| ws8dollarSTSM | *The author of this computation has been verified* | R Software Module: /rwasp_structuraltimeseries.wasp (opens new window with default values) | Title produced by software: Structural Time Series Models | Date of computation: Sun, 26 Dec 2010 01:49:17 +0000 | | Cite this page as follows: | Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/26/t1293328175f606ohdix0ifqhq.htm/, Retrieved Sun, 26 Dec 2010 02:49:42 +0100 | | BibTeX entries for LaTeX users: | @Manual{KEY,
author = {{YOUR NAME}},
publisher = {Office for Research Development and Education},
title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2010/Dec/26/t1293328175f606ohdix0ifqhq.htm/},
year = {2010},
}
@Manual{R,
title = {R: A Language and Environment for Statistical Computing},
author = {{R Development Core Team}},
organization = {R Foundation for Statistical Computing},
address = {Vienna, Austria},
year = {2010},
note = {{ISBN} 3-900051-07-0},
url = {http://www.R-project.org},
}
| | Original text written by user: | | | IsPrivate? | No (this computation is public) | | User-defined keywords: | | | Dataseries X: | » Textbox « » Textfile « » CSV « | 1,3866
1,3582
1,3332
1,3595
1,3617
1,3684
1,3394
1,3262
1,3173
1,3085
1,327
1,3182
1,293
1,291
1,2984
1,2795
1,299
1,3174
1,326
1,3111
1,2816
1,276
1,2849
1,2818
1,2829
1,2796
1,3008
1,2967
1,2938
1,2833
1,2823
1,2765
1,2634
1,2596
1,2705
1,2591
1,2798
1,2763
1,2795
1,2782
1,2644
1,2596
1,2615
1,2555
1,2555
1,2658
1,2565
1,2783
1,2786
1,2782
1,2905
1,3042
1,2942
1,313
1,3671
1,3549
1,3558
1,3507
1,3494
1,3607
1,3295
1,3193
1,3308
1,3246
1,3392
1,3425
1,3496
1,3255
1,3231
1,3273
1,3276
1,3173
1,3196
1,3058
1,2966
1,2932
1,2947
1,305
1,3232
1,3125
1,2992
1,3266
1,3275
1,3223
1,3403
1,3322
1,3363
1,3425
1,3574
1,3683
1,3623
1,3563
1,3518
1,3494
1,3612
1,369
1,3771
1,3972
1,401
1,3908
1,3901
1,3856
1,4098
1,422
1,4238
1,4207
1,4095
1,4177
1,3866
1,3959
1,4102
1,3969
1,4004
1,385
1,389
1,384
1,392
1,3932
1,3858
1,3978
1,4029
1,394
1,4096
1,4058
1,4134
1,4096
1,4049
1,4009
1,3897
1,4019
etc... | | Output produced by software: |
Structural Time Series Model | t | Observed | Level | Slope | Seasonal | Stand. Residuals | 1 | 1.3866 | 1.3866 | 0 | 0 | 0 | 2 | 1.3582 | 1.36247025458446 | -0.00426205076254279 | -0.00426205076254279 | -0.877795402768692 | 3 | 1.3332 | 1.33803523001952 | -0.00477706615912711 | -0.00477706615912711 | -1.99765929483720 | 4 | 1.3595 | 1.36344897928734 | -0.00403605923375977 | -0.00403605923375977 | 2.98881000821551 | 5 | 1.3617 | 1.36557078533796 | -0.00388854663471559 | -0.00388854663471560 | 0.6094382744749 | 6 | 1.3684 | 1.35526032775080 | -0.00328955035099736 | 0.0131582014039895 | -0.735854801984011 | 7 | 1.3394 | 1.34329227153411 | -0.00387567213725466 | -0.00387567213725466 | -0.713797253228522 | 8 | 1.3262 | 1.33020136794929 | -0.00397479129673009 | -0.00397479129673009 | -0.906089618088793 | 9 | 1.3173 | 1.32134015410523 | -0.00402605952370318 | -0.00402605952370318 | -0.480433207793260 | 10 | 1.3085 | 1.31258875090083 | -0.00407512093107484 | -0.00407512093107484 | -0.46457103248009 | 11 | 1.327 | 1.31038714080809 | -0.00415186359053520 | 0.0166074543621408 | 0.197665472250490 | 12 | 1.3182 | 1.32167195213616 | -0.00350720331136087 | -0.00350720331136087 | 1.37072189456981 | 13 | 1.293 | 1.29671520952994 | -0.00365334503125398 | -0.00365334503125398 | -2.10499654163985 | 14 | 1.291 | 1.29463827998043 | -0.00364282710353008 | -0.00364282710353008 | 0.154701683958594 | 15 | 1.2984 | 1.30193873427000 | -0.00357029984917174 | -0.00357029984917174 | 1.07389651715325 | 16 | 1.2795 | 1.26844617722685 | -0.00278503521097022 | 0.0111401408438809 | -3.07621191525947 | 17 | 1.299 | 1.30064201831365 | -0.00172770718134499 | -0.00172770718134499 | 3.19952491631441 | 18 | 1.3174 | 1.31896987010451 | -0.00162771592326884 | -0.00162771592326884 | 1.96644429695242 | 19 | 1.326 | 1.32754835524741 | -0.00157779488120277 | -0.00157779488120277 | 1.00070536750275 | 20 | 1.3111 | 1.31278004412947 | -0.00164199627307455 | -0.00164199627307455 | -1.29329854244131 | 21 | 1.2816 | 1.27770994191789 | -0.000996621925422829 | 0.00398648770169132 | -3.39329122159371 | 22 | 1.276 | 1.27698938152139 | -0.000990083747205376 | -0.000990083747205375 | 0.0256501072527789 | 23 | 1.2849 | 1.28582312894111 | -0.000951464121409288 | -0.00095146412140929 | 0.962729793638699 | 24 | 1.2818 | 1.28276566964065 | -0.000959594910848687 | -0.000959594910848686 | -0.206384933216662 | 25 | 1.2829 | 1.28384586655946 | -0.000951750327302593 | -0.000951750327302594 | 0.199895616998206 | 26 | 1.2796 | 1.27621990978869 | -0.00084983574577788 | 0.00339934298311152 | -0.672412846535521 | 27 | 1.3008 | 1.30108226245390 | -0.00034922643466043 | -0.000349226434660428 | 2.41244467667308 | 28 | 1.2967 | 1.2970716679647 | -0.000361107242647006 | -0.000361107242647011 | -0.358691770601852 | 29 | 1.2938 | 1.29417649774639 | -0.000369188243366200 | -0.000369188243366199 | -0.248252419979523 | 30 | 1.2833 | 1.28373028707073 | -0.000401219901328487 | -0.000401219901328488 | -0.987202238250044 | 31 | 1.2823 | 1.28082864880421 | -0.0003696409952511 | 0.00147856398100440 | -0.250657680777420 | 32 | 1.2765 | 1.27693717377075 | -0.000427852581772093 | -0.000427852581772091 | -0.332637032734243 | 33 | 1.2634 | 1.26389906275565 | -0.000462689864777541 | -0.000462689864777545 | -1.23509312728983 | 34 | 1.2596 | 1.26008147988794 | -0.000471802687848798 | -0.000471802687848797 | -0.328588998214291 | 35 | 1.2705 | 1.27090860425485 | -0.00044119605209232 | -0.000441196052092322 | 1.10664917727005 | 36 | 1.2591 | 1.25791218770227 | -0.000306007321482877 | 0.00122402928593151 | -1.25415381703345 | 37 | 1.2798 | 1.27972908620167 | 1.1670916485963e-05 | 1.16709164859639e-05 | 2.09958613845475 | 38 | 1.2763 | 1.27630649476152 | 3.41104808520347e-06 | 3.41104808519826e-06 | -0.336305000777815 | 39 | 1.2795 | 1.27947994578133 | 1.09102183870362e-05 | 1.09102183870367e-05 | 0.310429922725407 | 40 | 1.2782 | 1.27819588123256 | 7.85413074625096e-06 | 7.85413074624853e-06 | -0.12681158840876 | 41 | 1.2644 | 1.26496647812993 | 0.000132073470031211 | -0.000528293880124837 | -1.31877797478806 | 42 | 1.2596 | 1.25955329981955 | 6.16827193635694e-05 | 6.168271936357e-05 | -0.528198339687435 | 43 | 1.2615 | 1.26142922070334 | 6.55462709733778e-05 | 6.55462709733726e-05 | 0.177637910763502 | 44 | 1.2555 | 1.25546448264669 | 5.29117602432063e-05 | 5.29117602432071e-05 | -0.590443531376425 | 45 | 1.2555 | 1.25544743629669 | 5.27654981017088e-05 | 5.27654981017066e-05 | -0.00684979707124008 | 46 | 1.2658 | 1.26564437893267 | -3.15898050021264e-05 | 0.000126359220008512 | 1.00854671612987 | 47 | 1.2565 | 1.25665781227061 | -0.000133447076674124 | -0.000133447076674123 | -0.855426224447666 | 48 | 1.2783 | 1.27832889233046 | -9.17859919140737e-05 | -9.17859919140795e-05 | 2.13472309354242 | 49 | 1.2786 | 1.27868962984269 | -9.09351514456957e-05 | -9.09351514456943e-05 | 0.0443032315353506 | 50 | 1.2782 | 1.27829239348759 | -9.15099585031454e-05 | -9.1509958503147e-05 | -0.0299876343884156 | 51 | 1.2905 | 1.28975557727688 | -0.000177773046926373 | 0.000711092187705496 | 1.14689426147966 | 52 | 1.3042 | 1.3041872710223 | -2.72464147453322e-05 | -2.72464147453298e-05 | 1.39879086673225 | 53 | 1.2942 | 1.29427289531872 | -4.4376485635226e-05 | -4.43764856352316e-05 | -0.967892811027577 | 54 | 1.313 | 1.31295841065478 | -1.24372502270570e-05 | -1.24372502270566e-05 | 1.83354608283951 | 55 | 1.3671 | 1.36686512122534 | 7.93483400273177e-05 | 7.93483400273154e-05 | 5.27835936497615 | 56 | 1.3549 | 1.35555871229108 | 0.000156467283362645 | -0.000625869133450574 | -1.12860857545066 | 57 | 1.3558 | 1.35564439387499 | 0.000155800716680424 | 0.000155800716680426 | -0.00679026487425072 | 58 | 1.3507 | 1.35056758529088 | 0.000147507896090274 | 0.000147507896090268 | -0.512205196524995 | 59 | 1.3494 | 1.34925896401312 | 0.000145236210558443 | 0.000145236210558445 | -0.142536199497591 | 60 | 1.3607 | 1.36050545087360 | 0.000162527421146705 | 0.000162527421146703 | 1.08666744540983 | 61 | 1.3295 | 1.33097204476403 | 0.000346596133024533 | -0.00138638453209813 | -2.94030743594188 | 62 | 1.3193 | 1.31909314480747 | 0.000240594652140171 | 0.000240594652140172 | -1.17461705922358 | 63 | 1.3308 | 1.33051084336463 | 0.000256916796473247 | 0.000256916796473241 | 1.09402817641540 | 64 | 1.3246 | 1.32437073248448 | 0.000247719832292766 | 0.00024771983229277 | -0.62614817386631 | 65 | 1.3392 | 1.33889062317907 | 0.000268208539623104 | 0.000268208539623102 | 1.39697450472388 | 66 | 1.3425 | 1.34346207394768 | 0.000243621741877058 | -0.000974486967508232 | 0.425677826921711 | 67 | 1.3496 | 1.34929598714973 | 0.000288533767905585 | 0.000288533767905587 | 0.537835024963705 | 68 | 1.3255 | 1.32531433308933 | 0.000255673272406586 | 0.000255673272406580 | -2.37547112174467 | 69 | 1.3231 | 1.32285577433596 | 0.000252054907090339 | 0.000252054907090343 | -0.265658252784332 | 70 | 1.3273 | 1.32703140410907 | 0.000257278279613602 | 0.000257278279613599 | 0.384023589609152 | 71 | 1.3276 | 1.32859759369995 | 0.000250342336680574 | -0.00100136934672229 | 0.129373070709997 | 72 | 1.3173 | 1.31716949312232 | 0.000162935921156140 | 0.000162935921156140 | -1.12487019240347 | 73 | 1.3196 | 1.31942837329047 | 0.000165581034704400 | 0.000165581034704395 | 0.205133603759511 | 74 | 1.3058 | 1.30569179627632 | 0.000148304717989234 | 0.000148304717989239 | -1.36062695972767 | 75 | 1.2966 | 1.2964902692302 | 0.000136700508589653 | 0.000136700508589651 | -0.915082635713463 | 76 | 1.2932 | 1.29381058422118 | 0.000150615041847879 | -0.000602460167391513 | -0.278177053721894 | 77 | 1.2947 | 1.29454368302602 | 0.000154695499891029 | 0.000154695499891029 | 0.056161442718547 | 78 | 1.305 | 1.30480421172607 | 0.000166638325944157 | 0.000166638325944151 | 0.989036132240963 | 79 | 1.3232 | 1.32296053394460 | 0.000187574516310395 | 0.000187574516310399 | 1.76061081608211 | 80 | 1.3125 | 1.31235609971543 | 0.000175030012928589 | 0.000175030012928588 | -1.05618946286410 | 81 | 1.2992 | 1.30016469619925 | 0.000232256105179272 | -0.000929024420717087 | -1.22069575768214 | 82 | 1.3266 | 1.32612656553608 | 0.000401654268248783 | 0.000401654268248784 | 2.48296691264867 | 83 | 1.3275 | 1.32709607680218 | 0.000402285230740018 | 0.000402285230740013 | 0.0555730202344676 | 84 | 1.3223 | 1.32191991037894 | 0.000396180759889318 | 0.000396180759889322 | -0.545931962051263 | 85 | 1.3403 | 1.33983413995684 | 0.000415328930466651 | 0.000415328930466649 | 1.71439275232751 | 86 | 1.3322 | 1.33398836473877 | 0.000442576048164632 | -0.00177030419265852 | -0.617702158754779 | 87 | 1.3363 | 1.33584469269454 | 0.000451355634532706 | 0.000451355634532707 | 0.136536803486105 | 88 | 1.3425 | 1.34202610845683 | 0.000457363332684459 | 0.000457363332684454 | 0.560752057907584 | 89 | 1.3574 | 1.35688621894157 | 0.000472236081424102 | 0.000472236081424106 | 1.40947340690877 | 90 | 1.3683 | 1.36778692558018 | 0.000482993312049121 | 0.000482993312049119 | 1.02054448353632 | 91 | 1.3623 | 1.36430848020361 | 0.000499263298567011 | -0.00199705319426804 | -0.390636252725747 | 92 | 1.3563 | 1.35587821448595 | 0.00044678788168832 | 0.000446787881688322 | -0.86299212673999 | 93 | 1.3518 | 1.35137241304396 | 0.000441872585843583 | 0.000441872585843578 | -0.484654349569028 | 94 | 1.3494 | 1.34896911565179 | 0.000439091292285683 | 0.000439091292285687 | -0.278424781427190 | 95 | 1.3612 | 1.36071724369576 | 0.000450135182534559 | 0.000450135182534557 | 1.10668769109249 | 96 | 1.369 | 1.37062613747573 | 0.00041335545485295 | -0.00165342181941180 | 0.932324730056167 | 97 | 1.3771 | 1.37663970706414 | 0.00044458839651402 | 0.000444588396514022 | 0.541568436001845 | 98 | 1.3972 | 1.39668042423729 | 0.000463051131757635 | 0.000463051131757629 | 1.91760603953391 | 99 | 1.401 | 1.40052406017554 | 0.000466188465249585 | 0.00046618846524959 | 0.330811674879887 | 100 | 1.3908 | 1.39037427606239 | 0.000456345907495432 | 0.000456345907495431 | -1.03883983696036 | 101 | 1.3901 | 1.39190639403197 | 0.000452374289447685 | -0.00180949715779074 | 0.105995029970727 | 102 | 1.3856 | 1.38520567163634 | 0.000414415451437549 | 0.000414415451437551 | -0.692128209989575 | 103 | 1.4098 | 1.40929606117747 | 0.00043564590810634 | 0.000435645908106334 | 2.31679334973962 | 104 | 1.422 | 1.42151993802815 | 0.000446058597889972 | 0.000446058597889977 | 1.15352757305200 | 105 | 1.4238 | 1.42334873261418 | 0.000447278857687973 | 0.000447278857687972 | 0.135306432250653 | 106 | 1.4207 | 1.42251088737005 | 0.000451795089560024 | -0.00180718035824010 | -0.126578086411495 | 107 | 1.4095 | 1.40915689622053 | 0.00038192148854576 | 0.000381921488545764 | -1.33651680056880 | 108 | 1.4177 | 1.41728909307802 | 0.000388551378477161 | 0.000388551378477154 | 0.758381625321298 | 109 | 1.3866 | 1.38632829433210 | 0.000362133468945359 | 0.000362133468945366 | -3.06760279972299 | 110 | 1.3959 | 1.39550501922749 | 0.000369554913732681 | 0.00036955491373268 | 0.862526837323516 | 111 | 1.4102 | 1.41142481006551 | 0.00031741639084139 | -0.00126966556336557 | 1.53113153141186 | 112 | 1.3969 | 1.39669770958268 | 0.00024463950065616 | 0.000244639500656165 | -1.45711058066853 | 113 | 1.4004 | 1.40014350888738 | 0.000247257413142078 | 0.000247257413142071 | 0.313234811872771 | 114 | 1.385 | 1.38481023733327 | 0.000234705005905916 | 0.000234705005905924 | -1.52456094436407 | 115 | 1.389 | 1.38875161926492 | 0.000237688752943480 | 0.000237688752943479 | 0.362699691841232 | 116 | 1.384 | 1.38501320965817 | 0.000250435097986255 | -0.00100174039194503 | -0.391387301019847 | 117 | 1.392 | 1.39170159892144 | 0.000280259792153733 | 0.000280259792153739 | 0.623800700858677 | 118 | 1.3932 | 1.39291631279565 | 0.000280991783370955 | 0.000280991783370949 | 0.0914351760326609 | 119 | 1.3858 | 1.38554697964097 | 0.000275087872466765 | 0.000275087872466773 | -0.74857471736091 | 120 | 1.3978 | 1.39748228687315 | 0.000284078992599613 | 0.000284078992599612 | 1.14093752930533 | 121 | 1.4029 | 1.40394263217146 | 0.000265111982922943 | -0.00106044793169178 | 0.607799364631067 | 122 | 1.394 | 1.39381042499883 | 0.000218901395599157 | 0.000218901395599163 | -1.00783149114691 | 123 | 1.4096 | 1.40932547954926 | 0.000230398866364667 | 0.000230398866364661 | 1.49668645479789 | 124 | 1.4058 | 1.40558399941528 | 0.000227457549214135 | 0.000227457549214145 | -0.388637367506178 | 125 | 1.4134 | 1.41314595871627 | 0.000232884765905047 | 0.000232884765905047 | 0.717660502036328 | 126 | 1.4096 | 1.41057271258072 | 0.000241154538401264 | -0.000964618153605067 | -0.276080688404334 | 127 | 1.4049 | 1.40470220201113 | 0.000215051640588898 | 0.000215051640588904 | -0.592626852763936 | 128 | 1.4009 | 1.40070015913493 | 0.000212005033619294 | 0.000212005033619287 | -0.412625181297082 | 129 | 1.3897 | 1.38952893240646 | 0.000203902756224914 | 0.000203902756224924 | -1.11380181009036 | 130 | 1.4019 | 1.40165323437344 | 0.000212380992424637 | 0.000212380992424636 | 1.16636111421721 | 131 | 1.3901 | 1.39110252658769 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0.000162824356997907 | 0.000162824356997904 | -1.41346221769825 | 351 | 1.2428 | 1.24339154817385 | 0.000153980529563223 | -0.000615922118252891 | 0.828216697364587 | 352 | 1.227 | 1.22691936907805 | 0.000128218818824691 | 0.000128218818824691 | -1.6211609341763 | 353 | 1.2334 | 1.23325225318232 | 0.000129849378682738 | 0.000129849378682732 | 0.606964094259903 | 354 | 1.2497 | 1.24951942202445 | 0.000134029488905793 | 0.000134029488905799 | 1.57861434651947 | 355 | 1.236 | 1.23590917537041 | 0.000130470325579159 | 0.000130470325579158 | -1.34451764612918 | 356 | 1.2223 | 1.22291391735066 | 0.000144013932435459 | -0.000576055729741833 | -1.28648469655792 | 357 | 1.2309 | 1.23072233645059 | 0.000155723871160221 | 0.000155723871160222 | 0.747363090244987 | 358 | 1.2255 | 1.22536161786777 | 0.000154294384386178 | 0.000154294384386172 | -0.539638535696878 | 359 | 1.2384 | 1.23820585984689 | 0.000157535693254207 | 0.000157535693254212 | 1.24137701008692 | 360 | 1.2307 | 1.23056694416453 | 0.000155544887718481 | 0.00015554488771848 | -0.762677317032662 | 361 | 1.2155 | 1.2162230144592 | 0.000170297555269765 | -0.000681190221079057 | -1.42108832052615 | 362 | 1.2218 | 1.22160692085317 | 0.000178153396554511 | 0.000178153396554512 | 0.508405354152472 | 363 | 1.2268 | 1.22660670628085 | 0.00017938565611054 | 0.000179385656110535 | 0.471668820958192 | 364 | 1.206 | 1.20588616563255 | 0.000174120709491724 | 0.000174120709491729 | -2.04450353806683 | 365 | 1.1959 | 1.19575819039907 | 0.000171526245734283 | 0.000171526245734281 | -1.00778685222726 | 366 | 1.1942 | 1.19489325497844 | 0.000172566317219097 | -0.000690265268876386 | -0.101580414708989 | 367 | 1.201 | 1.20080248226548 | 0.000181092877925648 | 0.000181092877925648 | 0.559433967059842 | 368 | 1.2045 | 1.20430847817687 | 0.000181931094630922 | 0.000181931094630918 | 0.325253030685485 | 369 | 1.2127 | 1.21249299663535 | 0.000183919707946232 | 0.000183919707946236 | 0.782839621809983 | 370 | 1.2249 | 1.22467848001025 | 0.000186901188878516 | 0.000186901188878515 | 1.17403270308663 | 371 | 1.2258 | 1.22653616977159 | 0.000185247304720528 | -0.000740989218882113 | 0.16374441361025 | 372 | 1.2277 | 1.22751133249187 | 0.000186405644251152 | 0.000186405644251153 | 0.0770349365033932 | 373 | 1.2363 | 1.23608730779606 | 0.00018849237353556 | 0.000188492373535555 | 0.820694144055278 | 374 | 1.2372 | 1.23700921226956 | 0.000188672185486534 | 0.000188672185486539 | 0.0717446840963962 | 375 | 1.2391 | 1.23890598210792 | 0.000189090843015370 | 0.000189090843015368 | 0.167091493123496 | 376 | 1.2258 | 1.22664094084030 | 0.000201254116961178 | -0.000805016467844713 | -1.22052600380446 | 377 | 1.2271 | 1.22689850315404 | 0.000201335595924590 | 0.000201335595924591 | 0.00549156067694981 | 378 | 1.2262 | 1.22600210028001 | 0.000201066162055811 | 0.000201066162055806 | -0.107384063923799 | 379 | 1.2294 | 1.22918959688479 | 0.00020178868424478 | 0.000201788684244785 | 0.292141572310250 | 380 | 1.2339 | 1.23368478846016 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0.000249306823730556 | 0.000249306823730557 | 0.308573200374907 | 401 | 1.3033 | 1.30422434453270 | 0.000239114831970427 | -0.00095645932788171 | 1.09096352330736 | 402 | 1.2992 | 1.29898402084093 | 0.000231677727452297 | 0.000231677727452300 | -0.534489278539137 | 403 | 1.3069 | 1.30664518123645 | 0.000233388310611423 | 0.000233388310611418 | 0.726768828023304 | 404 | 1.3028 | 1.30257998663675 | 0.000232412730342295 | 0.000232412730342299 | -0.420497126748933 | 405 | 1.3073 | 1.30705438866987 | 0.000233375208553933 | 0.000233375208553933 | 0.414961001144939 | 406 | 1.3221 | 1.32293179954194 | 0.000219231322867476 | -0.000876925291469906 | 1.53292084551382 | 407 | 1.3206 | 1.32039237127072 | 0.000215532937546992 | 0.000215532937546996 | -0.269101206197585 | 408 | 1.3184 | 1.31819198525814 | 0.000214983496242775 | 0.000214983496242769 | -0.236330339488162 | 409 | 1.3176 | 1.31738818360319 | 0.000214755107414729 | 0.000214755107414733 | -0.0996597359404579 | 410 | 1.3253 | 1.32506205715930 | 0.000216426831486169 | 0.000216426831486169 | 0.729666854248374 | 411 | 1.3133 | 1.31423699935250 | 0.000226287454488278 | -0.000905149817953115 | -1.08190432749757 | 412 | 1.3016 | 1.30142832756149 | 0.000209023704690696 | 0.000209023704690700 | -1.27157343067537 | 413 | 1.279 | 1.27886178987545 | 0.000203906575464923 | 0.000203906575464918 | -2.22795094489564 | 414 | 1.2799 | 1.27969414147879 | 0.000204045756187731 | 0.000204045756187736 | 0.0614757499463976 | 415 | 1.282 | 1.28179007815411 | 0.000204464640315809 | 0.000204464640315808 | 0.18506855028294 | 416 | 1.286 | 1.28678712092407 | 0.000200236319193557 | -0.000800945276774227 | 0.46959262737098 | 417 | 1.288 | 1.28779638656819 | 0.000201294999317006 | 0.000201294999317008 | 0.0789241522314815 | 418 | 1.2836 | 1.28341294751439 | 0.000200277220860045 | 0.000200277220860039 | -0.448487260743589 | 419 | 1.2711 | 1.2709390551422 | 0.000197503809540801 | 0.000197503809540806 | -1.23981099712766 | 420 | 1.2704 | 1.27020538589191 | 0.000197300099545052 | 0.000197300099545051 | -0.0910890898153375 | 421 | 1.2611 | 1.26194310039219 | 0.000204674608482197 | -0.000818698433928789 | -0.828880766785388 | 422 | 1.2613 | 1.26109968443738 | 0.000203319305291277 | 0.000203319305291279 | -0.102248757058293 | 423 | 1.2693 | 1.26907256484554 | 0.000205023736030187 | 0.000205023736030182 | 0.760032024531105 | 424 | 1.2713 | 1.27108935838928 | 0.000205415516417535 | 0.00020541551641754 | 0.177230487002132 | 425 | 1.27 | 1.26979922175808 | 0.000205092198686355 | 0.000205092198686355 | -0.146297519799056 | 426 | 1.268 | 1.2688278164264 | 0.000206105694983145 | -0.000824422779932579 | -0.115272340766510 | 427 | 1.28 | 1.27974948739639 | 0.000219800332638642 | 0.000219800332638644 | 1.04541218921936 | 428 | 1.2818 | 1.28157521914504 | 0.000220148520905429 | 0.000220148520905424 | 0.157094816469858 | 429 | 1.2834 | 1.28317557525864 | 0.000220443498794318 | 0.000220443498794323 | 0.135014148150127 | 430 | 1.2874 | 1.28716787058755 | 0.000221249413459079 | 0.000221249413459078 | 0.368968663088767 | 431 | 1.2744 | 1.27536065875564 | 0.000231490564492677 | -0.00092596225797071 | -1.17851602276034 | 432 | 1.2697 | 1.26949369366659 | 0.000223786633472065 | 0.000223786633472068 | -0.594983994461512 | 433 | 1.2715 | 1.27127139804023 | 0.000224119659767982 | 0.000224119659767977 | 0.152006568182161 | 434 | 1.2725 | 1.27227347196443 | 0.000224284007443577 | 0.000224284007443582 | 0.0761006563492314 | 435 | 1.2801 | 1.27985294632787 | 0.000225837445250480 | 0.000225837445250480 | 0.719495768420912 | 436 | 1.285 | 1.28586716700413 | 0.000220965947037946 | -0.000883863788151786 | 0.567119029650541 | 437 | 1.2989 | 1.29862742985571 | 0.000236625546270143 | 0.000236625546270145 | 1.22340779039995 | 438 | 1.3078 | 1.30753652114538 | 0.000238462990649102 | 0.000238462990649097 | 0.848352614693778 | 439 | 1.306 | 1.30576774614547 | 0.000238043781709358 | 0.000238043781709363 | -0.196350804592703 | 440 | 1.3074 | 1.30715839085363 | 0.000238284440721861 | 0.000238284440721861 | 0.112749019027245 | 441 | 1.312 | 1.31291883092593 | 0.000233689941785726 | -0.000934759767142906 | 0.541024962959601 | 442 | 1.3364 | 1.33607230436686 | 0.000261990140358346 | 0.000261990140358349 | 2.23625293457257 | 443 | 1.3323 | 1.33205126155946 | 0.000261092917016909 | 0.000261092917016903 | -0.418971727037834 | 444 | 1.3412 | 1.34091232440512 | 0.000262868770683766 | 0.000262868770683771 | 0.841260004018458 | 445 | 1.3477 | 1.34741783541698 | 0.0002641575281992 | 0.0002641575281992 | 0.610663196437623 | 446 | 1.346 | 1.34706046808805 | 0.000264668819755100 | -0.0010586752790204 | -0.0608918359325963 | 447 | 1.3611 | 1.36078032731227 | 0.000281097233685523 | 0.000281097233685525 | 1.31284163126807 | 448 | 1.3648 | 1.36450824634968 | 0.000281811237755722 | 0.000281811237755717 | 0.337172104458256 | 449 | 1.3726 | 1.37229500807898 | 0.000283343707104827 | 0.000283343707104831 | 0.734142969492968 | 450 | 1.3705 | 1.37022392832759 | 0.000282863064725281 | 0.000282863064725280 | -0.230312431172012 | 451 | 1.378 | 1.37907883325040 | 0.000275889897088623 | -0.00110355958835449 | 0.839802056263458 | 452 | 1.3856 | 1.38529988564812 | 0.000283068673237490 | 0.000283068673237493 | 0.580093546655249 | 453 | 1.397 | 1.39668264016332 | 0.000285342614258927 | 0.000285342614258921 | 1.08578292172806 | 454 | 1.3874 | 1.38714497579102 | 0.000283358913940907 | 0.000283358913940913 | -0.960896872252511 | 455 | 1.3936 | 1.39329852321975 | 0.000284544077132777 | 0.000284544077132777 | 0.574228001372812 | 456 | 1.3833 | 1.38449364543538 | 0.000291856674598515 | -0.00116742669839406 | -0.890473848697045 | 457 | 1.3958 | 1.39546476777940 | 0.000304611128044856 | 0.000304611128044859 | 1.04204685739342 | 458 | 1.4101 | 1.40975222176445 | 0.000307444498770255 | 0.00030744449877025 | 1.36781487138391 | 459 | 1.4089 | 1.4085970665504 | 0.000307152354428269 | 0.000307152354428275 | -0.143072885308598 | 460 | 1.3896 | 1.38935314744585 | 0.00030324810090208 | 0.00030324810090208 | -1.91250423795408 | 461 | 1.3859 | 1.38712833153448 | 0.000305259812670931 | -0.00122103925068373 | -0.247665436872441 | 462 | 1.3861 | 1.38580134905594 | 0.000303331441591554 | 0.000303331441591559 | -0.159272862911150 | 463 | 1.4016 | 1.40124994597427 | 0.000306367260422132 | 0.000306367260422127 | 1.48152256219410 | 464 | 1.3934 | 1.39311963554332 | 0.000304700261046079 | 0.000304700261046084 | -0.825282896726771 | 465 | 1.4031 | 1.40276650654239 | 0.00030654573604872 | 0.00030654573604872 | 0.913858969280697 | 466 | 1.3912 | 1.39249003278296 | 0.000314876428971892 | -0.00125950571588758 | -1.03676307781958 | 467 | 1.3803 | 1.38003666276354 | 0.000299952836190525 | 0.000299952836190531 | -1.24594673813506 | 468 | 1.3857 | 1.3853844854667 | 0.000300953869793631 | 0.000300953869793625 | 0.49378634374923 | 469 | 1.3857 | 1.38539992551463 | 0.000300898057021831 | 0.000300898057021837 | -0.027929172567639 | 470 | 1.3926 | 1.39227884190778 | 0.000302183636218506 | 0.000302183636218506 | 0.643466591499576 | 471 | 1.4018 | 1.40294654495116 | 0.000294111157841401 | -0.00117644463136561 | 1.01543877468941 | 472 | 1.4014 | 1.40111444543285 | 0.000291652295980577 | 0.000291652295980583 | -0.207484348295588 | 473 | 1.4244 | 1.42403862297737 | 0.000296093129621714 | 0.000296093129621708 | 2.21392799874496 | 474 | 1.4084 | 1.40815371108617 | 0.000292963421476877 | 0.000292963421476885 | -1.58283621851742 | 475 | 1.3917 | 1.39145932191671 | 0.000289678520766611 | 0.000289678520766612 | -1.661713620661 | 476 | 1.3945 | 1.39563552399682 | 0.000286683700260258 | -0.00114673480104104 | 0.38072980737322 | 477 | 1.377 | 1.3767900823824 | 0.000264789692534128 | 0.000264789692534137 | -1.86703672987314 | 478 | 1.37 | 1.36975767605054 | 0.000263372832699293 | 0.000263372832699287 | -0.713815634498153 | 479 | 1.3711 | 1.37083412620391 | 0.000263528454512191 | 0.000263528454512197 | 0.0795356615892222 | 480 | 1.3626 | 1.36236333724677 | 0.000261857107347374 | 0.000261857107347375 | -0.854395619690692 | 481 | 1.3612 | 1.36224965709824 | 0.000262143462194485 | -0.00104857384877795 | -0.036787616588639 | 482 | 1.3481 | 1.34789632930368 | 0.000245591229274926 | 0.000245591229274934 | -1.42630645104941 | 483 | 1.3647 | 1.36440437449553 | 0.00024871618404976 | 0.000248716184049754 | 1.59080041718400 | 484 | 1.3674 | 1.36714362804142 | 0.00024918794211733 | 0.000249187942117336 | 0.243625467078458 | 485 | 1.3647 | 1.364459827774 | 0.000248632502917756 | 0.000248632502917758 | -0.28690619973273 | 486 | 1.3496 | 1.3506773570148 | 0.000259220960183958 | -0.00103688384073584 | -1.37446484366402 | 487 | 1.3339 | 1.33370950318463 | 0.000239910903702668 | 0.000239910903702678 | -1.68120908187659 | 488 | 1.3321 | 1.33186649346943 | 0.000239514750131442 | 0.000239514750131437 | -0.203752017119142 | 489 | 1.3225 | 1.32229063813559 | 0.000237674541737659 | 0.000237674541737665 | -0.96014292128715 | 490 | 1.3146 | 1.31438733425258 | 0.000236148600857156 | 0.000236148600857158 | -0.79635333195153 | 491 | 1.2998 | 1.30082561863156 | 0.000246454560995534 | -0.000985818243982147 | -1.35159635845609 |
| | Charts produced by software: | | http://www.freestatistics.org/blog/date/2010/Dec/26/t1293328175f606ohdix0ifqhq/1ylbq1293328137.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/26/t1293328175f606ohdix0ifqhq/1ylbq1293328137.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Dec/26/t1293328175f606ohdix0ifqhq/2ylbq1293328137.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/26/t1293328175f606ohdix0ifqhq/2ylbq1293328137.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Dec/26/t1293328175f606ohdix0ifqhq/39uab1293328137.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/26/t1293328175f606ohdix0ifqhq/39uab1293328137.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Dec/26/t1293328175f606ohdix0ifqhq/4j3re1293328137.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/26/t1293328175f606ohdix0ifqhq/4j3re1293328137.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Dec/26/t1293328175f606ohdix0ifqhq/5j3re1293328137.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/26/t1293328175f606ohdix0ifqhq/5j3re1293328137.ps (open in new window) |
| | Parameters (Session): | par1 = 5 ; | | Parameters (R input): | par1 = 5 ; | | R code (references can be found in the software module): | par1 <- 5
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')
| |
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