| Workshop 8 Time Series Analysis (Introduction) | | *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: Thu, 09 Dec 2010 10:56:42 +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/09/t1291892161hsnmxlv267qrulz.htm/, Retrieved Thu, 09 Dec 2010 11:56:08 +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/09/t1291892161hsnmxlv267qrulz.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: | | Monthly Unemployment - Structural Time Series Model | | | | Dataseries X: | | » Textbox « » Textfile « » CSV « | | 235.1
280.7
264.6
240.7
201.4
240.8
241.1
223.8
206.1
174.7
203.3
220.5
299.5
347.4
338.3
327.7
351.6
396.6
438.8
395.6
363.5
378.8
357
369
464.8
479.1
431.3
366.5
326.3
355.1
331.6
261.3
249
205.5
235.6
240.9
264.9
253.8
232.3
193.8
177
213.2
207.2
180.6
188.6
175.4
199
179.6
225.8
234
200.2
183.6
178.2
203.2
208.5
191.8
172.8
148
159.4
154.5
213.2
196.4
182.8
176.4
153.6
173.2
171
151.2
161.9
157.2
201.7
236.4
356.1
398.3
403.7
384.6
365.8
368.1
367.9
347
343.3
292.9
311.5
300.9
366.9
356.9
329.7
316.2
269
289.3
266.2
253.6
233.8
228.4
253.6
260.1
306.6
309.2
309.5
271
279.9
317.9
298.4
246.7
227.3
209.1
259.9
266
320.6
308.5
282.2
262.7
263.5
313.1
284.3
252.6
250.3
246.5
312.7
333.2
446.4
511.6
515.5
506.4
483.2
522.3
509.8
460.7
405.8
375
378.5
406.8
467.8
469.8
429.8
355.8
332.7
378
360.5
334.7
319.5
323.1
363.6
352.1
411.9
388.6
416.4
360.7
338
417.2
388. etc... | | | | Output produced by software: |
| Structural Time Series Model | | t | Observed | Level | Slope | Seasonal | Stand. Residuals | | 1 | 235.1 | 235.1 | 0 | 0 | 0 | | 2 | 280.7 | 276.896245746436 | 3.22911110436453 | 3.80375425356415 | 1.42066536850972 | | 3 | 264.6 | 265.963265688024 | 1.50309838029571 | -1.36326568802440 | -0.734903317175399 | | 4 | 240.7 | 241.861793222569 | -2.61698978913476 | -1.16179322256876 | -1.29364639323432 | | 5 | 201.4 | 203.400415766129 | -9.37534169680783 | -2.00041576612935 | -1.77273380874495 | | 6 | 240.8 | 231.511882607958 | -1.64201944851566 | 9.28811739204155 | 1.83018885734762 | | 7 | 241.1 | 239.535095117693 | 0.456217583696076 | 1.56490488230726 | 0.467970804287585 | | 8 | 223.8 | 224.505061647943 | -3.00534168567717 | -0.705061647942683 | -0.745971789300263 | | 9 | 206.1 | 205.645977014897 | -6.6092134611745 | 0.454022985103203 | -0.761333449058833 | | 10 | 174.7 | 175.353784412960 | -12.0454782999576 | -0.65378441296033 | -1.13525628391737 | | 11 | 203.3 | 195.560687057504 | -4.60037186773744 | 7.73931294249597 | 1.54439538140152 | | 12 | 220.5 | 216.386010487652 | 1.28801427878582 | 4.11398951234749 | 1.21674486591375 | | 13 | 299.5 | 288.872523931850 | 17.2091962317998 | 10.6274760681497 | 3.83219210781693 | | 14 | 347.4 | 340.177438290257 | 24.9128989159303 | 7.2225617097426 | 1.44304877325921 | | 15 | 338.3 | 345.194173743958 | 20.4088069067425 | -6.89417374395811 | -0.92906051072369 | | 16 | 327.7 | 331.376475030497 | 12.5503273300090 | -3.67647503049708 | -1.61858159110898 | | 17 | 351.6 | 356.287916681699 | 15.3923602753652 | -4.68791668169905 | 0.58241132737304 | | 18 | 396.6 | 388.494150211731 | 19.2561803176132 | 8.10584978826915 | 0.792943773313948 | | 19 | 438.8 | 433.770614437715 | 25.2349268215136 | 5.0293855622845 | 1.22812182704405 | | 20 | 395.6 | 408.516781642064 | 13.6338028169110 | -12.9167816420640 | -2.38377846694245 | | 21 | 363.5 | 368.962076142174 | 1.41178666533705 | -5.46207614217434 | -2.51168776411731 | | 22 | 378.8 | 379.197713586654 | 3.43966199162084 | -0.397713586653609 | 0.416786918307111 | | 23 | 357 | 357.765284608398 | -2.27615910429012 | -0.765284608398099 | -1.17473599534849 | | 24 | 369 | 371.855242834910 | 1.47458226071715 | -2.8552428349096 | 0.771867331396886 | | 25 | 464.8 | 442.461602975298 | 17.234308165543 | 22.3383970247024 | 3.41171560648142 | | 26 | 479.1 | 468.288355459639 | 19.1884955182057 | 10.8116445403615 | 0.388218586382179 | | 27 | 431.3 | 443.035037828703 | 9.14005702264729 | -11.7350378287034 | -2.05884882042737 | | 28 | 366.5 | 386.564590181969 | -5.83242273931038 | -20.0645901819691 | -3.09038401698361 | | 29 | 326.3 | 341.659844798958 | -14.7724877372127 | -15.3598447989579 | -1.83379091802764 | | 30 | 355.1 | 347.791763889707 | -9.99131454200963 | 7.30823611029281 | 0.980729098423756 | | 31 | 331.6 | 323.128939994948 | -13.3459729312954 | 8.47106000505236 | -0.688873297056043 | | 32 | 261.3 | 273.48834682242 | -21.6446528615547 | -12.1883468224201 | -1.70504724215649 | | 33 | 249 | 254.64933421962 | -21.0030953948592 | -5.64933421961992 | 0.131846043323911 | | 34 | 205.5 | 206.688821874468 | -27.1678503835679 | -1.18882187446817 | -1.26703335947904 | | 35 | 235.6 | 227.556153863895 | -16.1894265461610 | 8.04384613610536 | 2.25583371782921 | | 36 | 240.9 | 250.468237384565 | -7.27612962854993 | -9.5682373845651 | 1.83820540238773 | | 37 | 264.9 | 245.283880273413 | -6.79914443723058 | 19.6161197265869 | 0.100357188161152 | | 38 | 253.8 | 235.073024445799 | -7.5757128726785 | 18.7269755542005 | -0.157140897094586 | | 39 | 232.3 | 230.443606941407 | -6.90901089481959 | 1.85639305859257 | 0.136371826127074 | | 40 | 193.8 | 210.141200926888 | -9.95545651994976 | -16.341200926888 | -0.628836038130628 | | 41 | 177 | 197.818978594456 | -10.4954130806697 | -20.8189785944561 | -0.110924628328793 | | 42 | 213.2 | 200.357131974566 | -7.52201996318952 | 12.8428680254337 | 0.61001382324628 | | 43 | 207.2 | 192.275805825418 | -7.64957626532734 | 14.9241941745816 | -0.0261898937478546 | | 44 | 180.6 | 190.866810553892 | -6.22637470191672 | -10.2668105538922 | 0.292399399152816 | | 45 | 188.6 | 187.584002920041 | -5.55500811548222 | 1.01599707995925 | 0.137972873275236 | | 46 | 175.4 | 185.610743806793 | -4.73813419169405 | -10.2107438067932 | 0.167873917119361 | | 47 | 199 | 195.823781523251 | -1.33133176131156 | 3.17621847674922 | 0.700082153916336 | | 48 | 179.6 | 191.066133336662 | -2.11072153932872 | -11.4661333366619 | -0.160867327763989 | | 49 | 225.8 | 202.310682543488 | 0.93170725387662 | 23.489317456512 | 0.632944796914796 | | 50 | 234 | 213.796616350603 | 3.33291353970861 | 20.2033836493972 | 0.489358798826040 | | 51 | 200.2 | 199.727085690793 | -0.608037017642344 | 0.47291430920655 | -0.80626151116477 | | 52 | 183.6 | 199.096760977651 | -0.61309796392738 | -15.4967609776510 | -0.00104377840519843 | | 53 | 178.2 | 201.034527500130 | -0.0322627465297564 | -22.8345275001303 | 0.119449884651829 | | 54 | 203.2 | 192.2358079336 | -2.02896946340174 | 10.9641920663999 | -0.409810012065384 | | 55 | 208.5 | 193.600244426597 | -1.25629132888374 | 14.8997555734034 | 0.158640317293168 | | 56 | 191.8 | 200.60314150587 | 0.624206066150487 | -8.80314150587004 | 0.386325319772337 | | 57 | 172.8 | 178.115014484029 | -4.63845303385158 | -5.31501448402935 | -1.08145459380144 | | 58 | 148 | 162.738497762663 | -7.08302320800164 | -14.7384977626631 | -0.502318076059569 | | 59 | 159.4 | 155.131240906835 | -7.20225745347053 | 4.26875909316545 | -0.0245090284631111 | | 60 | 154.5 | 164.759384085665 | -3.37772523608135 | -10.2593840856645 | 0.789313500587099 | | 61 | 213.2 | 186.039885211363 | 2.23395524162699 | 27.1601147886374 | 1.16139267741862 | | 62 | 196.4 | 175.902429574769 | -0.578728951527033 | 20.4975704252307 | -0.575042068468859 | | 63 | 182.8 | 181.009421482218 | 0.709436650040036 | 1.79057851778163 | 0.263717777209698 | | 64 | 176.4 | 190.708530116227 | 2.74884963871863 | -14.3085301162271 | 0.420226611592031 | | 65 | 153.6 | 178.752483911556 | -0.594882002718048 | -25.1524839115556 | -0.68805945279072 | | 66 | 173.2 | 166.070709783992 | -3.34470112733762 | 7.12929021600784 | -0.564660424069981 | | 67 | 171 | 158.400658416945 | -4.32850730628357 | 12.5993415830546 | -0.201997954050124 | | 68 | 151.2 | 154.440310784678 | -4.24477829670167 | -3.24031078467839 | 0.0171997209638105 | | 69 | 161.9 | 161.654965742271 | -1.63864768065519 | 0.245034257728651 | 0.535487880132261 | | 70 | 157.2 | 169.702246710061 | 0.563505660626315 | -12.5022467100608 | 0.452474823170065 | | 71 | 201.7 | 195.748575875604 | 6.3525456240861 | 5.95142412439601 | 1.19031490738173 | | 72 | 236.4 | 242.925649546084 | 15.6236193694043 | -6.52564954608379 | 1.91251566203823 | | 73 | 356.1 | 314.587138006038 | 28.3656356526615 | 41.5128619939623 | 2.63003757704954 | | 74 | 398.3 | 374.371519473713 | 35.5040807884122 | 23.9284805262869 | 1.46179374177377 | | 75 | 403.7 | 406.423634042460 | 34.7218466988930 | -2.72363404246044 | -0.160251694714049 | | 76 | 384.6 | 404.929877750276 | 26.5105104608203 | -20.3298777502760 | -1.69071578343394 | | 77 | 365.8 | 396.016710451382 | 18.4637279698899 | -30.2167104513815 | -1.65628644113175 | | 78 | 368.1 | 369.159228448725 | 8.16216465195293 | -1.05922844872476 | -2.11634606126391 | | 79 | 367.9 | 357.560954689239 | 3.67129588752416 | 10.3390453107607 | -0.922181629831371 | | 80 | 347 | 352.286651855233 | 1.63858634942513 | -5.28665185523281 | -0.417529822839778 | | 81 | 343.3 | 344.988779384932 | -0.391842891020289 | -1.68877938493156 | -0.417146795743169 | | 82 | 292.9 | 315.881044410447 | -6.91405096756447 | -22.9810444104474 | -1.34009870556767 | | 83 | 311.5 | 312.540534610527 | -6.10290411723046 | -1.04053461052733 | 0.166822716316396 | | 84 | 300.9 | 317.600831218223 | -3.56900632605090 | -16.7008312182228 | 0.522441232848822 | | 85 | 366.9 | 329.823140094922 | 0.0190671298893972 | 37.0768599050782 | 0.739493093420309 | | 86 | 356.9 | 332.821857044645 | 0.695659847635545 | 24.0781429553551 | 0.138679632715258 | | 87 | 329.7 | 327.120116122424 | -0.754064567716822 | 2.57988387757596 | -0.297168059599431 | | 88 | 316.2 | 328.622027043448 | -0.242749868688221 | -12.4220270434485 | 0.105222959947480 | | 89 | 269 | 297.270738412014 | -7.30384049220842 | -28.2707384120136 | -1.4535061048484 | | 90 | 289.3 | 286.494960820948 | -8.09244263733638 | 2.80503917905244 | -0.162071112278886 | | 91 | 266.2 | 258.525748883542 | -12.606813211873 | 7.6742511164576 | -0.927138232537102 | | 92 | 253.6 | 253.761533229509 | -10.8259573243909 | -0.161533229508809 | 0.365775326597855 | | 93 | 233.8 | 231.656929151059 | -13.3865960493883 | 2.14307084894103 | -0.526022340427776 | | 94 | 228.4 | 245.345949655374 | -7.24175206993727 | -16.9459496553736 | 1.26259640951459 | | 95 | 253.6 | 254.264769176277 | -3.5757516846223 | -0.664769176276499 | 0.75407129884528 | | 96 | 260.1 | 275.211051709858 | 1.98814378802694 | -15.1110517098575 | 1.14661550122318 | | 97 | 306.6 | 272.360300861997 | 0.889331089330768 | 34.2396991380034 | -0.2262595661794 | | 98 | 309.2 | 282.333245535975 | 2.95091067008274 | 26.8667544640247 | 0.422804537884767 | | 99 | 309.5 | 303.574375411998 | 7.0953749942993 | 5.92562458800226 | 0.849932548938598 | | 100 | 271 | 283.836205612824 | 1.01533570916185 | -12.8362056128238 | -1.25073240413275 | | 101 | 279.9 | 302.311941617096 | 4.97612343251904 | -22.4119416170958 | 0.815287982899893 | | 102 | 317.9 | 310.435467057541 | 5.69057585914363 | 7.46453294245905 | 0.146873773804008 | | 103 | 298.4 | 296.201088566277 | 1.16772241653411 | 2.19891143372249 | -0.929015693141835 | | 104 | 246.7 | 253.758852571771 | -8.72939905466156 | -7.05885257177118 | -2.03271815411588 | | 105 | 227.3 | 232.351991249986 | -11.6058061083604 | -5.05199124998626 | -0.590843874409567 | | 106 | 209.1 | 227.511162434422 | -10.0714484682707 | -18.4111624344218 | 0.315282177596033 | | 107 | 259.9 | 256.357088079822 | -1.24732804237313 | 3.54291192017804 | 1.81520203010648 | | 108 | 266 | 276.112942272847 | 3.51640028363646 | -10.1129422728471 | 0.981311018740675 | | 109 | 320.6 | 287.523251271862 | 5.30799776178197 | 33.0767487281378 | 0.368704526199885 | | 110 | 308.5 | 286.988536037211 | 3.98255333362139 | 21.5114639627893 | -0.271940875743228 | | 111 | 282.2 | 275.099370897648 | 0.386590442176315 | 7.10062910235232 | -0.737713747122396 | | 112 | 262.7 | 279.133746080998 | 1.21291655705064 | -16.4337460809985 | 0.169940192361629 | | 113 | 263.5 | 285.79460736283 | 2.44813958466262 | -22.2946073628303 | 0.254235229920455 | | 114 | 313.1 | 298.30551690708 | 4.73116800422241 | 14.7944830929201 | 0.469427284328305 | | 115 | 284.3 | 277.938403080755 | -0.963319165040207 | 6.36159691924492 | -1.1698332708354 | | 116 | 252.6 | 259.632824132898 | -4.89718704445881 | -7.03282413289794 | -0.807942088168546 | | 117 | 250.3 | 256.296199909717 | -4.54329564105730 | -5.99619990971686 | 0.07268944446217 | | 118 | 246.5 | 269.495275238139 | -0.521226485797165 | -22.9952752381391 | 0.826500554670123 | | 119 | 312.7 | 305.798946003116 | 7.82515445772838 | 6.90105399688394 | 1.71697069786287 | | 120 | 333.2 | 339.816406409003 | 13.7637984686093 | -6.61640640900269 | 1.22292066220987 | | 121 | 446.4 | 401.3664341886 | 24.604314666174 | 45.0335658114001 | 2.23011564108407 | | 122 | 511.6 | 476.671776892281 | 36.1014681476084 | 34.9282231077191 | 2.35955014899965 | | 123 | 515.5 | 511.617145148572 | 35.8395810553992 | 3.88285485142773 | -0.0537415934276758 | | 124 | 506.4 | 529.24410761312 | 31.7148143651253 | -22.8441076131197 | -0.84813661232644 | | 125 | 483.2 | 517.295183169246 | 21.8189225851365 | -34.0951831692457 | -2.03655552438565 | | 126 | 522.3 | 507.607898531306 | 14.6740891991218 | 14.6921014686938 | -1.46928004075602 | | 127 | 509.8 | 502.411717626006 | 10.1676523375894 | 7.38828237399429 | -0.925877984434635 | | 128 | 460.7 | 474.923205061825 | 1.62941271141044 | -14.2232050618255 | -1.75359633329420 | | 129 | 405.8 | 425.309595737768 | -9.98584628720881 | -19.5095957377678 | -2.38572515329987 | | 130 | 375 | 405.66274035359 | -12.1749972164194 | -30.6627403535898 | -0.449871582853866 | | 131 | 378.5 | 380.11251484793 | -15.2054797261652 | -1.61251484793020 | -0.623407804693273 | | 132 | 406.8 | 413.266791088685 | -4.24423952320611 | -6.46679108868456 | 2.25656772667839 | | 133 | 467.8 | 430.816708316673 | 0.697826461064251 | 36.9832916833272 | 1.01643014012274 | | 134 | 469.8 | 435.270753653452 | 1.54929477331830 | 34.5292463465481 | 0.174784674607832 | | 135 | 429.8 | 425.3630495991 | -1.04554304493238 | 4.43695040090006 | -0.532605685944003 | | 136 | 355.8 | 380.053300857943 | -11.0683985519724 | -24.2533008579432 | -2.06064736641211 | | 137 | 332.7 | 361.551670085858 | -12.7524673330489 | -28.8516700858578 | -0.346536934015505 | | 138 | 378 | 356.998136920728 | -10.8938942946647 | 21.0018630792720 | 0.382229225311587 | | 139 | 360.5 | 344.498697738392 | -11.2578843485613 | 16.0013022616076 | -0.074791520680969 | | 140 | 334.7 | 336.365691273521 | -10.549604302146 | -1.66569127352074 | 0.145470247962626 | | 141 | 319.5 | 334.185938379798 | -8.6531374191317 | -14.6859383797980 | 0.389525754434439 | | 142 | 323.1 | 346.97486161816 | -3.79618017194114 | -23.8748616181599 | 0.998144593769445 | | 143 | 363.6 | 370.620602062527 | 2.41962733819177 | -7.0206020625268 | 1.27862696123796 | | 144 | 352.1 | 366.186727379377 | 0.866668793704976 | -14.0867273793767 | -0.319630217538101 | | 145 | 411.9 | 374.123430003091 | 2.46928635765886 | 37.7765699969086 | 0.329551973542159 | | 146 | 388.6 | 355.734235338028 | -2.25742711259409 | 32.8657646619721 | -0.970443213972108 | | 147 | 416.4 | 392.578061781399 | 6.59675748336659 | 23.8219382186011 | 1.81771094076546 | | 148 | 360.7 | 387.118353966703 | 3.86730027064620 | -26.4183539667026 | -0.561113376215455 | | 149 | 338 | 372.209410404577 | -0.385349602332479 | -34.2094104045766 | -0.874981541614238 | | 150 | 417.2 | 390.638804310357 | 3.87815707690057 | 26.5611956896426 | 0.87685031292051 | | 151 | 388.4 | 377.261183590965 | -0.0325464255680741 | 11.1388164090346 | -0.803621712165583 | | 152 | 371.1 | 374.78587859844 | -0.586036644487993 | -3.68587859843985 | -0.113682159229829 | | 153 | 331.5 | 355.520050381243 | -4.81716130583162 | -24.0200503812427 | -0.869066909732559 | | 154 | 353.7 | 376.775273886948 | 1.08683681140199 | -23.0752738869479 | 1.21335671712051 | | 155 | 396.7 | 398.255869656873 | 5.70498061417813 | -1.55586965687294 | 0.949934301578109 | | 156 | 447 | 451.517356652585 | 16.4780240520834 | -4.51735665258538 | 2.21688397290307 | | 157 | 533.5 | 488.619821882215 | 21.1515712171392 | 44.8801781177848 | 0.9609212324201 | | 158 | 565.4 | 535.599321549791 | 27.0026832421144 | 29.8006784502092 | 1.20146529393794 | | 159 | 542.3 | 525.00692277647 | 18.4911363017155 | 17.2930772235301 | -1.74763780076825 | | 160 | 488.7 | 516.879657332862 | 12.4660804680792 | -28.1796573328620 | -1.23853622379325 | | 161 | 467.1 | 509.127693095472 | 7.8880842803871 | -42.0276930954717 | -0.94181848930472 | | 162 | 531.3 | 503.287699534677 | 4.77821546527683 | 28.0123004653231 | -0.639590997656026 | | 163 | 496.1 | 487.59349004176 | 0.139937438457934 | 8.50650995824004 | -0.95319106899320 | | 164 | 444 | 451.106528091981 | -8.15670063515065 | -7.1065280919807 | -1.70412467233509 | | 165 | 403.4 | 433.832932418429 | -10.221158916733 | -30.4329324184289 | -0.424048057553526 | | 166 | 386.3 | 415.983315613614 | -11.9481441443147 | -29.683315613614 | -0.354928644439716 | | 167 | 394.1 | 405.92751521854 | -11.5197243588564 | -11.8275152185402 | 0.0881195204061318 | | 168 | 404.1 | 410.597629787754 | -7.85314233062173 | -6.49762978775426 | 0.754390660735212 | | 169 | 462.1 | 419.338521683804 | -4.09401796103969 | 42.7614783161962 | 0.772840695643564 | | 170 | 448.1 | 411.559458662611 | -4.92861311439245 | 36.5405413373894 | -0.171395873608376 | | 171 | 432.3 | 408.960453487377 | -4.40128262193155 | 23.3395465126227 | 0.108288348045828 | | 172 | 386.3 | 409.535477234979 | -3.27508576358511 | -23.2354772349788 | 0.231495725537360 | | 173 | 395.2 | 429.230158105483 | 1.92477775986141 | -34.0301581054827 | 1.06964571016983 | | 174 | 421.9 | 397.261786259535 | -5.75101087159882 | 24.6382137404647 | -1.57861588337988 | | 175 | 382.9 | 370.163265211732 | -10.5862100361863 | 12.7367347882678 | -0.993705404164032 | | 176 | 384.2 | 382.997223289254 | -5.28252386765878 | 1.20277671074634 | 1.08942201846584 | | 177 | 345.5 | 375.169237420269 | -5.85878217997892 | -29.6692374202693 | -0.118369866962040 | | 178 | 323.4 | 356.413528216559 | -8.77782154887543 | -33.0135282165587 | -0.599929204492452 | | 179 | 372.6 | 380.298374336592 | -1.38464585463014 | -7.69837433659147 | 1.52057774624355 | | 180 | 376 | 385.325676699980 | 0.0671593209706283 | -9.3256766999795 | 0.298665155930695 | | 181 | 462.7 | 412.970456674189 | 6.31276536317853 | 49.7295433258106 | 1.28395664625959 | | 182 | 487 | 445.881401379053 | 12.3353117193444 | 41.1185986209467 | 1.23693966166710 | | 183 | 444.2 | 429.933660413715 | 5.93423326835582 | 14.2663395862847 | -1.31461764602651 | | 184 | 399.3 | 427.987479710977 | 4.15107589901705 | -28.6874797109774 | -0.366525967067292 | | 185 | 394.9 | 422.971846164252 | 2.07635548130798 | -28.0718461642521 | -0.426744278476345 | | 186 | 455.4 | 426.011535981858 | 2.29446776356573 | 29.3884640181416 | 0.0448560645373468 | | 187 | 414 | 410.148951942429 | -1.81706327333726 | 3.85104805757113 | -0.845009967247603 | | 188 | 375.5 | 379.131715250754 | -8.42811915414722 | -3.63171525075376 | -1.3580300946813 | | 189 | 347 | 372.858971782708 | -7.94027775147705 | -25.8589717827079 | 0.100211985639157 | | 190 | 339.4 | 376.700345723374 | -5.27418883998204 | -37.3003457233739 | 0.547949186517463 | | 191 | 385.8 | 391.211339010289 | -0.796656984738555 | -5.41133901028889 | 0.920854532650782 | | 192 | 378.8 | 394.517194321743 | 0.132045129352410 | -15.7171943217429 | 0.191030534051773 | | 193 | 451.8 | 405.194709901671 | 2.51973798792974 | 46.6052900983294 | 0.490833264701076 | | 194 | 446.1 | 400.826609692547 | 0.960485424299672 | 45.2733903074526 | -0.320274624460343 | | 195 | 422.5 | 405.619350173084 | 1.82767294639673 | 16.8806498269162 | 0.178114811047013 | | 196 | 383.1 | 409.75367075722 | 2.34954095345996 | -26.65367075722 | 0.107266954126472 | | 197 | 352.8 | 386.723152500398 | -3.3937339305948 | -33.9231525003985 | -1.18122236373882 | | 198 | 445.3 | 405.415458324559 | 1.60574461596183 | 39.8845416754415 | 1.02813448544937 | | 199 | 367.5 | 366.869455800873 | -7.48426487115151 | 0.630544199127469 | -1.8682437085975 | | 200 | 355.1 | 358.352955118606 | -7.71791846997781 | -3.25295511860561 | -0.0479989277950189 | | 201 | 326.2 | 354.133894153352 | -6.9261490226203 | -27.9338941533524 | 0.162651409303554 | | 202 | 319.8 | 358.85161809364 | -4.29168926507082 | -39.0516180936404 | 0.541453636000035 | | 203 | 331.8 | 341.640331333718 | -7.21500210964109 | -9.8403313337181 | -0.601177808448458 | | 204 | 340.9 | 354.006336450593 | -2.78322253669200 | -13.1063364505931 | 0.91151076328394 | | 205 | 394.1 | 347.637602453385 | -3.59487278940324 | 46.4623975466153 | -0.166843533412822 | | 206 | 417.2 | 367.563908093227 | 1.72874921250144 | 49.636091906773 | 1.09356849248925 | | 207 | 369.9 | 356.693136630209 | -1.12193844096343 | 13.2068633697913 | -0.5855606044815 | | 208 | 349.2 | 367.882316238770 | 1.66303423682236 | -18.6823162387704 | 0.572425677150816 | | 209 | 321.4 | 361.46482161225 | -0.16521955309542 | -40.0648216122503 | -0.375989811105973 | | 210 | 405.7 | 357.581384697765 | -1.00672303205014 | 48.1186153022351 | -0.173046760586368 | | 211 | 342.9 | 344.638923812078 | -3.70831981149089 | -1.73892381207818 | -0.555261462871813 | | 212 | 316.5 | 324.15476412986 | -7.50492574150523 | -7.65476412986016 | -0.7799642731101 | | 213 | 284.2 | 314.276715058788 | -8.04185827064486 | -30.0767150587884 | -0.110305491884523 | | 214 | 270.9 | 307.138434939738 | -7.83745170992196 | -36.238434939738 | 0.0420114250306199 | | 215 | 288.8 | 302.090432103595 | -7.20637811008004 | -13.2904321035948 | 0.129772907677423 | | 216 | 278.8 | 292.344825068060 | -7.78098321895862 | -13.5448250680596 | -0.118172466926842 | | 217 | 324.4 | 283.155782284165 | -8.09966250251091 | 41.2442177158347 | -0.0655062775219871 | | 218 | 310.9 | 261.989874904855 | -11.0564635897030 | 48.9101250951451 | -0.607420533210349 | | 219 | 299 | 281.296164899202 | -4.18769188491725 | 17.7038351007981 | 1.41101599547440 | | 220 | 273 | 288.337566922385 | -1.6477881049016 | -15.3375669223851 | 0.522047780559027 | | 221 | 279.3 | 312.705882045136 | 4.23761908871257 | -33.4058820451356 | 1.21028314760322 | | 222 | 359.2 | 310.293814986623 | 2.73293278455658 | 48.9061850133768 | -0.309410576297784 | | 223 | 305 | 304.681283487443 | 0.844323699286989 | 0.318716512557145 | -0.388172279193341 | | 224 | 282.1 | 292.069396242841 | -2.20048750082656 | -9.96939624284047 | -0.625545464593836 | | 225 | 250.3 | 282.005237856771 | -3.97942399265095 | -31.7052378567715 | -0.365473493637651 | | 226 | 246.5 | 282.015590216061 | -3.07697906755991 | -35.5155902160607 | 0.185479239094182 | | 227 | 257.9 | 272.01779109838 | -4.64250893914013 | -14.1177910983798 | -0.321916435066369 | | 228 | 266.5 | 276.746961473901 | -2.52211296865014 | -10.2469614739015 | 0.436045528518976 | | 229 | 315.9 | 272.848222174341 | -2.83362347421146 | 43.0517778256592 | -0.0640314181060157 | | 230 | 318.4 | 275.13462344343 | -1.67518111441015 | 43.26537655657 | 0.237994478454146 | | 231 | 295.4 | 279.638534099199 | -0.277493542225662 | 15.7614659008014 | 0.287137397955392 | | 232 | 266.4 | 286.097258526541 | 1.24600706683679 | -19.6972585265412 | 0.313135161507335 | | 233 | 245.8 | 279.664879737358 | -0.490788703169418 | -33.8648797373577 | -0.357135613832095 | | 234 | 362.8 | 305.549127596329 | 5.47640293794151 | 57.2508724036709 | 1.22698954002888 | | 235 | 324.9 | 320.038260638136 | 7.51568103821932 | 4.8617393618635 | 0.419143334704987 | | 236 | 294.2 | 307.277539036571 | 2.92832299928985 | -13.077539036571 | -0.942495720106192 | | 237 | 289.5 | 319.184605603089 | 4.95924879430311 | -29.6846056030885 | 0.417260070258003 | | 238 | 295.2 | 328.535172898841 | 5.95240397264208 | -33.3351728988407 | 0.204123547300501 | | 239 | 290.3 | 311.618205403628 | 0.779832831019014 | -21.3182054036282 | -1.06357370870558 | | 240 | 272 | 287.127119952598 | -4.9370513313477 | -15.1271199525982 | -1.17556434845904 | | 241 | 307.4 | 268.113608790723 | -8.12184959016093 | 39.2863912092771 | -0.654629627911684 | | 242 | 328.7 | 281.568156225808 | -3.24072887568731 | 47.1318437741923 | 1.00284566543421 | | 243 | 292.9 | 278.803498253827 | -3.13305517821032 | 14.0965017461733 | 0.0221214106223461 | | 244 | 249.1 | 269.226574354825 | -4.59029721495474 | -20.1265743548252 | -0.299514687560162 | | 245 | 230.4 | 269.1765711979 | -3.56343168360672 | -38.7765711979002 | 0.211142036799101 | | 246 | 361.5 | 298.506479364199 | 3.87745213151337 | 62.9935206358007 | 1.52995148402869 | | 247 | 321.7 | 311.598303595869 | 5.96204789734429 | 10.1016964041305 | 0.428460032919091 | | 248 | 277.2 | 297.429352871061 | 1.40820263299193 | -20.2293528710608 | -0.935646950990637 | | 249 | 260.7 | 292.020831764942 | -0.133512956425919 | -31.3208317649419 | -0.316762255541358 | | 250 | 251 | 281.074971922888 | -2.57862201049575 | -30.0749719228885 | -0.502545268538214 | | 251 | 257.6 | 273.760240460074 | -3.64971718370490 | -16.1602404600739 | -0.220226788671660 | | 252 | 241.8 | 257.114426649736 | -6.58937292012779 | -15.3144266497360 | -0.604448234617453 | | 253 | 287.5 | 252.120936536172 | -6.22835510889748 | 35.3790634638281 | 0.074205675576623 | | 254 | 292.3 | 245.181721218505 | -6.3891490355216 | 47.1182787814949 | -0.0330372358562593 | | 255 | 274.7 | 255.392061143224 | -2.63518640352462 | 19.3079388567762 | 0.77128317257263 | | 256 | 254.2 | 272.177370327225 | 1.75626479572706 | -17.9773703272254 | 0.90259404796678 | | 257 | 230 | 276.324216200865 | 2.29688142651371 | -46.3242162008648 | 0.111155198117439 | | 258 | 339 | 277.930774153237 | 2.14074092104970 | 61.0692258467626 | -0.0321034626747789 | | 259 | 318.2 | 299.241824047571 | 6.47712817402862 | 18.9581759524294 | 0.891287730979373 | | 260 | 287 | 305.959525504702 | 6.5315418353563 | -18.9595255047023 | 0.0111804001349750 | | 261 | 295.8 | 322.304699527471 | 8.75083319279985 | -26.5046995274713 | 0.45599364567175 | | 262 | 284 | 316.198093280537 | 5.39126373217571 | -32.1980932805372 | -0.690496106738668 | | 263 | 271 | 290.762526847405 | -1.57972498303747 | -19.7625268474052 | -1.43324047161427 | | 264 | 262.7 | 279.521509104313 | -3.76481722504571 | -16.8215091043134 | -0.449273726640547 | | 265 | 340.6 | 299.594912931880 | 1.62714983760667 | 41.0050870681197 | 1.10828530427888 | | 266 | 379.4 | 330.232152279256 | 8.18837997691496 | 49.1678477207444 | 1.34814491544056 | | 267 | 373.3 | 355.073734697267 | 11.9541570938055 | 18.2262653027329 | 0.773743124089708 | | 268 | 355.2 | 372.677467256488 | 13.2315668312864 | -17.4774672564879 | 0.262550677966618 | | 269 | 338.4 | 385.2830349392 | 13.0900132199780 | -46.8830349391999 | -0.0291033411593944 | | 270 | 466.9 | 407.894651288932 | 15.2434168676865 | 59.0053487110676 | 0.44273717908403 | | 271 | 451 | 430.882115911196 | 16.9949405009332 | 20.117884088804 | 0.360003390705639 | | 272 | 422 | 443.794793667179 | 16.0716999635033 | -21.7947936671795 | -0.189704913619477 | | 273 | 429.2 | 452.865386261092 | 14.4885850401811 | -23.665386261092 | -0.325290260418607 | | 274 | 425.9 | 453.607752555142 | 11.3805282647927 | -27.707752555142 | -0.638803078619518 | | 275 | 460.7 | 475.685947316343 | 13.7994305214966 | -14.9859473163428 | 0.497310004900852 | | 276 | 463.6 | 486.935557156648 | 13.2227962349415 | -23.3355571566479 | -0.118555822582261 | | 277 | 541.4 | 505.660767321066 | 14.4672488414033 | 35.7392326789344 | 0.255787531513889 | | 278 | 544.2 | 502.83774185752 | 10.5570914729689 | 41.3622581424804 | -0.803453589955128 | | 279 | 517.5 | 502.500975354412 | 8.09386569024367 | 14.9990246455882 | -0.506130559087274 | | 280 | 469.4 | 491.208266468074 | 3.71072185958227 | -21.8082664680745 | -0.90088128570589 | | 281 | 439.4 | 489.468183475932 | 2.4782598118527 | -50.0681834759317 | -0.253383902847857 | | 282 | 549 | 491.721042050504 | 2.42728806791285 | 57.278957949496 | -0.0104793773995071 | | 283 | 533 | 508.655889038982 | 5.70821796384132 | 24.3441109610182 | 0.674353754294185 | | 284 | 506.1 | 524.270389396883 | 7.94839915943177 | -18.1703893968827 | 0.460320020186789 | | 285 | 484 | 510.323510457705 | 2.99775286502273 | -26.3235104577055 | -1.01726356337812 | | 286 | 457 | 491.630860816688 | -1.90616757498090 | -34.6308608166883 | -1.00791006428271 | | 287 | 481.5 | 494.716531576532 | -0.777521858585918 | -13.2165315765322 | 0.232034321244841 | | 288 | 469.5 | 494.057326693591 | -0.750767227063074 | -24.5573266935912 | 0.00550053351893981 | | 289 | 544.7 | 502.901434636404 | 1.41904181433421 | 41.7985653635964 | 0.445984543820062 | | 290 | 541.2 | 498.611271717536 | 0.128033690250718 | 42.588728282464 | -0.265282760749961 | | 291 | 521.5 | 501.372000161579 | 0.723274056154396 | 20.1279998384206 | 0.122310851518939 | | 292 | 469.7 | 492.602569516981 | -1.42281678205493 | -22.9025695169811 | -0.441091984236018 | | 293 | 434.4 | 485.888577007342 | -2.61910205809304 | -51.4885770073418 | -0.245937998122542 | | 294 | 542.6 | 487.797685174782 | -1.59519054724884 | 54.8023148252183 | 0.210501438818252 | | 295 | 517.3 | 493.249150387681 | -0.00171525352628676 | 24.0508496123187 | 0.32751867695296 | | 296 | 485.7 | 497.721137194558 | 1.00987043461508 | -12.0211371945582 | 0.207869673842038 | | 297 | 465.8 | 489.646686673921 | -1.04400292306498 | -23.8466866739207 | -0.422043357401605 | | 298 | 447 | 483.626205184494 | -2.16905243036545 | -36.626205184494 | -0.231233215745532 | | 299 | 426.6 | 447.742615951707 | -9.7913492526698 | -21.1426159517071 | -1.56699492469741 | | 300 | 411.6 | 437.480010248131 | -9.89790445223553 | -25.8800102481308 | -0.0219061398677360 | | 301 | 467.5 | 425.219563293899 | -10.4321288471903 | 42.280436706101 | -0.109804406449636 | | 302 | 484.5 | 437.164498254789 | -5.37246310938039 | 47.335501745211 | 1.03971382272012 | | 303 | 451.2 | 429.921202363620 | -5.79542335210064 | 21.2787976363804 | -0.0869130098327377 | | 304 | 417.4 | 436.42558115812 | -3.01486069394283 | -19.0255811581198 | 0.571496002388501 | | 305 | 379.9 | 433.083710440794 | -3.08879002853351 | -53.1837104407943 | -0.0151982901508905 | | 306 | 484.7 | 431.393433151425 | -2.77258467851873 | 53.3065668485753 | 0.0650054413476646 | | 307 | 455 | 431.319707606675 | -2.16233621405974 | 23.6802923933249 | 0.125428757032217 | | 308 | 420.8 | 430.550673838842 | -1.84730879676943 | -9.75067383884202 | 0.0647362245934188 | | 309 | 416.5 | 436.599694138174 | -0.062138104314942 | -20.0996941381741 | 0.366837616689234 | | 310 | 376.3 | 411.316769794323 | -5.76358333600165 | -35.0167697943229 | -1.17182754949850 | | 311 | 405.6 | 421.969839854673 | -2.05226590504543 | -16.3698398546730 | 0.762953912275703 | | 312 | 405.8 | 429.765814934468 | 0.174350098770916 | -23.9658149344678 | 0.457745007463725 | | 313 | 500.8 | 457.240423149661 | 6.34707688628423 | 43.559576850339 | 1.26873592163761 | | 314 | 514 | 466.473519638548 | 6.9995870530698 | 47.5264803614517 | 0.134087975200663 | | 315 | 475.5 | 459.932291277055 | 3.93843337494335 | 15.5677087229448 | -0.629044761149715 | | 316 | 430.1 | 451.479378426734 | 1.13731066587169 | -21.3793784267341 | -0.575721248012182 | | 317 | 414.4 | 464.796692322033 | 3.89077475614269 | -50.396692322033 | 0.566038384919772 | | 318 | 538 | 482.430171106785 | 6.99780690374337 | 55.5698288932146 | 0.638726966327017 | | 319 | 526 | 500.467236846625 | 9.49374984375038 | 25.5327631533746 | 0.51300857136197 | | 320 | 488.5 | 501.343690702784 | 7.54549836098504 | -12.8436907027843 | -0.400362586458208 | | 321 | 520.2 | 529.85781029863 | 12.2857439374073 | -9.65781029863049 | 0.9741024025355 | | 322 | 504.4 | 543.336636133267 | 12.5554409909930 | -38.9366361332675 | 0.0554313015773138 | | 323 | 568.5 | 581.684215412884 | 18.3859779910227 | -13.1842154128843 | 1.19858392866318 | | 324 | 610.6 | 633.511496115349 | 25.9463411796169 | -22.9114961153491 | 1.55420941635810 | | 325 | 818 | 753.71640548111 | 47.257212870575 | 64.2835945188905 | 4.38019872048443 | | 326 | 830.9 | 785.537562283086 | 43.767440239747 | 45.3624377169144 | -0.717148372343394 | | 327 | 835.9 | 819.135269432166 | 41.4684965320073 | 16.7647305678335 | -0.472426924141822 | | 328 | 782 | 815.854973059835 | 31.3532510171421 | -33.8549730598353 | -2.07900862042706 | | 329 | 762.3 | 820.46174056132 | 25.3071171687972 | -58.1617405613209 | -1.24289394366871 | | 330 | 856.9 | 810.488856919287 | 17.3312795007516 | 46.4111430807126 | -1.63959244282641 | | 331 | 820.9 | 799.155449616505 | 10.8507002819739 | 21.7445503834948 | -1.33199702412146 | | 332 | 769.6 | 790.366970045445 | 6.41081527911091 | -20.7669700454450 | -0.912407056502885 | | 333 | 752.2 | 768.396407552786 | -0.00487921117583223 | -16.1964075527864 | -1.31842711895323 | | 334 | 724.4 | 769.00186283352 | 0.133081653900837 | -44.6018628335206 | 0.0283553420553480 | | 335 | 723.1 | 750.735003739746 | -4.02619649841715 | -27.6350037397463 | -0.855005024104147 | | 336 | 719.5 | 760.062165630755 | -1.00745509393259 | -40.5621656307551 | 0.620558464189512 | | 337 | 817.4 | 752.366831652536 | -2.51942202041539 | 65.0331683474643 | -0.310766030662437 | | 338 | 803.3 | 754.309755928474 | -1.51063390601527 | 48.9902440715261 | 0.207309923038306 | | 339 | 752.5 | 731.135554365179 | -6.4076290775109 | 21.3644456348209 | -1.00633997825789 | | 340 | 689 | 717.801134737823 | -7.97333699634157 | -28.8011347378232 | -0.321803261535785 | | 341 | 630.4 | 685.967223298505 | -13.3668716359386 | -55.5672232985046 | -1.10871725980074 | | 342 | 765.5 | 704.742076924504 | -6.10089344737289 | 60.7579230754965 | 1.49363610221800 | | 343 | 757.7 | 725.83395271136 | 0.0465590754201228 | 31.8660472886402 | 1.26352556584967 | | 344 | 732.2 | 743.485753828232 | 4.02641819407114 | -11.2857538282316 | 0.817884789825429 | | 345 | 702.6 | 724.251769453248 | -1.23144295479674 | -21.6517694532477 | -1.08051137108376 | | 346 | 683.3 | 723.511488324502 | -1.12042408609813 | -40.2114883245023 | 0.0228179106674392 | | 347 | 709.5 | 736.750636832437 | 2.12540535273070 | -27.2506368324368 | 0.667218711915087 | | 348 | 702.2 | 741.266709447385 | 2.66582765057565 | -39.0667094473852 | 0.111091579015141 | | 349 | 784.8 | 724.598249785128 | -1.70494926761939 | 60.2017502148716 | -0.898356525411895 | | 350 | 810.9 | 750.037946208249 | 4.43125131478881 | 60.8620537917508 | 1.26103449508698 | | 351 | 755.6 | 736.610916156358 | 0.394588649041337 | 18.9890838436419 | -0.829555114354953 | | 352 | 656.8 | 690.936628274836 | -10.0183138251303 | -34.1366282748364 | -2.14018539275203 | | 353 | 615.1 | 677.887200765204 | -10.7034525153017 | -62.7872007652036 | -0.140837366275811 | | 354 | 745.3 | 686.598199094553 | -6.31481329845622 | 58.7018009054466 | 0.90213729574752 | | 355 | 694.1 | 668.763959778752 | -8.9188709312975 | 25.3360402212484 | -0.535228028477995 | | 356 | 675.7 | 677.598717531271 | -4.90565262737369 | -1.89871753127078 | 0.824752989520805 | | 357 | 643.7 | 667.598197826943 | -6.05727102667674 | -23.8981978269424 | -0.236665946532376 | | 358 | 622.1 | 664.791045458083 | -5.3226599066622 | -42.6910454580828 | 0.150985995657187 | | 359 | 634.6 | 661.700982284916 | -4.81802283245066 | -27.1009822849158 | 0.103732396737968 | | 360 | 588 | 629.977328609767 | -10.8999120060805 | -41.9773286097675 | -1.25019715573291 | | 361 | 689.7 | 631.650626368857 | -8.05770346099487 | 58.0493736311434 | 0.58417775578989 | | 362 | 673.9 | 611.230051665396 | -10.8522791391464 | 62.6699483346035 | -0.574314425652469 | | 363 | 647.9 | 615.010178770356 | -7.54490292728031 | 32.8898212296442 | 0.679693673594418 | | 364 | 568.8 | 603.910771282709 | -8.34830034681481 | -35.1107712827095 | -0.165123916304263 | | 365 | 545.7 | 609.211241944966 | -5.2632984494298 | -63.5112419449656 | 0.634143917595974 | | 366 | 632.6 | 578.102022509692 | -11.1055333969869 | 54.4979774903076 | -1.20092165581762 | | 367 | 643.8 | 611.44087524126 | -1.05897686475681 | 32.3591247587403 | 2.06492794104384 | | 368 | 593.1 | 598.040111655164 | -3.84873130642758 | -4.94011165516412 | -0.57332782234761 | | 369 | 579.7 | 602.167785929496 | -2.04584338606191 | -22.4677859294964 | 0.370511849882817 | | 370 | 546 | 590.819908195391 | -4.14828515309988 | -44.8199081953906 | -0.432118871984039 | | 371 | 562.9 | 584.542712347467 | -4.62947096377678 | -21.6427123474668 | -0.0989103253980718 | | 372 | 572.5 | 609.904969774191 | 2.14975666993044 | -37.4049697741913 | 1.39352018215765 |
| | | | Charts produced by software: |  | | http://www.freestatistics.org/blog/date/2010/Dec/09/t1291892161hsnmxlv267qrulz/17pff1291892183.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/09/t1291892161hsnmxlv267qrulz/17pff1291892183.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/09/t1291892161hsnmxlv267qrulz/2iywi1291892183.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/09/t1291892161hsnmxlv267qrulz/2iywi1291892183.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/09/t1291892161hsnmxlv267qrulz/3a7w31291892183.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/09/t1291892161hsnmxlv267qrulz/3a7w31291892183.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/09/t1291892161hsnmxlv267qrulz/4a7w31291892183.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/09/t1291892161hsnmxlv267qrulz/4a7w31291892183.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/09/t1291892161hsnmxlv267qrulz/5a7w31291892183.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/09/t1291892161hsnmxlv267qrulz/5a7w31291892183.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')
| | |
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