R version 2.12.0 (2010-10-15) Copyright (C) 2010 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: i486-pc-linux-gnu (32-bit) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- c(10 + ,10 + ,10 + ,10 + ,10 + ,9.94 + ,10.06 + ,10.06 + ,10.06 + ,10.06 + ,10.06 + ,10.06 + ,10.06 + ,10.06 + ,10.06 + ,10.06 + ,10.06 + ,10.06 + ,10.06 + ,10.06 + ,9.94 + ,9.94 + ,9.94 + ,9.94 + ,9.94 + ,9.94 + ,10.06 + ,10.06 + ,9.94 + ,10.06 + ,10.06 + ,10.06 + ,10.18 + ,10.28 + ,10.28 + ,10.18 + ,10.28 + ,10.28 + ,10.28 + ,10.18 + ,10.28 + ,10.28 + ,10.18 + ,10.18 + ,10.18 + ,10.28 + ,10.28 + ,10.18 + ,10.18 + ,10.18 + ,10.18 + ,10.18 + ,10.18 + ,10.28 + ,10.28 + ,10.28 + ,10.18 + ,10.18 + ,10.18 + ,10.28 + ,10.18 + ,10.18 + ,10.28 + ,10.18 + ,10.18 + ,10.18 + ,10.28 + ,10.28 + ,10.28 + ,10.28 + ,10.28 + ,10.28 + ,10.18 + ,10.18 + ,10.18 + ,10.18 + ,10.18 + ,10.18 + ,10.18 + ,10.18 + ,10.18 + ,10.28 + ,10.28 + ,10.28 + ,10.28 + ,10.28 + ,10.28 + ,10.28 + ,10.28 + ,10.18 + ,10.28 + ,10.28 + ,10.28 + ,10.28 + ,10.18 + ,10.28 + ,10.28 + ,10.28 + ,10.18 + ,10.18 + ,10.28 + ,10.28 + ,10.28 + ,10.28 + ,10.28 + ,10.28 + ,10.28 + ,10.18 + ,10.28 + ,10.28 + ,10.28 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.34 + ,10.34 + ,10.34 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.34 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.34 + ,10.34 + ,10.34 + ,10.34 + ,10.42 + ,10.42 + ,10.34 + ,10.34 + ,10.34 + ,10.42 + ,10.42 + ,10.42 + ,10.34 + ,10.34 + ,10.34 + ,10.34 + ,10.34 + ,10.42 + ,10.42 + ,10.42 + ,10.34 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.34 + ,10.34 + ,10.34 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.42 + ,10.34 + ,10.34 + ,10.42 + ,10.42 + ,10.55 + ,10.55 + ,10.55 + ,10.55 + ,10.55 + ,10.55 + ,10.55 + ,10.55 + ,10.55 + ,10.55 + ,10.49 + ,10.49 + ,10.55 + ,10.55 + ,10.55 + ,10.55 + ,10.55 + ,10.55 + ,10.49 + ,10.55 + ,10.55 + ,10.55 + ,10.55 + ,10.55 + ,10.55 + ,10.49 + ,10.49 + ,10.55 + ,10.55 + ,10.55 + ,10.49 + ,10.55 + ,10.55 + ,10.55 + ,10.55 + ,10.55 + ,10.55 + ,10.55 + ,10.55 + ,10.55 + ,10.49 + ,10.49 + ,10.49 + ,10.55 + ,10.55 + ,10.55 + ,10.49 + ,10.55 + ,10.55 + ,10.55 + ,10.63 + ,10.63 + ,10.63 + ,10.63 + ,10.63 + ,10.57 + ,10.63 + ,10.63 + ,10.63 + ,10.63 + ,10.57 + ,10.57 + ,10.57 + ,10.63 + ,10.63 + ,10.63 + ,10.63 + ,10.57 + ,10.63 + ,10.63 + ,10.57 + ,10.63 + ,10.63 + ,10.63 + ,10.63 + ,10.57 + ,10.63 + ,10.6 + ,10.7 + ,10.7 + ,10.7 + ,10.7 + ,10.7 + ,10.7 + ,10.7 + ,10.7 + ,10.7 + ,10.7 + ,10.6 + ,10.6 + ,10.6 + ,10.6 + ,10.7 + ,10.7 + ,10.6 + ,10.7 + ,10.7 + ,10.7 + ,10.7 + ,10.7 + ,10.7 + ,10.7 + ,10.7 + ,10.7 + ,10.7 + ,10.7 + ,10.7 + ,10.7 + ,10.7 + ,10.8 + ,10.8 + ,10.8 + ,10.8 + ,10.7 + ,10.7 + ,10.7 + ,10.85 + ,10.75 + ,10.75 + ,10.75 + ,10.75 + ,10.75 + ,10.75 + ,10.75 + ,10.75 + ,10.75 + ,10.75 + ,10.75 + ,10.85 + ,10.85 + ,10.85 + ,10.85 + ,10.85 + ,10.85 + ,10.85 + ,10.85 + ,10.85 + ,10.85 + ,10.75 + ,10.75 + ,10.85 + ,10.85 + ,10.85 + ,10.85 + ,10.75 + ,10.75 + ,10.75 + ,10.75 + ,10.75) > par1 = '12' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > par1 <- as.numeric(par1) > nx <- length(x) > x <- ts(x,frequency=par1) > m <- StructTS(x,type='BSM') > m$coef level slope seas epsilon 0.0008351427 0.0000000000 0.0000000000 0.0006345967 > m$fitted level slope sea Jan 1 10.000000 0.000000e+00 0.000000e+00 Feb 1 10.000000 0.000000e+00 0.000000e+00 Mar 1 10.000000 0.000000e+00 0.000000e+00 Apr 1 10.000000 0.000000e+00 0.000000e+00 May 1 10.000000 0.000000e+00 0.000000e+00 Jun 1 9.960334 -4.398729e-04 -4.398729e-04 Jul 1 10.026367 2.588872e-04 2.588872e-04 Aug 1 10.048520 4.833254e-04 4.833254e-04 Sep 1 10.055955 5.535087e-04 5.535087e-04 Oct 1 10.058451 5.728962e-04 5.728962e-04 Nov 1 10.059291 5.755284e-04 5.755284e-04 Dec 1 10.059574 5.726734e-04 5.726734e-04 Jan 2 10.062827 3.843845e-04 -4.228229e-03 Feb 2 10.060650 3.056333e-04 3.056333e-04 Mar 2 10.060113 2.939208e-04 2.939208e-04 Apr 2 10.059942 2.902289e-04 2.902289e-04 May 2 10.059886 2.881748e-04 2.881748e-04 Jun 2 10.059868 2.865678e-04 2.865678e-04 Jul 2 10.059862 2.851068e-04 2.851068e-04 Aug 2 10.059861 2.837020e-04 2.837020e-04 Sep 2 9.980313 -1.038523e-04 -1.038523e-04 Oct 2 9.953623 -2.320789e-04 -2.320789e-04 Nov 2 9.944668 -2.739264e-04 -2.739264e-04 Dec 2 9.941663 -2.869636e-04 -2.869636e-04 Jan 3 9.938971 -2.057596e-04 2.263355e-03 Feb 3 9.939767 -1.855543e-04 -1.855543e-04 Mar 3 10.020014 5.418513e-04 5.418513e-04 Apr 3 10.046380 6.755889e-04 6.755889e-04 May 3 9.975579 3.984710e-04 3.984710e-04 Jun 3 10.031457 5.890441e-04 5.890441e-04 Jul 3 10.050201 6.486001e-04 6.486001e-04 Aug 3 10.056490 6.667735e-04 6.667735e-04 Sep 3 10.138213 9.257957e-04 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10.179411 1.203750e-03 1.203750e-03 Oct 7 10.245812 1.291503e-03 1.291503e-03 Nov 7 10.268091 1.319697e-03 1.319697e-03 Dec 7 10.275566 1.327954e-03 1.327954e-03 Jan 8 10.287892 1.224667e-03 -1.347134e-02 Feb 8 10.282132 1.172796e-03 1.172796e-03 Mar 8 10.280325 1.162983e-03 1.162983e-03 Apr 8 10.279727 1.159653e-03 1.159653e-03 May 8 10.279528 1.157724e-03 1.157724e-03 Jun 8 10.213051 1.072486e-03 1.072486e-03 Jul 8 10.257160 1.124392e-03 1.124392e-03 Aug 8 10.271959 1.140624e-03 1.140624e-03 Sep 8 10.276925 1.145136e-03 1.145136e-03 Oct 8 10.278591 1.145750e-03 1.145750e-03 Nov 8 10.212741 1.067076e-03 1.067076e-03 Dec 8 10.257057 1.117795e-03 1.117795e-03 Jan 9 10.279537 9.424911e-04 -1.036740e-02 Feb 9 10.279521 9.361715e-04 9.361715e-04 Mar 9 10.213003 7.390355e-04 7.390355e-04 Apr 9 10.190837 7.006080e-04 7.006080e-04 May 9 10.249825 7.740212e-04 7.740212e-04 Jun 9 10.269612 7.952890e-04 7.952890e-04 Jul 9 10.276250 8.015451e-04 8.015451e-04 Aug 9 10.278477 8.030479e-04 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Aug 11 10.418856 3.430401e-04 3.430401e-04 Sep 11 10.366367 2.978263e-04 2.978263e-04 Oct 11 10.401892 3.278979e-04 3.278979e-04 Nov 11 10.413812 3.377788e-04 3.377788e-04 Dec 11 10.417811 3.408966e-04 3.408966e-04 Jan 12 10.421713 3.196966e-04 -3.516662e-03 Feb 12 10.420453 3.119024e-04 3.119024e-04 Mar 12 10.420049 3.103391e-04 3.103391e-04 Apr 12 10.419914 3.097816e-04 3.097816e-04 May 12 10.419869 3.094477e-04 3.094477e-04 Jun 12 10.419855 3.091763e-04 3.091763e-04 Jul 12 10.419850 3.089247e-04 3.089247e-04 Aug 12 10.419848 3.086799e-04 3.086799e-04 Sep 12 10.419848 3.084375e-04 3.084375e-04 Oct 12 10.419848 3.081962e-04 3.081962e-04 Nov 12 10.419848 3.079555e-04 3.079555e-04 Dec 12 10.419848 3.077153e-04 3.077153e-04 Jan 13 10.422217 2.964700e-04 -3.261170e-03 Feb 13 10.420628 2.878881e-04 2.878881e-04 Mar 13 10.366913 1.791360e-04 1.791360e-04 Apr 13 10.348975 1.581835e-04 1.581835e-04 May 13 10.342961 1.528229e-04 1.528229e-04 Jun 13 10.340944 1.511483e-04 1.511483e-04 Jul 13 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1.994940e-04 1.994940e-04 Jun 17 10.366764 1.680651e-04 1.680651e-04 Jul 17 10.348929 1.579103e-04 1.579103e-04 Aug 17 10.396090 1.840208e-04 1.840208e-04 Sep 17 10.411913 1.926603e-04 1.926603e-04 Oct 17 10.503582 2.430818e-04 2.430818e-04 Nov 17 10.534338 2.598818e-04 2.598818e-04 Dec 17 10.544657 2.654162e-04 2.654162e-04 Jan 18 10.550088 2.455654e-04 -2.701219e-03 Feb 18 10.549946 2.442942e-04 2.442942e-04 Mar 18 10.549901 2.438753e-04 2.438753e-04 Apr 18 10.549887 2.436599e-04 2.436599e-04 May 18 10.549882 2.435044e-04 2.435044e-04 Jun 18 10.549880 2.433682e-04 2.433682e-04 Jul 18 10.549880 2.432383e-04 2.432383e-04 Aug 18 10.510021 2.222046e-04 2.222046e-04 Sep 18 10.496648 2.151130e-04 2.151130e-04 Oct 18 10.532020 2.334111e-04 2.334111e-04 Nov 18 10.543888 2.394598e-04 2.394598e-04 Dec 18 10.547869 2.414042e-04 2.414042e-04 Jan 19 10.551051 2.307363e-04 -2.538099e-03 Feb 19 10.550270 2.275931e-04 2.275931e-04 Mar 19 10.550015 2.269311e-04 2.269311e-04 Apr 19 10.510067 1.952388e-04 1.952388e-04 May 19 10.536532 2.108070e-04 2.108070e-04 Jun 19 10.545410 2.153719e-04 2.153719e-04 Jul 19 10.548388 2.167657e-04 2.167657e-04 Aug 19 10.549388 2.171545e-04 2.171545e-04 Sep 19 10.549723 2.172129e-04 2.172129e-04 Oct 19 10.549836 2.171613e-04 2.171613e-04 Nov 19 10.510014 1.974438e-04 1.974438e-04 Dec 19 10.496653 1.907715e-04 1.907715e-04 Jan 20 10.532640 6.774982e-05 -7.452480e-04 Feb 20 10.544227 1.017385e-04 1.017385e-04 Mar 20 10.548032 1.065674e-04 1.065674e-04 Apr 20 10.509441 7.757663e-05 7.757663e-05 May 20 10.536360 9.268444e-05 9.268444e-05 Jun 20 10.545391 9.715542e-05 9.715542e-05 Jul 20 10.548421 9.856039e-05 9.856039e-05 Aug 20 10.549438 9.899353e-05 9.899353e-05 Sep 20 10.549779 9.910714e-05 9.910714e-05 Oct 20 10.549893 9.911432e-05 9.911432e-05 Nov 20 10.549932 9.908593e-05 9.908593e-05 Dec 20 10.549944 9.904564e-05 9.904564e-05 Jan 21 10.550722 9.683086e-05 -1.065139e-03 Feb 21 10.510092 -1.758744e-05 -1.758743e-05 Mar 21 10.496740 -3.414407e-05 -3.414407e-05 Apr 21 10.492273 -3.730587e-05 -3.730587e-05 May 21 10.530636 -1.672735e-05 -1.672735e-05 Jun 21 10.543506 -1.058977e-05 -1.058977e-05 Jul 21 10.547824 -8.615339e-06 -8.615339e-06 Aug 21 10.509412 -2.586890e-05 -2.586890e-05 Sep 21 10.536385 -1.380494e-05 -1.380494e-05 Oct 21 10.545434 -9.763649e-06 -9.763649e-06 Nov 21 10.548471 -8.406827e-06 -8.406827e-06 Dec 21 10.602637 1.570900e-05 1.570900e-05 Jan 22 10.620524 -3.984092e-05 4.382501e-04 Feb 22 10.626871 -2.271621e-05 -2.271620e-05 Mar 22 10.628959 -2.021569e-05 -2.021569e-05 Apr 22 10.629657 -1.972649e-05 -1.972649e-05 May 22 10.590030 -3.998211e-05 -3.998211e-05 Jun 22 10.616597 -2.788846e-05 -2.788846e-05 Jul 22 10.625510 -2.399606e-05 -2.399606e-05 Aug 22 10.628501 -2.270352e-05 -2.270352e-05 Sep 22 10.629504 -2.226596e-05 -2.226596e-05 Oct 22 10.589980 -3.907632e-05 -3.907632e-05 Nov 22 10.576719 -4.469740e-05 -4.469740e-05 Dec 22 10.572270 -4.656877e-05 -4.656877e-05 Jan 23 10.609449 -1.569993e-04 1.726992e-03 Feb 23 10.623234 -1.212488e-04 -1.212488e-04 Mar 23 10.627772 -1.159699e-04 -1.159699e-04 Apr 23 10.629290 -1.149061e-04 -1.149061e-04 May 23 10.589938 -1.340959e-04 -1.340959e-04 Jun 23 10.616597 -1.224493e-04 -1.224493e-04 Jul 23 10.625542 -1.186745e-04 -1.186745e-04 Aug 23 10.588681 -1.337410e-04 -1.337410e-04 Sep 23 10.616176 -1.224729e-04 -1.224729e-04 Oct 23 10.625400 -1.186686e-04 -1.186686e-04 Nov 23 10.628495 -1.173619e-04 -1.173619e-04 Dec 23 10.629533 -1.168922e-04 -1.168922e-04 Jan 24 10.589919 -4.831520e-06 5.314671e-05 Feb 24 10.616697 6.097255e-05 6.097255e-05 Mar 24 10.605577 4.883446e-05 4.883446e-05 Apr 24 10.668296 8.791907e-05 8.791907e-05 May 24 10.689330 9.773424e-05 9.773424e-05 Jun 24 10.696387 1.006325e-04 1.006325e-04 Jul 24 10.698754 1.015368e-04 1.015368e-04 Aug 24 10.699548 1.018090e-04 1.018090e-04 Sep 24 10.699815 1.018733e-04 1.018733e-04 Oct 24 10.699904 1.018685e-04 1.018685e-04 Nov 24 10.699934 1.018405e-04 1.018405e-04 Dec 24 10.699945 1.018048e-04 1.018048e-04 Jan 25 10.700745 9.990414e-05 -1.098946e-03 Feb 25 10.633422 -5.909860e-05 -5.909859e-05 Mar 25 10.611224 -8.216621e-05 -8.216621e-05 Apr 25 10.603794 -8.656455e-05 -8.656455e-05 May 25 10.601302 -8.764637e-05 -8.764637e-05 Jun 25 10.666902 -6.138676e-05 -6.138676e-05 Jul 25 10.688911 -5.293594e-05 -5.293594e-05 Aug 25 10.629859 -7.518751e-05 -7.518751e-05 Sep 25 10.676483 -5.766938e-05 -5.766938e-05 Oct 25 10.692126 -5.179176e-05 -5.179176e-05 Nov 25 10.697374 -4.980946e-05 -4.980946e-05 Dec 25 10.699135 -4.913262e-05 -4.913262e-05 Jan 26 10.699329 -4.976808e-05 5.474489e-04 Feb 26 10.699794 -4.860211e-05 -4.860210e-05 Mar 26 10.699947 -4.840017e-05 -4.840017e-05 Apr 26 10.699998 -4.834287e-05 -4.834287e-05 May 26 10.700015 -4.831455e-05 -4.831455e-05 Jun 26 10.700021 -4.829378e-05 -4.829378e-05 Jul 26 10.700023 -4.827529e-05 -4.827529e-05 Aug 26 10.700024 -4.825756e-05 -4.825756e-05 Sep 26 10.700024 -4.824008e-05 -4.824008e-05 Oct 26 10.700024 -4.822269e-05 -4.822269e-05 Nov 26 10.766461 -2.431519e-05 -2.431519e-05 Dec 26 10.788751 -1.629538e-05 -1.629538e-05 Jan 27 10.795966 -3.443619e-05 3.787980e-04 Feb 27 10.798671 -2.845563e-05 -2.845562e-05 Mar 27 10.733089 -9.167288e-05 -9.167288e-05 Apr 27 10.711134 -1.037859e-04 -1.037859e-04 May 27 10.703771 -1.068081e-04 -1.068081e-04 Jun 27 10.800957 -7.080627e-05 -7.080627e-05 Jul 27 10.767126 -8.277220e-05 -8.277220e-05 Aug 27 10.755775 -8.670613e-05 -8.670613e-05 Sep 27 10.751967 -8.799852e-05 -8.799852e-05 Oct 27 10.750689 -8.841084e-05 -8.841084e-05 Nov 27 10.750260 -8.852867e-05 -8.852867e-05 Dec 27 10.750116 -8.854781e-05 -8.854781e-05 Jan 28 10.749374 -8.696804e-05 9.566484e-04 Feb 28 10.749821 -8.584403e-05 -8.584402e-05 Mar 28 10.749968 -8.562730e-05 -8.562730e-05 Apr 28 10.750018 -8.555526e-05 -8.555526e-05 May 28 10.750034 -8.551430e-05 -8.551430e-05 Jun 28 10.816477 -6.177861e-05 -6.177861e-05 Jul 28 10.838769 -5.413946e-05 -5.413946e-05 Aug 28 10.846249 -5.160357e-05 -5.160357e-05 Sep 28 10.848758 -5.074608e-05 -5.074608e-05 Oct 28 10.849600 -5.044779e-05 -5.044779e-05 Nov 28 10.849882 -5.033665e-05 -5.033665e-05 Dec 28 10.849977 -5.028823e-05 -5.028823e-05 Jan 29 10.849613 -4.955818e-05 5.451400e-04 Feb 29 10.849888 -4.889931e-05 -4.889930e-05 Mar 29 10.849979 -4.877414e-05 -4.877414e-05 Apr 29 10.783567 -8.299511e-05 -8.299511e-05 May 29 10.761293 -9.159381e-05 -9.159381e-05 Jun 29 10.820258 -7.125295e-05 -7.125295e-05 Jul 29 10.840042 -6.470263e-05 -6.470263e-05 Aug 29 10.846679 -6.252456e-05 -6.252456e-05 Sep 29 10.848906 -6.178447e-05 -6.178447e-05 Oct 29 10.783215 -8.295695e-05 -8.295695e-05 Nov 29 10.761175 -9.003424e-05 -9.003424e-05 Dec 29 10.753780 -9.238751e-05 -9.238751e-05 Jan 30 10.750614 -8.547512e-05 9.402263e-04 Feb 30 10.750233 -8.605540e-05 -8.605539e-05 > m$resid Jan Feb Mar Apr May 1 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 2 1.165598e-01 -7.359725e-02 -2.843994e-02 -1.601097e-02 -1.196845e-02 3 -9.390610e-02 3.083404e-02 2.737943e+00 8.908013e-01 -2.471360e+00 4 1.792389e+00 5.102496e-01 1.538536e-01 -2.249283e+00 1.542105e+00 5 -6.265124e-01 -3.033470e-01 -1.033850e-01 -4.036036e-02 -1.942971e-02 6 -1.399207e+00 -6.943527e-01 2.045481e+00 -1.635831e+00 -5.661757e-01 7 -1.995654e+00 -1.076108e+00 -3.781734e-01 -1.541050e-01 -7.947284e-02 8 3.946384e-01 -2.320602e-01 -1.024799e-01 -6.087452e-02 -4.701783e-02 9 7.631062e-01 -3.199585e-02 -2.321893e+00 -7.917848e-01 2.016422e+00 10 1.663199e+00 4.193092e-01 1.268306e-01 3.246657e+00 1.073076e+00 11 1.566813e-01 -1.943429e+00 -6.460320e-01 -2.221851e-01 1.757741e+00 12 1.261296e-01 -5.323767e-02 -2.467574e-02 -1.537426e-02 -1.226915e-02 13 7.288786e-02 -6.367373e-02 -1.861921e+00 -6.264882e-01 -2.135269e-01 14 6.312343e-01 1.760157e-01 -1.779380e+00 -5.955195e-01 -1.996888e-01 15 4.211200e-01 1.415194e-01 4.672036e-02 1.552092e-02 5.086732e-03 16 -1.810997e+00 -6.592806e-01 -2.217066e-01 1.760567e+00 5.855246e-01 17 5.034200e-02 -4.422076e-02 -1.924786e-02 -1.103353e-02 -8.286716e-03 18 1.814750e-01 -1.317523e-02 -9.971268e-03 -8.940352e-03 -8.596989e-03 19 1.032005e-01 -3.443059e-02 -1.663890e-02 -1.389527e+00 9.088891e-01 20 1.255563e+00 3.923345e-01 1.278250e-01 -1.338453e+00 9.287151e-01 21 2.378246e-02 -1.388142e+00 -4.603747e-01 -1.533226e-01 1.328631e+00 22 6.260535e-01 2.178474e-01 7.286931e-02 2.485965e-02 -1.370402e+00 23 1.303317e+00 4.758501e-01 1.608863e-01 5.653160e-02 -1.357615e+00 24 -1.382176e+00 9.146339e-01 -3.861493e-01 2.167789e+00 7.247346e-01 25 2.445391e-02 -2.303697e+00 -7.646609e-01 -2.541714e-01 -8.322424e-02 26 8.514061e-03 1.757993e-02 6.963647e-03 3.444451e-03 2.266114e-03 27 2.527058e-01 9.369447e-02 -2.264442e+00 -7.562893e-01 -2.511837e-01 28 -2.284704e-02 1.827145e-02 8.052790e-03 4.665211e-03 3.530941e-03 29 -1.094656e-02 1.109843e-02 4.818006e-03 -2.295673e+00 -7.678249e-01 30 -1.073240e-01 -1.011655e-02 Jun Jul Aug Sep Oct 1 -1.371471e+00 2.299514e+00 7.575059e-01 2.405102e-01 6.722326e-02 2 -1.059774e-02 -1.010907e-02 -9.914162e-03 -2.762336e+00 -9.199368e-01 3 1.919296e+00 6.281710e-01 1.951758e-01 2.804775e+00 3.212484e+00 4 5.106205e-01 -2.131659e+00 -7.160367e-01 -2.411150e-01 2.214851e+00 5 2.284447e+00 7.558763e-01 2.431404e-01 -2.226026e+00 -7.529192e-01 6 -2.079299e-01 2.209688e+00 7.196801e-01 2.198237e-01 5.215248e-02 7 -5.444596e-02 -4.601828e-02 -4.315457e-02 -4.215680e-02 2.256021e+00 8 -2.340162e+00 1.489148e+00 4.731842e-01 1.323594e-01 1.804070e-02 9 6.578348e-01 2.021834e-01 4.934151e-02 -1.917966e-03 -1.909676e-02 10 3.446148e-01 1.002942e-01 1.834329e-02 -9.137176e-03 -1.834282e-02 11 5.817036e-01 1.872430e-01 5.491431e-02 -1.828171e+00 1.219002e+00 12 -1.122442e-02 -1.086887e-02 -1.074416e-02 -1.069682e-02 -1.067541e-02 13 -7.508678e-02 1.810142e+00 6.025123e-01 -1.641467e+00 -5.542006e-01 14 -6.698524e-02 -2.247108e-02 1.831321e+00 6.131926e-01 2.044983e-01 15 1.588504e-03 4.151071e-04 2.151384e-05 -1.104662e-04 -1.546736e-04 16 1.915511e-01 5.939545e-02 1.506089e-02 1.891808e-04 -4.797603e-03 17 -1.846270e+00 -6.229381e-01 1.626454e+00 5.411630e-01 3.165375e+00 18 -8.479835e-03 -8.437853e-03 -1.387669e+00 -4.704447e-01 1.216551e+00 19 2.999044e-01 9.561682e-02 2.708145e-02 4.089748e-03 -3.621776e-03 20 3.092773e-01 1.014801e-01 3.176580e-02 8.377130e-03 5.310284e-04 21 4.459012e-01 1.497763e-01 -1.328874e+00 9.342445e-01 3.136287e-01 22 9.206617e-01 3.093917e-01 1.043111e-01 3.550466e-02 -1.366900e+00 23 9.271169e-01 3.137367e-01 -1.271381e+00 9.560154e-01 3.234405e-01 24 2.407889e-01 7.844004e-02 2.397287e-02 5.699559e-03 -4.304423e-04 25 2.272970e+00 7.637109e-01 -2.041565e+00 1.615938e+00 5.432909e-01 26 1.870653e-03 1.737619e-03 1.692595e-03 1.677094e-03 1.671495e-03 27 3.366569e+00 -1.168209e+00 -3.899069e-01 -1.287798e-01 -4.116929e-02 28 2.302067e+00 7.735124e-01 2.606790e-01 8.861811e-02 3.088923e-02 29 2.043530e+00 6.870278e-01 2.319178e-01 7.922360e-02 -2.270991e+00 30 Nov Dec 1 9.223357e-03 -1.010461e-02 2 -3.018455e-01 -9.450608e-02 3 1.046382e+00 -1.975992e+00 4 7.367957e-01 -2.055736e+00 5 -2.586660e-01 2.204364e+00 6 -4.069149e-03 -2.289842e-02 7 7.262312e-01 2.130091e-01 8 -2.318288e+00 1.496581e+00 9 -2.484123e-02 -2.324907e+00 10 -2.141712e-02 -2.243429e-02 11 4.011062e-01 1.266984e-01 12 -1.066270e-02 -1.065291e-02 13 -1.894069e-01 1.771810e+00 14 -1.771491e+00 1.244506e+00 15 -1.694324e-04 -1.743109e-04 16 -6.467891e-03 -7.025456e-03 17 1.055852e+00 3.480836e-01 18 4.025909e-01 1.294998e-01 19 -1.385480e+00 -4.691568e-01 20 -2.100373e-03 -2.982178e-03 21 1.054041e-01 1.874616e+00 22 -4.575196e-01 -1.524111e-01 23 1.112025e-01 3.999276e-02 24 -2.486224e-03 -3.175055e-03 25 1.834037e-01 6.265646e-02 26 2.300610e+00 7.721668e-01 27 -1.177553e-02 -1.914243e-03 28 1.152006e-02 5.021069e-03 29 -7.597947e-01 -2.527692e-01 30 > 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 > postscript(file="/var/www/rcomp/tmp/1wa3d1292237147.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > 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() null device 1 > postscript(file="/var/www/rcomp/tmp/2pjkh1292237147.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > 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() null device 1 > postscript(file="/var/www/rcomp/tmp/30aj21292237147.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > 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() null device 1 > postscript(file="/var/www/rcomp/tmp/40aj21292237147.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(as.numeric(m$resid),main='Standardized Residuals',ylab='Residuals',xlab='time',type='b') > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/5sjjm1292237147.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > op <- par(mfrow = c(2,2)) > hist(m$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() null device 1 > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/rcomp/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="/var/www/rcomp/tmp/6ekzs1292237147.tab") > > try(system("convert tmp/1wa3d1292237147.ps tmp/1wa3d1292237147.png",intern=TRUE)) character(0) > try(system("convert tmp/2pjkh1292237147.ps tmp/2pjkh1292237147.png",intern=TRUE)) character(0) > try(system("convert tmp/30aj21292237147.ps tmp/30aj21292237147.png",intern=TRUE)) character(0) > try(system("convert tmp/40aj21292237147.ps tmp/40aj21292237147.png",intern=TRUE)) character(0) > try(system("convert tmp/5sjjm1292237147.ps tmp/5sjjm1292237147.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 5.730 0.950 6.638