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R Software Module

rwasp_structuraltimeseries.wasp

Title produced by software

Structural Time Series Models

Date of computation

Fri, 10 Dec 2010 16:48:38 +0000

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/10/t1291999711qgsti0p1o2u8wgw.htm/, Retrieved Mon, 29 Apr 2024 09:18:52 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=107831, Retrieved Mon, 29 Apr 2024 09:18:52 +0000

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IsPrivate?

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Estimated Impact

133

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [Univariate Data Series] [Identifying Integ...] [2009-11-22 12:08:06] [b98453cac15ba1066b407e146608df68]
- RMP         [Structural Time Series Models] [Births] [2010-11-30 13:48:59] [b98453cac15ba1066b407e146608df68]
-                 [Structural Time Series Models] [STSM monthly birt...] [2010-12-10 16:48:38] [694c30abd2a3b2ee5cb46fc74cb5bfb9] [Current]

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	3 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 3 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=107831&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=107831&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=107831&T=0

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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	3 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Structural Time Series Model
t	Observed	Level	Slope	Seasonal	Stand. Residuals
1	9700	9700	0	0	0
2	9081	9420.73826143724	-4.57503397341958	-334.787519603489	-1.94833334163912
3	9084	9148.2321179393	-22.2237094197417	-61.4690304983253	-1.35932643409782
4	9743	9343.34784279535	-8.81409411905787	396.793152678963	1.35800127903027
5	8587	9095.71560122164	-19.3900508950312	-504.925703792404	-1.70072005826550
6	9731	9271.81617651786	-13.6794107595607	455.865880905416	1.44999185241013
7	9563	9434.35034089968	-10.0342463289384	125.601634726453	1.31902540905375
8	9998	9698.06426815202	-5.32959008439349	295.180012471998	2.05147092821893
9	9437	9674.89458065279	-5.62085046102419	-237.584715886029	-0.133579165574056
10	10038	9807.96279120464	-3.34319558001558	227.631652073530	1.03724338622322
11	9918	9889.11386429406	-1.93755181317969	27.4222804527869	0.631414668717427
12	9252	9667.91369803597	-5.59677101946833	-412.117084956487	-1.63793928486377
13	9737	9552.08919683104	-3.60384830364244	186.876824343213	-0.86796446389266
14	9035	9409.59461289113	-2.67899179874603	-372.133903984141	-1.07956785129385
15	9133	9311.85888699227	-4.16496377652654	-177.353888196247	-0.67263041852816
16	9487	9154.6991129672	-8.33751560952523	334.592068482095	-1.05060412474450
17	8700	9193.57962658768	-6.97757667942651	-494.303900122535	0.333396634245948
18	9627	9253.45705313334	-5.30704495076988	372.475976880336	0.487335939269192
19	8947	9171.22145721854	-6.84965694819369	-222.962111985044	-0.570806365140045
20	9283	9097.54473044052	-7.9282844438071	186.562558772713	-0.499507926303598
21	8829	9105.00140503028	-7.72068337088595	-276.257614638981	0.115271254865714
22	9947	9330.41241252412	-5.08131169335917	612.697515391466	1.74693468698770
23	9628	9424.01713036317	-4.23441714346645	202.334230294573	0.739005531424524
24	9318	9518.23854501278	-3.76445656788943	-201.887755172809	0.738190425668709
25	9605	9459.6764990432	-3.82879668964206	146.246535934106	-0.413027727127945
26	8640	9244.04419693524	-4.56210826835633	-600.507662320528	-1.58337128262167
27	9214	9214.61938780211	-4.81080269738311	-0.216560409926335	-0.181339244605956
28	9567	9224.51118253601	-4.57455968023359	342.25676058547	0.105428869742625
29	8547	9155.4886485682	-5.80592525102668	-607.47431171241	-0.463530804487792
30	9185	8982.93759019902	-8.99015439781354	204.723302297932	-1.21609902294576
31	9470	9195.9541349013	-5.17658585074512	270.445224017985	1.64062702511872
32	9123	9183.67746128691	-5.27971708127399	-60.5609704574843	-0.0528942848586842
33	9278	9382.2031240767	-2.87382163726794	-107.568470816054	1.52369097697964
34	10170	9524.10444499342	-1.54094165229579	643.497644316276	1.08335330561814
35	9434	9459.83617457115	-1.96760262952293	-24.7956415240818	-0.469416342075148
36	9655	9554.21997360096	-1.49236275282901	99.1802314548596	0.721127399788619
37	9429	9426.43987264545	-2.04200722937082	4.65470651173262	-0.943949209605843
38	8739	9354.03907144591	-2.44798555611793	-613.880376278443	-0.522600930760403
39	9552	9400.48683975417	-2.02101862661404	150.718561101300	0.35935310438646
40	9687	9364.4635244278	-2.42525722468452	323.0822973172	-0.247867870689966
41	9019	9439.23652410943	-1.34166618786891	-421.470948589159	0.562508893296961
42	9672	9526.30772242682	-0.0434007403760955	144.271582359633	0.648134938879188
43	9206	9354.36176555553	-2.44614244313665	-145.574980077923	-1.27009877550764
44	9069	9291.78361543161	-3.19031980157339	-221.800829933417	-0.446996838873957
45	9788	9527.2780010181	-0.716325423929073	256.799394051602	1.78030332470969
46	10312	9624.43180272987	0.0997096557668707	685.954791821256	0.731002105273374
47	10105	9836.13464042212	1.50139418927993	265.371823556222	1.58104225512828
48	9863	9824.4503644363	1.42816634468154	38.7673703806751	-0.0984793462368908
49	9656	9747.286363208	1.00202236663603	-89.9909935668874	-0.585846269053593
50	9295	9801.81202975727	1.34029273272877	-507.689899547002	0.397289413220854
51	9946	9816.19904503698	1.44415573243535	129.588506984519	0.0962975321299138
52	9701	9676.9935877035	0.0708043166825023	26.2818444387936	-1.03367139621804
53	9049	9569.02885731826	-1.13267721713387	-518.285700753553	-0.793427719629616
54	10190	9686.2518677463	0.255068536707771	501.8347698235	0.87169897914784
55	9706	9795.08127075988	1.49910586267001	-90.8449107253607	0.80323867926703
56	9765	9964.849448068	3.26747801761584	-202.597015998292	1.24993666724777
57	9893	9928.37926227584	2.90299520624118	-34.727741819565	-0.295978019126401
58	9994	9736.87230358708	1.39266123286321	260.323497899433	-1.45002304740247
59	10433	9841.17960383238	2.07165022719497	590.126436900106	0.767925760346507
60	10073	9924.93315908742	2.55379055226267	146.722325099137	0.609228534708351
61	10112	10052.8074290842	3.28444383430520	57.1328618713552	0.933264996691682
62	9266	9964.62261716207	2.70151742228969	-697.124074751948	-0.679309531053419
63	9820	9805.67637977983	1.51435467012268	16.9607325809287	-1.19659604466942
64	10097	9863.90723044062	1.99248522598743	232.170938655058	0.418815616005065
65	9115	9841.33251937244	1.76394392356767	-725.933900660862	-0.181313146896724
66	10411	9901.65576116466	2.33360759523426	508.393293995989	0.432805119386746
67	9678	9895.09212324138	2.24798389845139	-216.947256592625	-0.0659276055973027
68	10408	10131.5254535969	4.36862516981357	272.649064651575	1.73983212739908
69	10153	10180.0090138092	4.7301202823308	-27.7317050180063	0.328389718555463
70	10368	10200.9401338470	4.84774719815622	166.793929590140	0.120738774353953
71	10581	10156.2694936505	4.52735315252525	425.544193645666	-0.369189195693014
72	10597	10266.9873704625	5.16385994100877	328.267620411163	0.791469925792096
73	10680	10388.5868128448	5.85328339486479	289.501799547680	0.866897317561849
74	9738	10404.4026099619	5.9154121077354	-666.565820141497	0.0740447124641135
75	9556	10104.9821642460	3.83257015297632	-543.992788832738	-2.26492225140974

\begin{tabular}{lllllllll}
\hline
Structural Time Series Model \tabularnewline
t & Observed & Level & Slope & Seasonal & Stand. Residuals \tabularnewline
1 & 9700 & 9700 & 0 & 0 & 0 \tabularnewline
2 & 9081 & 9420.73826143724 & -4.57503397341958 & -334.787519603489 & -1.94833334163912 \tabularnewline
3 & 9084 & 9148.2321179393 & -22.2237094197417 & -61.4690304983253 & -1.35932643409782 \tabularnewline
4 & 9743 & 9343.34784279535 & -8.81409411905787 & 396.793152678963 & 1.35800127903027 \tabularnewline
5 & 8587 & 9095.71560122164 & -19.3900508950312 & -504.925703792404 & -1.70072005826550 \tabularnewline
6 & 9731 & 9271.81617651786 & -13.6794107595607 & 455.865880905416 & 1.44999185241013 \tabularnewline
7 & 9563 & 9434.35034089968 & -10.0342463289384 & 125.601634726453 & 1.31902540905375 \tabularnewline
8 & 9998 & 9698.06426815202 & -5.32959008439349 & 295.180012471998 & 2.05147092821893 \tabularnewline
9 & 9437 & 9674.89458065279 & -5.62085046102419 & -237.584715886029 & -0.133579165574056 \tabularnewline
10 & 10038 & 9807.96279120464 & -3.34319558001558 & 227.631652073530 & 1.03724338622322 \tabularnewline
11 & 9918 & 9889.11386429406 & -1.93755181317969 & 27.4222804527869 & 0.631414668717427 \tabularnewline
12 & 9252 & 9667.91369803597 & -5.59677101946833 & -412.117084956487 & -1.63793928486377 \tabularnewline
13 & 9737 & 9552.08919683104 & -3.60384830364244 & 186.876824343213 & -0.86796446389266 \tabularnewline
14 & 9035 & 9409.59461289113 & -2.67899179874603 & -372.133903984141 & -1.07956785129385 \tabularnewline
15 & 9133 & 9311.85888699227 & -4.16496377652654 & -177.353888196247 & -0.67263041852816 \tabularnewline
16 & 9487 & 9154.6991129672 & -8.33751560952523 & 334.592068482095 & -1.05060412474450 \tabularnewline
17 & 8700 & 9193.57962658768 & -6.97757667942651 & -494.303900122535 & 0.333396634245948 \tabularnewline
18 & 9627 & 9253.45705313334 & -5.30704495076988 & 372.475976880336 & 0.487335939269192 \tabularnewline
19 & 8947 & 9171.22145721854 & -6.84965694819369 & -222.962111985044 & -0.570806365140045 \tabularnewline
20 & 9283 & 9097.54473044052 & -7.9282844438071 & 186.562558772713 & -0.499507926303598 \tabularnewline
21 & 8829 & 9105.00140503028 & -7.72068337088595 & -276.257614638981 & 0.115271254865714 \tabularnewline
22 & 9947 & 9330.41241252412 & -5.08131169335917 & 612.697515391466 & 1.74693468698770 \tabularnewline
23 & 9628 & 9424.01713036317 & -4.23441714346645 & 202.334230294573 & 0.739005531424524 \tabularnewline
24 & 9318 & 9518.23854501278 & -3.76445656788943 & -201.887755172809 & 0.738190425668709 \tabularnewline
25 & 9605 & 9459.6764990432 & -3.82879668964206 & 146.246535934106 & -0.413027727127945 \tabularnewline
26 & 8640 & 9244.04419693524 & -4.56210826835633 & -600.507662320528 & -1.58337128262167 \tabularnewline
27 & 9214 & 9214.61938780211 & -4.81080269738311 & -0.216560409926335 & -0.181339244605956 \tabularnewline
28 & 9567 & 9224.51118253601 & -4.57455968023359 & 342.25676058547 & 0.105428869742625 \tabularnewline
29 & 8547 & 9155.4886485682 & -5.80592525102668 & -607.47431171241 & -0.463530804487792 \tabularnewline
30 & 9185 & 8982.93759019902 & -8.99015439781354 & 204.723302297932 & -1.21609902294576 \tabularnewline
31 & 9470 & 9195.9541349013 & -5.17658585074512 & 270.445224017985 & 1.64062702511872 \tabularnewline
32 & 9123 & 9183.67746128691 & -5.27971708127399 & -60.5609704574843 & -0.0528942848586842 \tabularnewline
33 & 9278 & 9382.2031240767 & -2.87382163726794 & -107.568470816054 & 1.52369097697964 \tabularnewline
34 & 10170 & 9524.10444499342 & -1.54094165229579 & 643.497644316276 & 1.08335330561814 \tabularnewline
35 & 9434 & 9459.83617457115 & -1.96760262952293 & -24.7956415240818 & -0.469416342075148 \tabularnewline
36 & 9655 & 9554.21997360096 & -1.49236275282901 & 99.1802314548596 & 0.721127399788619 \tabularnewline
37 & 9429 & 9426.43987264545 & -2.04200722937082 & 4.65470651173262 & -0.943949209605843 \tabularnewline
38 & 8739 & 9354.03907144591 & -2.44798555611793 & -613.880376278443 & -0.522600930760403 \tabularnewline
39 & 9552 & 9400.48683975417 & -2.02101862661404 & 150.718561101300 & 0.35935310438646 \tabularnewline
40 & 9687 & 9364.4635244278 & -2.42525722468452 & 323.0822973172 & -0.247867870689966 \tabularnewline
41 & 9019 & 9439.23652410943 & -1.34166618786891 & -421.470948589159 & 0.562508893296961 \tabularnewline
42 & 9672 & 9526.30772242682 & -0.0434007403760955 & 144.271582359633 & 0.648134938879188 \tabularnewline
43 & 9206 & 9354.36176555553 & -2.44614244313665 & -145.574980077923 & -1.27009877550764 \tabularnewline
44 & 9069 & 9291.78361543161 & -3.19031980157339 & -221.800829933417 & -0.446996838873957 \tabularnewline
45 & 9788 & 9527.2780010181 & -0.716325423929073 & 256.799394051602 & 1.78030332470969 \tabularnewline
46 & 10312 & 9624.43180272987 & 0.0997096557668707 & 685.954791821256 & 0.731002105273374 \tabularnewline
47 & 10105 & 9836.13464042212 & 1.50139418927993 & 265.371823556222 & 1.58104225512828 \tabularnewline
48 & 9863 & 9824.4503644363 & 1.42816634468154 & 38.7673703806751 & -0.0984793462368908 \tabularnewline
49 & 9656 & 9747.286363208 & 1.00202236663603 & -89.9909935668874 & -0.585846269053593 \tabularnewline
50 & 9295 & 9801.81202975727 & 1.34029273272877 & -507.689899547002 & 0.397289413220854 \tabularnewline
51 & 9946 & 9816.19904503698 & 1.44415573243535 & 129.588506984519 & 0.0962975321299138 \tabularnewline
52 & 9701 & 9676.9935877035 & 0.0708043166825023 & 26.2818444387936 & -1.03367139621804 \tabularnewline
53 & 9049 & 9569.02885731826 & -1.13267721713387 & -518.285700753553 & -0.793427719629616 \tabularnewline
54 & 10190 & 9686.2518677463 & 0.255068536707771 & 501.8347698235 & 0.87169897914784 \tabularnewline
55 & 9706 & 9795.08127075988 & 1.49910586267001 & -90.8449107253607 & 0.80323867926703 \tabularnewline
56 & 9765 & 9964.849448068 & 3.26747801761584 & -202.597015998292 & 1.24993666724777 \tabularnewline
57 & 9893 & 9928.37926227584 & 2.90299520624118 & -34.727741819565 & -0.295978019126401 \tabularnewline
58 & 9994 & 9736.87230358708 & 1.39266123286321 & 260.323497899433 & -1.45002304740247 \tabularnewline
59 & 10433 & 9841.17960383238 & 2.07165022719497 & 590.126436900106 & 0.767925760346507 \tabularnewline
60 & 10073 & 9924.93315908742 & 2.55379055226267 & 146.722325099137 & 0.609228534708351 \tabularnewline
61 & 10112 & 10052.8074290842 & 3.28444383430520 & 57.1328618713552 & 0.933264996691682 \tabularnewline
62 & 9266 & 9964.62261716207 & 2.70151742228969 & -697.124074751948 & -0.679309531053419 \tabularnewline
63 & 9820 & 9805.67637977983 & 1.51435467012268 & 16.9607325809287 & -1.19659604466942 \tabularnewline
64 & 10097 & 9863.90723044062 & 1.99248522598743 & 232.170938655058 & 0.418815616005065 \tabularnewline
65 & 9115 & 9841.33251937244 & 1.76394392356767 & -725.933900660862 & -0.181313146896724 \tabularnewline
66 & 10411 & 9901.65576116466 & 2.33360759523426 & 508.393293995989 & 0.432805119386746 \tabularnewline
67 & 9678 & 9895.09212324138 & 2.24798389845139 & -216.947256592625 & -0.0659276055973027 \tabularnewline
68 & 10408 & 10131.5254535969 & 4.36862516981357 & 272.649064651575 & 1.73983212739908 \tabularnewline
69 & 10153 & 10180.0090138092 & 4.7301202823308 & -27.7317050180063 & 0.328389718555463 \tabularnewline
70 & 10368 & 10200.9401338470 & 4.84774719815622 & 166.793929590140 & 0.120738774353953 \tabularnewline
71 & 10581 & 10156.2694936505 & 4.52735315252525 & 425.544193645666 & -0.369189195693014 \tabularnewline
72 & 10597 & 10266.9873704625 & 5.16385994100877 & 328.267620411163 & 0.791469925792096 \tabularnewline
73 & 10680 & 10388.5868128448 & 5.85328339486479 & 289.501799547680 & 0.866897317561849 \tabularnewline
74 & 9738 & 10404.4026099619 & 5.9154121077354 & -666.565820141497 & 0.0740447124641135 \tabularnewline
75 & 9556 & 10104.9821642460 & 3.83257015297632 & -543.992788832738 & -2.26492225140974 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=107831&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]9700[/C][C]9700[/C][C]0[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]9081[/C][C]9420.73826143724[/C][C]-4.57503397341958[/C][C]-334.787519603489[/C][C]-1.94833334163912[/C][/ROW]
[ROW][C]3[/C][C]9084[/C][C]9148.2321179393[/C][C]-22.2237094197417[/C][C]-61.4690304983253[/C][C]-1.35932643409782[/C][/ROW]
[ROW][C]4[/C][C]9743[/C][C]9343.34784279535[/C][C]-8.81409411905787[/C][C]396.793152678963[/C][C]1.35800127903027[/C][/ROW]
[ROW][C]5[/C][C]8587[/C][C]9095.71560122164[/C][C]-19.3900508950312[/C][C]-504.925703792404[/C][C]-1.70072005826550[/C][/ROW]
[ROW][C]6[/C][C]9731[/C][C]9271.81617651786[/C][C]-13.6794107595607[/C][C]455.865880905416[/C][C]1.44999185241013[/C][/ROW]
[ROW][C]7[/C][C]9563[/C][C]9434.35034089968[/C][C]-10.0342463289384[/C][C]125.601634726453[/C][C]1.31902540905375[/C][/ROW]
[ROW][C]8[/C][C]9998[/C][C]9698.06426815202[/C][C]-5.32959008439349[/C][C]295.180012471998[/C][C]2.05147092821893[/C][/ROW]
[ROW][C]9[/C][C]9437[/C][C]9674.89458065279[/C][C]-5.62085046102419[/C][C]-237.584715886029[/C][C]-0.133579165574056[/C][/ROW]
[ROW][C]10[/C][C]10038[/C][C]9807.96279120464[/C][C]-3.34319558001558[/C][C]227.631652073530[/C][C]1.03724338622322[/C][/ROW]
[ROW][C]11[/C][C]9918[/C][C]9889.11386429406[/C][C]-1.93755181317969[/C][C]27.4222804527869[/C][C]0.631414668717427[/C][/ROW]
[ROW][C]12[/C][C]9252[/C][C]9667.91369803597[/C][C]-5.59677101946833[/C][C]-412.117084956487[/C][C]-1.63793928486377[/C][/ROW]
[ROW][C]13[/C][C]9737[/C][C]9552.08919683104[/C][C]-3.60384830364244[/C][C]186.876824343213[/C][C]-0.86796446389266[/C][/ROW]
[ROW][C]14[/C][C]9035[/C][C]9409.59461289113[/C][C]-2.67899179874603[/C][C]-372.133903984141[/C][C]-1.07956785129385[/C][/ROW]
[ROW][C]15[/C][C]9133[/C][C]9311.85888699227[/C][C]-4.16496377652654[/C][C]-177.353888196247[/C][C]-0.67263041852816[/C][/ROW]
[ROW][C]16[/C][C]9487[/C][C]9154.6991129672[/C][C]-8.33751560952523[/C][C]334.592068482095[/C][C]-1.05060412474450[/C][/ROW]
[ROW][C]17[/C][C]8700[/C][C]9193.57962658768[/C][C]-6.97757667942651[/C][C]-494.303900122535[/C][C]0.333396634245948[/C][/ROW]
[ROW][C]18[/C][C]9627[/C][C]9253.45705313334[/C][C]-5.30704495076988[/C][C]372.475976880336[/C][C]0.487335939269192[/C][/ROW]
[ROW][C]19[/C][C]8947[/C][C]9171.22145721854[/C][C]-6.84965694819369[/C][C]-222.962111985044[/C][C]-0.570806365140045[/C][/ROW]
[ROW][C]20[/C][C]9283[/C][C]9097.54473044052[/C][C]-7.9282844438071[/C][C]186.562558772713[/C][C]-0.499507926303598[/C][/ROW]
[ROW][C]21[/C][C]8829[/C][C]9105.00140503028[/C][C]-7.72068337088595[/C][C]-276.257614638981[/C][C]0.115271254865714[/C][/ROW]
[ROW][C]22[/C][C]9947[/C][C]9330.41241252412[/C][C]-5.08131169335917[/C][C]612.697515391466[/C][C]1.74693468698770[/C][/ROW]
[ROW][C]23[/C][C]9628[/C][C]9424.01713036317[/C][C]-4.23441714346645[/C][C]202.334230294573[/C][C]0.739005531424524[/C][/ROW]
[ROW][C]24[/C][C]9318[/C][C]9518.23854501278[/C][C]-3.76445656788943[/C][C]-201.887755172809[/C][C]0.738190425668709[/C][/ROW]
[ROW][C]25[/C][C]9605[/C][C]9459.6764990432[/C][C]-3.82879668964206[/C][C]146.246535934106[/C][C]-0.413027727127945[/C][/ROW]
[ROW][C]26[/C][C]8640[/C][C]9244.04419693524[/C][C]-4.56210826835633[/C][C]-600.507662320528[/C][C]-1.58337128262167[/C][/ROW]
[ROW][C]27[/C][C]9214[/C][C]9214.61938780211[/C][C]-4.81080269738311[/C][C]-0.216560409926335[/C][C]-0.181339244605956[/C][/ROW]
[ROW][C]28[/C][C]9567[/C][C]9224.51118253601[/C][C]-4.57455968023359[/C][C]342.25676058547[/C][C]0.105428869742625[/C][/ROW]
[ROW][C]29[/C][C]8547[/C][C]9155.4886485682[/C][C]-5.80592525102668[/C][C]-607.47431171241[/C][C]-0.463530804487792[/C][/ROW]
[ROW][C]30[/C][C]9185[/C][C]8982.93759019902[/C][C]-8.99015439781354[/C][C]204.723302297932[/C][C]-1.21609902294576[/C][/ROW]
[ROW][C]31[/C][C]9470[/C][C]9195.9541349013[/C][C]-5.17658585074512[/C][C]270.445224017985[/C][C]1.64062702511872[/C][/ROW]
[ROW][C]32[/C][C]9123[/C][C]9183.67746128691[/C][C]-5.27971708127399[/C][C]-60.5609704574843[/C][C]-0.0528942848586842[/C][/ROW]
[ROW][C]33[/C][C]9278[/C][C]9382.2031240767[/C][C]-2.87382163726794[/C][C]-107.568470816054[/C][C]1.52369097697964[/C][/ROW]
[ROW][C]34[/C][C]10170[/C][C]9524.10444499342[/C][C]-1.54094165229579[/C][C]643.497644316276[/C][C]1.08335330561814[/C][/ROW]
[ROW][C]35[/C][C]9434[/C][C]9459.83617457115[/C][C]-1.96760262952293[/C][C]-24.7956415240818[/C][C]-0.469416342075148[/C][/ROW]
[ROW][C]36[/C][C]9655[/C][C]9554.21997360096[/C][C]-1.49236275282901[/C][C]99.1802314548596[/C][C]0.721127399788619[/C][/ROW]
[ROW][C]37[/C][C]9429[/C][C]9426.43987264545[/C][C]-2.04200722937082[/C][C]4.65470651173262[/C][C]-0.943949209605843[/C][/ROW]
[ROW][C]38[/C][C]8739[/C][C]9354.03907144591[/C][C]-2.44798555611793[/C][C]-613.880376278443[/C][C]-0.522600930760403[/C][/ROW]
[ROW][C]39[/C][C]9552[/C][C]9400.48683975417[/C][C]-2.02101862661404[/C][C]150.718561101300[/C][C]0.35935310438646[/C][/ROW]
[ROW][C]40[/C][C]9687[/C][C]9364.4635244278[/C][C]-2.42525722468452[/C][C]323.0822973172[/C][C]-0.247867870689966[/C][/ROW]
[ROW][C]41[/C][C]9019[/C][C]9439.23652410943[/C][C]-1.34166618786891[/C][C]-421.470948589159[/C][C]0.562508893296961[/C][/ROW]
[ROW][C]42[/C][C]9672[/C][C]9526.30772242682[/C][C]-0.0434007403760955[/C][C]144.271582359633[/C][C]0.648134938879188[/C][/ROW]
[ROW][C]43[/C][C]9206[/C][C]9354.36176555553[/C][C]-2.44614244313665[/C][C]-145.574980077923[/C][C]-1.27009877550764[/C][/ROW]
[ROW][C]44[/C][C]9069[/C][C]9291.78361543161[/C][C]-3.19031980157339[/C][C]-221.800829933417[/C][C]-0.446996838873957[/C][/ROW]
[ROW][C]45[/C][C]9788[/C][C]9527.2780010181[/C][C]-0.716325423929073[/C][C]256.799394051602[/C][C]1.78030332470969[/C][/ROW]
[ROW][C]46[/C][C]10312[/C][C]9624.43180272987[/C][C]0.0997096557668707[/C][C]685.954791821256[/C][C]0.731002105273374[/C][/ROW]
[ROW][C]47[/C][C]10105[/C][C]9836.13464042212[/C][C]1.50139418927993[/C][C]265.371823556222[/C][C]1.58104225512828[/C][/ROW]
[ROW][C]48[/C][C]9863[/C][C]9824.4503644363[/C][C]1.42816634468154[/C][C]38.7673703806751[/C][C]-0.0984793462368908[/C][/ROW]
[ROW][C]49[/C][C]9656[/C][C]9747.286363208[/C][C]1.00202236663603[/C][C]-89.9909935668874[/C][C]-0.585846269053593[/C][/ROW]
[ROW][C]50[/C][C]9295[/C][C]9801.81202975727[/C][C]1.34029273272877[/C][C]-507.689899547002[/C][C]0.397289413220854[/C][/ROW]
[ROW][C]51[/C][C]9946[/C][C]9816.19904503698[/C][C]1.44415573243535[/C][C]129.588506984519[/C][C]0.0962975321299138[/C][/ROW]
[ROW][C]52[/C][C]9701[/C][C]9676.9935877035[/C][C]0.0708043166825023[/C][C]26.2818444387936[/C][C]-1.03367139621804[/C][/ROW]
[ROW][C]53[/C][C]9049[/C][C]9569.02885731826[/C][C]-1.13267721713387[/C][C]-518.285700753553[/C][C]-0.793427719629616[/C][/ROW]
[ROW][C]54[/C][C]10190[/C][C]9686.2518677463[/C][C]0.255068536707771[/C][C]501.8347698235[/C][C]0.87169897914784[/C][/ROW]
[ROW][C]55[/C][C]9706[/C][C]9795.08127075988[/C][C]1.49910586267001[/C][C]-90.8449107253607[/C][C]0.80323867926703[/C][/ROW]
[ROW][C]56[/C][C]9765[/C][C]9964.849448068[/C][C]3.26747801761584[/C][C]-202.597015998292[/C][C]1.24993666724777[/C][/ROW]
[ROW][C]57[/C][C]9893[/C][C]9928.37926227584[/C][C]2.90299520624118[/C][C]-34.727741819565[/C][C]-0.295978019126401[/C][/ROW]
[ROW][C]58[/C][C]9994[/C][C]9736.87230358708[/C][C]1.39266123286321[/C][C]260.323497899433[/C][C]-1.45002304740247[/C][/ROW]
[ROW][C]59[/C][C]10433[/C][C]9841.17960383238[/C][C]2.07165022719497[/C][C]590.126436900106[/C][C]0.767925760346507[/C][/ROW]
[ROW][C]60[/C][C]10073[/C][C]9924.93315908742[/C][C]2.55379055226267[/C][C]146.722325099137[/C][C]0.609228534708351[/C][/ROW]
[ROW][C]61[/C][C]10112[/C][C]10052.8074290842[/C][C]3.28444383430520[/C][C]57.1328618713552[/C][C]0.933264996691682[/C][/ROW]
[ROW][C]62[/C][C]9266[/C][C]9964.62261716207[/C][C]2.70151742228969[/C][C]-697.124074751948[/C][C]-0.679309531053419[/C][/ROW]
[ROW][C]63[/C][C]9820[/C][C]9805.67637977983[/C][C]1.51435467012268[/C][C]16.9607325809287[/C][C]-1.19659604466942[/C][/ROW]
[ROW][C]64[/C][C]10097[/C][C]9863.90723044062[/C][C]1.99248522598743[/C][C]232.170938655058[/C][C]0.418815616005065[/C][/ROW]
[ROW][C]65[/C][C]9115[/C][C]9841.33251937244[/C][C]1.76394392356767[/C][C]-725.933900660862[/C][C]-0.181313146896724[/C][/ROW]
[ROW][C]66[/C][C]10411[/C][C]9901.65576116466[/C][C]2.33360759523426[/C][C]508.393293995989[/C][C]0.432805119386746[/C][/ROW]
[ROW][C]67[/C][C]9678[/C][C]9895.09212324138[/C][C]2.24798389845139[/C][C]-216.947256592625[/C][C]-0.0659276055973027[/C][/ROW]
[ROW][C]68[/C][C]10408[/C][C]10131.5254535969[/C][C]4.36862516981357[/C][C]272.649064651575[/C][C]1.73983212739908[/C][/ROW]
[ROW][C]69[/C][C]10153[/C][C]10180.0090138092[/C][C]4.7301202823308[/C][C]-27.7317050180063[/C][C]0.328389718555463[/C][/ROW]
[ROW][C]70[/C][C]10368[/C][C]10200.9401338470[/C][C]4.84774719815622[/C][C]166.793929590140[/C][C]0.120738774353953[/C][/ROW]
[ROW][C]71[/C][C]10581[/C][C]10156.2694936505[/C][C]4.52735315252525[/C][C]425.544193645666[/C][C]-0.369189195693014[/C][/ROW]
[ROW][C]72[/C][C]10597[/C][C]10266.9873704625[/C][C]5.16385994100877[/C][C]328.267620411163[/C][C]0.791469925792096[/C][/ROW]
[ROW][C]73[/C][C]10680[/C][C]10388.5868128448[/C][C]5.85328339486479[/C][C]289.501799547680[/C][C]0.866897317561849[/C][/ROW]
[ROW][C]74[/C][C]9738[/C][C]10404.4026099619[/C][C]5.9154121077354[/C][C]-666.565820141497[/C][C]0.0740447124641135[/C][/ROW]
[ROW][C]75[/C][C]9556[/C][C]10104.9821642460[/C][C]3.83257015297632[/C][C]-543.992788832738[/C][C]-2.26492225140974[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=107831&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=107831&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	9700	9700	0	0	0
2	9081	9420.73826143724	-4.57503397341958	-334.787519603489	-1.94833334163912
3	9084	9148.2321179393	-22.2237094197417	-61.4690304983253	-1.35932643409782
4	9743	9343.34784279535	-8.81409411905787	396.793152678963	1.35800127903027
5	8587	9095.71560122164	-19.3900508950312	-504.925703792404	-1.70072005826550
6	9731	9271.81617651786	-13.6794107595607	455.865880905416	1.44999185241013
7	9563	9434.35034089968	-10.0342463289384	125.601634726453	1.31902540905375
8	9998	9698.06426815202	-5.32959008439349	295.180012471998	2.05147092821893
9	9437	9674.89458065279	-5.62085046102419	-237.584715886029	-0.133579165574056
10	10038	9807.96279120464	-3.34319558001558	227.631652073530	1.03724338622322
11	9918	9889.11386429406	-1.93755181317969	27.4222804527869	0.631414668717427
12	9252	9667.91369803597	-5.59677101946833	-412.117084956487	-1.63793928486377
13	9737	9552.08919683104	-3.60384830364244	186.876824343213	-0.86796446389266
14	9035	9409.59461289113	-2.67899179874603	-372.133903984141	-1.07956785129385
15	9133	9311.85888699227	-4.16496377652654	-177.353888196247	-0.67263041852816
16	9487	9154.6991129672	-8.33751560952523	334.592068482095	-1.05060412474450
17	8700	9193.57962658768	-6.97757667942651	-494.303900122535	0.333396634245948
18	9627	9253.45705313334	-5.30704495076988	372.475976880336	0.487335939269192
19	8947	9171.22145721854	-6.84965694819369	-222.962111985044	-0.570806365140045
20	9283	9097.54473044052	-7.9282844438071	186.562558772713	-0.499507926303598
21	8829	9105.00140503028	-7.72068337088595	-276.257614638981	0.115271254865714
22	9947	9330.41241252412	-5.08131169335917	612.697515391466	1.74693468698770
23	9628	9424.01713036317	-4.23441714346645	202.334230294573	0.739005531424524
24	9318	9518.23854501278	-3.76445656788943	-201.887755172809	0.738190425668709
25	9605	9459.6764990432	-3.82879668964206	146.246535934106	-0.413027727127945
26	8640	9244.04419693524	-4.56210826835633	-600.507662320528	-1.58337128262167
27	9214	9214.61938780211	-4.81080269738311	-0.216560409926335	-0.181339244605956
28	9567	9224.51118253601	-4.57455968023359	342.25676058547	0.105428869742625
29	8547	9155.4886485682	-5.80592525102668	-607.47431171241	-0.463530804487792
30	9185	8982.93759019902	-8.99015439781354	204.723302297932	-1.21609902294576
31	9470	9195.9541349013	-5.17658585074512	270.445224017985	1.64062702511872
32	9123	9183.67746128691	-5.27971708127399	-60.5609704574843	-0.0528942848586842
33	9278	9382.2031240767	-2.87382163726794	-107.568470816054	1.52369097697964
34	10170	9524.10444499342	-1.54094165229579	643.497644316276	1.08335330561814
35	9434	9459.83617457115	-1.96760262952293	-24.7956415240818	-0.469416342075148
36	9655	9554.21997360096	-1.49236275282901	99.1802314548596	0.721127399788619
37	9429	9426.43987264545	-2.04200722937082	4.65470651173262	-0.943949209605843
38	8739	9354.03907144591	-2.44798555611793	-613.880376278443	-0.522600930760403
39	9552	9400.48683975417	-2.02101862661404	150.718561101300	0.35935310438646
40	9687	9364.4635244278	-2.42525722468452	323.0822973172	-0.247867870689966
41	9019	9439.23652410943	-1.34166618786891	-421.470948589159	0.562508893296961
42	9672	9526.30772242682	-0.0434007403760955	144.271582359633	0.648134938879188
43	9206	9354.36176555553	-2.44614244313665	-145.574980077923	-1.27009877550764
44	9069	9291.78361543161	-3.19031980157339	-221.800829933417	-0.446996838873957
45	9788	9527.2780010181	-0.716325423929073	256.799394051602	1.78030332470969
46	10312	9624.43180272987	0.0997096557668707	685.954791821256	0.731002105273374
47	10105	9836.13464042212	1.50139418927993	265.371823556222	1.58104225512828
48	9863	9824.4503644363	1.42816634468154	38.7673703806751	-0.0984793462368908
49	9656	9747.286363208	1.00202236663603	-89.9909935668874	-0.585846269053593
50	9295	9801.81202975727	1.34029273272877	-507.689899547002	0.397289413220854
51	9946	9816.19904503698	1.44415573243535	129.588506984519	0.0962975321299138
52	9701	9676.9935877035	0.0708043166825023	26.2818444387936	-1.03367139621804
53	9049	9569.02885731826	-1.13267721713387	-518.285700753553	-0.793427719629616
54	10190	9686.2518677463	0.255068536707771	501.8347698235	0.87169897914784
55	9706	9795.08127075988	1.49910586267001	-90.8449107253607	0.80323867926703
56	9765	9964.849448068	3.26747801761584	-202.597015998292	1.24993666724777
57	9893	9928.37926227584	2.90299520624118	-34.727741819565	-0.295978019126401
58	9994	9736.87230358708	1.39266123286321	260.323497899433	-1.45002304740247
59	10433	9841.17960383238	2.07165022719497	590.126436900106	0.767925760346507
60	10073	9924.93315908742	2.55379055226267	146.722325099137	0.609228534708351
61	10112	10052.8074290842	3.28444383430520	57.1328618713552	0.933264996691682
62	9266	9964.62261716207	2.70151742228969	-697.124074751948	-0.679309531053419
63	9820	9805.67637977983	1.51435467012268	16.9607325809287	-1.19659604466942
64	10097	9863.90723044062	1.99248522598743	232.170938655058	0.418815616005065
65	9115	9841.33251937244	1.76394392356767	-725.933900660862	-0.181313146896724
66	10411	9901.65576116466	2.33360759523426	508.393293995989	0.432805119386746
67	9678	9895.09212324138	2.24798389845139	-216.947256592625	-0.0659276055973027
68	10408	10131.5254535969	4.36862516981357	272.649064651575	1.73983212739908
69	10153	10180.0090138092	4.7301202823308	-27.7317050180063	0.328389718555463
70	10368	10200.9401338470	4.84774719815622	166.793929590140	0.120738774353953
71	10581	10156.2694936505	4.52735315252525	425.544193645666	-0.369189195693014
72	10597	10266.9873704625	5.16385994100877	328.267620411163	0.791469925792096
73	10680	10388.5868128448	5.85328339486479	289.501799547680	0.866897317561849
74	9738	10404.4026099619	5.9154121077354	-666.565820141497	0.0740447124641135
75	9556	10104.9821642460	3.83257015297632	-543.992788832738	-2.26492225140974

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