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R Software Module

rwasp_structuraltimeseries.wasp

Title produced by software

Structural Time Series Models

Date of computation

Fri, 17 Dec 2010 10:48:09 +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/17/t1292582825v7ufrnvuoue6r1s.htm/, Retrieved Tue, 07 May 2024 00:06:53 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=111380, Retrieved Tue, 07 May 2024 00:06:53 +0000

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Estimated Impact

114

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

F     [Univariate Data Series] [HPC Retail Sales] [2008-03-02 15:42:48] [74be16979710d4c4e7c6647856088456]
- RMPD  [Structural Time Series Models] [HPC Retail Sales] [2008-03-06 16:52:55] [74be16979710d4c4e7c6647856088456]
- R  D    [Structural Time Series Models] [HPC Retail Sales] [2008-03-08 11:33:35] [74be16979710d4c4e7c6647856088456]
- RM D        [Structural Time Series Models] [Model 1: Classica...] [2010-12-17 10:48:09] [e665313c9926a9f4bdf6ad1ee5aefad6] [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	'RServer@AstonUniversity' @ vre.aston.ac.uk

\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 & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=111380&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]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=111380&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=111380&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	3 seconds
R Server	'RServer@AstonUniversity' @ vre.aston.ac.uk

Structural Time Series Model
t	Observed	Level	Slope	Seasonal	Stand. Residuals
1	101.76	101.76	0	0	0
2	102.37	102.317472718342	0.0347185971257529	0.0525272816582338	1.21653408394008
3	102.38	102.363096703179	0.0353709973016911	0.0169032968206521	0.0374807288615759
4	102.86	102.766012138015	0.0618267673722994	0.093987861984837	1.26006628543763
5	102.87	102.856525994415	0.0643938166690492	0.0134740055851707	0.0970614551395525
6	102.92	102.895144192622	0.0617022027953932	0.0248558073779502	-0.0863355542135141
7	102.95	102.923266405444	0.0578077936652806	0.0267335945557088	-0.111558917578599
8	103.02	102.98636077963	0.0584674245139674	0.0336392203703432	0.017449553371332
9	104.08	103.90638400872	0.171686564439623	0.173615991279555	2.82958576258916
10	104.16	104.162351654142	0.183178957970156	-0.00235165414204881	0.275755218128024
11	104.24	104.231111063131	0.167159739228873	0.00888893686904191	-0.373300151584694
12	104.33	104.306402225416	0.154052684611207	0.0235977745844905	-0.299090948647967
13	104.73	104.860469594302	0.207117411890546	-0.130469594302274	1.47412309781891
14	104.86	104.856636596468	0.176237437183658	0.00336340353179794	-0.61391938697607
15	105.03	105.069025950853	0.181514555098871	-0.0390259508527905	0.114470266103365
16	105.62	105.494732795342	0.217288646307836	0.125267204657531	0.786668310554586
17	105.63	105.657563137021	0.209287094648009	-0.0275631370206787	-0.174805076269677
18	105.63	105.652031424569	0.17763982941347	-0.0220314245687912	-0.689462488532367
19	105.94	105.881191492709	0.185245872012312	0.0588085072913497	0.165392890227162
20	106.61	106.598075402621	0.263849096227719	0.0119245973789498	1.70670020285572
21	107.69	107.450004125231	0.350889138940555	0.23999587476921	1.88783100840636
22	107.78	107.820014813184	0.353721699690585	-0.0400148131839514	0.0613901764090433
23	107.93	107.97153810996	0.323756401892095	-0.0415381099602706	-0.649034296102
24	108.48	108.474179945054	0.350196044238844	0.00582005494615399	0.573277064926967
25	108.14	108.36983568475	0.283469851836746	-0.229835684750324	-1.52703398147439
26	108.48	108.502559420456	0.261203837856906	-0.0225594204562057	-0.466573400302342
27	108.48	108.595840947402	0.2365189597646	-0.115840947401956	-0.528806541071097
28	108.89	108.754077483945	0.224963005931033	0.135922516054989	-0.250963502594185
29	108.93	108.906008556163	0.214161926608119	0.023991443836591	-0.233533413380494
30	109.21	109.195067450371	0.225238948215228	0.0149325496287804	0.239287207581077
31	109.47	109.491641959238	0.235788138049671	-0.02164195923787	0.228009899219974
32	109.8	109.87249692127	0.257240968772351	-0.0724969212698966	0.463856853136858
33	111.73	111.227936559647	0.419656202253994	0.50206344035269	3.51250250747222
34	111.85	111.867074625992	0.452117757985171	-0.0170746259920647	0.702089726930494
35	112.12	112.249011290207	0.441743034536639	-0.129011290206952	-0.224285673307821
36	112.15	112.188971200621	0.367730337746188	-0.0389712006213954	-1.60540473445718
37	112.17	112.390198530512	0.343180227978755	-0.22019853051239	-0.544259583429246
38	112.67	112.663055464534	0.33280179995353	0.00694453546573659	-0.221512032443065
39	112.8	112.908784344847	0.320004833533807	-0.108784344847394	-0.274447825358123
40	113.44	113.263023114046	0.325047947686811	0.176976885954167	0.109440013056598
41	113.53	113.519325206873	0.314899108820857	0.010674793126677	-0.219640800811456
42	114.53	114.362028613653	0.39283913660256	0.167971386347278	1.68370953206525
43	114.51	114.617911585248	0.372618191763011	-0.107911585248089	-0.436936613034195
44	115.05	115.284914564748	0.416080409316406	-0.234914564747862	0.939601821048872
45	116.67	116.131466885196	0.479636530689533	0.538533114803861	1.37440659450527
46	117.07	117.000315957138	0.537097267294933	0.0696840428617493	1.24250556479722
47	116.92	117.08559372415	0.470440601665885	-0.165593724150122	-1.44086873152366
48	117	117.108378747357	0.404494399090913	-0.108378747357085	-1.43164644904341
49	117.02	117.270661657809	0.368784058769506	-0.250661657809041	-0.782605866684855
50	117.35	117.372915778327	0.329478226036952	-0.022915778327269	-0.844391729488189
51	117.36	117.497660005016	0.299379264506053	-0.137660005016105	-0.646510140041732
52	117.82	117.649255399568	0.277631536147089	0.170744600431516	-0.471422125078926
53	117.88	117.950340427491	0.281089309001206	-0.0703404274913736	0.0748875130991198
54	118.24	118.070387404351	0.257335350069455	0.169612595649055	-0.513390879686081
55	118.5	118.596688309704	0.297004046873483	-0.0966883097041517	0.857194639883577
56	118.8	119.10287751444	0.327853732568275	-0.302877514440261	0.666895154373479
57	119.76	119.348102585206	0.315668020619073	0.411897414793714	-0.263489131274974
58	120.09	119.873375327828	0.346574409910598	0.216624672172457	0.668167654188408

\begin{tabular}{lllllllll}
\hline
Structural Time Series Model \tabularnewline
t & Observed & Level & Slope & Seasonal & Stand. Residuals \tabularnewline
1 & 101.76 & 101.76 & 0 & 0 & 0 \tabularnewline
2 & 102.37 & 102.317472718342 & 0.0347185971257529 & 0.0525272816582338 & 1.21653408394008 \tabularnewline
3 & 102.38 & 102.363096703179 & 0.0353709973016911 & 0.0169032968206521 & 0.0374807288615759 \tabularnewline
4 & 102.86 & 102.766012138015 & 0.0618267673722994 & 0.093987861984837 & 1.26006628543763 \tabularnewline
5 & 102.87 & 102.856525994415 & 0.0643938166690492 & 0.0134740055851707 & 0.0970614551395525 \tabularnewline
6 & 102.92 & 102.895144192622 & 0.0617022027953932 & 0.0248558073779502 & -0.0863355542135141 \tabularnewline
7 & 102.95 & 102.923266405444 & 0.0578077936652806 & 0.0267335945557088 & -0.111558917578599 \tabularnewline
8 & 103.02 & 102.98636077963 & 0.0584674245139674 & 0.0336392203703432 & 0.017449553371332 \tabularnewline
9 & 104.08 & 103.90638400872 & 0.171686564439623 & 0.173615991279555 & 2.82958576258916 \tabularnewline
10 & 104.16 & 104.162351654142 & 0.183178957970156 & -0.00235165414204881 & 0.275755218128024 \tabularnewline
11 & 104.24 & 104.231111063131 & 0.167159739228873 & 0.00888893686904191 & -0.373300151584694 \tabularnewline
12 & 104.33 & 104.306402225416 & 0.154052684611207 & 0.0235977745844905 & -0.299090948647967 \tabularnewline
13 & 104.73 & 104.860469594302 & 0.207117411890546 & -0.130469594302274 & 1.47412309781891 \tabularnewline
14 & 104.86 & 104.856636596468 & 0.176237437183658 & 0.00336340353179794 & -0.61391938697607 \tabularnewline
15 & 105.03 & 105.069025950853 & 0.181514555098871 & -0.0390259508527905 & 0.114470266103365 \tabularnewline
16 & 105.62 & 105.494732795342 & 0.217288646307836 & 0.125267204657531 & 0.786668310554586 \tabularnewline
17 & 105.63 & 105.657563137021 & 0.209287094648009 & -0.0275631370206787 & -0.174805076269677 \tabularnewline
18 & 105.63 & 105.652031424569 & 0.17763982941347 & -0.0220314245687912 & -0.689462488532367 \tabularnewline
19 & 105.94 & 105.881191492709 & 0.185245872012312 & 0.0588085072913497 & 0.165392890227162 \tabularnewline
20 & 106.61 & 106.598075402621 & 0.263849096227719 & 0.0119245973789498 & 1.70670020285572 \tabularnewline
21 & 107.69 & 107.450004125231 & 0.350889138940555 & 0.23999587476921 & 1.88783100840636 \tabularnewline
22 & 107.78 & 107.820014813184 & 0.353721699690585 & -0.0400148131839514 & 0.0613901764090433 \tabularnewline
23 & 107.93 & 107.97153810996 & 0.323756401892095 & -0.0415381099602706 & -0.649034296102 \tabularnewline
24 & 108.48 & 108.474179945054 & 0.350196044238844 & 0.00582005494615399 & 0.573277064926967 \tabularnewline
25 & 108.14 & 108.36983568475 & 0.283469851836746 & -0.229835684750324 & -1.52703398147439 \tabularnewline
26 & 108.48 & 108.502559420456 & 0.261203837856906 & -0.0225594204562057 & -0.466573400302342 \tabularnewline
27 & 108.48 & 108.595840947402 & 0.2365189597646 & -0.115840947401956 & -0.528806541071097 \tabularnewline
28 & 108.89 & 108.754077483945 & 0.224963005931033 & 0.135922516054989 & -0.250963502594185 \tabularnewline
29 & 108.93 & 108.906008556163 & 0.214161926608119 & 0.023991443836591 & -0.233533413380494 \tabularnewline
30 & 109.21 & 109.195067450371 & 0.225238948215228 & 0.0149325496287804 & 0.239287207581077 \tabularnewline
31 & 109.47 & 109.491641959238 & 0.235788138049671 & -0.02164195923787 & 0.228009899219974 \tabularnewline
32 & 109.8 & 109.87249692127 & 0.257240968772351 & -0.0724969212698966 & 0.463856853136858 \tabularnewline
33 & 111.73 & 111.227936559647 & 0.419656202253994 & 0.50206344035269 & 3.51250250747222 \tabularnewline
34 & 111.85 & 111.867074625992 & 0.452117757985171 & -0.0170746259920647 & 0.702089726930494 \tabularnewline
35 & 112.12 & 112.249011290207 & 0.441743034536639 & -0.129011290206952 & -0.224285673307821 \tabularnewline
36 & 112.15 & 112.188971200621 & 0.367730337746188 & -0.0389712006213954 & -1.60540473445718 \tabularnewline
37 & 112.17 & 112.390198530512 & 0.343180227978755 & -0.22019853051239 & -0.544259583429246 \tabularnewline
38 & 112.67 & 112.663055464534 & 0.33280179995353 & 0.00694453546573659 & -0.221512032443065 \tabularnewline
39 & 112.8 & 112.908784344847 & 0.320004833533807 & -0.108784344847394 & -0.274447825358123 \tabularnewline
40 & 113.44 & 113.263023114046 & 0.325047947686811 & 0.176976885954167 & 0.109440013056598 \tabularnewline
41 & 113.53 & 113.519325206873 & 0.314899108820857 & 0.010674793126677 & -0.219640800811456 \tabularnewline
42 & 114.53 & 114.362028613653 & 0.39283913660256 & 0.167971386347278 & 1.68370953206525 \tabularnewline
43 & 114.51 & 114.617911585248 & 0.372618191763011 & -0.107911585248089 & -0.436936613034195 \tabularnewline
44 & 115.05 & 115.284914564748 & 0.416080409316406 & -0.234914564747862 & 0.939601821048872 \tabularnewline
45 & 116.67 & 116.131466885196 & 0.479636530689533 & 0.538533114803861 & 1.37440659450527 \tabularnewline
46 & 117.07 & 117.000315957138 & 0.537097267294933 & 0.0696840428617493 & 1.24250556479722 \tabularnewline
47 & 116.92 & 117.08559372415 & 0.470440601665885 & -0.165593724150122 & -1.44086873152366 \tabularnewline
48 & 117 & 117.108378747357 & 0.404494399090913 & -0.108378747357085 & -1.43164644904341 \tabularnewline
49 & 117.02 & 117.270661657809 & 0.368784058769506 & -0.250661657809041 & -0.782605866684855 \tabularnewline
50 & 117.35 & 117.372915778327 & 0.329478226036952 & -0.022915778327269 & -0.844391729488189 \tabularnewline
51 & 117.36 & 117.497660005016 & 0.299379264506053 & -0.137660005016105 & -0.646510140041732 \tabularnewline
52 & 117.82 & 117.649255399568 & 0.277631536147089 & 0.170744600431516 & -0.471422125078926 \tabularnewline
53 & 117.88 & 117.950340427491 & 0.281089309001206 & -0.0703404274913736 & 0.0748875130991198 \tabularnewline
54 & 118.24 & 118.070387404351 & 0.257335350069455 & 0.169612595649055 & -0.513390879686081 \tabularnewline
55 & 118.5 & 118.596688309704 & 0.297004046873483 & -0.0966883097041517 & 0.857194639883577 \tabularnewline
56 & 118.8 & 119.10287751444 & 0.327853732568275 & -0.302877514440261 & 0.666895154373479 \tabularnewline
57 & 119.76 & 119.348102585206 & 0.315668020619073 & 0.411897414793714 & -0.263489131274974 \tabularnewline
58 & 120.09 & 119.873375327828 & 0.346574409910598 & 0.216624672172457 & 0.668167654188408 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=111380&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]101.76[/C][C]101.76[/C][C]0[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]102.37[/C][C]102.317472718342[/C][C]0.0347185971257529[/C][C]0.0525272816582338[/C][C]1.21653408394008[/C][/ROW]
[ROW][C]3[/C][C]102.38[/C][C]102.363096703179[/C][C]0.0353709973016911[/C][C]0.0169032968206521[/C][C]0.0374807288615759[/C][/ROW]
[ROW][C]4[/C][C]102.86[/C][C]102.766012138015[/C][C]0.0618267673722994[/C][C]0.093987861984837[/C][C]1.26006628543763[/C][/ROW]
[ROW][C]5[/C][C]102.87[/C][C]102.856525994415[/C][C]0.0643938166690492[/C][C]0.0134740055851707[/C][C]0.0970614551395525[/C][/ROW]
[ROW][C]6[/C][C]102.92[/C][C]102.895144192622[/C][C]0.0617022027953932[/C][C]0.0248558073779502[/C][C]-0.0863355542135141[/C][/ROW]
[ROW][C]7[/C][C]102.95[/C][C]102.923266405444[/C][C]0.0578077936652806[/C][C]0.0267335945557088[/C][C]-0.111558917578599[/C][/ROW]
[ROW][C]8[/C][C]103.02[/C][C]102.98636077963[/C][C]0.0584674245139674[/C][C]0.0336392203703432[/C][C]0.017449553371332[/C][/ROW]
[ROW][C]9[/C][C]104.08[/C][C]103.90638400872[/C][C]0.171686564439623[/C][C]0.173615991279555[/C][C]2.82958576258916[/C][/ROW]
[ROW][C]10[/C][C]104.16[/C][C]104.162351654142[/C][C]0.183178957970156[/C][C]-0.00235165414204881[/C][C]0.275755218128024[/C][/ROW]
[ROW][C]11[/C][C]104.24[/C][C]104.231111063131[/C][C]0.167159739228873[/C][C]0.00888893686904191[/C][C]-0.373300151584694[/C][/ROW]
[ROW][C]12[/C][C]104.33[/C][C]104.306402225416[/C][C]0.154052684611207[/C][C]0.0235977745844905[/C][C]-0.299090948647967[/C][/ROW]
[ROW][C]13[/C][C]104.73[/C][C]104.860469594302[/C][C]0.207117411890546[/C][C]-0.130469594302274[/C][C]1.47412309781891[/C][/ROW]
[ROW][C]14[/C][C]104.86[/C][C]104.856636596468[/C][C]0.176237437183658[/C][C]0.00336340353179794[/C][C]-0.61391938697607[/C][/ROW]
[ROW][C]15[/C][C]105.03[/C][C]105.069025950853[/C][C]0.181514555098871[/C][C]-0.0390259508527905[/C][C]0.114470266103365[/C][/ROW]
[ROW][C]16[/C][C]105.62[/C][C]105.494732795342[/C][C]0.217288646307836[/C][C]0.125267204657531[/C][C]0.786668310554586[/C][/ROW]
[ROW][C]17[/C][C]105.63[/C][C]105.657563137021[/C][C]0.209287094648009[/C][C]-0.0275631370206787[/C][C]-0.174805076269677[/C][/ROW]
[ROW][C]18[/C][C]105.63[/C][C]105.652031424569[/C][C]0.17763982941347[/C][C]-0.0220314245687912[/C][C]-0.689462488532367[/C][/ROW]
[ROW][C]19[/C][C]105.94[/C][C]105.881191492709[/C][C]0.185245872012312[/C][C]0.0588085072913497[/C][C]0.165392890227162[/C][/ROW]
[ROW][C]20[/C][C]106.61[/C][C]106.598075402621[/C][C]0.263849096227719[/C][C]0.0119245973789498[/C][C]1.70670020285572[/C][/ROW]
[ROW][C]21[/C][C]107.69[/C][C]107.450004125231[/C][C]0.350889138940555[/C][C]0.23999587476921[/C][C]1.88783100840636[/C][/ROW]
[ROW][C]22[/C][C]107.78[/C][C]107.820014813184[/C][C]0.353721699690585[/C][C]-0.0400148131839514[/C][C]0.0613901764090433[/C][/ROW]
[ROW][C]23[/C][C]107.93[/C][C]107.97153810996[/C][C]0.323756401892095[/C][C]-0.0415381099602706[/C][C]-0.649034296102[/C][/ROW]
[ROW][C]24[/C][C]108.48[/C][C]108.474179945054[/C][C]0.350196044238844[/C][C]0.00582005494615399[/C][C]0.573277064926967[/C][/ROW]
[ROW][C]25[/C][C]108.14[/C][C]108.36983568475[/C][C]0.283469851836746[/C][C]-0.229835684750324[/C][C]-1.52703398147439[/C][/ROW]
[ROW][C]26[/C][C]108.48[/C][C]108.502559420456[/C][C]0.261203837856906[/C][C]-0.0225594204562057[/C][C]-0.466573400302342[/C][/ROW]
[ROW][C]27[/C][C]108.48[/C][C]108.595840947402[/C][C]0.2365189597646[/C][C]-0.115840947401956[/C][C]-0.528806541071097[/C][/ROW]
[ROW][C]28[/C][C]108.89[/C][C]108.754077483945[/C][C]0.224963005931033[/C][C]0.135922516054989[/C][C]-0.250963502594185[/C][/ROW]
[ROW][C]29[/C][C]108.93[/C][C]108.906008556163[/C][C]0.214161926608119[/C][C]0.023991443836591[/C][C]-0.233533413380494[/C][/ROW]
[ROW][C]30[/C][C]109.21[/C][C]109.195067450371[/C][C]0.225238948215228[/C][C]0.0149325496287804[/C][C]0.239287207581077[/C][/ROW]
[ROW][C]31[/C][C]109.47[/C][C]109.491641959238[/C][C]0.235788138049671[/C][C]-0.02164195923787[/C][C]0.228009899219974[/C][/ROW]
[ROW][C]32[/C][C]109.8[/C][C]109.87249692127[/C][C]0.257240968772351[/C][C]-0.0724969212698966[/C][C]0.463856853136858[/C][/ROW]
[ROW][C]33[/C][C]111.73[/C][C]111.227936559647[/C][C]0.419656202253994[/C][C]0.50206344035269[/C][C]3.51250250747222[/C][/ROW]
[ROW][C]34[/C][C]111.85[/C][C]111.867074625992[/C][C]0.452117757985171[/C][C]-0.0170746259920647[/C][C]0.702089726930494[/C][/ROW]
[ROW][C]35[/C][C]112.12[/C][C]112.249011290207[/C][C]0.441743034536639[/C][C]-0.129011290206952[/C][C]-0.224285673307821[/C][/ROW]
[ROW][C]36[/C][C]112.15[/C][C]112.188971200621[/C][C]0.367730337746188[/C][C]-0.0389712006213954[/C][C]-1.60540473445718[/C][/ROW]
[ROW][C]37[/C][C]112.17[/C][C]112.390198530512[/C][C]0.343180227978755[/C][C]-0.22019853051239[/C][C]-0.544259583429246[/C][/ROW]
[ROW][C]38[/C][C]112.67[/C][C]112.663055464534[/C][C]0.33280179995353[/C][C]0.00694453546573659[/C][C]-0.221512032443065[/C][/ROW]
[ROW][C]39[/C][C]112.8[/C][C]112.908784344847[/C][C]0.320004833533807[/C][C]-0.108784344847394[/C][C]-0.274447825358123[/C][/ROW]
[ROW][C]40[/C][C]113.44[/C][C]113.263023114046[/C][C]0.325047947686811[/C][C]0.176976885954167[/C][C]0.109440013056598[/C][/ROW]
[ROW][C]41[/C][C]113.53[/C][C]113.519325206873[/C][C]0.314899108820857[/C][C]0.010674793126677[/C][C]-0.219640800811456[/C][/ROW]
[ROW][C]42[/C][C]114.53[/C][C]114.362028613653[/C][C]0.39283913660256[/C][C]0.167971386347278[/C][C]1.68370953206525[/C][/ROW]
[ROW][C]43[/C][C]114.51[/C][C]114.617911585248[/C][C]0.372618191763011[/C][C]-0.107911585248089[/C][C]-0.436936613034195[/C][/ROW]
[ROW][C]44[/C][C]115.05[/C][C]115.284914564748[/C][C]0.416080409316406[/C][C]-0.234914564747862[/C][C]0.939601821048872[/C][/ROW]
[ROW][C]45[/C][C]116.67[/C][C]116.131466885196[/C][C]0.479636530689533[/C][C]0.538533114803861[/C][C]1.37440659450527[/C][/ROW]
[ROW][C]46[/C][C]117.07[/C][C]117.000315957138[/C][C]0.537097267294933[/C][C]0.0696840428617493[/C][C]1.24250556479722[/C][/ROW]
[ROW][C]47[/C][C]116.92[/C][C]117.08559372415[/C][C]0.470440601665885[/C][C]-0.165593724150122[/C][C]-1.44086873152366[/C][/ROW]
[ROW][C]48[/C][C]117[/C][C]117.108378747357[/C][C]0.404494399090913[/C][C]-0.108378747357085[/C][C]-1.43164644904341[/C][/ROW]
[ROW][C]49[/C][C]117.02[/C][C]117.270661657809[/C][C]0.368784058769506[/C][C]-0.250661657809041[/C][C]-0.782605866684855[/C][/ROW]
[ROW][C]50[/C][C]117.35[/C][C]117.372915778327[/C][C]0.329478226036952[/C][C]-0.022915778327269[/C][C]-0.844391729488189[/C][/ROW]
[ROW][C]51[/C][C]117.36[/C][C]117.497660005016[/C][C]0.299379264506053[/C][C]-0.137660005016105[/C][C]-0.646510140041732[/C][/ROW]
[ROW][C]52[/C][C]117.82[/C][C]117.649255399568[/C][C]0.277631536147089[/C][C]0.170744600431516[/C][C]-0.471422125078926[/C][/ROW]
[ROW][C]53[/C][C]117.88[/C][C]117.950340427491[/C][C]0.281089309001206[/C][C]-0.0703404274913736[/C][C]0.0748875130991198[/C][/ROW]
[ROW][C]54[/C][C]118.24[/C][C]118.070387404351[/C][C]0.257335350069455[/C][C]0.169612595649055[/C][C]-0.513390879686081[/C][/ROW]
[ROW][C]55[/C][C]118.5[/C][C]118.596688309704[/C][C]0.297004046873483[/C][C]-0.0966883097041517[/C][C]0.857194639883577[/C][/ROW]
[ROW][C]56[/C][C]118.8[/C][C]119.10287751444[/C][C]0.327853732568275[/C][C]-0.302877514440261[/C][C]0.666895154373479[/C][/ROW]
[ROW][C]57[/C][C]119.76[/C][C]119.348102585206[/C][C]0.315668020619073[/C][C]0.411897414793714[/C][C]-0.263489131274974[/C][/ROW]
[ROW][C]58[/C][C]120.09[/C][C]119.873375327828[/C][C]0.346574409910598[/C][C]0.216624672172457[/C][C]0.668167654188408[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=111380&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=111380&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	101.76	101.76	0	0	0
2	102.37	102.317472718342	0.0347185971257529	0.0525272816582338	1.21653408394008
3	102.38	102.363096703179	0.0353709973016911	0.0169032968206521	0.0374807288615759
4	102.86	102.766012138015	0.0618267673722994	0.093987861984837	1.26006628543763
5	102.87	102.856525994415	0.0643938166690492	0.0134740055851707	0.0970614551395525
6	102.92	102.895144192622	0.0617022027953932	0.0248558073779502	-0.0863355542135141
7	102.95	102.923266405444	0.0578077936652806	0.0267335945557088	-0.111558917578599
8	103.02	102.98636077963	0.0584674245139674	0.0336392203703432	0.017449553371332
9	104.08	103.90638400872	0.171686564439623	0.173615991279555	2.82958576258916
10	104.16	104.162351654142	0.183178957970156	-0.00235165414204881	0.275755218128024
11	104.24	104.231111063131	0.167159739228873	0.00888893686904191	-0.373300151584694
12	104.33	104.306402225416	0.154052684611207	0.0235977745844905	-0.299090948647967
13	104.73	104.860469594302	0.207117411890546	-0.130469594302274	1.47412309781891
14	104.86	104.856636596468	0.176237437183658	0.00336340353179794	-0.61391938697607
15	105.03	105.069025950853	0.181514555098871	-0.0390259508527905	0.114470266103365
16	105.62	105.494732795342	0.217288646307836	0.125267204657531	0.786668310554586
17	105.63	105.657563137021	0.209287094648009	-0.0275631370206787	-0.174805076269677
18	105.63	105.652031424569	0.17763982941347	-0.0220314245687912	-0.689462488532367
19	105.94	105.881191492709	0.185245872012312	0.0588085072913497	0.165392890227162
20	106.61	106.598075402621	0.263849096227719	0.0119245973789498	1.70670020285572
21	107.69	107.450004125231	0.350889138940555	0.23999587476921	1.88783100840636
22	107.78	107.820014813184	0.353721699690585	-0.0400148131839514	0.0613901764090433
23	107.93	107.97153810996	0.323756401892095	-0.0415381099602706	-0.649034296102
24	108.48	108.474179945054	0.350196044238844	0.00582005494615399	0.573277064926967
25	108.14	108.36983568475	0.283469851836746	-0.229835684750324	-1.52703398147439
26	108.48	108.502559420456	0.261203837856906	-0.0225594204562057	-0.466573400302342
27	108.48	108.595840947402	0.2365189597646	-0.115840947401956	-0.528806541071097
28	108.89	108.754077483945	0.224963005931033	0.135922516054989	-0.250963502594185
29	108.93	108.906008556163	0.214161926608119	0.023991443836591	-0.233533413380494
30	109.21	109.195067450371	0.225238948215228	0.0149325496287804	0.239287207581077
31	109.47	109.491641959238	0.235788138049671	-0.02164195923787	0.228009899219974
32	109.8	109.87249692127	0.257240968772351	-0.0724969212698966	0.463856853136858
33	111.73	111.227936559647	0.419656202253994	0.50206344035269	3.51250250747222
34	111.85	111.867074625992	0.452117757985171	-0.0170746259920647	0.702089726930494
35	112.12	112.249011290207	0.441743034536639	-0.129011290206952	-0.224285673307821
36	112.15	112.188971200621	0.367730337746188	-0.0389712006213954	-1.60540473445718
37	112.17	112.390198530512	0.343180227978755	-0.22019853051239	-0.544259583429246
38	112.67	112.663055464534	0.33280179995353	0.00694453546573659	-0.221512032443065
39	112.8	112.908784344847	0.320004833533807	-0.108784344847394	-0.274447825358123
40	113.44	113.263023114046	0.325047947686811	0.176976885954167	0.109440013056598
41	113.53	113.519325206873	0.314899108820857	0.010674793126677	-0.219640800811456
42	114.53	114.362028613653	0.39283913660256	0.167971386347278	1.68370953206525
43	114.51	114.617911585248	0.372618191763011	-0.107911585248089	-0.436936613034195
44	115.05	115.284914564748	0.416080409316406	-0.234914564747862	0.939601821048872
45	116.67	116.131466885196	0.479636530689533	0.538533114803861	1.37440659450527
46	117.07	117.000315957138	0.537097267294933	0.0696840428617493	1.24250556479722
47	116.92	117.08559372415	0.470440601665885	-0.165593724150122	-1.44086873152366
48	117	117.108378747357	0.404494399090913	-0.108378747357085	-1.43164644904341
49	117.02	117.270661657809	0.368784058769506	-0.250661657809041	-0.782605866684855
50	117.35	117.372915778327	0.329478226036952	-0.022915778327269	-0.844391729488189
51	117.36	117.497660005016	0.299379264506053	-0.137660005016105	-0.646510140041732
52	117.82	117.649255399568	0.277631536147089	0.170744600431516	-0.471422125078926
53	117.88	117.950340427491	0.281089309001206	-0.0703404274913736	0.0748875130991198
54	118.24	118.070387404351	0.257335350069455	0.169612595649055	-0.513390879686081
55	118.5	118.596688309704	0.297004046873483	-0.0966883097041517	0.857194639883577
56	118.8	119.10287751444	0.327853732568275	-0.302877514440261	0.666895154373479
57	119.76	119.348102585206	0.315668020619073	0.411897414793714	-0.263489131274974
58	120.09	119.873375327828	0.346574409910598	0.216624672172457	0.668167654188408

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