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R Software Module

rwasp_structuraltimeseries.wasp

Title produced by software

Structural Time Series Models

Date of computation

Wed, 29 Dec 2010 18:14:33 +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/29/t1293646379ys8asd0zlvjt3xg.htm/, Retrieved Fri, 03 May 2024 05:18:02 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=117014, Retrieved Fri, 03 May 2024 05:18:02 +0000

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IsPrivate?

No (this computation is public)

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Estimated Impact

148

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]
-  M D      [Structural Time Series Models] [Workshop 5 STSM] [2010-12-09 21:00:28] [9856f62fe16b3bb5126cae5dd74e4807]
-    D          [Structural Time Series Models] [structural time s...] [2010-12-29 18:14:33] [cfea828c93f35e07cca4521b1fb38047] [Current]
-   P             [Structural Time Series Models] [] [2010-12-29 21:10:20] [99820e5c3330fe494c612533a1ea567a] 
- R PD              [Structural Time Series Models] [stsm] [2011-12-22 07:55:31] [74be16979710d4c4e7c6647856088456] 
-  MP                 [Structural Time Series Models] [structural time s...] [2011-12-22 10:26:09] [f1aa04283d83c25edc8ae3bb0d0fb93e] 

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Dataseries X:

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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	2 seconds
R Server	'Gwilym Jenkins' @ www.wessa.org

\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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ www.wessa.org \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=117014&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ www.wessa.org[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=117014&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=117014&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	2 seconds
R Server	'Gwilym Jenkins' @ www.wessa.org

Structural Time Series Model
t	Observed	Level	Slope	Seasonal	Stand. Residuals
1	16	16	0	0	0
2	17	16.8189041196543	0.0912076185806569	0.0480403621867126	0.117992263574249
3	23	21.5751478045096	1.02599281784352	0.11538603093639	0.909848580676293
4	24	23.6194042612875	1.28719275188899	0.117119412526921	0.188105422110507
5	27	26.4973673964988	1.7375309530466	0.115354984624336	0.282991191503654
6	31	30.3800047722248	2.37028419874244	0.11243083439311	0.375132627188318
7	40	38.540368715094	4.10849204466902	0.106210306034056	1.00535608939563
8	47	46.0949416343831	5.15093603675348	0.10360976196454	0.596636938761412
9	43	44.4663977739943	3.09325927144279	0.107054102086662	-1.17244837068779
10	60	57.5739710581868	6.13729349116615	0.103687965203531	1.73116925896938
11	64	63.8615128754061	6.18299516106835	0.103654800615645	0.0259698778553742
12	65	65.8646626405841	4.91119254403798	0.104258694594049	-0.722449482914933
13	65	68.139149397587	4.14661781976435	-2.55830288271316	-0.530410140956923
14	55	57.5451793700634	-0.114004135155964	-0.141234495521304	-2.09916133299504
15	57	57.1964219408155	-0.184868926136985	-0.142301638816791	-0.0405202187611567
16	57	57.1177682356777	-0.152518332986102	-0.142369528191314	0.0183457137820035
17	57	57.1092747757382	-0.108654699718851	-0.142578557200022	0.0248437530770836
18	65	63.6195535475588	1.90581574295869	-0.15082136958017	1.14216042302572
19	69	68.4714259509022	2.80220113563265	-0.153470002565439	0.508656249576685
20	70	70.3636809249428	2.5253421825755	-0.152913281285965	-0.157173209799402
21	71	71.479031702085	2.09631308653295	-0.152339942262533	-0.243609811216449
22	71	71.6077784041141	1.49758031723914	-0.151813516278726	-0.340000792342195
23	73	73.143078049246	1.50905910396626	-0.151820127573323	0.00651868068407722
24	68	69.3744835495099	-0.0971211170214097	-0.151215285885445	-0.91214779112687
25	65	65.2919885711796	-1.28239107221911	0.608828631088303	-0.748299318746499
26	57	58.22915268166	-2.98265052330271	-0.152620059753036	-0.885066327473196
27	41	43.8248388009016	-6.44028247467356	-0.186649890230214	-1.97244702926666
28	21	24.2289479034855	-10.4462776800871	-0.181046398014057	-2.272830217249
29	21	19.795307133977	-8.61546673875535	-0.186813129955735	1.03788164914021
30	17	16.0608539691079	-7.12989700995922	-0.190827042634025	0.842750395790024
31	9	9.14205855758652	-7.06565853006861	-0.190952331891495	0.0364621280715375
32	11	9.47887055140683	-4.81311589615717	-0.19394163495184	1.27892718998514
33	6	5.90670233125862	-4.43548478216535	-0.194274660704912	0.214436585222105
34	-2	-1.18952893172386	-5.2452138956526	-0.193804858334996	-0.459829256519875
35	0	-1.05296855994787	-3.60734000719007	-0.194427353506894	0.930140250807293
36	5	3.34050644059383	-1.17231576352817	-0.195032433872419	1.38285309273212
37	3	1.23239427867053	-1.45281625712956	1.98094158300677	-0.171234749324379
38	7	5.89421481848356	0.361468866114299	-0.103065891057654	0.967507279110624
39	4	4.51042887305639	-0.167596486403253	-0.106938319913765	-0.301465234863315
40	8	7.39961071118244	0.763109439668594	-0.107908611134671	0.528172740598879
41	9	8.9306589939601	0.996917553368051	-0.108457633818503	0.132605186292304
42	14	13.3239915402587	2.03064954488711	-0.110539733066509	0.586588661427802
43	12	12.7197749022712	1.22881149074013	-0.109374008098244	-0.455189122175689
44	12	12.4550147919313	0.774296060044767	-0.108924413360004	-0.258076102779455
45	7	8.25966973152868	-0.738084218890249	-0.107930291588654	-0.858822925557773
46	15	13.6811100820932	1.13647661048924	-0.108740954589365	1.06453842257497
47	14	14.2420860313697	0.961325808988462	-0.108691337458263	-0.0994677355647124
48	19	18.373949436112	1.92628668104321	-0.108870061458832	0.548003542704071
49	39	33.1652785110815	5.79747994253969	2.88942688706379	2.32245707002914
50	12	16.9804615567605	-0.758747847409714	-0.483924526763226	-3.54431638502212
51	11	12.3794930158989	-1.92445380156352	-0.490716145837041	-0.663775662082355
52	17	16.1682247915084	-0.185065311944782	-0.492161363222622	0.987241996228739
53	16	16.3966410167668	-0.0591837925492021	-0.492396984531823	0.0714133994709363
54	25	23.7736076840126	2.2040939785777	-0.496030601682609	1.28450183974847
55	24	24.7744022260201	1.83789570724547	-0.495606258250371	-0.207900833698034
56	28	28.1415798714023	2.30329502351782	-0.495973186555613	0.264265555816127
57	25	26.426627075754	1.08041014358021	-0.495332504045457	-0.69444049401996
58	31	30.745135554309	2.06589949796219	-0.495672183760553	0.559650229594412
59	24	26.0600432927072	0.0112364730245047	-0.495208271144148	-1.16684177434916
60	24	24.7917462124555	-0.37819681453236	-0.495150782514451	-0.221160351795789

\begin{tabular}{lllllllll}
\hline
Structural Time Series Model \tabularnewline
t & Observed & Level & Slope & Seasonal & Stand. Residuals \tabularnewline
1 & 16 & 16 & 0 & 0 & 0 \tabularnewline
2 & 17 & 16.8189041196543 & 0.0912076185806569 & 0.0480403621867126 & 0.117992263574249 \tabularnewline
3 & 23 & 21.5751478045096 & 1.02599281784352 & 0.11538603093639 & 0.909848580676293 \tabularnewline
4 & 24 & 23.6194042612875 & 1.28719275188899 & 0.117119412526921 & 0.188105422110507 \tabularnewline
5 & 27 & 26.4973673964988 & 1.7375309530466 & 0.115354984624336 & 0.282991191503654 \tabularnewline
6 & 31 & 30.3800047722248 & 2.37028419874244 & 0.11243083439311 & 0.375132627188318 \tabularnewline
7 & 40 & 38.540368715094 & 4.10849204466902 & 0.106210306034056 & 1.00535608939563 \tabularnewline
8 & 47 & 46.0949416343831 & 5.15093603675348 & 0.10360976196454 & 0.596636938761412 \tabularnewline
9 & 43 & 44.4663977739943 & 3.09325927144279 & 0.107054102086662 & -1.17244837068779 \tabularnewline
10 & 60 & 57.5739710581868 & 6.13729349116615 & 0.103687965203531 & 1.73116925896938 \tabularnewline
11 & 64 & 63.8615128754061 & 6.18299516106835 & 0.103654800615645 & 0.0259698778553742 \tabularnewline
12 & 65 & 65.8646626405841 & 4.91119254403798 & 0.104258694594049 & -0.722449482914933 \tabularnewline
13 & 65 & 68.139149397587 & 4.14661781976435 & -2.55830288271316 & -0.530410140956923 \tabularnewline
14 & 55 & 57.5451793700634 & -0.114004135155964 & -0.141234495521304 & -2.09916133299504 \tabularnewline
15 & 57 & 57.1964219408155 & -0.184868926136985 & -0.142301638816791 & -0.0405202187611567 \tabularnewline
16 & 57 & 57.1177682356777 & -0.152518332986102 & -0.142369528191314 & 0.0183457137820035 \tabularnewline
17 & 57 & 57.1092747757382 & -0.108654699718851 & -0.142578557200022 & 0.0248437530770836 \tabularnewline
18 & 65 & 63.6195535475588 & 1.90581574295869 & -0.15082136958017 & 1.14216042302572 \tabularnewline
19 & 69 & 68.4714259509022 & 2.80220113563265 & -0.153470002565439 & 0.508656249576685 \tabularnewline
20 & 70 & 70.3636809249428 & 2.5253421825755 & -0.152913281285965 & -0.157173209799402 \tabularnewline
21 & 71 & 71.479031702085 & 2.09631308653295 & -0.152339942262533 & -0.243609811216449 \tabularnewline
22 & 71 & 71.6077784041141 & 1.49758031723914 & -0.151813516278726 & -0.340000792342195 \tabularnewline
23 & 73 & 73.143078049246 & 1.50905910396626 & -0.151820127573323 & 0.00651868068407722 \tabularnewline
24 & 68 & 69.3744835495099 & -0.0971211170214097 & -0.151215285885445 & -0.91214779112687 \tabularnewline
25 & 65 & 65.2919885711796 & -1.28239107221911 & 0.608828631088303 & -0.748299318746499 \tabularnewline
26 & 57 & 58.22915268166 & -2.98265052330271 & -0.152620059753036 & -0.885066327473196 \tabularnewline
27 & 41 & 43.8248388009016 & -6.44028247467356 & -0.186649890230214 & -1.97244702926666 \tabularnewline
28 & 21 & 24.2289479034855 & -10.4462776800871 & -0.181046398014057 & -2.272830217249 \tabularnewline
29 & 21 & 19.795307133977 & -8.61546673875535 & -0.186813129955735 & 1.03788164914021 \tabularnewline
30 & 17 & 16.0608539691079 & -7.12989700995922 & -0.190827042634025 & 0.842750395790024 \tabularnewline
31 & 9 & 9.14205855758652 & -7.06565853006861 & -0.190952331891495 & 0.0364621280715375 \tabularnewline
32 & 11 & 9.47887055140683 & -4.81311589615717 & -0.19394163495184 & 1.27892718998514 \tabularnewline
33 & 6 & 5.90670233125862 & -4.43548478216535 & -0.194274660704912 & 0.214436585222105 \tabularnewline
34 & -2 & -1.18952893172386 & -5.2452138956526 & -0.193804858334996 & -0.459829256519875 \tabularnewline
35 & 0 & -1.05296855994787 & -3.60734000719007 & -0.194427353506894 & 0.930140250807293 \tabularnewline
36 & 5 & 3.34050644059383 & -1.17231576352817 & -0.195032433872419 & 1.38285309273212 \tabularnewline
37 & 3 & 1.23239427867053 & -1.45281625712956 & 1.98094158300677 & -0.171234749324379 \tabularnewline
38 & 7 & 5.89421481848356 & 0.361468866114299 & -0.103065891057654 & 0.967507279110624 \tabularnewline
39 & 4 & 4.51042887305639 & -0.167596486403253 & -0.106938319913765 & -0.301465234863315 \tabularnewline
40 & 8 & 7.39961071118244 & 0.763109439668594 & -0.107908611134671 & 0.528172740598879 \tabularnewline
41 & 9 & 8.9306589939601 & 0.996917553368051 & -0.108457633818503 & 0.132605186292304 \tabularnewline
42 & 14 & 13.3239915402587 & 2.03064954488711 & -0.110539733066509 & 0.586588661427802 \tabularnewline
43 & 12 & 12.7197749022712 & 1.22881149074013 & -0.109374008098244 & -0.455189122175689 \tabularnewline
44 & 12 & 12.4550147919313 & 0.774296060044767 & -0.108924413360004 & -0.258076102779455 \tabularnewline
45 & 7 & 8.25966973152868 & -0.738084218890249 & -0.107930291588654 & -0.858822925557773 \tabularnewline
46 & 15 & 13.6811100820932 & 1.13647661048924 & -0.108740954589365 & 1.06453842257497 \tabularnewline
47 & 14 & 14.2420860313697 & 0.961325808988462 & -0.108691337458263 & -0.0994677355647124 \tabularnewline
48 & 19 & 18.373949436112 & 1.92628668104321 & -0.108870061458832 & 0.548003542704071 \tabularnewline
49 & 39 & 33.1652785110815 & 5.79747994253969 & 2.88942688706379 & 2.32245707002914 \tabularnewline
50 & 12 & 16.9804615567605 & -0.758747847409714 & -0.483924526763226 & -3.54431638502212 \tabularnewline
51 & 11 & 12.3794930158989 & -1.92445380156352 & -0.490716145837041 & -0.663775662082355 \tabularnewline
52 & 17 & 16.1682247915084 & -0.185065311944782 & -0.492161363222622 & 0.987241996228739 \tabularnewline
53 & 16 & 16.3966410167668 & -0.0591837925492021 & -0.492396984531823 & 0.0714133994709363 \tabularnewline
54 & 25 & 23.7736076840126 & 2.2040939785777 & -0.496030601682609 & 1.28450183974847 \tabularnewline
55 & 24 & 24.7744022260201 & 1.83789570724547 & -0.495606258250371 & -0.207900833698034 \tabularnewline
56 & 28 & 28.1415798714023 & 2.30329502351782 & -0.495973186555613 & 0.264265555816127 \tabularnewline
57 & 25 & 26.426627075754 & 1.08041014358021 & -0.495332504045457 & -0.69444049401996 \tabularnewline
58 & 31 & 30.745135554309 & 2.06589949796219 & -0.495672183760553 & 0.559650229594412 \tabularnewline
59 & 24 & 26.0600432927072 & 0.0112364730245047 & -0.495208271144148 & -1.16684177434916 \tabularnewline
60 & 24 & 24.7917462124555 & -0.37819681453236 & -0.495150782514451 & -0.221160351795789 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=117014&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]16[/C][C]16[/C][C]0[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]17[/C][C]16.8189041196543[/C][C]0.0912076185806569[/C][C]0.0480403621867126[/C][C]0.117992263574249[/C][/ROW]
[ROW][C]3[/C][C]23[/C][C]21.5751478045096[/C][C]1.02599281784352[/C][C]0.11538603093639[/C][C]0.909848580676293[/C][/ROW]
[ROW][C]4[/C][C]24[/C][C]23.6194042612875[/C][C]1.28719275188899[/C][C]0.117119412526921[/C][C]0.188105422110507[/C][/ROW]
[ROW][C]5[/C][C]27[/C][C]26.4973673964988[/C][C]1.7375309530466[/C][C]0.115354984624336[/C][C]0.282991191503654[/C][/ROW]
[ROW][C]6[/C][C]31[/C][C]30.3800047722248[/C][C]2.37028419874244[/C][C]0.11243083439311[/C][C]0.375132627188318[/C][/ROW]
[ROW][C]7[/C][C]40[/C][C]38.540368715094[/C][C]4.10849204466902[/C][C]0.106210306034056[/C][C]1.00535608939563[/C][/ROW]
[ROW][C]8[/C][C]47[/C][C]46.0949416343831[/C][C]5.15093603675348[/C][C]0.10360976196454[/C][C]0.596636938761412[/C][/ROW]
[ROW][C]9[/C][C]43[/C][C]44.4663977739943[/C][C]3.09325927144279[/C][C]0.107054102086662[/C][C]-1.17244837068779[/C][/ROW]
[ROW][C]10[/C][C]60[/C][C]57.5739710581868[/C][C]6.13729349116615[/C][C]0.103687965203531[/C][C]1.73116925896938[/C][/ROW]
[ROW][C]11[/C][C]64[/C][C]63.8615128754061[/C][C]6.18299516106835[/C][C]0.103654800615645[/C][C]0.0259698778553742[/C][/ROW]
[ROW][C]12[/C][C]65[/C][C]65.8646626405841[/C][C]4.91119254403798[/C][C]0.104258694594049[/C][C]-0.722449482914933[/C][/ROW]
[ROW][C]13[/C][C]65[/C][C]68.139149397587[/C][C]4.14661781976435[/C][C]-2.55830288271316[/C][C]-0.530410140956923[/C][/ROW]
[ROW][C]14[/C][C]55[/C][C]57.5451793700634[/C][C]-0.114004135155964[/C][C]-0.141234495521304[/C][C]-2.09916133299504[/C][/ROW]
[ROW][C]15[/C][C]57[/C][C]57.1964219408155[/C][C]-0.184868926136985[/C][C]-0.142301638816791[/C][C]-0.0405202187611567[/C][/ROW]
[ROW][C]16[/C][C]57[/C][C]57.1177682356777[/C][C]-0.152518332986102[/C][C]-0.142369528191314[/C][C]0.0183457137820035[/C][/ROW]
[ROW][C]17[/C][C]57[/C][C]57.1092747757382[/C][C]-0.108654699718851[/C][C]-0.142578557200022[/C][C]0.0248437530770836[/C][/ROW]
[ROW][C]18[/C][C]65[/C][C]63.6195535475588[/C][C]1.90581574295869[/C][C]-0.15082136958017[/C][C]1.14216042302572[/C][/ROW]
[ROW][C]19[/C][C]69[/C][C]68.4714259509022[/C][C]2.80220113563265[/C][C]-0.153470002565439[/C][C]0.508656249576685[/C][/ROW]
[ROW][C]20[/C][C]70[/C][C]70.3636809249428[/C][C]2.5253421825755[/C][C]-0.152913281285965[/C][C]-0.157173209799402[/C][/ROW]
[ROW][C]21[/C][C]71[/C][C]71.479031702085[/C][C]2.09631308653295[/C][C]-0.152339942262533[/C][C]-0.243609811216449[/C][/ROW]
[ROW][C]22[/C][C]71[/C][C]71.6077784041141[/C][C]1.49758031723914[/C][C]-0.151813516278726[/C][C]-0.340000792342195[/C][/ROW]
[ROW][C]23[/C][C]73[/C][C]73.143078049246[/C][C]1.50905910396626[/C][C]-0.151820127573323[/C][C]0.00651868068407722[/C][/ROW]
[ROW][C]24[/C][C]68[/C][C]69.3744835495099[/C][C]-0.0971211170214097[/C][C]-0.151215285885445[/C][C]-0.91214779112687[/C][/ROW]
[ROW][C]25[/C][C]65[/C][C]65.2919885711796[/C][C]-1.28239107221911[/C][C]0.608828631088303[/C][C]-0.748299318746499[/C][/ROW]
[ROW][C]26[/C][C]57[/C][C]58.22915268166[/C][C]-2.98265052330271[/C][C]-0.152620059753036[/C][C]-0.885066327473196[/C][/ROW]
[ROW][C]27[/C][C]41[/C][C]43.8248388009016[/C][C]-6.44028247467356[/C][C]-0.186649890230214[/C][C]-1.97244702926666[/C][/ROW]
[ROW][C]28[/C][C]21[/C][C]24.2289479034855[/C][C]-10.4462776800871[/C][C]-0.181046398014057[/C][C]-2.272830217249[/C][/ROW]
[ROW][C]29[/C][C]21[/C][C]19.795307133977[/C][C]-8.61546673875535[/C][C]-0.186813129955735[/C][C]1.03788164914021[/C][/ROW]
[ROW][C]30[/C][C]17[/C][C]16.0608539691079[/C][C]-7.12989700995922[/C][C]-0.190827042634025[/C][C]0.842750395790024[/C][/ROW]
[ROW][C]31[/C][C]9[/C][C]9.14205855758652[/C][C]-7.06565853006861[/C][C]-0.190952331891495[/C][C]0.0364621280715375[/C][/ROW]
[ROW][C]32[/C][C]11[/C][C]9.47887055140683[/C][C]-4.81311589615717[/C][C]-0.19394163495184[/C][C]1.27892718998514[/C][/ROW]
[ROW][C]33[/C][C]6[/C][C]5.90670233125862[/C][C]-4.43548478216535[/C][C]-0.194274660704912[/C][C]0.214436585222105[/C][/ROW]
[ROW][C]34[/C][C]-2[/C][C]-1.18952893172386[/C][C]-5.2452138956526[/C][C]-0.193804858334996[/C][C]-0.459829256519875[/C][/ROW]
[ROW][C]35[/C][C]0[/C][C]-1.05296855994787[/C][C]-3.60734000719007[/C][C]-0.194427353506894[/C][C]0.930140250807293[/C][/ROW]
[ROW][C]36[/C][C]5[/C][C]3.34050644059383[/C][C]-1.17231576352817[/C][C]-0.195032433872419[/C][C]1.38285309273212[/C][/ROW]
[ROW][C]37[/C][C]3[/C][C]1.23239427867053[/C][C]-1.45281625712956[/C][C]1.98094158300677[/C][C]-0.171234749324379[/C][/ROW]
[ROW][C]38[/C][C]7[/C][C]5.89421481848356[/C][C]0.361468866114299[/C][C]-0.103065891057654[/C][C]0.967507279110624[/C][/ROW]
[ROW][C]39[/C][C]4[/C][C]4.51042887305639[/C][C]-0.167596486403253[/C][C]-0.106938319913765[/C][C]-0.301465234863315[/C][/ROW]
[ROW][C]40[/C][C]8[/C][C]7.39961071118244[/C][C]0.763109439668594[/C][C]-0.107908611134671[/C][C]0.528172740598879[/C][/ROW]
[ROW][C]41[/C][C]9[/C][C]8.9306589939601[/C][C]0.996917553368051[/C][C]-0.108457633818503[/C][C]0.132605186292304[/C][/ROW]
[ROW][C]42[/C][C]14[/C][C]13.3239915402587[/C][C]2.03064954488711[/C][C]-0.110539733066509[/C][C]0.586588661427802[/C][/ROW]
[ROW][C]43[/C][C]12[/C][C]12.7197749022712[/C][C]1.22881149074013[/C][C]-0.109374008098244[/C][C]-0.455189122175689[/C][/ROW]
[ROW][C]44[/C][C]12[/C][C]12.4550147919313[/C][C]0.774296060044767[/C][C]-0.108924413360004[/C][C]-0.258076102779455[/C][/ROW]
[ROW][C]45[/C][C]7[/C][C]8.25966973152868[/C][C]-0.738084218890249[/C][C]-0.107930291588654[/C][C]-0.858822925557773[/C][/ROW]
[ROW][C]46[/C][C]15[/C][C]13.6811100820932[/C][C]1.13647661048924[/C][C]-0.108740954589365[/C][C]1.06453842257497[/C][/ROW]
[ROW][C]47[/C][C]14[/C][C]14.2420860313697[/C][C]0.961325808988462[/C][C]-0.108691337458263[/C][C]-0.0994677355647124[/C][/ROW]
[ROW][C]48[/C][C]19[/C][C]18.373949436112[/C][C]1.92628668104321[/C][C]-0.108870061458832[/C][C]0.548003542704071[/C][/ROW]
[ROW][C]49[/C][C]39[/C][C]33.1652785110815[/C][C]5.79747994253969[/C][C]2.88942688706379[/C][C]2.32245707002914[/C][/ROW]
[ROW][C]50[/C][C]12[/C][C]16.9804615567605[/C][C]-0.758747847409714[/C][C]-0.483924526763226[/C][C]-3.54431638502212[/C][/ROW]
[ROW][C]51[/C][C]11[/C][C]12.3794930158989[/C][C]-1.92445380156352[/C][C]-0.490716145837041[/C][C]-0.663775662082355[/C][/ROW]
[ROW][C]52[/C][C]17[/C][C]16.1682247915084[/C][C]-0.185065311944782[/C][C]-0.492161363222622[/C][C]0.987241996228739[/C][/ROW]
[ROW][C]53[/C][C]16[/C][C]16.3966410167668[/C][C]-0.0591837925492021[/C][C]-0.492396984531823[/C][C]0.0714133994709363[/C][/ROW]
[ROW][C]54[/C][C]25[/C][C]23.7736076840126[/C][C]2.2040939785777[/C][C]-0.496030601682609[/C][C]1.28450183974847[/C][/ROW]
[ROW][C]55[/C][C]24[/C][C]24.7744022260201[/C][C]1.83789570724547[/C][C]-0.495606258250371[/C][C]-0.207900833698034[/C][/ROW]
[ROW][C]56[/C][C]28[/C][C]28.1415798714023[/C][C]2.30329502351782[/C][C]-0.495973186555613[/C][C]0.264265555816127[/C][/ROW]
[ROW][C]57[/C][C]25[/C][C]26.426627075754[/C][C]1.08041014358021[/C][C]-0.495332504045457[/C][C]-0.69444049401996[/C][/ROW]
[ROW][C]58[/C][C]31[/C][C]30.745135554309[/C][C]2.06589949796219[/C][C]-0.495672183760553[/C][C]0.559650229594412[/C][/ROW]
[ROW][C]59[/C][C]24[/C][C]26.0600432927072[/C][C]0.0112364730245047[/C][C]-0.495208271144148[/C][C]-1.16684177434916[/C][/ROW]
[ROW][C]60[/C][C]24[/C][C]24.7917462124555[/C][C]-0.37819681453236[/C][C]-0.495150782514451[/C][C]-0.221160351795789[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=117014&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=117014&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	16	16	0	0	0
2	17	16.8189041196543	0.0912076185806569	0.0480403621867126	0.117992263574249
3	23	21.5751478045096	1.02599281784352	0.11538603093639	0.909848580676293
4	24	23.6194042612875	1.28719275188899	0.117119412526921	0.188105422110507
5	27	26.4973673964988	1.7375309530466	0.115354984624336	0.282991191503654
6	31	30.3800047722248	2.37028419874244	0.11243083439311	0.375132627188318
7	40	38.540368715094	4.10849204466902	0.106210306034056	1.00535608939563
8	47	46.0949416343831	5.15093603675348	0.10360976196454	0.596636938761412
9	43	44.4663977739943	3.09325927144279	0.107054102086662	-1.17244837068779
10	60	57.5739710581868	6.13729349116615	0.103687965203531	1.73116925896938
11	64	63.8615128754061	6.18299516106835	0.103654800615645	0.0259698778553742
12	65	65.8646626405841	4.91119254403798	0.104258694594049	-0.722449482914933
13	65	68.139149397587	4.14661781976435	-2.55830288271316	-0.530410140956923
14	55	57.5451793700634	-0.114004135155964	-0.141234495521304	-2.09916133299504
15	57	57.1964219408155	-0.184868926136985	-0.142301638816791	-0.0405202187611567
16	57	57.1177682356777	-0.152518332986102	-0.142369528191314	0.0183457137820035
17	57	57.1092747757382	-0.108654699718851	-0.142578557200022	0.0248437530770836
18	65	63.6195535475588	1.90581574295869	-0.15082136958017	1.14216042302572
19	69	68.4714259509022	2.80220113563265	-0.153470002565439	0.508656249576685
20	70	70.3636809249428	2.5253421825755	-0.152913281285965	-0.157173209799402
21	71	71.479031702085	2.09631308653295	-0.152339942262533	-0.243609811216449
22	71	71.6077784041141	1.49758031723914	-0.151813516278726	-0.340000792342195
23	73	73.143078049246	1.50905910396626	-0.151820127573323	0.00651868068407722
24	68	69.3744835495099	-0.0971211170214097	-0.151215285885445	-0.91214779112687
25	65	65.2919885711796	-1.28239107221911	0.608828631088303	-0.748299318746499
26	57	58.22915268166	-2.98265052330271	-0.152620059753036	-0.885066327473196
27	41	43.8248388009016	-6.44028247467356	-0.186649890230214	-1.97244702926666
28	21	24.2289479034855	-10.4462776800871	-0.181046398014057	-2.272830217249
29	21	19.795307133977	-8.61546673875535	-0.186813129955735	1.03788164914021
30	17	16.0608539691079	-7.12989700995922	-0.190827042634025	0.842750395790024
31	9	9.14205855758652	-7.06565853006861	-0.190952331891495	0.0364621280715375
32	11	9.47887055140683	-4.81311589615717	-0.19394163495184	1.27892718998514
33	6	5.90670233125862	-4.43548478216535	-0.194274660704912	0.214436585222105
34	-2	-1.18952893172386	-5.2452138956526	-0.193804858334996	-0.459829256519875
35	0	-1.05296855994787	-3.60734000719007	-0.194427353506894	0.930140250807293
36	5	3.34050644059383	-1.17231576352817	-0.195032433872419	1.38285309273212
37	3	1.23239427867053	-1.45281625712956	1.98094158300677	-0.171234749324379
38	7	5.89421481848356	0.361468866114299	-0.103065891057654	0.967507279110624
39	4	4.51042887305639	-0.167596486403253	-0.106938319913765	-0.301465234863315
40	8	7.39961071118244	0.763109439668594	-0.107908611134671	0.528172740598879
41	9	8.9306589939601	0.996917553368051	-0.108457633818503	0.132605186292304
42	14	13.3239915402587	2.03064954488711	-0.110539733066509	0.586588661427802
43	12	12.7197749022712	1.22881149074013	-0.109374008098244	-0.455189122175689
44	12	12.4550147919313	0.774296060044767	-0.108924413360004	-0.258076102779455
45	7	8.25966973152868	-0.738084218890249	-0.107930291588654	-0.858822925557773
46	15	13.6811100820932	1.13647661048924	-0.108740954589365	1.06453842257497
47	14	14.2420860313697	0.961325808988462	-0.108691337458263	-0.0994677355647124
48	19	18.373949436112	1.92628668104321	-0.108870061458832	0.548003542704071
49	39	33.1652785110815	5.79747994253969	2.88942688706379	2.32245707002914
50	12	16.9804615567605	-0.758747847409714	-0.483924526763226	-3.54431638502212
51	11	12.3794930158989	-1.92445380156352	-0.490716145837041	-0.663775662082355
52	17	16.1682247915084	-0.185065311944782	-0.492161363222622	0.987241996228739
53	16	16.3966410167668	-0.0591837925492021	-0.492396984531823	0.0714133994709363
54	25	23.7736076840126	2.2040939785777	-0.496030601682609	1.28450183974847
55	24	24.7744022260201	1.83789570724547	-0.495606258250371	-0.207900833698034
56	28	28.1415798714023	2.30329502351782	-0.495973186555613	0.264265555816127
57	25	26.426627075754	1.08041014358021	-0.495332504045457	-0.69444049401996
58	31	30.745135554309	2.06589949796219	-0.495672183760553	0.559650229594412
59	24	26.0600432927072	0.0112364730245047	-0.495208271144148	-1.16684177434916
60	24	24.7917462124555	-0.37819681453236	-0.495150782514451	-0.221160351795789

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$resid)
myfit <- mylevel+myseas
bitmap(file='test1.png')
plot(as.numeric(m$resid),main='Standardized Residuals',ylab='Residuals',xlab='time')
grid()
dev.off()
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='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