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R Software Module

rwasp_structuraltimeseries.wasp

Title produced by software

Structural Time Series Models

Date of computation

Wed, 16 Dec 2009 15:58:04 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/16/t1261004325bg7j88951y70ucn.htm/, Retrieved Mon, 29 Apr 2024 12:59:18 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68627, Retrieved Mon, 29 Apr 2024 12:59:18 +0000

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IsPrivate?

No (this computation is public)

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Estimated Impact

144

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [Structural Time Series Models] [] [2009-11-27 15:02:30] [b98453cac15ba1066b407e146608df68]
-    D    [Structural Time Series Models] [Structurele tijdr...] [2009-12-01 19:54:37] [d46757a0a8c9b00540ab7e7e0c34bfc4]
-    D      [Structural Time Series Models] [Ad hoc forecasting] [2009-12-04 16:16:16] [34d27ebe78dc2d31581e8710befe8733]
-   PD          [Structural Time Series Models] [tijdreeksanalyse ...] [2009-12-16 22:58:04] [371dc2189c569d90e2c1567f632c3ec0] [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	'Gwilym Jenkins' @ 72.249.127.135

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68627&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68627&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68627&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	'Gwilym Jenkins' @ 72.249.127.135

Structural Time Series Model
t	Observed	Level	Slope	Seasonal	Stand. Residuals
1	441	441	0	0	0
2	449	446.717435759553	0.631581524911323	2.28256424044715	1.28552032556163
3	452	450.936884892431	1.33091070452850	1.06311510756910	0.824786520304844
4	462	458.505941824605	3.01370916188749	3.49405817539502	1.50557134359278
5	455	457.975868336966	1.94881762276254	-2.97586833696630	-0.81004119533735
6	461	459.82565306101	1.91822346769152	1.17434693898988	-0.0221539072289018
7	461	460.948676253741	1.67009184831381	0.0513237462585317	-0.177745130952903
8	463	462.453510808999	1.61824530133702	0.546489191001202	-0.0370003039746671
9	462	462.415810484681	1.09724761496450	-0.415810484680734	-0.371061836623348
10	456	458.169627823973	-0.586042051209288	-2.16962782397310	-1.19766015233759
11	455	454.911979830581	-1.42807379879260	0.08802016941942	-0.598838964653821
12	456	454.435710342627	-1.12802594370617	1.56428965737335	0.213349828096414
13	472	466.539660706758	2.93352446978861	5.46033929324174	3.11429893793395
14	472	472.333068053376	3.82385843771013	-0.333068053376204	0.628754787199817
15	471	474.169131701006	3.22512895415968	-3.16913170100553	-0.412671118049369
16	465	466.919213629184	0.0627718867572136	-1.91921362918414	-2.27857602087526
17	459	463.263401582976	-1.0786267453378	-4.26340158297648	-0.818878003304833
18	465	463.129791559248	-0.787445581474338	1.87020844075155	0.206052834730637
19	468	466.304765660056	0.430845874567361	1.69523433994399	0.86115228510595
20	467	466.637782201343	0.400795744756589	0.362217798656637	-0.0213084368819316
21	463	463.394913169496	-0.719041809530875	-0.394913169496333	-0.795544108216442
22	460	461.335589320017	-1.13112980288854	-1.3355893200174	-0.292904831502631
23	462	462.129618898161	-0.539906978781503	-0.129618898161461	0.420399731696298
24	461	464.07688940452	0.221848233047964	-3.07688940451952	0.544163749366548
25	476	468.857210326748	1.61929018550552	7.14278967325168	1.01147744044862
26	476	473.18582661213	2.45118923262705	2.81417338787011	0.591285847403206
27	471	471.876183737531	1.31016887344743	-0.876183737530739	-0.800951432985165
28	453	460.632410596199	-2.48167323101260	-7.63241059619914	-2.70295580901936
29	443	450.948822191343	-4.67146759276806	-7.94882219134259	-1.56976564679461
30	442	442.967884869600	-5.68241377072582	-0.967884869600482	-0.719630490243377
31	444	439.803510622913	-4.91347897782104	4.19648937708678	0.544874210730797
32	438	435.662199316235	-4.67800505447973	2.33780068376455	0.166906082822629
33	427	428.472075448504	-5.44363399106179	-1.47207544850351	-0.543462662979813
34	424	424.951713074043	-4.85774232093182	-0.951713074042544	0.416330734078912
35	416	419.049180447393	-5.17571485051265	-3.0491804473932	-0.226352148221674
36	406	412.503573448653	-5.59254499872304	-6.50357344865279	-0.297884665194414
37	431	417.872063340163	-2.25051121001178	13.1279366598366	2.39238507208644
38	434	424.518620347288	0.461981402788573	9.48137965271222	1.9259584805049
39	418	418.11510287987	-1.61935056808329	-0.115102879869952	-1.47023268191707
40	412	415.735838393516	-1.84891811475748	-3.73583839351554	-0.163236195857756
41	404	412.07493888407	-2.39769754880453	-8.07493888406992	-0.39230715566145
42	409	410.470923110357	-2.15649409584885	-1.47092311035693	0.172011285661586
43	412	408.078071021332	-2.22836910839461	3.92192897866832	-0.0510428035110751
44	406	403.726207326486	-2.87334762218838	2.27379267351351	-0.457333811828727
45	398	399.915115239961	-3.15780732874464	-1.91511523996091	-0.201822993927957
46	397	396.874468319764	-3.12230059034739	0.125531680236280	0.0252309015864529
47	385	390.621027444770	-4.07085662535123	-5.62102744476956	-0.675619399800132
48	390	395.961886412081	-1.21733590356288	-5.96188641208143	2.03717677607598
49	413	400.725126501638	0.598757767332859	12.2748734983619	1.29548487253752
50	413	401.322779060104	0.598422292420102	11.6772209398959	-0.000238153334255017
51	401	401.135821009633	0.360808326592136	-0.135821009632864	-0.168266825261693
52	397	400.63428833041	0.100534720478469	-3.63428833041016	-0.184976658984728
53	397	403.628541374877	0.974820632600847	-6.62854137487691	0.623836780206533
54	409	408.294260091342	2.09257715934282	0.705739908657495	0.797157992682264
55	419	412.873588449291	2.84632530430536	6.1264115507089	0.535899269762868
56	424	419.184520747697	3.89555508416566	4.81547925230328	0.744415252872673
57	428	427.341475763359	5.18422601341692	0.658524236640769	0.9143116661655
58	430	431.044007844971	4.73662141662065	-1.04400784497089	-0.318086943579514
59	424	434.710742571535	4.41344429115632	-10.7107425715351	-0.230184651250061
60	433	440.468645878498	4.81997613508171	-7.46864587849756	0.289950225207285
61	456	444.239996147269	4.50252966840195	11.7600038527313	-0.226120888575190

\begin{tabular}{lllllllll}
\hline
Structural Time Series Model \tabularnewline
t & Observed & Level & Slope & Seasonal & Stand. Residuals \tabularnewline
1 & 441 & 441 & 0 & 0 & 0 \tabularnewline
2 & 449 & 446.717435759553 & 0.631581524911323 & 2.28256424044715 & 1.28552032556163 \tabularnewline
3 & 452 & 450.936884892431 & 1.33091070452850 & 1.06311510756910 & 0.824786520304844 \tabularnewline
4 & 462 & 458.505941824605 & 3.01370916188749 & 3.49405817539502 & 1.50557134359278 \tabularnewline
5 & 455 & 457.975868336966 & 1.94881762276254 & -2.97586833696630 & -0.81004119533735 \tabularnewline
6 & 461 & 459.82565306101 & 1.91822346769152 & 1.17434693898988 & -0.0221539072289018 \tabularnewline
7 & 461 & 460.948676253741 & 1.67009184831381 & 0.0513237462585317 & -0.177745130952903 \tabularnewline
8 & 463 & 462.453510808999 & 1.61824530133702 & 0.546489191001202 & -0.0370003039746671 \tabularnewline
9 & 462 & 462.415810484681 & 1.09724761496450 & -0.415810484680734 & -0.371061836623348 \tabularnewline
10 & 456 & 458.169627823973 & -0.586042051209288 & -2.16962782397310 & -1.19766015233759 \tabularnewline
11 & 455 & 454.911979830581 & -1.42807379879260 & 0.08802016941942 & -0.598838964653821 \tabularnewline
12 & 456 & 454.435710342627 & -1.12802594370617 & 1.56428965737335 & 0.213349828096414 \tabularnewline
13 & 472 & 466.539660706758 & 2.93352446978861 & 5.46033929324174 & 3.11429893793395 \tabularnewline
14 & 472 & 472.333068053376 & 3.82385843771013 & -0.333068053376204 & 0.628754787199817 \tabularnewline
15 & 471 & 474.169131701006 & 3.22512895415968 & -3.16913170100553 & -0.412671118049369 \tabularnewline
16 & 465 & 466.919213629184 & 0.0627718867572136 & -1.91921362918414 & -2.27857602087526 \tabularnewline
17 & 459 & 463.263401582976 & -1.0786267453378 & -4.26340158297648 & -0.818878003304833 \tabularnewline
18 & 465 & 463.129791559248 & -0.787445581474338 & 1.87020844075155 & 0.206052834730637 \tabularnewline
19 & 468 & 466.304765660056 & 0.430845874567361 & 1.69523433994399 & 0.86115228510595 \tabularnewline
20 & 467 & 466.637782201343 & 0.400795744756589 & 0.362217798656637 & -0.0213084368819316 \tabularnewline
21 & 463 & 463.394913169496 & -0.719041809530875 & -0.394913169496333 & -0.795544108216442 \tabularnewline
22 & 460 & 461.335589320017 & -1.13112980288854 & -1.3355893200174 & -0.292904831502631 \tabularnewline
23 & 462 & 462.129618898161 & -0.539906978781503 & -0.129618898161461 & 0.420399731696298 \tabularnewline
24 & 461 & 464.07688940452 & 0.221848233047964 & -3.07688940451952 & 0.544163749366548 \tabularnewline
25 & 476 & 468.857210326748 & 1.61929018550552 & 7.14278967325168 & 1.01147744044862 \tabularnewline
26 & 476 & 473.18582661213 & 2.45118923262705 & 2.81417338787011 & 0.591285847403206 \tabularnewline
27 & 471 & 471.876183737531 & 1.31016887344743 & -0.876183737530739 & -0.800951432985165 \tabularnewline
28 & 453 & 460.632410596199 & -2.48167323101260 & -7.63241059619914 & -2.70295580901936 \tabularnewline
29 & 443 & 450.948822191343 & -4.67146759276806 & -7.94882219134259 & -1.56976564679461 \tabularnewline
30 & 442 & 442.967884869600 & -5.68241377072582 & -0.967884869600482 & -0.719630490243377 \tabularnewline
31 & 444 & 439.803510622913 & -4.91347897782104 & 4.19648937708678 & 0.544874210730797 \tabularnewline
32 & 438 & 435.662199316235 & -4.67800505447973 & 2.33780068376455 & 0.166906082822629 \tabularnewline
33 & 427 & 428.472075448504 & -5.44363399106179 & -1.47207544850351 & -0.543462662979813 \tabularnewline
34 & 424 & 424.951713074043 & -4.85774232093182 & -0.951713074042544 & 0.416330734078912 \tabularnewline
35 & 416 & 419.049180447393 & -5.17571485051265 & -3.0491804473932 & -0.226352148221674 \tabularnewline
36 & 406 & 412.503573448653 & -5.59254499872304 & -6.50357344865279 & -0.297884665194414 \tabularnewline
37 & 431 & 417.872063340163 & -2.25051121001178 & 13.1279366598366 & 2.39238507208644 \tabularnewline
38 & 434 & 424.518620347288 & 0.461981402788573 & 9.48137965271222 & 1.9259584805049 \tabularnewline
39 & 418 & 418.11510287987 & -1.61935056808329 & -0.115102879869952 & -1.47023268191707 \tabularnewline
40 & 412 & 415.735838393516 & -1.84891811475748 & -3.73583839351554 & -0.163236195857756 \tabularnewline
41 & 404 & 412.07493888407 & -2.39769754880453 & -8.07493888406992 & -0.39230715566145 \tabularnewline
42 & 409 & 410.470923110357 & -2.15649409584885 & -1.47092311035693 & 0.172011285661586 \tabularnewline
43 & 412 & 408.078071021332 & -2.22836910839461 & 3.92192897866832 & -0.0510428035110751 \tabularnewline
44 & 406 & 403.726207326486 & -2.87334762218838 & 2.27379267351351 & -0.457333811828727 \tabularnewline
45 & 398 & 399.915115239961 & -3.15780732874464 & -1.91511523996091 & -0.201822993927957 \tabularnewline
46 & 397 & 396.874468319764 & -3.12230059034739 & 0.125531680236280 & 0.0252309015864529 \tabularnewline
47 & 385 & 390.621027444770 & -4.07085662535123 & -5.62102744476956 & -0.675619399800132 \tabularnewline
48 & 390 & 395.961886412081 & -1.21733590356288 & -5.96188641208143 & 2.03717677607598 \tabularnewline
49 & 413 & 400.725126501638 & 0.598757767332859 & 12.2748734983619 & 1.29548487253752 \tabularnewline
50 & 413 & 401.322779060104 & 0.598422292420102 & 11.6772209398959 & -0.000238153334255017 \tabularnewline
51 & 401 & 401.135821009633 & 0.360808326592136 & -0.135821009632864 & -0.168266825261693 \tabularnewline
52 & 397 & 400.63428833041 & 0.100534720478469 & -3.63428833041016 & -0.184976658984728 \tabularnewline
53 & 397 & 403.628541374877 & 0.974820632600847 & -6.62854137487691 & 0.623836780206533 \tabularnewline
54 & 409 & 408.294260091342 & 2.09257715934282 & 0.705739908657495 & 0.797157992682264 \tabularnewline
55 & 419 & 412.873588449291 & 2.84632530430536 & 6.1264115507089 & 0.535899269762868 \tabularnewline
56 & 424 & 419.184520747697 & 3.89555508416566 & 4.81547925230328 & 0.744415252872673 \tabularnewline
57 & 428 & 427.341475763359 & 5.18422601341692 & 0.658524236640769 & 0.9143116661655 \tabularnewline
58 & 430 & 431.044007844971 & 4.73662141662065 & -1.04400784497089 & -0.318086943579514 \tabularnewline
59 & 424 & 434.710742571535 & 4.41344429115632 & -10.7107425715351 & -0.230184651250061 \tabularnewline
60 & 433 & 440.468645878498 & 4.81997613508171 & -7.46864587849756 & 0.289950225207285 \tabularnewline
61 & 456 & 444.239996147269 & 4.50252966840195 & 11.7600038527313 & -0.226120888575190 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68627&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]441[/C][C]441[/C][C]0[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]449[/C][C]446.717435759553[/C][C]0.631581524911323[/C][C]2.28256424044715[/C][C]1.28552032556163[/C][/ROW]
[ROW][C]3[/C][C]452[/C][C]450.936884892431[/C][C]1.33091070452850[/C][C]1.06311510756910[/C][C]0.824786520304844[/C][/ROW]
[ROW][C]4[/C][C]462[/C][C]458.505941824605[/C][C]3.01370916188749[/C][C]3.49405817539502[/C][C]1.50557134359278[/C][/ROW]
[ROW][C]5[/C][C]455[/C][C]457.975868336966[/C][C]1.94881762276254[/C][C]-2.97586833696630[/C][C]-0.81004119533735[/C][/ROW]
[ROW][C]6[/C][C]461[/C][C]459.82565306101[/C][C]1.91822346769152[/C][C]1.17434693898988[/C][C]-0.0221539072289018[/C][/ROW]
[ROW][C]7[/C][C]461[/C][C]460.948676253741[/C][C]1.67009184831381[/C][C]0.0513237462585317[/C][C]-0.177745130952903[/C][/ROW]
[ROW][C]8[/C][C]463[/C][C]462.453510808999[/C][C]1.61824530133702[/C][C]0.546489191001202[/C][C]-0.0370003039746671[/C][/ROW]
[ROW][C]9[/C][C]462[/C][C]462.415810484681[/C][C]1.09724761496450[/C][C]-0.415810484680734[/C][C]-0.371061836623348[/C][/ROW]
[ROW][C]10[/C][C]456[/C][C]458.169627823973[/C][C]-0.586042051209288[/C][C]-2.16962782397310[/C][C]-1.19766015233759[/C][/ROW]
[ROW][C]11[/C][C]455[/C][C]454.911979830581[/C][C]-1.42807379879260[/C][C]0.08802016941942[/C][C]-0.598838964653821[/C][/ROW]
[ROW][C]12[/C][C]456[/C][C]454.435710342627[/C][C]-1.12802594370617[/C][C]1.56428965737335[/C][C]0.213349828096414[/C][/ROW]
[ROW][C]13[/C][C]472[/C][C]466.539660706758[/C][C]2.93352446978861[/C][C]5.46033929324174[/C][C]3.11429893793395[/C][/ROW]
[ROW][C]14[/C][C]472[/C][C]472.333068053376[/C][C]3.82385843771013[/C][C]-0.333068053376204[/C][C]0.628754787199817[/C][/ROW]
[ROW][C]15[/C][C]471[/C][C]474.169131701006[/C][C]3.22512895415968[/C][C]-3.16913170100553[/C][C]-0.412671118049369[/C][/ROW]
[ROW][C]16[/C][C]465[/C][C]466.919213629184[/C][C]0.0627718867572136[/C][C]-1.91921362918414[/C][C]-2.27857602087526[/C][/ROW]
[ROW][C]17[/C][C]459[/C][C]463.263401582976[/C][C]-1.0786267453378[/C][C]-4.26340158297648[/C][C]-0.818878003304833[/C][/ROW]
[ROW][C]18[/C][C]465[/C][C]463.129791559248[/C][C]-0.787445581474338[/C][C]1.87020844075155[/C][C]0.206052834730637[/C][/ROW]
[ROW][C]19[/C][C]468[/C][C]466.304765660056[/C][C]0.430845874567361[/C][C]1.69523433994399[/C][C]0.86115228510595[/C][/ROW]
[ROW][C]20[/C][C]467[/C][C]466.637782201343[/C][C]0.400795744756589[/C][C]0.362217798656637[/C][C]-0.0213084368819316[/C][/ROW]
[ROW][C]21[/C][C]463[/C][C]463.394913169496[/C][C]-0.719041809530875[/C][C]-0.394913169496333[/C][C]-0.795544108216442[/C][/ROW]
[ROW][C]22[/C][C]460[/C][C]461.335589320017[/C][C]-1.13112980288854[/C][C]-1.3355893200174[/C][C]-0.292904831502631[/C][/ROW]
[ROW][C]23[/C][C]462[/C][C]462.129618898161[/C][C]-0.539906978781503[/C][C]-0.129618898161461[/C][C]0.420399731696298[/C][/ROW]
[ROW][C]24[/C][C]461[/C][C]464.07688940452[/C][C]0.221848233047964[/C][C]-3.07688940451952[/C][C]0.544163749366548[/C][/ROW]
[ROW][C]25[/C][C]476[/C][C]468.857210326748[/C][C]1.61929018550552[/C][C]7.14278967325168[/C][C]1.01147744044862[/C][/ROW]
[ROW][C]26[/C][C]476[/C][C]473.18582661213[/C][C]2.45118923262705[/C][C]2.81417338787011[/C][C]0.591285847403206[/C][/ROW]
[ROW][C]27[/C][C]471[/C][C]471.876183737531[/C][C]1.31016887344743[/C][C]-0.876183737530739[/C][C]-0.800951432985165[/C][/ROW]
[ROW][C]28[/C][C]453[/C][C]460.632410596199[/C][C]-2.48167323101260[/C][C]-7.63241059619914[/C][C]-2.70295580901936[/C][/ROW]
[ROW][C]29[/C][C]443[/C][C]450.948822191343[/C][C]-4.67146759276806[/C][C]-7.94882219134259[/C][C]-1.56976564679461[/C][/ROW]
[ROW][C]30[/C][C]442[/C][C]442.967884869600[/C][C]-5.68241377072582[/C][C]-0.967884869600482[/C][C]-0.719630490243377[/C][/ROW]
[ROW][C]31[/C][C]444[/C][C]439.803510622913[/C][C]-4.91347897782104[/C][C]4.19648937708678[/C][C]0.544874210730797[/C][/ROW]
[ROW][C]32[/C][C]438[/C][C]435.662199316235[/C][C]-4.67800505447973[/C][C]2.33780068376455[/C][C]0.166906082822629[/C][/ROW]
[ROW][C]33[/C][C]427[/C][C]428.472075448504[/C][C]-5.44363399106179[/C][C]-1.47207544850351[/C][C]-0.543462662979813[/C][/ROW]
[ROW][C]34[/C][C]424[/C][C]424.951713074043[/C][C]-4.85774232093182[/C][C]-0.951713074042544[/C][C]0.416330734078912[/C][/ROW]
[ROW][C]35[/C][C]416[/C][C]419.049180447393[/C][C]-5.17571485051265[/C][C]-3.0491804473932[/C][C]-0.226352148221674[/C][/ROW]
[ROW][C]36[/C][C]406[/C][C]412.503573448653[/C][C]-5.59254499872304[/C][C]-6.50357344865279[/C][C]-0.297884665194414[/C][/ROW]
[ROW][C]37[/C][C]431[/C][C]417.872063340163[/C][C]-2.25051121001178[/C][C]13.1279366598366[/C][C]2.39238507208644[/C][/ROW]
[ROW][C]38[/C][C]434[/C][C]424.518620347288[/C][C]0.461981402788573[/C][C]9.48137965271222[/C][C]1.9259584805049[/C][/ROW]
[ROW][C]39[/C][C]418[/C][C]418.11510287987[/C][C]-1.61935056808329[/C][C]-0.115102879869952[/C][C]-1.47023268191707[/C][/ROW]
[ROW][C]40[/C][C]412[/C][C]415.735838393516[/C][C]-1.84891811475748[/C][C]-3.73583839351554[/C][C]-0.163236195857756[/C][/ROW]
[ROW][C]41[/C][C]404[/C][C]412.07493888407[/C][C]-2.39769754880453[/C][C]-8.07493888406992[/C][C]-0.39230715566145[/C][/ROW]
[ROW][C]42[/C][C]409[/C][C]410.470923110357[/C][C]-2.15649409584885[/C][C]-1.47092311035693[/C][C]0.172011285661586[/C][/ROW]
[ROW][C]43[/C][C]412[/C][C]408.078071021332[/C][C]-2.22836910839461[/C][C]3.92192897866832[/C][C]-0.0510428035110751[/C][/ROW]
[ROW][C]44[/C][C]406[/C][C]403.726207326486[/C][C]-2.87334762218838[/C][C]2.27379267351351[/C][C]-0.457333811828727[/C][/ROW]
[ROW][C]45[/C][C]398[/C][C]399.915115239961[/C][C]-3.15780732874464[/C][C]-1.91511523996091[/C][C]-0.201822993927957[/C][/ROW]
[ROW][C]46[/C][C]397[/C][C]396.874468319764[/C][C]-3.12230059034739[/C][C]0.125531680236280[/C][C]0.0252309015864529[/C][/ROW]
[ROW][C]47[/C][C]385[/C][C]390.621027444770[/C][C]-4.07085662535123[/C][C]-5.62102744476956[/C][C]-0.675619399800132[/C][/ROW]
[ROW][C]48[/C][C]390[/C][C]395.961886412081[/C][C]-1.21733590356288[/C][C]-5.96188641208143[/C][C]2.03717677607598[/C][/ROW]
[ROW][C]49[/C][C]413[/C][C]400.725126501638[/C][C]0.598757767332859[/C][C]12.2748734983619[/C][C]1.29548487253752[/C][/ROW]
[ROW][C]50[/C][C]413[/C][C]401.322779060104[/C][C]0.598422292420102[/C][C]11.6772209398959[/C][C]-0.000238153334255017[/C][/ROW]
[ROW][C]51[/C][C]401[/C][C]401.135821009633[/C][C]0.360808326592136[/C][C]-0.135821009632864[/C][C]-0.168266825261693[/C][/ROW]
[ROW][C]52[/C][C]397[/C][C]400.63428833041[/C][C]0.100534720478469[/C][C]-3.63428833041016[/C][C]-0.184976658984728[/C][/ROW]
[ROW][C]53[/C][C]397[/C][C]403.628541374877[/C][C]0.974820632600847[/C][C]-6.62854137487691[/C][C]0.623836780206533[/C][/ROW]
[ROW][C]54[/C][C]409[/C][C]408.294260091342[/C][C]2.09257715934282[/C][C]0.705739908657495[/C][C]0.797157992682264[/C][/ROW]
[ROW][C]55[/C][C]419[/C][C]412.873588449291[/C][C]2.84632530430536[/C][C]6.1264115507089[/C][C]0.535899269762868[/C][/ROW]
[ROW][C]56[/C][C]424[/C][C]419.184520747697[/C][C]3.89555508416566[/C][C]4.81547925230328[/C][C]0.744415252872673[/C][/ROW]
[ROW][C]57[/C][C]428[/C][C]427.341475763359[/C][C]5.18422601341692[/C][C]0.658524236640769[/C][C]0.9143116661655[/C][/ROW]
[ROW][C]58[/C][C]430[/C][C]431.044007844971[/C][C]4.73662141662065[/C][C]-1.04400784497089[/C][C]-0.318086943579514[/C][/ROW]
[ROW][C]59[/C][C]424[/C][C]434.710742571535[/C][C]4.41344429115632[/C][C]-10.7107425715351[/C][C]-0.230184651250061[/C][/ROW]
[ROW][C]60[/C][C]433[/C][C]440.468645878498[/C][C]4.81997613508171[/C][C]-7.46864587849756[/C][C]0.289950225207285[/C][/ROW]
[ROW][C]61[/C][C]456[/C][C]444.239996147269[/C][C]4.50252966840195[/C][C]11.7600038527313[/C][C]-0.226120888575190[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68627&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68627&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	441	441	0	0	0
2	449	446.717435759553	0.631581524911323	2.28256424044715	1.28552032556163
3	452	450.936884892431	1.33091070452850	1.06311510756910	0.824786520304844
4	462	458.505941824605	3.01370916188749	3.49405817539502	1.50557134359278
5	455	457.975868336966	1.94881762276254	-2.97586833696630	-0.81004119533735
6	461	459.82565306101	1.91822346769152	1.17434693898988	-0.0221539072289018
7	461	460.948676253741	1.67009184831381	0.0513237462585317	-0.177745130952903
8	463	462.453510808999	1.61824530133702	0.546489191001202	-0.0370003039746671
9	462	462.415810484681	1.09724761496450	-0.415810484680734	-0.371061836623348
10	456	458.169627823973	-0.586042051209288	-2.16962782397310	-1.19766015233759
11	455	454.911979830581	-1.42807379879260	0.08802016941942	-0.598838964653821
12	456	454.435710342627	-1.12802594370617	1.56428965737335	0.213349828096414
13	472	466.539660706758	2.93352446978861	5.46033929324174	3.11429893793395
14	472	472.333068053376	3.82385843771013	-0.333068053376204	0.628754787199817
15	471	474.169131701006	3.22512895415968	-3.16913170100553	-0.412671118049369
16	465	466.919213629184	0.0627718867572136	-1.91921362918414	-2.27857602087526
17	459	463.263401582976	-1.0786267453378	-4.26340158297648	-0.818878003304833
18	465	463.129791559248	-0.787445581474338	1.87020844075155	0.206052834730637
19	468	466.304765660056	0.430845874567361	1.69523433994399	0.86115228510595
20	467	466.637782201343	0.400795744756589	0.362217798656637	-0.0213084368819316
21	463	463.394913169496	-0.719041809530875	-0.394913169496333	-0.795544108216442
22	460	461.335589320017	-1.13112980288854	-1.3355893200174	-0.292904831502631
23	462	462.129618898161	-0.539906978781503	-0.129618898161461	0.420399731696298
24	461	464.07688940452	0.221848233047964	-3.07688940451952	0.544163749366548
25	476	468.857210326748	1.61929018550552	7.14278967325168	1.01147744044862
26	476	473.18582661213	2.45118923262705	2.81417338787011	0.591285847403206
27	471	471.876183737531	1.31016887344743	-0.876183737530739	-0.800951432985165
28	453	460.632410596199	-2.48167323101260	-7.63241059619914	-2.70295580901936
29	443	450.948822191343	-4.67146759276806	-7.94882219134259	-1.56976564679461
30	442	442.967884869600	-5.68241377072582	-0.967884869600482	-0.719630490243377
31	444	439.803510622913	-4.91347897782104	4.19648937708678	0.544874210730797
32	438	435.662199316235	-4.67800505447973	2.33780068376455	0.166906082822629
33	427	428.472075448504	-5.44363399106179	-1.47207544850351	-0.543462662979813
34	424	424.951713074043	-4.85774232093182	-0.951713074042544	0.416330734078912
35	416	419.049180447393	-5.17571485051265	-3.0491804473932	-0.226352148221674
36	406	412.503573448653	-5.59254499872304	-6.50357344865279	-0.297884665194414
37	431	417.872063340163	-2.25051121001178	13.1279366598366	2.39238507208644
38	434	424.518620347288	0.461981402788573	9.48137965271222	1.9259584805049
39	418	418.11510287987	-1.61935056808329	-0.115102879869952	-1.47023268191707
40	412	415.735838393516	-1.84891811475748	-3.73583839351554	-0.163236195857756
41	404	412.07493888407	-2.39769754880453	-8.07493888406992	-0.39230715566145
42	409	410.470923110357	-2.15649409584885	-1.47092311035693	0.172011285661586
43	412	408.078071021332	-2.22836910839461	3.92192897866832	-0.0510428035110751
44	406	403.726207326486	-2.87334762218838	2.27379267351351	-0.457333811828727
45	398	399.915115239961	-3.15780732874464	-1.91511523996091	-0.201822993927957
46	397	396.874468319764	-3.12230059034739	0.125531680236280	0.0252309015864529
47	385	390.621027444770	-4.07085662535123	-5.62102744476956	-0.675619399800132
48	390	395.961886412081	-1.21733590356288	-5.96188641208143	2.03717677607598
49	413	400.725126501638	0.598757767332859	12.2748734983619	1.29548487253752
50	413	401.322779060104	0.598422292420102	11.6772209398959	-0.000238153334255017
51	401	401.135821009633	0.360808326592136	-0.135821009632864	-0.168266825261693
52	397	400.63428833041	0.100534720478469	-3.63428833041016	-0.184976658984728
53	397	403.628541374877	0.974820632600847	-6.62854137487691	0.623836780206533
54	409	408.294260091342	2.09257715934282	0.705739908657495	0.797157992682264
55	419	412.873588449291	2.84632530430536	6.1264115507089	0.535899269762868
56	424	419.184520747697	3.89555508416566	4.81547925230328	0.744415252872673
57	428	427.341475763359	5.18422601341692	0.658524236640769	0.9143116661655
58	430	431.044007844971	4.73662141662065	-1.04400784497089	-0.318086943579514
59	424	434.710742571535	4.41344429115632	-10.7107425715351	-0.230184651250061
60	433	440.468645878498	4.81997613508171	-7.46864587849756	0.289950225207285
61	456	444.239996147269	4.50252966840195	11.7600038527313	-0.226120888575190

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 = 1 ; par2 = 2 ; par3 = 1 ; par4 = 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