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*The author of this computation has been verified*

R Software Module: /rwasp_structuraltimeseries.wasp (opens new window with default values)

Title produced by software: Structural Time Series Models

Date of computation: Sat, 04 Dec 2010 10:40:15 +0000

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/04/t12914591447ahx02ycw53tijz.htm/, Retrieved Sat, 04 Dec 2010 11:39:04 +0100

BibTeX entries for LaTeX users:

@Manual{KEY,
    author = {{YOUR NAME}},
    publisher = {Office for Research Development and Education},
    title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2010/Dec/04/t12914591447ahx02ycw53tijz.htm/},
    year = {2010},
}
@Manual{R,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2010},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords:

Dataseries X:

» Textbox « » Textfile « » CSV «

115.65 116.00 115.92 116.10 116.44 116.65 117.45 117.58 117.43 117.24 117.25 117.29 117.83 118.22 118.11 118.23 118.15 118.23 119.03 119.38 118.97 118.78 118.97 118.94 119.86 120.09 120.13 120.15 119.90 120.00 120.84 121.17 120.81 121.00 121.12 121.29 122.09 121.88 121.31 121.33 121.45 121.67 122.78 122.84 122.34 122.37 122.72 122.68 122.78 123.08 122.92 123.51 124.18 124.05 124.36 123.87 123.84 123.85 123.83 123.84 124.27 124.56 124.57 124.87 125.08 124.86 124.89 124.58 124.83 124.97 125.19 125.42 125.74 126.07 126.35 126.69 126.85 127.12 127.43 127.49 128.05 127.85 128.35 128.29 128.38 128.80 129.18 130.14 130.77 131.19 131.32 131.41 131.61 131.69 131.94 131.70 132.54 132.74 133.02 132.76 133.05 132.74 133.16 133.10 133.37 133.15 133.18 133.29 133.76 134.51 134.82 134.71 134.52 134.86 135.11 135.28 135.61 135.22 135.47 135.42 135.85 136.27 136.30 136.85 137.05 137.03 137.45 137.49 etc...

Output produced by software:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	5 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Structural Time Series Model
t	Observed	Level	Slope	Seasonal	Stand. Residuals
1	115.65	115.65	0	0	0
2	116	115.981810007734	0.0183824438729414	0.0181899922661830	0.252527193595836
3	115.92	115.902192543646	0.0176769010420758	0.0178074563544112	-0.124291598722975
4	116.1	116.081566938965	0.0191039628962169	0.0184330610345085	0.20490373351158
5	116.44	116.420343021306	0.0224350685923466	0.0196569786937871	0.404748717088198
6	116.65	116.629636174637	0.0246735663327139	0.0203638253627073	0.236391328182542
7	117.45	117.426753619573	0.0351010952141504	0.0232463804269774	0.976408047601386
8	117.58	117.556406063261	0.0365171037970509	0.0235939367389657	0.119421828044821
9	117.43	117.407077993686	0.0334679998170323	0.0229220063143926	-0.234545189472957
10	117.24	117.217868770168	0.0295068623145147	0.0221312298322948	-0.280814000851031
11	117.25	117.227936483012	0.0291351846064286	0.0220635169875933	-0.0244961071349183
12	117.29	117.267899535443	0.0293560646430393	0.0221004645566189	0.0136348173689662
13	117.83	117.827958219657	0.0196252238298266	0.00204178034345902	0.803900748313027
14	118.22	118.211461328634	0.0342702851159611	0.0085386713663542	0.389491426506659
15	118.11	118.101673914465	0.0310383052929037	0.0083260855349157	-0.180860618150768
16	118.23	118.221545913916	0.0331318530068637	0.00845408608369358	0.111459948438816
17	118.15	118.141704685173	0.0303476522820169	0.00829531482719991	-0.141664500410630
18	118.23	118.221636788430	0.0316204346982496	0.00836321157040203	0.0621423839899646
19	119.03	119.020614027381	0.0520629881154201	0.00938597261919727	0.96118603195028
20	119.38	119.370228369852	0.060263345517468	0.00977163014835945	0.372521192639426
21	118.97	118.960819808221	0.0469115528231871	0.00918019177891073	-0.587724329801521
22	118.78	118.771109062207	0.0399910758718343	0.0088909377934619	-0.295961791369892
23	118.97	118.960931402162	0.0444887221902072	0.00906859783803407	0.187324210394114
24	118.94	118.931016912367	0.0422013430940571	0.00898308763317918	-0.0929832957740467
25	119.86	119.782753689469	0.0567145953309068	0.0772463105307597	1.11098916188103
26	120.09	120.093173832114	0.0670164992157165	-0.00317383211374564	0.288532296011348
27	120.13	120.133191743802	0.0661413364521953	-0.00319174380164001	-0.0336949910519468
28	120.15	120.153221314548	0.064620159996269	-0.00322131454750310	-0.0575304381440674
29	119.9	119.903416190641	0.0540790189144212	-0.00341619064087193	-0.392169249193262
30	120	120.003388714362	0.0556405760975624	-0.00338871436206518	0.0572249685848178
31	120.84	120.842935580523	0.0826794537956774	-0.00293558052255526	0.977202263837671
32	121.17	121.172797688129	0.0913129084143743	-0.00279768812915021	0.30805736763815
33	120.81	120.813040429697	0.0753755543259667	-0.00304042969727873	-0.562027974971682
34	121	121.002980978564	0.0794665466313658	-0.00298097856414893	0.142715955284944
35	121.12	121.122960713168	0.0809274096924518	-0.00296071316827773	0.0504579892886297
36	121.29	121.292917799322	0.0841666702323635	-0.00291779932151345	0.110863109774528
37	122.09	121.971977183925	0.102526772085434	0.118022816075437	0.788955963916515
38	121.88	121.892735379354	0.0950497320658154	-0.0127353793538752	-0.212066910072116
39	121.31	121.322937755053	0.0703380557593311	-0.0129377550533776	-0.827406152102633
40	121.33	121.342952499335	0.068455292723622	-0.0129524993352301	-0.0626189620697052
41	121.45	121.462937969732	0.070394873770151	-0.0129379697323001	0.0641124470821511
42	121.67	121.682897394233	0.0760557877496826	-0.0128973942327266	0.186061867810581
43	122.78	122.792627636114	0.115380146560984	-0.0126276361137670	1.28577255198743
44	122.84	122.852641532772	0.11326389820059	-0.0126415327716493	-0.0688621470640212
45	122.34	122.352789514272	0.0897272016612077	-0.0127895142717771	-0.76249379721171
46	122.37	122.382803371186	0.08742572613086	-0.0128033711857806	-0.0742551135930681
47	122.72	122.732744809082	0.0975808412583762	-0.0127448090821124	0.32641813516778
48	122.68	122.692774303055	0.092241810079763	-0.0127743030552919	-0.171021380639404
49	122.78	122.653773294352	0.0874929177405362	0.126226705647590	-0.171143943204144
50	123.08	123.088466939447	0.101765404160484	-0.00846693944740726	0.410860105604533
51	122.92	122.928503198506	0.0915226655140991	-0.00850319850606015	-0.325335684323825
52	123.51	123.518436881598	0.11107593639987	-0.00843688159814878	0.61950251326898
53	124.18	124.188365446339	0.133050092921043	-0.00836544633905594	0.694592876419209
54	124.05	124.058397741843	0.122686621518244	-0.00839774184295814	-0.326886804312306
55	124.36	124.368375652546	0.130080480197552	-0.0083756525462417	0.232761193529043
56	123.87	123.878445885186	0.105560516549692	-0.00844588518562756	-0.770502432817467
57	123.84	123.848460631137	0.100191268242860	-0.00846063113665434	-0.168439743573861
58	123.85	123.858470052761	0.0966136235887104	-0.00847005276091639	-0.112063036557741
59	123.83	123.838481750649	0.0919814716297001	-0.00848175064886684	-0.144888783425414
60	123.84	123.848489647389	0.0887208345018078	-0.00848964738917044	-0.101856731261566
61	124.27	124.157338887874	0.0971834979660624	0.112661112126003	0.284231596565138
62	124.56	124.568005237685	0.110003866619804	-0.00800523768535003	0.374316358589227
63	124.57	124.578011243115	0.106013907309950	-0.00801124311544532	-0.124240285273038
64	124.87	124.878000085396	0.113760733087220	-0.0080000853956364	0.240994959771801
65	125.08	125.08799477114	0.117607316837244	-0.00799477114007906	0.119558918572461
66	124.86	124.868012667845	0.104102920415105	-0.00801266784483552	-0.419405800532859
67	124.89	124.898016438828	0.101136640324124	-0.00801643882782702	-0.0920558457488502
68	124.58	124.588036522883	0.0846682286066954	-0.00803652288347129	-0.51073569300864
69	124.83	124.838028770122	0.0912947821437036	-0.00802877012170342	0.205381252236177
70	124.97	124.978026577820	0.0932480045928946	-0.00802657782025095	0.060502713962426
71	125.19	125.198021101424	0.0983337717978252	-0.00802110142448606	0.157452463522122
72	125.42	125.428015641068	0.103619242681835	-0.00801564106828448	0.163555332894324
73	125.74	125.643625494452	0.108035880390979	0.0963745055476362	0.143671263824782
74	126.07	126.076788034597	0.121267181667889	-0.00678803459668466	0.390632183916148
75	126.35	126.356784559821	0.127646746437791	-0.00678455982150044	0.197172483521218
76	126.69	126.696780078901	0.136184304135531	-0.00678007890086216	0.263776018098636
77	126.85	126.856779596571	0.137142107935406	-0.0067795965706009	0.0295826286492075
78	127.12	127.126777014095	0.142486868137002	-0.00677701409547191	0.165028202896593
79	127.43	127.436773889022	0.149227602600399	-0.00677388902167317	0.208073708843153
80	127.49	127.496775486624	0.145636186012625	-0.00677548662419063	-0.110832034594719
81	128.05	128.056768366210	0.162318182330279	-0.00676836621016388	0.514690098843767
82	127.85	127.856774341564	0.147728424441733	-0.00677434156386825	-0.45004111924271
83	128.35	128.356768765887	0.161916387730637	-0.00676876588684341	0.437560284605828
84	128.29	128.296772136839	0.152976961549658	-0.0067721368393519	-0.275643677825262
85	128.38	128.314046494470	0.147563506872387	0.0659535055295292	-0.173296628838047
86	128.8	128.804185539866	0.161455783925761	-0.00418553986637371	0.413454540384058
87	129.18	129.184184784620	0.170263320511135	-0.00418478461960194	0.271452543890930
88	130.14	130.144182116204	0.202094568361989	-0.00418211620369787	0.980924766297536
89	130.77	130.774180728651	0.219343847461841	-0.00418072865081195	0.531496124132418
90	131.19	131.194180104222	0.227433378181488	-0.00418010422225254	0.249231987867644
91	131.32	131.324180395203	0.223504916393713	-0.00418039520331435	-0.121020275885357
92	131.41	131.414180777833	0.218121568065468	-0.0041807778334815	-0.165823771097982
93	131.61	131.614180827676	0.217390785382992	-0.00418082767613398	-0.0225083946038305
94	131.69	131.694181190324	0.211849833457394	-0.00418119032385686	-0.170649740070396
95	131.94	131.944181093687	0.213388536469626	-0.00418109368663484	0.0473853179836398
96	131.7	131.704182195830	0.195100882659488	-0.00418219582968136	-0.563141178030224
97	132.54	132.462913311951	0.217707544093993	0.077086688048568	0.717317894221467
98	132.74	132.746698537761	0.220381147289899	-0.00669853776061522	0.0800220164897185
99	133.02	133.026698874016	0.222786318794830	-0.00669887401579748	0.0740506542203427
100	132.76	132.766696378085	0.203308597501148	-0.00669637808475955	-0.599652560183862
101	133.05	133.056696808184	0.206806264328438	-0.0066968081835819	0.107676359248572
102	132.74	132.746694347624	0.185954256731259	-0.00669434762422312	-0.64190643719405
103	133.16	133.166695416975	0.195397847270577	-0.00669541697451424	0.29069955428044
104	133.1	133.106694297152	0.185092357388909	-0.00669429715246622	-0.317219981840968
105	133.37	133.376694654418	0.188518551878376	-0.00669465441750638	0.105460492777396
106	133.15	133.156693004862	0.172033521961578	-0.00669300486197084	-0.507404750865653
107	133.18	133.186692454489	0.166301860484215	-0.00669245448919807	-0.176414125141703
108	133.29	133.296692245126	0.164029782595622	-0.00669224512650001	-0.0699302399461945
109	133.76	133.675831517158	0.172680867690582	0.0841684828424749	0.273037510916112
110	134.51	134.514850774096	0.199605902698991	-0.00485077409608922	0.80911925827334
111	134.82	134.824851840829	0.204061196973807	-0.00485184082911066	0.137115817258155
112	134.71	134.714848972629	0.191386069800438	-0.00484897262872729	-0.390081867956127
113	134.52	134.524845630150	0.175993545885030	-0.00484563015013189	-0.473703029118262
114	134.86	134.864847009496	0.182612850471515	-0.00484700949568162	0.203705211402422
115	135.11	135.114847553368	0.185332634510674	-0.00484755336844286	0.0836985939822717
116	135.28	135.284847434615	0.184713792827161	-0.00484743461536893	-0.0190439812556583
117	135.61	135.614848514457	0.190577768666716	-0.00484851445709292	0.180453472160793
118	135.22	135.224844373473	0.167144503764707	-0.00484437347294165	-0.721109407741255
119	135.47	135.474844940589	0.170488747883260	-0.00484494058875815	0.102911046115494
120	135.42	135.424843492337	0.161589219481035	-0.0048434923373048	-0.273859000704847
121	135.85	135.787824532290	0.169699922927353	0.0621754677103689	0.255081702787062
122	136.27	136.274443267390	0.182496045813252	-0.00444326738965261	0.385658136423935
123	136.3	136.304441570819	0.176340702035974	-0.00444157081918405	-0.189408229389473
124	136.85	136.854445599512	0.191423160219929	-0.00444559951210787	0.464104788843426
125	137.05	137.054445688253	0.191769359363634	-0.00444568825263676	0.0106528915048918
126	137.03	137.034443585617	0.183221369782278	-0.00444358561666736	-0.263028788016859
127	137.45	137.454445841671	0.192778893025278	-0.00444584167143357	0.29409160180962
128	137.49	137.494444444735	0.186611976673231	-0.00444444473519646	-0.189759461520374
129	137.55	137.554443333786	0.181501267335614	-0.00444333378642823	-0.157258755242033
130	138.04	138.044445931424	0.193953904589672	-0.00444593142413817	0.383171673817235
131	138.03	138.034444283402	0.185721221199215	-0.00444428340172875	-0.253321473611620
132	137.75	137.754440672107	0.166922134951341	-0.00444067210683503	-0.578450207779308
133	138.27	138.209574562059	0.178538106808357	0.0604254379414901	0.364410051749066
134	138.99	138.993379140837	0.202966523397031	-0.00337914083733508	0.737857287380823
135	139.74	139.743385581775	0.225048172806429	-0.00338558177462818	0.679444093618469
136	139.7	139.703382595596	0.214349175454288	-0.00338259559605109	-0.329203625636553
137	139.97	139.973383197280	0.216595593037474	-0.00338319727949002	0.06912121847584
138	140.21	140.213383440108	0.217540343469859	-0.00338344010793694	0.0290694899016986
139	140.78	140.783386949378	0.231767869815764	-0.00338694937794324	0.437773201490415
140	140.8	140.803384926019	0.223219554411299	-0.00338492601931551	-0.263026688153445
141	140.64	140.643381412310	0.207750328641964	-0.00338141230970242	-0.47597857097088
142	140.42	140.423377648619	0.190483535764326	-0.00337764861881171	-0.531288092584518
143	140.85	140.853379671006	0.200151990721223	-0.00337967100617457	0.297491865164447
144	140.96	140.963378940524	0.196512862345127	-0.00337894052394963	-0.111973444082571
145	141.04	141.008410535518	0.190405031207767	0.0315894644815221	-0.191250970842929
146	141.71	141.711221240006	0.211081071047830	-0.00122124000601896	0.625584883747847
147	141.6	141.601217517444	0.198119991887893	-0.00121751744393991	-0.398799221112525
148	142.11	142.111221003253	0.210709651578134	-0.00122100325254295	0.387371048933425
149	142.59	142.591223891550	0.221580093886486	-0.00122389155031287	0.334472496338064
150	142.56	142.561221302130	0.211424561921987	-0.00122130212953237	-0.312475447504409
151	143	143.001223559803	0.220651464616771	-0.00122355980281244	0.283902479235000
152	143.18	143.181223174490	0.219010487381864	-0.00122317449048027	-0.050491215057801
153	143.15	143.151220909536	0.208958684162314	-0.00122090953573543	-0.309283864685118
154	143.1	143.101218649176	0.198505302635335	-0.00121864917605908	-0.321640038306946
155	143.45	143.451219918141	0.204620686702851	-0.00121991814117928	0.188164225732977
156	143.59	143.591219398709	0.202012144548745	-0.00121939870881676	-0.0802622250161256
157	143.92	143.902859605491	0.206433528378088	0.0171403945092336	0.138238414707689
158	144.66	144.659912486797	0.228649150291622	8.75132031786096e-05	0.67309130735425
159	144.34	144.339906321908	0.206501665640689	9.36780923735011e-05	-0.681450397201855
160	144.82	144.819909280344	0.217542048013519	9.07196564278975e-05	0.339698982433301
161	144.49	144.489903596658	0.195439281133725	9.64033417043948e-05	-0.680075362604105
162	144.41	144.409900852915	0.184320560921444	9.91470851060573e-05	-0.342109746387666
163	144.99	144.989904635304	0.200293034806400	9.53646962037927e-05	0.491454208906683
164	144.95	144.949902431013	0.190593080664643	9.75689874128691e-05	-0.298456307895261
165	145	144.999901193365	0.184917735791778	9.8806634516933e-05	-0.174623838713097
166	145.66	145.659905206713	0.204095454935030	9.47932866518e-05	0.590076616757458
167	146.68	146.679911820991	0.237031187609719	8.81790085578787e-05	1.01339543390291
168	147.38	147.379915422629	0.255719907956074	8.45773714590865e-05	0.575031094873836
169	147.94	147.931587640458	0.267657730310495	0.00841235954155738	0.372792194630364
170	149.12	149.118202748894	0.304732888421595	0.00179725110580947	1.12458424426375
171	149.95	149.948208434270	0.325936557467936	0.00179156573037821	0.652408723361886
172	150.19	150.188207545299	0.322467524947033	0.00179245470073418	-0.106737614307209
173	151.16	151.158213973300	0.348606685272354	0.0017860267002067	0.804268576140127
174	151.74	151.738216177597	0.357947409975296	0.00178382240278640	0.287402380204505
175	152.56	152.558220401519	0.376599215787846	0.00177959848124640	0.573893053763314
176	152.09	152.088212974623	0.34242432996726	0.00178702537744786	-1.05151973175170
177	152.46	152.458213206768	0.343537483423983	0.00178679323175139	0.0342503996681979
178	152.66	152.658212047177	0.337743275605931	0.00178795282310546	-0.178280934696552
179	152.38	152.378207258090	0.312806714643388	0.00179274191041355	-0.76726891859786
180	152.59	152.588206493248	0.308656698156614	0.00179350675166802	-0.127691228078682
181	152.88	152.899646588873	0.308768983255411	-0.0196465888733177	0.0035028307116053
182	153.29	153.288006005079	0.311980009222604	0.00199399492115328	0.0974923286469057
183	152.35	152.347993190459	0.261440801565859	0.00200680954142047	-1.55502334137144
184	152.49	152.487991995569	0.256538553571077	0.00200800443116203	-0.150835705711524
185	152.2	152.197986835102	0.234476237779513	0.00201316489839065	-0.678828933903794
186	151.57	151.567979002134	0.19957964519203	0.00202099786560996	-1.07372387260869
187	151.55	151.547977092851	0.190715808670391	0.00202290714888067	-0.272729197349074
188	151.79	151.787977504087	0.192705276923347	0.00202249591302458	0.0612134977903585
189	151.52	151.517973799047	0.174027139229260	0.0020262009526417	-0.574703734331328
190	151.76	151.75797430599	0.176690280465281	0.00202569401003595	0.0819416846464948
191	151.92	151.917974182917	0.176016540517900	0.00202581708286652	-0.0207301865808285
192	152.2	152.197974918731	0.180214060035159	0.00202508126909700	0.129152804945906
193	152.75	152.761683748713	0.195685697834622	-0.0116837487132043	0.48222720801395
194	153.49	153.487634583141	0.217079059471303	0.00236541685886532	0.650078276006185
195	153.78	153.777635321108	0.220022690799206	0.00236467889169855	0.0905715825070175
196	154.1	154.097636254989	0.22405851319155	0.00236374501143189	0.124176947377225
197	154.62	154.617638907765	0.236004886952003	0.00236109223517968	0.367574516253154
198	154.65	154.647637135709	0.227689021709332	0.00236286429069153	-0.255868647151498
199	154.81	154.807636576952	0.224956599186817	0.00236342304781864	-0.0840732417588463
200	154.92	154.917635666318	0.220316115511071	0.0023643336816947	-0.142782002766105
201	155.4	155.397637640377	0.230798837922263	0.00236235962347200	0.322540731319622
202	155.63	155.627637634549	0.230766591055366	0.00236236545092473	-0.000992197768050063
203	155.76	155.757636929139	0.226698925838927	0.00236307086103798	-0.125157287854856

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Dec/04/t12914591447ahx02ycw53tijz/1jw631291459208.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/04/t12914591447ahx02ycw53tijz/1jw631291459208.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/04/t12914591447ahx02ycw53tijz/2jw631291459208.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/04/t12914591447ahx02ycw53tijz/2jw631291459208.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/04/t12914591447ahx02ycw53tijz/3cnn61291459208.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/04/t12914591447ahx02ycw53tijz/3cnn61291459208.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/04/t12914591447ahx02ycw53tijz/4cnn61291459208.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/04/t12914591447ahx02ycw53tijz/4cnn61291459208.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/04/t12914591447ahx02ycw53tijz/5nwnr1291459208.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/04/t12914591447ahx02ycw53tijz/5nwnr1291459208.ps (open in new window)

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

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')

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa

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