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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 13:39:23 -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/t125995919358kadglf5hnbuv6.htm/, Retrieved Sat, 27 Apr 2024 22:28:17 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64143, Retrieved Sat, 27 Apr 2024 22:28:17 +0000

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User-defined keywords

Estimated Impact

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 PD    [Structural Time Series Models] [WS 9 ADC3] [2009-12-04 16:36:20] [830e13ac5e5ac1e5b21c6af0c149b21d]
-   PD        [Structural Time Series Models] [ws9 forcasting3] [2009-12-04 20:39:23] [95523ebdb89b97dbf680ec91e0b4bca2] [Current]

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Dataseries X:

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Histogram

Boxplots

2.05
2.11
2.09
2.05
2.08
2.06
2.06
2.08
2.07
2.06
2.07
2.06
2.09
2.07
2.09
2.28
2.33
2.35
2.52
2.63
2.58
2.70
2.81
2.97
3.04
3.28
3.33
3.50
3.56
3.57
3.69
3.82
3.79
3.96
4.06
4.05
4.03
3.94
4.02
3.88
4.02
4.03
4.09
3.99
4.01
4.01
4.19
4.30
4.27
3.82
3.15
2.49
1.81
1.26
1.06
0.84
0.78
0.70
0.36
0.35

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=64143&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=64143&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64143&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	2.05	2.05	0	0	0
2	2.11	2.10550228333807	0.055086901413454	0.000254422544490914	0.494191899655496
3	2.09	2.09379420921831	-0.00413179270289699	0.000181479967528189	-0.519504750952149
4	2.05	2.05189478713739	-0.0378711409085437	0.000312222462612323	-0.291042686075173
5	2.08	2.07593840078256	0.0174651610228923	0.000453352260624469	0.476570064202292
6	2.06	2.06158926506531	-0.0109702546829431	0.000264878442689286	-0.244893673488323
7	2.06	2.05913695536727	-0.00335711171972639	0.000366629764517453	0.0655662209842697
8	2.08	2.07831481389858	0.0167839726444885	0.000371887623815297	0.173459830983795
9	2.07	2.07110489948264	-0.00466103840369362	0.000293421474559669	-0.184689559220871
10	2.06	2.06003349383049	-0.0103904327790977	0.000340091065174862	-0.049342913299022
11	2.07	2.06852711653732	0.00648757235424146	0.000372353917460801	0.145357412906950
12	2.06	2.06053411140089	-0.00645473559529547	0.000309791191223819	-0.111462248395294
13	2.09	2.08855878006775	0.0241023938329607	-0.000551256295274522	0.275509875518237
14	2.07	2.07217151064785	-0.00853191963200855	-0.000331286755491126	-0.274961343125137
15	2.09	2.08892675824127	0.0141235062564914	-0.000358877413905303	0.191565587765278
16	2.28	2.27071861413539	0.163520744084163	-0.000398366860999124	1.28429828707629
17	2.33	2.33659783785259	0.0763974263688944	-0.000932657109126542	-0.750330404935644
18	2.35	2.35426666731232	0.023986296236913	-0.00085865491168866	-0.451374968387652
19	2.52	2.51248404191719	0.143773064641857	-0.000273186044029966	1.03163201317839
20	2.63	2.63219124574724	0.122297241448747	-0.000794777902602254	-0.184954920666186
21	2.58	2.59069109276929	-0.0238716260144916	-0.00118644556801488	-1.25884120982568
22	2.7	2.69290381674499	0.0886432215696158	-0.000220107497223841	0.969004751180477
23	2.81	2.80902044670855	0.113159994793696	-0.000614652684749357	0.211144316486505
24	2.97	2.96803469963342	0.154077858407023	-0.000695387284761207	0.352394673069802
25	3.04	3.04230449476650	0.0832559090424943	0.00230215566355600	-0.629571537124373
26	3.28	3.27123648183999	0.203692903738758	0.00170287523775782	1.02218875637506
27	3.33	3.33801450446212	0.0813145616404421	-0.00023660622720393	-1.03999433034247
28	3.5	3.49346400476165	0.147291367535190	0.00226997019119995	0.567341249296294
29	3.56	3.56338926297289	0.0783613619043397	0.00108108498108675	-0.593644191704065
30	3.57	3.57373730214937	0.0177555846641899	0.000193177496011629	-0.521949151692061
31	3.69	3.68287758547929	0.099184422436968	0.00184145678711889	0.701284459942084
32	3.82	3.81594809570475	0.129378374435004	0.00209371526806466	0.260037528798505
33	3.79	3.79892912237731	-0.00106779763212017	-0.000469207545369109	-1.12343360104015
34	3.96	3.9487738346009	0.133402002591995	0.00250530345643744	1.15808605242002
35	4.06	4.0605452698899	0.114128007463414	0.000704719764913724	-0.165992288687277
36	4.05	4.05575346098592	0.00817376505962676	0.00111804415324393	-0.912507601156373
37	4.03	4.04605690594991	-0.00768761915291363	-0.0150275296841509	-0.139888409728297
38	3.94	3.94267890072427	-0.088007982499158	0.00213442906011896	-0.684338884062229
39	4.02	4.01193014656507	0.0522816868322661	-0.000870976416657565	1.19608688594769
40	3.88	3.88941390524048	-0.103088125110612	0.000610541144408047	-1.33624690710329
41	4.02	4.00474445202045	0.091241177161546	0.00268373659723975	1.67361715033159
42	4.03	4.03513533070005	0.0370948644743885	-0.00163243499693308	-0.466318983809424
43	4.09	4.08839950233416	0.0514823120693922	0.000669722128436105	0.123908112164531
44	3.99	3.99630225725133	-0.0762730635264383	0.00196269934449509	-1.10025981780046
45	4.01	4.00642130143047	0.000597547718701047	-0.00139433886470664	0.662028071101311
46	4.01	4.0084328222656	0.00185568965899208	0.00148578398941464	0.0108354191475795
47	4.19	4.17868128990975	0.151692319257030	0.00162523582842761	1.29042966884808
48	4.3	4.30161511865954	0.126106622692991	4.00999620611112e-05	-0.220353336943374
49	4.27	4.28959946791402	0.00354192411836131	-0.0116620373985295	-1.07542348714431
50	3.82	3.84653558744199	-0.375097702422977	-0.00352560727368743	-3.23373606929134
51	3.15	3.16867442721705	-0.644734457961616	-0.00146585603501340	-2.30416983777184
52	2.49	2.49420101719043	-0.671136492532336	-0.00250113042596190	-0.227087371837388
53	1.81	1.80906730282175	-0.683573719601523	0.00173547733716279	-0.107112796876607
54	1.26	1.25541356284125	-0.568118289766527	-0.0028657985782661	0.994325321012272
55	1.06	1.03701357110716	-0.257344952051475	0.00292698108346429	2.67645370711937
56	0.84	0.837089958407676	-0.206318778812806	-0.000383539928340867	0.439449594370366
57	0.78	0.773047213729465	-0.079888466356351	-0.00120789902760609	1.08884806088135
58	0.7	0.701030258915437	-0.0728935771515331	-0.00148175735159583	0.0602416596482057
59	0.36	0.376475710291268	-0.296531540171508	-0.00204056654989654	-1.92602590194928
60	0.35	0.334573279768244	-0.0703012558967525	0.00082447920596854	1.94841070404209

\begin{tabular}{lllllllll}
\hline
Structural Time Series Model \tabularnewline
t & Observed & Level & Slope & Seasonal & Stand. Residuals \tabularnewline
1 & 2.05 & 2.05 & 0 & 0 & 0 \tabularnewline
2 & 2.11 & 2.10550228333807 & 0.055086901413454 & 0.000254422544490914 & 0.494191899655496 \tabularnewline
3 & 2.09 & 2.09379420921831 & -0.00413179270289699 & 0.000181479967528189 & -0.519504750952149 \tabularnewline
4 & 2.05 & 2.05189478713739 & -0.0378711409085437 & 0.000312222462612323 & -0.291042686075173 \tabularnewline
5 & 2.08 & 2.07593840078256 & 0.0174651610228923 & 0.000453352260624469 & 0.476570064202292 \tabularnewline
6 & 2.06 & 2.06158926506531 & -0.0109702546829431 & 0.000264878442689286 & -0.244893673488323 \tabularnewline
7 & 2.06 & 2.05913695536727 & -0.00335711171972639 & 0.000366629764517453 & 0.0655662209842697 \tabularnewline
8 & 2.08 & 2.07831481389858 & 0.0167839726444885 & 0.000371887623815297 & 0.173459830983795 \tabularnewline
9 & 2.07 & 2.07110489948264 & -0.00466103840369362 & 0.000293421474559669 & -0.184689559220871 \tabularnewline
10 & 2.06 & 2.06003349383049 & -0.0103904327790977 & 0.000340091065174862 & -0.049342913299022 \tabularnewline
11 & 2.07 & 2.06852711653732 & 0.00648757235424146 & 0.000372353917460801 & 0.145357412906950 \tabularnewline
12 & 2.06 & 2.06053411140089 & -0.00645473559529547 & 0.000309791191223819 & -0.111462248395294 \tabularnewline
13 & 2.09 & 2.08855878006775 & 0.0241023938329607 & -0.000551256295274522 & 0.275509875518237 \tabularnewline
14 & 2.07 & 2.07217151064785 & -0.00853191963200855 & -0.000331286755491126 & -0.274961343125137 \tabularnewline
15 & 2.09 & 2.08892675824127 & 0.0141235062564914 & -0.000358877413905303 & 0.191565587765278 \tabularnewline
16 & 2.28 & 2.27071861413539 & 0.163520744084163 & -0.000398366860999124 & 1.28429828707629 \tabularnewline
17 & 2.33 & 2.33659783785259 & 0.0763974263688944 & -0.000932657109126542 & -0.750330404935644 \tabularnewline
18 & 2.35 & 2.35426666731232 & 0.023986296236913 & -0.00085865491168866 & -0.451374968387652 \tabularnewline
19 & 2.52 & 2.51248404191719 & 0.143773064641857 & -0.000273186044029966 & 1.03163201317839 \tabularnewline
20 & 2.63 & 2.63219124574724 & 0.122297241448747 & -0.000794777902602254 & -0.184954920666186 \tabularnewline
21 & 2.58 & 2.59069109276929 & -0.0238716260144916 & -0.00118644556801488 & -1.25884120982568 \tabularnewline
22 & 2.7 & 2.69290381674499 & 0.0886432215696158 & -0.000220107497223841 & 0.969004751180477 \tabularnewline
23 & 2.81 & 2.80902044670855 & 0.113159994793696 & -0.000614652684749357 & 0.211144316486505 \tabularnewline
24 & 2.97 & 2.96803469963342 & 0.154077858407023 & -0.000695387284761207 & 0.352394673069802 \tabularnewline
25 & 3.04 & 3.04230449476650 & 0.0832559090424943 & 0.00230215566355600 & -0.629571537124373 \tabularnewline
26 & 3.28 & 3.27123648183999 & 0.203692903738758 & 0.00170287523775782 & 1.02218875637506 \tabularnewline
27 & 3.33 & 3.33801450446212 & 0.0813145616404421 & -0.00023660622720393 & -1.03999433034247 \tabularnewline
28 & 3.5 & 3.49346400476165 & 0.147291367535190 & 0.00226997019119995 & 0.567341249296294 \tabularnewline
29 & 3.56 & 3.56338926297289 & 0.0783613619043397 & 0.00108108498108675 & -0.593644191704065 \tabularnewline
30 & 3.57 & 3.57373730214937 & 0.0177555846641899 & 0.000193177496011629 & -0.521949151692061 \tabularnewline
31 & 3.69 & 3.68287758547929 & 0.099184422436968 & 0.00184145678711889 & 0.701284459942084 \tabularnewline
32 & 3.82 & 3.81594809570475 & 0.129378374435004 & 0.00209371526806466 & 0.260037528798505 \tabularnewline
33 & 3.79 & 3.79892912237731 & -0.00106779763212017 & -0.000469207545369109 & -1.12343360104015 \tabularnewline
34 & 3.96 & 3.9487738346009 & 0.133402002591995 & 0.00250530345643744 & 1.15808605242002 \tabularnewline
35 & 4.06 & 4.0605452698899 & 0.114128007463414 & 0.000704719764913724 & -0.165992288687277 \tabularnewline
36 & 4.05 & 4.05575346098592 & 0.00817376505962676 & 0.00111804415324393 & -0.912507601156373 \tabularnewline
37 & 4.03 & 4.04605690594991 & -0.00768761915291363 & -0.0150275296841509 & -0.139888409728297 \tabularnewline
38 & 3.94 & 3.94267890072427 & -0.088007982499158 & 0.00213442906011896 & -0.684338884062229 \tabularnewline
39 & 4.02 & 4.01193014656507 & 0.0522816868322661 & -0.000870976416657565 & 1.19608688594769 \tabularnewline
40 & 3.88 & 3.88941390524048 & -0.103088125110612 & 0.000610541144408047 & -1.33624690710329 \tabularnewline
41 & 4.02 & 4.00474445202045 & 0.091241177161546 & 0.00268373659723975 & 1.67361715033159 \tabularnewline
42 & 4.03 & 4.03513533070005 & 0.0370948644743885 & -0.00163243499693308 & -0.466318983809424 \tabularnewline
43 & 4.09 & 4.08839950233416 & 0.0514823120693922 & 0.000669722128436105 & 0.123908112164531 \tabularnewline
44 & 3.99 & 3.99630225725133 & -0.0762730635264383 & 0.00196269934449509 & -1.10025981780046 \tabularnewline
45 & 4.01 & 4.00642130143047 & 0.000597547718701047 & -0.00139433886470664 & 0.662028071101311 \tabularnewline
46 & 4.01 & 4.0084328222656 & 0.00185568965899208 & 0.00148578398941464 & 0.0108354191475795 \tabularnewline
47 & 4.19 & 4.17868128990975 & 0.151692319257030 & 0.00162523582842761 & 1.29042966884808 \tabularnewline
48 & 4.3 & 4.30161511865954 & 0.126106622692991 & 4.00999620611112e-05 & -0.220353336943374 \tabularnewline
49 & 4.27 & 4.28959946791402 & 0.00354192411836131 & -0.0116620373985295 & -1.07542348714431 \tabularnewline
50 & 3.82 & 3.84653558744199 & -0.375097702422977 & -0.00352560727368743 & -3.23373606929134 \tabularnewline
51 & 3.15 & 3.16867442721705 & -0.644734457961616 & -0.00146585603501340 & -2.30416983777184 \tabularnewline
52 & 2.49 & 2.49420101719043 & -0.671136492532336 & -0.00250113042596190 & -0.227087371837388 \tabularnewline
53 & 1.81 & 1.80906730282175 & -0.683573719601523 & 0.00173547733716279 & -0.107112796876607 \tabularnewline
54 & 1.26 & 1.25541356284125 & -0.568118289766527 & -0.0028657985782661 & 0.994325321012272 \tabularnewline
55 & 1.06 & 1.03701357110716 & -0.257344952051475 & 0.00292698108346429 & 2.67645370711937 \tabularnewline
56 & 0.84 & 0.837089958407676 & -0.206318778812806 & -0.000383539928340867 & 0.439449594370366 \tabularnewline
57 & 0.78 & 0.773047213729465 & -0.079888466356351 & -0.00120789902760609 & 1.08884806088135 \tabularnewline
58 & 0.7 & 0.701030258915437 & -0.0728935771515331 & -0.00148175735159583 & 0.0602416596482057 \tabularnewline
59 & 0.36 & 0.376475710291268 & -0.296531540171508 & -0.00204056654989654 & -1.92602590194928 \tabularnewline
60 & 0.35 & 0.334573279768244 & -0.0703012558967525 & 0.00082447920596854 & 1.94841070404209 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64143&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]2.05[/C][C]2.05[/C][C]0[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]2.11[/C][C]2.10550228333807[/C][C]0.055086901413454[/C][C]0.000254422544490914[/C][C]0.494191899655496[/C][/ROW]
[ROW][C]3[/C][C]2.09[/C][C]2.09379420921831[/C][C]-0.00413179270289699[/C][C]0.000181479967528189[/C][C]-0.519504750952149[/C][/ROW]
[ROW][C]4[/C][C]2.05[/C][C]2.05189478713739[/C][C]-0.0378711409085437[/C][C]0.000312222462612323[/C][C]-0.291042686075173[/C][/ROW]
[ROW][C]5[/C][C]2.08[/C][C]2.07593840078256[/C][C]0.0174651610228923[/C][C]0.000453352260624469[/C][C]0.476570064202292[/C][/ROW]
[ROW][C]6[/C][C]2.06[/C][C]2.06158926506531[/C][C]-0.0109702546829431[/C][C]0.000264878442689286[/C][C]-0.244893673488323[/C][/ROW]
[ROW][C]7[/C][C]2.06[/C][C]2.05913695536727[/C][C]-0.00335711171972639[/C][C]0.000366629764517453[/C][C]0.0655662209842697[/C][/ROW]
[ROW][C]8[/C][C]2.08[/C][C]2.07831481389858[/C][C]0.0167839726444885[/C][C]0.000371887623815297[/C][C]0.173459830983795[/C][/ROW]
[ROW][C]9[/C][C]2.07[/C][C]2.07110489948264[/C][C]-0.00466103840369362[/C][C]0.000293421474559669[/C][C]-0.184689559220871[/C][/ROW]
[ROW][C]10[/C][C]2.06[/C][C]2.06003349383049[/C][C]-0.0103904327790977[/C][C]0.000340091065174862[/C][C]-0.049342913299022[/C][/ROW]
[ROW][C]11[/C][C]2.07[/C][C]2.06852711653732[/C][C]0.00648757235424146[/C][C]0.000372353917460801[/C][C]0.145357412906950[/C][/ROW]
[ROW][C]12[/C][C]2.06[/C][C]2.06053411140089[/C][C]-0.00645473559529547[/C][C]0.000309791191223819[/C][C]-0.111462248395294[/C][/ROW]
[ROW][C]13[/C][C]2.09[/C][C]2.08855878006775[/C][C]0.0241023938329607[/C][C]-0.000551256295274522[/C][C]0.275509875518237[/C][/ROW]
[ROW][C]14[/C][C]2.07[/C][C]2.07217151064785[/C][C]-0.00853191963200855[/C][C]-0.000331286755491126[/C][C]-0.274961343125137[/C][/ROW]
[ROW][C]15[/C][C]2.09[/C][C]2.08892675824127[/C][C]0.0141235062564914[/C][C]-0.000358877413905303[/C][C]0.191565587765278[/C][/ROW]
[ROW][C]16[/C][C]2.28[/C][C]2.27071861413539[/C][C]0.163520744084163[/C][C]-0.000398366860999124[/C][C]1.28429828707629[/C][/ROW]
[ROW][C]17[/C][C]2.33[/C][C]2.33659783785259[/C][C]0.0763974263688944[/C][C]-0.000932657109126542[/C][C]-0.750330404935644[/C][/ROW]
[ROW][C]18[/C][C]2.35[/C][C]2.35426666731232[/C][C]0.023986296236913[/C][C]-0.00085865491168866[/C][C]-0.451374968387652[/C][/ROW]
[ROW][C]19[/C][C]2.52[/C][C]2.51248404191719[/C][C]0.143773064641857[/C][C]-0.000273186044029966[/C][C]1.03163201317839[/C][/ROW]
[ROW][C]20[/C][C]2.63[/C][C]2.63219124574724[/C][C]0.122297241448747[/C][C]-0.000794777902602254[/C][C]-0.184954920666186[/C][/ROW]
[ROW][C]21[/C][C]2.58[/C][C]2.59069109276929[/C][C]-0.0238716260144916[/C][C]-0.00118644556801488[/C][C]-1.25884120982568[/C][/ROW]
[ROW][C]22[/C][C]2.7[/C][C]2.69290381674499[/C][C]0.0886432215696158[/C][C]-0.000220107497223841[/C][C]0.969004751180477[/C][/ROW]
[ROW][C]23[/C][C]2.81[/C][C]2.80902044670855[/C][C]0.113159994793696[/C][C]-0.000614652684749357[/C][C]0.211144316486505[/C][/ROW]
[ROW][C]24[/C][C]2.97[/C][C]2.96803469963342[/C][C]0.154077858407023[/C][C]-0.000695387284761207[/C][C]0.352394673069802[/C][/ROW]
[ROW][C]25[/C][C]3.04[/C][C]3.04230449476650[/C][C]0.0832559090424943[/C][C]0.00230215566355600[/C][C]-0.629571537124373[/C][/ROW]
[ROW][C]26[/C][C]3.28[/C][C]3.27123648183999[/C][C]0.203692903738758[/C][C]0.00170287523775782[/C][C]1.02218875637506[/C][/ROW]
[ROW][C]27[/C][C]3.33[/C][C]3.33801450446212[/C][C]0.0813145616404421[/C][C]-0.00023660622720393[/C][C]-1.03999433034247[/C][/ROW]
[ROW][C]28[/C][C]3.5[/C][C]3.49346400476165[/C][C]0.147291367535190[/C][C]0.00226997019119995[/C][C]0.567341249296294[/C][/ROW]
[ROW][C]29[/C][C]3.56[/C][C]3.56338926297289[/C][C]0.0783613619043397[/C][C]0.00108108498108675[/C][C]-0.593644191704065[/C][/ROW]
[ROW][C]30[/C][C]3.57[/C][C]3.57373730214937[/C][C]0.0177555846641899[/C][C]0.000193177496011629[/C][C]-0.521949151692061[/C][/ROW]
[ROW][C]31[/C][C]3.69[/C][C]3.68287758547929[/C][C]0.099184422436968[/C][C]0.00184145678711889[/C][C]0.701284459942084[/C][/ROW]
[ROW][C]32[/C][C]3.82[/C][C]3.81594809570475[/C][C]0.129378374435004[/C][C]0.00209371526806466[/C][C]0.260037528798505[/C][/ROW]
[ROW][C]33[/C][C]3.79[/C][C]3.79892912237731[/C][C]-0.00106779763212017[/C][C]-0.000469207545369109[/C][C]-1.12343360104015[/C][/ROW]
[ROW][C]34[/C][C]3.96[/C][C]3.9487738346009[/C][C]0.133402002591995[/C][C]0.00250530345643744[/C][C]1.15808605242002[/C][/ROW]
[ROW][C]35[/C][C]4.06[/C][C]4.0605452698899[/C][C]0.114128007463414[/C][C]0.000704719764913724[/C][C]-0.165992288687277[/C][/ROW]
[ROW][C]36[/C][C]4.05[/C][C]4.05575346098592[/C][C]0.00817376505962676[/C][C]0.00111804415324393[/C][C]-0.912507601156373[/C][/ROW]
[ROW][C]37[/C][C]4.03[/C][C]4.04605690594991[/C][C]-0.00768761915291363[/C][C]-0.0150275296841509[/C][C]-0.139888409728297[/C][/ROW]
[ROW][C]38[/C][C]3.94[/C][C]3.94267890072427[/C][C]-0.088007982499158[/C][C]0.00213442906011896[/C][C]-0.684338884062229[/C][/ROW]
[ROW][C]39[/C][C]4.02[/C][C]4.01193014656507[/C][C]0.0522816868322661[/C][C]-0.000870976416657565[/C][C]1.19608688594769[/C][/ROW]
[ROW][C]40[/C][C]3.88[/C][C]3.88941390524048[/C][C]-0.103088125110612[/C][C]0.000610541144408047[/C][C]-1.33624690710329[/C][/ROW]
[ROW][C]41[/C][C]4.02[/C][C]4.00474445202045[/C][C]0.091241177161546[/C][C]0.00268373659723975[/C][C]1.67361715033159[/C][/ROW]
[ROW][C]42[/C][C]4.03[/C][C]4.03513533070005[/C][C]0.0370948644743885[/C][C]-0.00163243499693308[/C][C]-0.466318983809424[/C][/ROW]
[ROW][C]43[/C][C]4.09[/C][C]4.08839950233416[/C][C]0.0514823120693922[/C][C]0.000669722128436105[/C][C]0.123908112164531[/C][/ROW]
[ROW][C]44[/C][C]3.99[/C][C]3.99630225725133[/C][C]-0.0762730635264383[/C][C]0.00196269934449509[/C][C]-1.10025981780046[/C][/ROW]
[ROW][C]45[/C][C]4.01[/C][C]4.00642130143047[/C][C]0.000597547718701047[/C][C]-0.00139433886470664[/C][C]0.662028071101311[/C][/ROW]
[ROW][C]46[/C][C]4.01[/C][C]4.0084328222656[/C][C]0.00185568965899208[/C][C]0.00148578398941464[/C][C]0.0108354191475795[/C][/ROW]
[ROW][C]47[/C][C]4.19[/C][C]4.17868128990975[/C][C]0.151692319257030[/C][C]0.00162523582842761[/C][C]1.29042966884808[/C][/ROW]
[ROW][C]48[/C][C]4.3[/C][C]4.30161511865954[/C][C]0.126106622692991[/C][C]4.00999620611112e-05[/C][C]-0.220353336943374[/C][/ROW]
[ROW][C]49[/C][C]4.27[/C][C]4.28959946791402[/C][C]0.00354192411836131[/C][C]-0.0116620373985295[/C][C]-1.07542348714431[/C][/ROW]
[ROW][C]50[/C][C]3.82[/C][C]3.84653558744199[/C][C]-0.375097702422977[/C][C]-0.00352560727368743[/C][C]-3.23373606929134[/C][/ROW]
[ROW][C]51[/C][C]3.15[/C][C]3.16867442721705[/C][C]-0.644734457961616[/C][C]-0.00146585603501340[/C][C]-2.30416983777184[/C][/ROW]
[ROW][C]52[/C][C]2.49[/C][C]2.49420101719043[/C][C]-0.671136492532336[/C][C]-0.00250113042596190[/C][C]-0.227087371837388[/C][/ROW]
[ROW][C]53[/C][C]1.81[/C][C]1.80906730282175[/C][C]-0.683573719601523[/C][C]0.00173547733716279[/C][C]-0.107112796876607[/C][/ROW]
[ROW][C]54[/C][C]1.26[/C][C]1.25541356284125[/C][C]-0.568118289766527[/C][C]-0.0028657985782661[/C][C]0.994325321012272[/C][/ROW]
[ROW][C]55[/C][C]1.06[/C][C]1.03701357110716[/C][C]-0.257344952051475[/C][C]0.00292698108346429[/C][C]2.67645370711937[/C][/ROW]
[ROW][C]56[/C][C]0.84[/C][C]0.837089958407676[/C][C]-0.206318778812806[/C][C]-0.000383539928340867[/C][C]0.439449594370366[/C][/ROW]
[ROW][C]57[/C][C]0.78[/C][C]0.773047213729465[/C][C]-0.079888466356351[/C][C]-0.00120789902760609[/C][C]1.08884806088135[/C][/ROW]
[ROW][C]58[/C][C]0.7[/C][C]0.701030258915437[/C][C]-0.0728935771515331[/C][C]-0.00148175735159583[/C][C]0.0602416596482057[/C][/ROW]
[ROW][C]59[/C][C]0.36[/C][C]0.376475710291268[/C][C]-0.296531540171508[/C][C]-0.00204056654989654[/C][C]-1.92602590194928[/C][/ROW]
[ROW][C]60[/C][C]0.35[/C][C]0.334573279768244[/C][C]-0.0703012558967525[/C][C]0.00082447920596854[/C][C]1.94841070404209[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64143&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64143&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	2.05	2.05	0	0	0
2	2.11	2.10550228333807	0.055086901413454	0.000254422544490914	0.494191899655496
3	2.09	2.09379420921831	-0.00413179270289699	0.000181479967528189	-0.519504750952149
4	2.05	2.05189478713739	-0.0378711409085437	0.000312222462612323	-0.291042686075173
5	2.08	2.07593840078256	0.0174651610228923	0.000453352260624469	0.476570064202292
6	2.06	2.06158926506531	-0.0109702546829431	0.000264878442689286	-0.244893673488323
7	2.06	2.05913695536727	-0.00335711171972639	0.000366629764517453	0.0655662209842697
8	2.08	2.07831481389858	0.0167839726444885	0.000371887623815297	0.173459830983795
9	2.07	2.07110489948264	-0.00466103840369362	0.000293421474559669	-0.184689559220871
10	2.06	2.06003349383049	-0.0103904327790977	0.000340091065174862	-0.049342913299022
11	2.07	2.06852711653732	0.00648757235424146	0.000372353917460801	0.145357412906950
12	2.06	2.06053411140089	-0.00645473559529547	0.000309791191223819	-0.111462248395294
13	2.09	2.08855878006775	0.0241023938329607	-0.000551256295274522	0.275509875518237
14	2.07	2.07217151064785	-0.00853191963200855	-0.000331286755491126	-0.274961343125137
15	2.09	2.08892675824127	0.0141235062564914	-0.000358877413905303	0.191565587765278
16	2.28	2.27071861413539	0.163520744084163	-0.000398366860999124	1.28429828707629
17	2.33	2.33659783785259	0.0763974263688944	-0.000932657109126542	-0.750330404935644
18	2.35	2.35426666731232	0.023986296236913	-0.00085865491168866	-0.451374968387652
19	2.52	2.51248404191719	0.143773064641857	-0.000273186044029966	1.03163201317839
20	2.63	2.63219124574724	0.122297241448747	-0.000794777902602254	-0.184954920666186
21	2.58	2.59069109276929	-0.0238716260144916	-0.00118644556801488	-1.25884120982568
22	2.7	2.69290381674499	0.0886432215696158	-0.000220107497223841	0.969004751180477
23	2.81	2.80902044670855	0.113159994793696	-0.000614652684749357	0.211144316486505
24	2.97	2.96803469963342	0.154077858407023	-0.000695387284761207	0.352394673069802
25	3.04	3.04230449476650	0.0832559090424943	0.00230215566355600	-0.629571537124373
26	3.28	3.27123648183999	0.203692903738758	0.00170287523775782	1.02218875637506
27	3.33	3.33801450446212	0.0813145616404421	-0.00023660622720393	-1.03999433034247
28	3.5	3.49346400476165	0.147291367535190	0.00226997019119995	0.567341249296294
29	3.56	3.56338926297289	0.0783613619043397	0.00108108498108675	-0.593644191704065
30	3.57	3.57373730214937	0.0177555846641899	0.000193177496011629	-0.521949151692061
31	3.69	3.68287758547929	0.099184422436968	0.00184145678711889	0.701284459942084
32	3.82	3.81594809570475	0.129378374435004	0.00209371526806466	0.260037528798505
33	3.79	3.79892912237731	-0.00106779763212017	-0.000469207545369109	-1.12343360104015
34	3.96	3.9487738346009	0.133402002591995	0.00250530345643744	1.15808605242002
35	4.06	4.0605452698899	0.114128007463414	0.000704719764913724	-0.165992288687277
36	4.05	4.05575346098592	0.00817376505962676	0.00111804415324393	-0.912507601156373
37	4.03	4.04605690594991	-0.00768761915291363	-0.0150275296841509	-0.139888409728297
38	3.94	3.94267890072427	-0.088007982499158	0.00213442906011896	-0.684338884062229
39	4.02	4.01193014656507	0.0522816868322661	-0.000870976416657565	1.19608688594769
40	3.88	3.88941390524048	-0.103088125110612	0.000610541144408047	-1.33624690710329
41	4.02	4.00474445202045	0.091241177161546	0.00268373659723975	1.67361715033159
42	4.03	4.03513533070005	0.0370948644743885	-0.00163243499693308	-0.466318983809424
43	4.09	4.08839950233416	0.0514823120693922	0.000669722128436105	0.123908112164531
44	3.99	3.99630225725133	-0.0762730635264383	0.00196269934449509	-1.10025981780046
45	4.01	4.00642130143047	0.000597547718701047	-0.00139433886470664	0.662028071101311
46	4.01	4.0084328222656	0.00185568965899208	0.00148578398941464	0.0108354191475795
47	4.19	4.17868128990975	0.151692319257030	0.00162523582842761	1.29042966884808
48	4.3	4.30161511865954	0.126106622692991	4.00999620611112e-05	-0.220353336943374
49	4.27	4.28959946791402	0.00354192411836131	-0.0116620373985295	-1.07542348714431
50	3.82	3.84653558744199	-0.375097702422977	-0.00352560727368743	-3.23373606929134
51	3.15	3.16867442721705	-0.644734457961616	-0.00146585603501340	-2.30416983777184
52	2.49	2.49420101719043	-0.671136492532336	-0.00250113042596190	-0.227087371837388
53	1.81	1.80906730282175	-0.683573719601523	0.00173547733716279	-0.107112796876607
54	1.26	1.25541356284125	-0.568118289766527	-0.0028657985782661	0.994325321012272
55	1.06	1.03701357110716	-0.257344952051475	0.00292698108346429	2.67645370711937
56	0.84	0.837089958407676	-0.206318778812806	-0.000383539928340867	0.439449594370366
57	0.78	0.773047213729465	-0.079888466356351	-0.00120789902760609	1.08884806088135
58	0.7	0.701030258915437	-0.0728935771515331	-0.00148175735159583	0.0602416596482057
59	0.36	0.376475710291268	-0.296531540171508	-0.00204056654989654	-1.92602590194928
60	0.35	0.334573279768244	-0.0703012558967525	0.00082447920596854	1.94841070404209

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 = 60 ; par2 = 1.7 ; par3 = 2 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

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