Structural Time Series Model | |||||
t | Observed | Level | Slope | Seasonal | Stand. Residuals |
1 | 104.31 | 104.31 | 0 | 0 | 0 |
2 | 103.88 | 103.902294705550 | -0.0235502905421562 | -0.0222947055497816 | -1.68396802191647 |
3 | 103.88 | 103.902212705130 | -0.0230627915483656 | -0.0222127051305003 | 0.160576516216919 |
4 | 103.86 | 103.882202348102 | -0.0229743379049404 | -0.0222023481025030 | 0.0207960922739162 |
5 | 103.89 | 103.912029756396 | -0.0210390066673808 | -0.0220297563956681 | 0.358271067967188 |
6 | 103.98 | 104.001683756457 | -0.0161992955968004 | -0.0216837564565165 | 0.748215093703513 |
7 | 103.98 | 104.001635802637 | -0.0153894375142909 | -0.0216358026373737 | 0.108789580305062 |
8 | 104.29 | 104.310726263410 | 0.00274825088015736 | -0.0207262634095379 | 2.17859634360554 |
9 | 104.29 | 104.310733478046 | 0.0025810502502226 | -0.0207334780458504 | -0.0183507695207754 |
10 | 104.24 | 104.260862496924 | -0.000853205935104232 | -0.0208624969238806 | -0.350259632538984 |
11 | 103.98 | 104.001454362635 | -0.0187878521408545 | -0.0214543626347393 | -1.72266317912536 |
12 | 103.54 | 103.562346559576 | -0.0493539922474934 | -0.0223465595762711 | -2.79492399348178 |
13 | 103.44 | 103.293242011366 | -0.0605653637776451 | 0.146757988633870 | -1.73779670925153 |
14 | 103.32 | 103.331042251593 | -0.0519801085368243 | -0.0110422515933838 | 0.555141601417225 |
15 | 103.3 | 103.311022702522 | -0.0494380504621622 | -0.0110227025217995 | 0.211408498502653 |
16 | 103.26 | 103.271017400811 | -0.0486704764988985 | -0.0110174008112351 | 0.0623290479251919 |
17 | 103.14 | 103.151054148554 | -0.0545820478318245 | -0.0110541485537382 | -0.470664016636422 |
18 | 103.11 | 103.121042550360 | -0.0525127744926746 | -0.0110425503598981 | 0.162088201379941 |
19 | 102.91 | 102.921106203583 | -0.0650887714572062 | -0.0111062035831994 | -0.971916856400752 |
20 | 103.23 | 103.240954328097 | -0.0319019609830202 | -0.0109543280968609 | 2.53640811558381 |
21 | 103.23 | 103.240942840120 | -0.0291284056495086 | -0.0109428401203158 | 0.21003656624671 |
22 | 103.14 | 103.150962840525 | -0.0344591376692731 | -0.0109628405248079 | -0.40062819514297 |
23 | 102.91 | 102.921021428520 | -0.0516863719727084 | -0.0110214285201618 | -1.2865862156552 |
24 | 102.42 | 102.431141128595 | -0.0904939968173886 | -0.0111411285950175 | -2.88324803452654 |
25 | 102.1 | 102.041870481085 | -0.115736024969886 | 0.05812951891548 | -2.14835894388426 |
26 | 102.07 | 102.073119677213 | -0.102383469934942 | -0.00311967721273393 | 0.881819353261513 |
27 | 102.06 | 102.063117251125 | -0.094121432454439 | -0.00311725112524153 | 0.60740502226227 |
28 | 101.98 | 101.983116912324 | -0.0928555399991643 | -0.00311691232419478 | 0.0928351410039142 |
29 | 101.83 | 101.833118160191 | -0.0979881685703347 | -0.00311816019072596 | -0.375634958031822 |
30 | 101.75 | 101.753117802721 | -0.096369889170432 | -0.00311780272060873 | 0.118234496644265 |
31 | 101.56 | 101.563119495771 | -0.104804432737705 | -0.00311949577064302 | -0.615381067835623 |
32 | 101.66 | 101.663116126409 | -0.0863345323848052 | -0.00311612640918814 | 1.34599737485727 |
33 | 101.65 | 101.653114983941 | -0.0794441640191125 | -0.00311498394129133 | 0.501656293120192 |
34 | 101.61 | 101.613114446924 | -0.0758810333994267 | -0.00311444692445935 | 0.259209976183802 |
35 | 101.52 | 101.523114621774 | -0.0771572452658088 | -0.00311462177353093 | -0.0927808640347435 |
36 | 101.31 | 101.313116118117 | -0.0891710819846183 | -0.00311611811704867 | -0.8729356750975 |
37 | 101.19 | 101.164255139333 | -0.0944947635939917 | 0.0257448606668044 | -0.416615268446897 |
38 | 101.11 | 101.111885695164 | -0.0906823212614798 | -0.00188569516434792 | 0.259491666821823 |
39 | 101.1 | 101.101891691181 | -0.0833773850690747 | -0.00189169118054432 | 0.530149371816324 |
40 | 101.07 | 101.071895291033 | -0.0785435153969892 | -0.00189529103318753 | 0.350729359183862 |
41 | 100.98 | 100.981894588374 | -0.0795812144845533 | -0.00189458837432693 | -0.0752769647514083 |
42 | 100.93 | 100.931896238314 | -0.0769014032168808 | -0.00189623831407626 | 0.194367357401417 |
43 | 100.92 | 100.921899631758 | -0.0708399077083481 | -0.00189963175764587 | 0.439581847152546 |
44 | 101.02 | 101.021907512070 | -0.0553595680164641 | -0.00190751206959326 | 1.12251338795001 |
45 | 101.01 | 101.011909414759 | -0.0512490306604136 | -0.00190941475868671 | 0.298036319387071 |
46 | 100.97 | 100.971909843856 | -0.0502295554935866 | -0.00190984385588771 | 0.0739118026397467 |
47 | 100.89 | 100.891908811178 | -0.0529277497666185 | -0.00190881117785979 | -0.195606237866223 |
48 | 100.62 | 100.621901963855 | -0.0726027157772648 | -0.00190196385523712 | -1.42626624398634 |
49 | 100.53 | 100.512961758190 | -0.0758756655620918 | 0.0170382418103744 | -0.249921541121885 |
50 | 100.48 | 100.481172369972 | -0.071893471025049 | -0.00117236997202315 | 0.275517192751225 |
51 | 100.48 | 100.481178342147 | -0.0653758733014334 | -0.00117834214649636 | 0.472369066887793 |
52 | 100.47 | 100.471182513954 | -0.0603556698666559 | -0.00118251395444556 | 0.36384159413811 |
53 | 100.52 | 100.521190074026 | -0.0503511181441277 | -0.00119007402650279 | 0.725080618390734 |
54 | 100.49 | 100.491191341815 | -0.0485061319441162 | -0.00119134181538184 | 0.133714907349267 |
55 | 100.47 | 100.471192956636 | -0.0459218215221221 | -0.00119295663560042 | 0.187296545105111 |
56 | 100.44 | 100.441193776809 | -0.0444783759456416 | -0.00119377680910751 | 0.104612640271396 |