Structural Time Series Model | |||||
t | Observed | Level | Slope | Seasonal | Stand. Residuals |
1 | 0.8973 | 0.8973 | 0 | 0 | 0 |
2 | 0.9383 | 0.936168000075857 | 0.00213199998160767 | 0.00213199992414349 | 0.719789379959892 |
3 | 0.9217 | 0.919642629485343 | 0.00205737051465687 | 0.00205737051465687 | -0.576589013356853 |
4 | 0.9095 | 0.907499206351308 | 0.00200079364869197 | 0.00200079364869197 | -0.43885908541227 |
5 | 0.892 | 0.890076284585504 | 0.00192371541449609 | 0.00192371541449609 | -0.600262709021044 |
6 | 0.8742 | 0.87235393700682 | 0.00184606299317954 | 0.00184606299317955 | -0.60712930680806 |
7 | 0.8532 | 0.851443529408905 | 0.00175647059109495 | 0.00175647059109495 | -0.70324589433565 |
8 | 0.8607 | 0.858921093747603 | 0.00177890625239694 | 0.00177890625239694 | 0.176798275288377 |
9 | 0.9005 | 0.898573151751551 | 0.00192684824844891 | 0.00192684824844891 | 1.17038054590496 |
10 | 0.9111 | 0.909139534884968 | 0.00196046511503164 | 0.00196046511503164 | 0.266982454359909 |
11 | 0.9059 | 0.903967181467874 | 0.00193281853212590 | 0.00193281853212590 | -0.22041963125948 |
12 | 0.8883 | 0.886442307691509 | 0.00185769230849109 | 0.00185769230849110 | -0.601280598491724 |
13 | 0.8924 | 0.90504278200202 | 0.00114934384135221 | -0.0126427820020193 | 0.625104324837924 |
14 | 0.8833 | 0.882718909243836 | 0.000581090917622456 | 0.00058109075616367 | -0.617150691080449 |
15 | 0.87 | 0.869444101612688 | 0.000555898387311558 | 0.000555898387311558 | -0.427738378143892 |
16 | 0.8758 | 0.875234601429086 | 0.00056539857091401 | 0.000565398570914008 | 0.161594444562762 |
17 | 0.8858 | 0.885217540667866 | 0.000582459332134159 | 0.000582459332134158 | 0.290723138479871 |
18 | 0.917 | 0.916362274351744 | 0.000637725648255614 | 0.000637725648255613 | 0.943467737986584 |
19 | 0.9554 | 0.954694234221186 | 0.000705765778814193 | 0.000705765778814188 | 1.16363185376618 |
20 | 0.9922 | 0.991429316536984 | 0.000770683463016112 | 0.000770683463016116 | 1.11223356048264 |
21 | 0.9778 | 0.977056552951177 | 0.000743447048822653 | 0.000743447048822651 | -0.467481051705424 |
22 | 0.9808 | 0.980052508949674 | 0.000747491050325773 | 0.000747491050325774 | 0.0695352618423683 |
23 | 0.9811 | 0.980353309470297 | 0.00074669052970311 | 0.00074669052970311 | -0.0137893760960925 |
24 | 1.0014 | 1.00061839284798 | 0.000781607152023652 | 0.000781607152023657 | 0.602533546637026 |
25 | 1.0183 | 1.02236725398745 | 0.000369750381056052 | -0.00406725398745186 | 0.713132395721076 |
26 | 1.0622 | 1.06123235325218 | 0.00096764709214039 | 0.000967646747823025 | 1.07923218202040 |
27 | 1.0773 | 1.07631574616116 | 0.000984253838836316 | 0.000984253838836316 | 0.435620405996686 |
28 | 1.0807 | 1.07971291077858 | 0.000987089221424175 | 0.000987089221424176 | 0.0744638262205396 |
29 | 1.0848 | 1.08380926141102 | 0.00099073858898093 | 0.000990738588980925 | 0.0959535445590255 |
30 | 1.1582 | 1.15712447305558 | 0.001075526944415 | 0.00107552694441500 | 2.23197211870050 |
31 | 1.1663 | 1.16521625729829 | 0.00108374270170946 | 0.00108374270170946 | 0.216525323582058 |
32 | 1.1372 | 1.1361515186771 | 0.0010484813229006 | 0.00104848132290060 | -0.930397066629317 |
33 | 1.1139 | 1.11287992997156 | 0.00102007002843637 | 0.00102007002843637 | -0.750528895038914 |
34 | 1.1222 | 1.12117144520538 | 0.00102855479461833 | 0.00102855479461833 | 0.224400094803468 |
35 | 1.1692 | 1.16811792781132 | 0.00108207218868132 | 0.00108207218868132 | 1.41704710199551 |
36 | 1.1702 | 1.16911802324409 | 0.00108197675591146 | 0.00108197675591147 | -0.00252983641068476 |
37 | 1.2286 | 1.23183047910256 | 0.000293679943058873 | -0.00323047910255836 | 2.03015823521528 |
38 | 1.2613 | 1.26067982641986 | 0.000620173951783961 | 0.000620173580140559 | 0.822743273075176 |
39 | 1.2646 | 1.26397749779210 | 0.000622502207895658 | 0.000622502207895656 | 0.0826165150682867 |
40 | 1.2262 | 1.22561137148813 | 0.000588628511868732 | 0.000588628511868731 | -1.20302763429544 |
41 | 1.1985 | 1.19793590628894 | 0.00056409371105703 | 0.000564093711057025 | -0.872112569222154 |
42 | 1.2007 | 1.20013448869266 | 0.000565511307335573 | 0.000565511307335569 | 0.0504335151012443 |
43 | 1.2138 | 1.21322363632272 | 0.000576363677281762 | 0.000576363677281757 | 0.386427123844363 |
44 | 1.2266 | 1.22601306224404 | 0.000586937755961629 | 0.000586937755961631 | 0.376843963350759 |
45 | 1.2176 | 1.21702134827402 | 0.00057865172598466 | 0.000578651725984655 | -0.295556974759445 |
46 | 1.2218 | 1.22121822103061 | 0.000581778969395024 | 0.000581778969395023 | 0.111643067623664 |
47 | 1.249 | 1.24839525449216 | 0.000604745507839922 | 0.000604745507839924 | 0.820617276699492 |
48 | 1.2991 | 1.29845258617408 | 0.000647413825916506 | 0.000647413825916513 | 1.52589746785340 |
49 | 1.3408 | 1.34330999224743 | 0.000228181150751563 | -0.00250999224743125 | 1.43289733918776 |
50 | 1.3119 | 1.31195751751124 | -5.75172094124582e-05 | -5.75175112391054e-05 | -0.923787347527385 |
51 | 1.3014 | 1.30146471394875 | -6.47139487463972e-05 | -6.47139487463975e-05 | -0.321960909050973 |
52 | 1.3201 | 1.32015179059389 | -5.17905938875944e-05 | -5.17905938875955e-05 | 0.578550687159317 |
53 | 1.2938 | 1.29386985542915 | -6.98554291530096e-05 | -6.98554291530128e-05 | -0.809280825252152 |
54 | 1.2694 | 1.26948658867612 | -8.65886761151433e-05 | -8.6588676115135e-05 | -0.75014351780507 |
55 | 1.2165 | 1.21662288654811 | -0.000122886548113697 | -0.000122886548113710 | -1.62833588646427 |
56 | 1.2037 | 1.20383159335556 | -0.000131593355556708 | -0.000131593355556709 | -0.390859123249421 |
57 | 1.2292 | 1.2293140013242 | -0.000114001324198682 | -0.000114001324198687 | 0.790270159476723 |
58 | 1.2256 | 1.22571639226945 | -0.000116392269450691 | -0.000116392269450689 | -0.107479911221673 |
59 | 1.2015 | 1.20163283065485 | -0.000132830654854464 | -0.000132830654854457 | -0.739460015823206 |
60 | 1.1786 | 1.17874842460423 | -0.000148424604234408 | -0.000148424604234397 | -0.701955083145818 |
61 | 1.1856 | 1.18355654658199 | -0.000185768447181241 | 0.00204345341800604 | 0.159080800000323 |
62 | 1.2103 | 1.21028434338108 | 1.56572096051783e-05 | 1.56566189187376e-05 | 0.794887083394606 |
63 | 1.1938 | 1.19379377490366 | 6.22509633846648e-06 | 6.22509633846237e-06 | -0.509238108595697 |
64 | 1.202 | 1.20198909809232 | 1.09019076806727e-05 | 1.09019076806693e-05 | 0.252644075485236 |
65 | 1.2271 | 1.22707478600235 | 2.52139976462872e-05 | 2.52139976462837e-05 | 0.77358886463599 |
66 | 1.277 | 1.27694635112362 | 5.36488763778315e-05 | 5.36488763778158e-05 | 1.53782273133959 |
67 | 1.265 | 1.26495321929842 | 4.67807015782706e-05 | 4.67807015782585e-05 | -0.371658301438412 |
68 | 1.2684 | 1.26835130972057 | 4.86902794334402e-05 | 4.86902794334381e-05 | 0.103392093456135 |
69 | 1.2811 | 1.28104410920405 | 5.58907959477543e-05 | 5.58907959477515e-05 | 0.390086508713718 |
70 | 1.2727 | 1.27264891915247 | 5.10808475273547e-05 | 5.10808475273545e-05 | -0.260726322077641 |
71 | 1.2611 | 1.26105554284708 | 4.44571529172106e-05 | 4.44571529172181e-05 | -0.359245882233398 |
72 | 1.2881 | 1.28804022720040 | 5.97727995974264e-05 | 5.97727995974367e-05 | 0.831139141747973 |
73 | 1.3213 | 1.31977953232277 | -0.000138224269761954 | 0.00152046767723252 | 1.01010353885725 |
74 | 1.2999 | 1.30016253715576 | -0.000262536511629337 | -0.000262537155756682 | -0.579149806124275 |
75 | 1.3074 | 1.30765875176239 | -0.00025875176239054 | -0.000258751762390547 | 0.239357361856446 |
76 | 1.3242 | 1.32445043853225 | -0.000250438532250292 | -0.000250438532250294 | 0.526005722246638 |
77 | 1.3516 | 1.35183697022595 | -0.000236970225948186 | -0.000236970225948189 | 0.852599933467548 |
78 | 1.3511 | 1.35133709828326 | -0.000237098283260704 | -0.000237098283260719 | -0.00811051131064872 |
79 | 1.3419 | 1.34214145979171 | -0.000241459791714629 | -0.000241459791714642 | -0.276370706043170 |
80 | 1.3716 | 1.37182689682788 | -0.000226896827884425 | -0.000226896827884425 | 0.923243791336669 |
81 | 1.3622 | 1.36243135628403 | -0.000231356284027731 | -0.000231356284027736 | -0.282852326226023 |
82 | 1.3896 | 1.38981792997178 | -0.000217929971779064 | -0.000217929971779063 | 0.85201203765279 |
83 | 1.4227 | 1.42290174836754 | -0.000201748367538827 | -0.000201748367538817 | 1.02735748709004 |
84 | 1.4684 | 1.46857946596999 | -0.000179465969991662 | -0.000179465969991654 | 1.41537936052940 |
85 | 1.457 | 1.45576785886849 | -0.000112012792309105 | 0.00123214113150733 | -0.400885417667154 |
86 | 1.4718 | 1.47182208552311 | -2.20850528384655e-05 | -2.20855231064326e-05 | 0.483015563945238 |
87 | 1.4748 | 1.47482079960929 | -2.07996092865899e-05 | -2.07996092865991e-05 | 0.0931887102666743 |
88 | 1.5527 | 1.55268767002548 | 1.23299745226668e-05 | 1.23299745226656e-05 | 2.40275850807065 |
89 | 1.575 | 1.57497819800476 | 2.18019952362484e-05 | 2.1801995236246e-05 | 0.687260575964102 |
90 | 1.5557 | 1.55568640607503 | 1.35939249668178e-05 | 1.35939249668084e-05 | -0.595805391588276 |
91 | 1.5553 | 1.55528658169874 | 1.34183012611066e-05 | 1.34183012610881e-05 | -0.0127535471442651 |
92 | 1.577 | 1.57697737686998 | 2.26231300223300e-05 | 2.26231300223298e-05 | 0.668725651736666 |
93 | 1.4975 | 1.49751111577719 | -1.11157771902430e-05 | -1.11157771902597e-05 | -2.45215329503835 |
94 | 1.4369 | 1.43693681080259 | -3.68108025855725e-05 | -3.68108025855654e-05 | -1.86831419303888 |
95 | 1.3322 | 1.33228117840090 | -8.11784009049724e-05 | -8.11784009049554e-05 | -3.22738637555187 |
96 | 1.2732 | 1.27330614399737 | -0.000106143997373435 | -0.000106143997373419 | -1.81681659651114 |
97 | 1.3449 | 1.34029250321298 | -0.000418863275201434 | 0.00460749678701518 | 2.12168274049330 |
98 | 1.3239 | 1.32439517043736 | -0.000495169729131669 | -0.000495170437359888 | -0.464198006944616 |
99 | 1.2785 | 1.27901210851334 | -0.00051210851334077 | -0.000512108513340797 | -1.38471439959318 |
100 | 1.305 | 1.30550192295480 | -0.000501922954796684 | -0.000501922954796686 | 0.832962897304774 |
101 | 1.319 | 1.3194964567207 | -0.000496456720698833 | -0.000496456720698833 | 0.447190733508145 |
102 | 1.365 | 1.36547893733704 | -0.000478937337035333 | -0.000478937337035358 | 1.43379509933716 |
103 | 1.4016 | 1.40206497163934 | -0.000464971639336542 | -0.000464971639336559 | 1.14339040360970 |
104 | 1.4088 | 1.40926208573211 | -0.000462085732113682 | -0.000462085732113683 | 0.236362103863591 |
105 | 1.4268 | 1.42725513726362 | -0.000455137263621688 | -0.000455137263621696 | 0.569309051615043 |
106 | 1.4562 | 1.45664390508557 | -0.000443905085569105 | -0.000443905085569103 | 0.920632767706364 |
107 | 1.4816 | 1.48203418568047 | -0.000434185680468259 | -0.000434185680468246 | 0.796939814445722 |
108 | 1.4914 | 1.49183033824327 | -0.000430338243272688 | -0.000430338243272666 | 0.315588166222294 |
109 | 1.4614 | 1.45817752628093 | -0.000292952082180122 | 0.00322247371907478 | -1.04770908504202 |
110 | 1.4272 | 1.42762688198742 | -0.000426881272697738 | -0.000426881987422614 | -0.910106933769154 |
111 | 1.3686 | 1.36904659423600 | -0.000446594236002106 | -0.000446594236002148 | -1.79389832891346 |
112 | 1.3569 | 1.35735040636418 | -0.000450406364182928 | -0.000450406364182928 | -0.347023970123027 |
113 | 1.3406 | 1.34105577364792 | -0.000455773647923225 | -0.000455773647923226 | -0.488757744923583 |
114 | 1.2565 | 1.25698408922047 | -0.000484089220465286 | -0.000484089220465286 | -2.57935734701830 |
115 | 1.2208 | 1.22129600661479 | -0.000496006614790545 | -0.000496006614790565 | -1.08596166606329 |
116 | 1.277 | 1.27747682664536 | -0.00047682664535952 | -0.000476826645359518 | 1.74834874251846 |
117 | 1.2894 | 1.28987247195385 | -0.000472471953850926 | -0.000472471953850936 | 0.397085902614751 |
118 | 1.3067 | 1.30716646368251 | -0.00046646368250685 | -0.000466463682506847 | 0.548054164694782 |
119 | 1.3898 | 1.39023822223652 | -0.000438222236516553 | -0.000438222236516546 | 2.57696009795879 |
120 | 1.3661 | 1.36654608094287 | -0.000446080942870452 | -0.000446080942870432 | -0.717329343443493 |