705657	0.347867105878057
55	118.92	118.911424148525	0.288186994904836	0.0085758514747072	1.35991386955892
56	119.03	119.021417496759	0.274143490997354	0.00858250324107727	-0.52919506096991
57	119.17	119.161412883826	0.263570872844714	0.0085871161735572	-0.398390346991871
58	118.95	118.941397565435	0.225456875072972	0.00860243456487196	-1.43614684198450
59	118.92	118.91139011099	0.205321873750939	0.00860988901002041	-0.758675210934209
60	118.9	118.891384054164	0.187561763821288	0.00861594583578748	-0.669177455035412

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