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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:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time20 seconds
R Server'George Udny Yule' @ 72.249.76.132


Structural Time Series Model
tObservedLevelSlopeSeasonalStand. Residuals
11.38661.3866000
21.35821.36247025458446-0.00426205076254279-0.00426205076254279-0.877795402768692
31.33321.33803523001952-0.00477706615912711-0.00477706615912711-1.99765929483720
41.35951.36344897928734-0.00403605923375977-0.004036059233759772.98881000821551
51.36171.36557078533796-0.00388854663471559-0.003888546634715600.6094382744749
61.36841.35526032775080-0.003289550350997360.0131582014039895-0.735854801984011
71.33941.34329227153411-0.00387567213725466-0.00387567213725466-0.713797253228522
81.32621.33020136794929-0.00397479129673009-0.00397479129673009-0.906089618088793
91.31731.32134015410523-0.00402605952370318-0.00402605952370318-0.480433207793260
101.30851.31258875090083-0.00407512093107484-0.00407512093107484-0.46457103248009
111.3271.31038714080809-0.004151863590535200.01660745436214080.197665472250490
121.31821.32167195213616-0.00350720331136087-0.003507203311360871.37072189456981
131.2931.29671520952994-0.00365334503125398-0.00365334503125398-2.10499654163985
141.2911.29463827998043-0.00364282710353008-0.003642827103530080.154701683958594
151.29841.30193873427000-0.00357029984917174-0.003570299849171741.07389651715325
161.27951.26844617722685-0.002785035210970220.0111401408438809-3.07621191525947
171.2991.30064201831365-0.00172770718134499-0.001727707181344993.19952491631441
181.31741.31896987010451-0.00162771592326884-0.001627715923268841.96644429695242
191.3261.32754835524741-0.00157779488120277-0.001577794881202771.00070536750275
201.31111.31278004412947-0.00164199627307455-0.00164199627307455-1.29329854244131
211.28161.27770994191789-0.0009966219254228290.00398648770169132-3.39329122159371
221.2761.27698938152139-0.000990083747205376-0.0009900837472053750.0256501072527789
231.28491.28582312894111-0.000951464121409288-0.000951464121409290.962729793638699
241.28181.28276566964065-0.000959594910848687-0.000959594910848686-0.206384933216662
251.28291.28384586655946-0.000951750327302593-0.0009517503273025940.199895616998206
261.27961.27621990978869-0.000849835745777880.00339934298311152-0.672412846535521
271.30081.30108226245390-0.00034922643466043-0.0003492264346604282.41244467667308
281.29671.2970716679647-0.000361107242647006-0.000361107242647011-0.358691770601852
291.29381.29417649774639-0.000369188243366200-0.000369188243366199-0.248252419979523
301.28331.28373028707073-0.000401219901328487-0.000401219901328488-0.987202238250044
311.28231.28082864880421-0.00036964099525110.00147856398100440-0.250657680777420
321.27651.27693717377075-0.000427852581772093-0.000427852581772091-0.332637032734243
331.26341.26389906275565-0.000462689864777541-0.000462689864777545-1.23509312728983
341.25961.26008147988794-0.000471802687848798-0.000471802687848797-0.328588998214291
351.27051.27090860425485-0.00044119605209232-0.0004411960520923221.10664917727005
361.25911.25791218770227-0.0003060073214828770.00122402928593151-1.25415381703345
371.27981.279729086201671.1670916485963e-051.16709164859639e-052.09958613845475
381.27631.276306494761523.41104808520347e-063.41104808519826e-06-0.336305000777815
391.27951.279479945781331.09102183870362e-051.09102183870367e-050.310429922725407
401.27821.278195881232567.85413074625096e-067.85413074624853e-06-0.12681158840876
411.26441.264966478129930.000132073470031211-0.000528293880124837-1.31877797478806
421.25961.259553299819556.16827193635694e-056.168271936357e-05-0.528198339687435
431.26151.261429220703346.55462709733778e-056.55462709733726e-050.177637910763502
441.25551.255464482646695.29117602432063e-055.29117602432071e-05-0.590443531376425
451.25551.255447436296695.27654981017088e-055.27654981017066e-05-0.00684979707124008
461.26581.26564437893267-3.15898050021264e-050.0001263592200085121.00854671612987
471.25651.25665781227061-0.000133447076674124-0.000133447076674123-0.855426224447666
481.27831.27832889233046-9.17859919140737e-05-9.17859919140795e-052.13472309354242
491.27861.27868962984269-9.09351514456957e-05-9.09351514456943e-050.0443032315353506
501.27821.27829239348759-9.15099585031454e-05-9.1509958503147e-05-0.0299876343884156
511.29051.28975557727688-0.0001777730469263730.0007110921877054961.14689426147966
521.30421.3041872710223-2.72464147453322e-05-2.72464147453298e-051.39879086673225
531.29421.29427289531872-4.4376485635226e-05-4.43764856352316e-05-0.967892811027577
541.3131.31295841065478-1.24372502270570e-05-1.24372502270566e-051.83354608283951
551.36711.366865121225347.93483400273177e-057.93483400273154e-055.27835936497615
561.35491.355558712291080.000156467283362645-0.000625869133450574-1.12860857545066
571.35581.355644393874990.0001558007166804240.000155800716680426-0.00679026487425072
581.35071.350567585290880.0001475078960902740.000147507896090268-0.512205196524995
591.34941.349258964013120.0001452362105584430.000145236210558445-0.142536199497591
601.36071.360505450873600.0001625274211467050.0001625274211467031.08666744540983
611.32951.330972044764030.000346596133024533-0.00138638453209813-2.94030743594188
621.31931.319093144807470.0002405946521401710.000240594652140172-1.17461705922358
631.33081.330510843364630.0002569167964732470.0002569167964732411.09402817641540
641.32461.324370732484480.0002477198322927660.00024771983229277-0.62614817386631
651.33921.338890623179070.0002682085396231040.0002682085396231021.39697450472388
661.34251.343462073947680.000243621741877058-0.0009744869675082320.425677826921711
671.34961.349295987149730.0002885337679055850.0002885337679055870.537835024963705
681.32551.325314333089330.0002556732724065860.000255673272406580-2.37547112174467
691.32311.322855774335960.0002520549070903390.000252054907090343-0.265658252784332
701.32731.327031404109070.0002572782796136020.0002572782796135990.384023589609152
711.32761.328597593699950.000250342336680574-0.001001369346722290.129373070709997
721.31731.317169493122320.0001629359211561400.000162935921156140-1.12487019240347
731.31961.319428373290470.0001655810347044000.0001655810347043950.205133603759511
741.30581.305691796276320.0001483047179892340.000148304717989239-1.36062695972767
751.29661.29649026923020.0001367005085896530.000136700508589651-0.915082635713463
761.29321.293810584221180.000150615041847879-0.000602460167391513-0.278177053721894
771.29471.294543683026020.0001546954998910290.0001546954998910290.056161442718547
781.3051.304804211726070.0001666383259441570.0001666383259441510.989036132240963
791.32321.322960533944600.0001875745163103950.0001875745163103991.76061081608211
801.31251.312356099715430.0001750300129285890.000175030012928588-1.05618946286410
811.29921.300164696199250.000232256105179272-0.000929024420717087-1.22069575768214
821.32661.326126565536080.0004016542682487830.0004016542682487842.48296691264867
831.32751.327096076802180.0004022852307400180.0004022852307400130.0555730202344676
841.32231.321919910378940.0003961807598893180.000396180759889322-0.545931962051263
851.34031.339834139956840.0004153289304666510.0004153289304666491.71439275232751
861.33221.333988364738770.000442576048164632-0.00177030419265852-0.617702158754779
871.33631.335844692694540.0004513556345327060.0004513556345327070.136536803486105
881.34251.342026108456830.0004573633326844590.0004573633326844540.560752057907584
891.35741.356886218941570.0004722360814241020.0004722360814241061.40947340690877
901.36831.367786925580180.0004829933120491210.0004829933120491191.02054448353632
911.36231.364308480203610.000499263298567011-0.00199705319426804-0.390636252725747
921.35631.355878214485950.000446787881688320.000446787881688322-0.86299212673999
931.35181.351372413043960.0004418725858435830.000441872585843578-0.484654349569028
941.34941.348969115651790.0004390912922856830.000439091292285687-0.278424781427190
951.36121.360717243695760.0004501351825345590.0004501351825345571.10668769109249
961.3691.370626137475730.00041335545485295-0.001653421819411800.932324730056167
971.37711.376639707064140.000444588396514020.0004445883965140220.541568436001845
981.39721.396680424237290.0004630511317576350.0004630511317576291.91760603953391
991.4011.400524060175540.0004661884652495850.000466188465249590.330811674879887
1001.39081.390374276062390.0004563459074954320.000456345907495431-1.03883983696036
1011.39011.391906394031970.000452374289447685-0.001809497157790740.105995029970727
1021.38561.385205671636340.0004144154514375490.000414415451437551-0.692128209989575
1031.40981.409296061177470.000435645908106340.0004356459081063342.31679334973962
1041.4221.421519938028150.0004460585978899720.0004460585978899771.15352757305200
1051.42381.423348732614180.0004472788576879730.0004472788576879720.135306432250653
1061.42071.422510887370050.000451795089560024-0.00180718035824010-0.126578086411495
1071.40951.409156896220530.000381921488545760.000381921488545764-1.33651680056880
1081.41771.417289093078020.0003885513784771610.0003885513784771540.758381625321298
1091.38661.386328294332100.0003621334689453590.000362133468945366-3.06760279972299
1101.39591.395505019227490.0003695549137326810.000369554913732680.862526837323516
1111.41021.411424810065510.00031741639084139-0.001269665563365571.53113153141186
1121.39691.396697709582680.000244639500656160.000244639500656165-1.45711058066853
1131.40041.400143508887380.0002472574131420780.0002472574131420710.313234811872771
1141.3851.384810237333270.0002347050059059160.000234705005905924-1.52456094436407
1151.3891.388751619264920.0002376887529434800.0002376887529434790.362699691841232
1161.3841.385013209658170.000250435097986255-0.00100174039194503-0.391387301019847
1171.3921.391701598921440.0002802597921537330.0002802597921537390.623800700858677
1181.39321.392916312795650.0002809917833709550.0002809917833709490.0914351760326609
1191.38581.385546979640970.0002750878724667650.000275087872466773-0.74857471736091
1201.39781.397482286873150.0002840789925996130.0002840789925996121.14093752930533
1211.40291.403942632171460.000265111982922943-0.001060447931691780.607799364631067
1221.3941.393810424998830.0002189013955991570.000218901395599163-1.00783149114691
1231.40961.409325479549260.0002303988663646670.0002303988663646611.49668645479789
1241.40581.405583999415280.0002274575492141350.000227457549214145-0.388637367506178
1251.41341.413145958716270.0002328847659050470.0002328847659050470.717660502036328
1261.40961.410572712580720.000241154538401264-0.000964618153605067-0.276080688404334
1271.40491.404702202011130.0002150516405888980.000215051640588904-0.592626852763936
1281.40091.400700159134930.0002120050336192940.000212005033619287-0.412625181297082
1291.38971.389528932406460.0002039027562249140.000203902756224924-1.11380181009036
1301.40191.401653234373440.0002123809924246370.0002123809924246361.16636111421721
1311.39011.391102526587690.000242869980419829-0.000971479921679326-1.05868579581016
1321.3991.398706076843530.0002731264554608260.0002731264554608330.71397522181953
1331.39011.38985952113620.0002667845114838800.000266784511483874-0.892311209968935
1341.39751.397207936320060.000271636571176120.000271636571176130.692898902457998
1351.39911.398823566467470.0002725567554056990.0002725567554056980.131502403910836
1361.40891.409842015078380.000243253032390119-0.0009730121295604841.05677362212245
1371.4131.41273873194080.0002537653395929930.0002537653395929990.257460879540090
1381.4091.408761275916310.0002509290119492480.000250929011949241-0.413996872799811
1391.42171.421405138181310.0002591141462354570.0002591141462354671.21256599108314
1401.42231.422039555581750.0002593618482145580.0002593618482145570.0367209162374243
1411.41911.420166027726980.000264968825987316-0.00105987530394927-0.209712213527479
1421.42291.422620465041590.0002733398333896130.0002733398333896180.212500650308686
1431.42271.422428304079630.0002730386546828520.000273038654682845-0.0455456369160544
1441.42691.426613183789140.0002755324236203340.0002755324236203440.382743228763951
1451.42291.422639431776170.0002728253738957610.000272825373895761-0.415759355894414
1461.41041.411638252382340.000301432995346053-0.00120573198138422-1.10829452592508
1471.40531.405043568281330.0002759571659367930.000275957165936798-0.669485600881786
1481.41381.413495347899680.0002810689796497170.0002810689796497100.799932194982358
1491.43031.429962271098470.0002910404639780990.0002910404639781081.58364311400608
1501.43841.438081559273500.0002958599804333500.000295859980433350.765924867503619
1511.4411.442135733044730.000286643519068465-0.001146574076273870.369400003364253
1521.4371.436749699539410.0002663717464439130.000266371746443919-0.550848432694448
1531.43571.435439130804840.0002654178740159800.000265417874015972-0.154288195546423
1541.42021.419989279845140.000256051181606980.000256051181606989-1.53758517813203
1551.41661.416357479191310.000253735400173940.000253735400173939-0.380388166864774
1561.4171.417997782768370.000250445597019164-0.001001782388076660.136262608230470
1571.42931.428981982243880.0002875904558696860.0002875904558696921.04254849937911
1581.42941.429112953064450.0002874987044430300.000287498704443023-0.0153235557345895
1591.40721.406990080888450.0002745623059115550.000274562305911565-2.19261490676177
1601.41011.409816604296830.000276034516576740.0002760345165767390.249682036037925
1611.41121.412277749719040.000271013192657992-0.001084052770631980.214706330333977
1621.42431.423958353046220.0003092864227666030.0003092864227666091.10843190655810
1631.4331.432661733625280.0003140536264643940.0003140536264643880.821265111880375
1641.43231.431989343827040.0003135015902753390.000313501590275349-0.0965120848452823
1651.43241.432087240910340.0003133810055163320.000313381005516331-0.021094405128155
1661.4271.428301873059130.000322512508599714-0.00129005003439886-0.402682227585611
1671.42681.426490488040340.000315567305344050.000315567305344056-0.207348646061206
1681.43641.436052665188680.0003206629754839560.0003206629754839500.904666461388742
1691.42721.426911767105810.0003155249722608780.000315524972260888-0.925696737879727
1701.43141.431071300670580.0003176112030074350.0003176112030074350.376088646677548
1711.4221.423363001701420.000334962652077696-0.00133985060831079-0.788403942032326
1721.43351.433108576150410.0003647066936087650.0003647066936087720.914595364007847
1731.42621.425861324046160.0003606326465501980.000360632646550191-0.744730278413995
1741.4331.432617546031360.0003640057516409280.0003640057516409380.625724463568237
1751.44731.446888548673310.0003713362898094390.0003713362898094381.36061690446521
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4161.2861.286787120924070.000200236319193557-0.0008009452767742270.46959262737098
4171.2881.287796386568190.0002012949993170060.0002012949993170080.0789241522314815
4181.28361.283412947514390.0002002772208600450.000200277220860039-0.448487260743589
4191.27111.27093905514220.0001975038095408010.000197503809540806-1.23981099712766
4201.27041.270205385891910.0001973000995450520.000197300099545051-0.0910890898153375
4211.26111.261943100392190.000204674608482197-0.000818698433928789-0.828880766785388
4221.26131.261099684437380.0002033193052912770.000203319305291279-0.102248757058293
4231.26931.269072564845540.0002050237360301870.0002050237360301820.760032024531105
4241.27131.271089358389280.0002054155164175350.000205415516417540.177230487002132
4251.271.269799221758080.0002050921986863550.000205092198686355-0.146297519799056
4261.2681.26882781642640.000206105694983145-0.000824422779932579-0.115272340766510
4271.281.279749487396390.0002198003326386420.0002198003326386441.04541218921936
4281.28181.281575219145040.0002201485209054290.0002201485209054240.157094816469858
4291.28341.283175575258640.0002204434987943180.0002204434987943230.135014148150127
4301.28741.287167870587550.0002212494134590790.0002212494134590780.368968663088767
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4321.26971.269493693666590.0002237866334720650.000223786633472068-0.594983994461512
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4341.27251.272273471964430.0002242840074435770.0002242840074435820.0761006563492314
4351.28011.279852946327870.0002258374452504800.0002258374452504800.719495768420912
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4411.3121.312918830925930.000233689941785726-0.0009347597671429060.541024962959601
4421.33641.336072304366860.0002619901403583460.0002619901403583492.23625293457257
4431.33231.332051261559460.0002610929170169090.000261092917016903-0.418971727037834
4441.34121.340912324405120.0002628687706837660.0002628687706837710.841260004018458
4451.34771.347417835416980.00026415752819920.00026415752819920.610663196437623
4461.3461.347060468088050.000264668819755100-0.0010586752790204-0.0608918359325963
4471.36111.360780327312270.0002810972336855230.0002810972336855251.31284163126807
4481.36481.364508246349680.0002818112377557220.0002818112377557170.337172104458256
4491.37261.372295008078980.0002833437071048270.0002833437071048310.734142969492968
4501.37051.370223928327590.0002828630647252810.000282863064725280-0.230312431172012
4511.3781.379078833250400.000275889897088623-0.001103559588354490.839802056263458
4521.38561.385299885648120.0002830686732374900.0002830686732374930.580093546655249
4531.3971.396682640163320.0002853426142589270.0002853426142589211.08578292172806
4541.38741.387144975791020.0002833589139409070.000283358913940913-0.960896872252511
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4561.38331.384493645435380.000291856674598515-0.00116742669839406-0.890473848697045
4571.39581.395464767779400.0003046111280448560.0003046111280448591.04204685739342
4581.41011.409752221764450.0003074444987702550.000307444498770251.36781487138391
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4601.38961.389353147445850.000303248100902080.00030324810090208-1.91250423795408
4611.38591.387128331534480.000305259812670931-0.00122103925068373-0.247665436872441
4621.38611.385801349055940.0003033314415915540.000303331441591559-0.159272862911150
4631.40161.401249945974270.0003063672604221320.0003063672604221271.48152256219410
4641.39341.393119635543320.0003047002610460790.000304700261046084-0.825282896726771
4651.40311.402766506542390.000306545736048720.000306545736048720.913858969280697
4661.39121.392490032782960.000314876428971892-0.00125950571588758-1.03676307781958
4671.38031.380036662763540.0002999528361905250.000299952836190531-1.24594673813506
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4751.39171.391459321916710.0002896785207666110.000289678520766612-1.661713620661
4761.39451.395635523996820.000286683700260258-0.001146734801041040.38072980737322
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4801.36261.362363337246770.0002618571073473740.000261857107347375-0.854395619690692
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4821.34811.347896329303680.0002455912292749260.000245591229274934-1.42630645104941
4831.36471.364404374495530.000248716184049760.0002487161840497541.59080041718400
4841.36741.367143628041420.000249187942117330.0002491879421173360.243625467078458
4851.36471.3644598277740.0002486325029177560.000248632502917758-0.28690619973273
4861.34961.35067735701480.000259220960183958-0.00103688384073584-1.37446484366402
4871.33391.333709503184630.0002399109037026680.000239910903702678-1.68120908187659
4881.33211.331866493469430.0002395147501314420.000239514750131437-0.203752017119142
4891.32251.322290638135590.0002376745417376590.000237674541737665-0.96014292128715
4901.31461.314387334252580.0002361486008571560.000236148600857158-0.79635333195153
4911.29981.300825618631560.000246454560995534-0.000985818243982147-1.35159635845609
 
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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Software written by Ed van Stee & Patrick Wessa


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