| Paper | | *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: Wed, 22 Dec 2010 11:54:13 +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/22/t1293018747thzchhg5v6skxt5.htm/, Retrieved Wed, 22 Dec 2010 12:52:27 +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/22/t1293018747thzchhg5v6skxt5.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: | | Paper, Julie Loockx,Tom Aerts | | | | Dataseries X: | | » Textbox « » Textfile « » CSV « | | 5745
4549
5074
3602
2732
2589
2148
2330
2752
3241
4517
6550
6778
6240
5570
3558
3299
2447
2380
2378
2947
3651
4816
6436
7090
4682
4198
3860
3056
2563
2568
2472
2821
4015
4686
5418
5649
4572
4695
3766
2900
2528
2549
2478
2828
4139
5390
5621
5291
5272
4677
3520
2842
2723
2581
2429
2606
3787
4630
5505
5577
4911
4701
3557
2921
2734
2636
2433
2640
3794
4745
5698
5909
5119
5200
3876
3104
2251
2386
2794
2967
3392
4741
5909
5901
4962
4751
3909
3130
2860
2568
2540
2894
4216
4530
5144
6206
5645
4601
3645
3140
2264
2557
2431
2747
4587
4512
5313
6011
5328
5014
3630
3102
2739
2877
2659
2957
3785
4785
5757
5458
5427
5018
3498
3204
2763
2589
2591
2805
3278
4615
5524
6167
5380
5377
3603
2774
2470
2407
2512
2451
3134
4210
4859
5022
4584
4267
3022
2777
2428
2389
2496
2820
3854
4748
5666
5293
4905
4920
3854
2659
2491
2455
2472
3030
3987
4453
5417 | | | | Output produced by software: |
| Structural Time Series Model | | t | Observed | Level | Slope | Seasonal | Stand. Residuals | | 1 | 5745 | 5745 | 0 | 0 | 0 | | 2 | 4549 | 4583.12496054395 | -634.74060010412 | -34.1249605439455 | -1.60921168718610 | | 3 | 5074 | 5107.50081504538 | 297.690233197921 | -33.5008150453845 | 1.6292162222774 | | 4 | 3602 | 3659.41791534905 | -1081.59609237935 | -57.4179153490463 | -2.59877823555924 | | 5 | 2732 | 2765.24515441902 | -933.300438540454 | -33.2451544190228 | 0.280676792828321 | | 6 | 2589 | 2621.46392652749 | -308.375150507679 | -32.4639265274924 | 1.18292109826942 | | 7 | 2148 | 2190.24134539226 | -405.619453640356 | -42.2413453922578 | -0.184074585908808 | | 8 | 2330 | 2363.63407894101 | 52.726844161936 | -33.6340789410073 | 0.86760790422315 | | 9 | 2752 | 2789.21289563944 | 347.877830294407 | -37.2128956394438 | 0.558694011062717 | | 10 | 3241 | 3279.81416452545 | 460.858323483543 | -38.8141645254510 | 0.213861812804205 | | 11 | 4517 | 4549.18272053355 | 1100.87864777085 | -32.1827205335529 | 1.211500347744 | | 12 | 6550 | 6582.66059225538 | 1839.12840289046 | -32.6605922553836 | 1.39743973919311 | | 13 | 6778 | 6680.27808832406 | 484.020720431169 | 97.7219116759385 | -2.81506546687989 | | 14 | 6240 | 6297.19021964589 | -106.402029413274 | -57.1902196458852 | -1.06442794958644 | | 15 | 5570 | 5563.04346512636 | -602.798094398531 | 6.95653487364284 | -0.916404626915557 | | 16 | 3558 | 3612.30238027603 | -1660.22353602289 | -54.3023802760277 | -1.99560584891385 | | 17 | 3299 | 3294.48212570124 | -605.999397807399 | 4.51787429876031 | 1.99546047402660 | | 18 | 2447 | 2463.53446485263 | -782.69201213698 | -16.5344648526270 | -0.334462817576980 | | 19 | 2380 | 2394.02384915381 | -222.494340623727 | -14.0238491538121 | 1.06040318681608 | | 20 | 2378 | 2394.95942881150 | -46.9909426094619 | -16.9594288115027 | 0.332211989714042 | | 21 | 2947 | 2951.12143114405 | 426.784166036373 | -4.12143114405145 | 0.89681325402333 | | 22 | 3651 | 3669.41971027106 | 655.768518124376 | -18.4197102710602 | 0.433446581723032 | | 23 | 4816 | 4843.46300568413 | 1062.90207541697 | -27.4630056841291 | 0.770669382990214 | | 24 | 6436 | 6423.13445615503 | 1468.67648163671 | 12.8655438449731 | 0.768127981106535 | | 25 | 7090 | 6981.02483556705 | 757.934136933932 | 108.975164432949 | -1.40754423001409 | | 26 | 4682 | 4793.81616955308 | -1359.92174852263 | -111.816169553084 | -3.91617078382164 | | 27 | 4198 | 4143.29302277182 | -803.660917060892 | 54.7069772281784 | 1.04023899704093 | | 28 | 3860 | 3963.97137179622 | -316.778148587224 | -103.97137179622 | 0.91882090233475 | | 29 | 3056 | 3081.24472234651 | -758.534611759854 | -25.2447223465142 | -0.836170004752717 | | 30 | 2563 | 2610.92592995345 | -533.514363435528 | -47.9259299534477 | 0.425942929474969 | | 31 | 2568 | 2596.20197726691 | -128.480755445237 | -28.2019772669110 | 0.766691809890445 | | 32 | 2472 | 2527.81309833962 | -81.5654966889139 | -55.8130983396247 | 0.0888063221177803 | | 33 | 2821 | 2842.61345831146 | 227.887425011354 | -21.6134583114564 | 0.585766286939003 | | 34 | 4015 | 4043.01371964002 | 987.166852741298 | -28.0137196400186 | 1.43724708900606 | | 35 | 4686 | 4779.16598659578 | 791.171736233785 | -93.1659865957795 | -0.371005288397555 | | 36 | 5418 | 5425.04665793953 | 677.818851586852 | -7.04665793953413 | -0.214611664658895 | | 37 | 5649 | 5192.63456013099 | -31.127555326761 | 456.365439869009 | -1.37854231280790 | | 38 | 4572 | 4701.31517984799 | -370.179294826956 | -129.315179847994 | -0.632649101700903 | | 39 | 4695 | 4657.29957989214 | -116.006129780105 | 37.7004201078591 | 0.478391762104228 | | 40 | 3766 | 3865.54650848462 | -640.695836988718 | -99.5465084846168 | -0.990071048294324 | | 41 | 2900 | 2929.74700764592 | -869.99350463164 | -29.7470076459164 | -0.434014673477801 | | 42 | 2528 | 2574.14544809139 | -470.188140110738 | -46.1454480913866 | 0.756794754536918 | | 43 | 2549 | 2560.91845101570 | -115.026485736590 | -11.9184510156957 | 0.672288783787396 | | 44 | 2478 | 2529.73114513503 | -49.8654465282052 | -51.7311451350326 | 0.123343924733736 | | 45 | 2828 | 2871.09177484236 | 254.201361619474 | -43.0917748423602 | 0.575570877918431 | | 46 | 4139 | 4133.89160536968 | 1038.13063404261 | 5.10839463031709 | 1.48390817604613 | | 47 | 5390 | 5488.17590293855 | 1283.87611788140 | -98.1759029385463 | 0.465181406770233 | | 48 | 5621 | 5637.0477779852 | 402.593266834372 | -16.0477779852030 | -1.66897433278925 | | 49 | 5291 | 4859.76582102506 | -514.058854640084 | 431.234178974936 | -1.76519950266631 | | 50 | 5272 | 5399.68046952567 | 272.740099669306 | -127.680469525668 | 1.47486063112134 | | 51 | 4677 | 4636.18073455392 | -531.078057213287 | 40.8192654460758 | -1.51826941616035 | | 52 | 3520 | 3597.00008341558 | -924.397334208503 | -77.0000834155844 | -0.7421805664489 | | 53 | 2842 | 2862.41070038300 | -777.405379190086 | -20.4107003829968 | 0.278217131583650 | | 54 | 2723 | 2754.08369479152 | -259.057503168874 | -31.0836947915204 | 0.981183787550011 | | 55 | 2581 | 2577.30443704078 | -195.315579846811 | 3.69556295921736 | 0.120657654987935 | | 56 | 2429 | 2462.45476059208 | -132.979285416366 | -33.4547605920825 | 0.117996939821794 | | 57 | 2606 | 2659.78265625930 | 122.907993153395 | -53.7826562593032 | 0.484371391755745 | | 58 | 3787 | 3774.42122694303 | 891.241489349846 | 12.5787730569701 | 1.45439026555944 | | 59 | 4630 | 4692.40466780937 | 911.959712953363 | -62.404667809368 | 0.0392181616731331 | | 60 | 5505 | 5471.95398831981 | 809.499670952833 | 33.0460116801893 | -0.194094888979738 | | 61 | 5577 | 5313.08452799429 | 58.9357803602094 | 263.915472005711 | -1.43692690437648 | | 62 | 4911 | 5014.04896816155 | -210.407149164102 | -103.048968161551 | -0.506265719007395 | | 63 | 4701 | 4634.40886080925 | -341.23823277497 | 66.591139190749 | -0.247605231019226 | | 64 | 3557 | 3646.42039341876 | -840.816309861389 | -89.4203934187629 | -0.942800673976922 | | 65 | 2921 | 2959.12552712789 | -722.213916565466 | -38.1255271278892 | 0.224471957969904 | | 66 | 2734 | 2749.81878062575 | -325.790564374795 | -15.81878062575 | 0.750392196064185 | | 67 | 2636 | 2621.9943357961 | -172.782028192756 | 14.0056642038980 | 0.289631019056236 | | 68 | 2433 | 2461.08749664138 | -163.603975706313 | -28.0874966413807 | 0.0173732197326713 | | 69 | 2640 | 2718.61655036838 | 161.882458529167 | -78.6165503683839 | 0.616116257013197 | | 70 | 3794 | 3758.86151301945 | 840.79953645851 | 35.1384869805453 | 1.28513756874563 | | 71 | 4745 | 4815.54912514225 | 1007.65558506731 | -70.5491251422498 | 0.315843500076653 | | 72 | 5698 | 5639.87323879699 | 866.134120616007 | 58.1267612030108 | -0.26815939844955 | | 73 | 5909 | 5667.64818864416 | 217.652665928126 | 241.351811355841 | -1.23684983078968 | | 74 | 5119 | 5243.13711343859 | -267.954517231576 | -124.137113438595 | -0.914386649593972 | | 75 | 5200 | 5092.63263003697 | -177.381958106535 | 107.367369963032 | 0.171598775135471 | | 76 | 3876 | 3990.47952681355 | -890.62674139529 | -114.479526813550 | -1.34631690126737 | | 77 | 3104 | 3157.28664266188 | -846.335990235225 | -53.2866426618753 | 0.083821356418005 | | 78 | 2251 | 2274.89128053244 | -874.157476727433 | -23.8912805324375 | -0.0526635550221556 | | 79 | 2386 | 2331.33744844855 | -156.126372937673 | 54.6625515514482 | 1.35916482313889 | | 80 | 2794 | 2805.29369921482 | 330.012094441341 | -11.2936992148171 | 0.920215967781047 | | 81 | 2967 | 3084.76360567909 | 291.01591809546 | -117.763605679086 | -0.0738162321227408 | | 82 | 3392 | 3372.91992240782 | 288.809426940302 | 19.0800775921786 | -0.00417673451737392 | | 83 | 4741 | 4784.22677608066 | 1154.80763774329 | -43.2267760806578 | 1.63924031380168 | | 84 | 5909 | 5830.29890559796 | 1071.01287362885 | 78.7010944020395 | -0.158807569681491 | | 85 | 5901 | 5675.36370587385 | 124.330203578957 | 225.636294126149 | -1.80113672638614 | | 86 | 4962 | 5128.29698704532 | -385.077426108399 | -166.296987045319 | -0.960373951779434 | | 87 | 4751 | 4601.20466139121 | -494.392193011438 | 149.795338608794 | -0.207222832509773 | | 88 | 3909 | 4024.43545083412 | -557.85509089062 | -115.435450834117 | -0.119824293177152 | | 89 | 3130 | 3171.00312472234 | -785.48510082336 | -41.0031247223366 | -0.430766186088519 | | 90 | 2860 | 2899.43890762434 | -389.497725786278 | -39.4389076243419 | 0.749570407037046 | | 91 | 2568 | 2544.83905550805 | -362.60625861719 | 23.1609444919545 | 0.0509029199398384 | | 92 | 2540 | 2532.75787890302 | -92.509124514931 | 7.24212109697715 | 0.511269276051538 | | 93 | 2894 | 2973.03497537380 | 318.035816329874 | -79.0349753738047 | 0.777124903621381 | | 94 | 4216 | 4227.03972360531 | 1039.29806374472 | -11.0397236053097 | 1.36530330744206 | | 95 | 4530 | 4618.74103151183 | 540.370523915933 | -88.7410315118334 | -0.944412075533558 | | 96 | 5144 | 5024.98381361095 | 437.133923728171 | 119.01618638905 | -0.195677567876268 | | 97 | 6206 | 5923.45680974899 | 792.883309439304 | 282.543190251011 | 0.67570738230491 | | 98 | 5645 | 5832.29606967122 | 120.610213662823 | -187.296069671223 | -1.26852250053196 | | 99 | 4601 | 4500.93597019182 | -995.506523319604 | 100.064029808180 | -2.11629713195079 | | 100 | 3645 | 3730.59961330537 | -822.187554079957 | -85.599613305366 | 0.327338872668482 | | 101 | 3140 | 3195.68863307528 | -601.179317568575 | -55.6886330752794 | 0.418206958715336 | | 102 | 2264 | 2308.88102301892 | -821.033266538141 | -44.8810230189171 | -0.416166026002402 | | 103 | 2557 | 2505.57016988298 | -37.5893272423435 | 51.4298301170226 | 1.48298068748654 | | 104 | 2431 | 2441.41468152344 | -58.0394664365252 | -10.4146815234386 | -0.0387102366582167 | | 105 | 2747 | 2872.07067825772 | 318.155695426416 | -125.070678257722 | 0.712104724686597 | | 106 | 4587 | 4526.65057277793 | 1346.96667442357 | 60.3494272220699 | 1.94747493257722 | | 107 | 4512 | 4636.78122900601 | 395.103021416433 | -124.781229006014 | -1.80177702616593 | | 108 | 5313 | 5228.06048243145 | 545.962276149469 | 84.9395175685506 | 0.285959637314573 | | 109 | 6011 | 5695.19836506912 | 485.249278688458 | 315.801634930882 | -0.115185421959828 | | 110 | 5328 | 5456.69348583697 | -65.9995978710951 | -128.693485836972 | -1.04082141224295 | | 111 | 5014 | 4937.99098063533 | -413.632232398849 | 76.0090193646676 | -0.659202771506064 | | 112 | 3630 | 3755.53047469228 | -1005.00359339297 | -125.530474692277 | -1.11721929683203 | | 113 | 3102 | 3113.55352328629 | -725.945783304852 | -11.5535232862897 | 0.528019745248705 | | 114 | 2739 | 2816.77009413377 | -395.887234154379 | -77.7700941337657 | 0.624775699691581 | | 115 | 2877 | 2796.57372564623 | -106.912016206878 | 80.4262743537687 | 0.547000514954322 | | 116 | 2659 | 2679.15097086600 | -114.996590335748 | -20.1509708660039 | -0.0153033471360396 | | 117 | 2957 | 3151.36661885122 | 336.6787036673 | -194.366618851221 | 0.854983586938775 | | 118 | 3785 | 3656.57975841784 | 466.314969566494 | 128.420241582159 | 0.24539300117528 | | 119 | 4785 | 4900.82881138856 | 1064.48980044946 | -115.828811388564 | 1.13229708723003 | | 120 | 5757 | 5692.21887878189 | 854.618972305059 | 64.7811212181139 | -0.397821398096523 | | 121 | 5458 | 5163.28807541095 | -210.011550582216 | 294.711924589053 | -2.01822504335563 | | 122 | 5427 | 5529.48308874075 | 229.345316136610 | -102.483088740749 | 0.829950334054948 | | 123 | 5018 | 4918.99100296404 | -415.068950535431 | 99.008997035961 | -1.22194577634970 | | 124 | 3498 | 3657.22527978197 | -1065.95578086281 | -159.225279781970 | -1.22999676492972 | | 125 | 3204 | 3207.37684731513 | -592.662019724528 | -3.37684731512993 | 0.895496442229227 | | 126 | 2763 | 2846.33615551759 | -414.650356960942 | -83.336155517586 | 0.336962504073782 | | 127 | 2589 | 2492.89030312440 | -367.603770772477 | 96.1096968756044 | 0.089054341466806 | | 128 | 2591 | 2614.65847309623 | 8.56587507957673 | -23.6584730962255 | 0.712053560727587 | | 129 | 2805 | 2982.39061515009 | 284.653472098788 | -177.390615150093 | 0.522611866587421 | | 130 | 3278 | 3201.94580305805 | 234.613555092710 | 76.054196941951 | -0.0947219934160401 | | 131 | 4615 | 4695.56199234127 | 1202.00823500354 | -80.5619923412713 | 1.83123814877068 | | 132 | 5524 | 5405.85850700666 | 824.339713471138 | 118.141492993344 | -0.715869392020784 | | 133 | 6167 | 5938.54309967967 | 600.092957772198 | 228.456900320332 | -0.42487011538886 | | 134 | 5380 | 5481.81246072992 | -206.371537796036 | -101.812460729922 | -1.52397110466587 | | 135 | 5377 | 5224.68056952211 | -245.297122304613 | 152.319430477895 | -0.073805237126233 | | 136 | 3603 | 3827.3589955114 | -1130.45824662906 | -224.358995511402 | -1.6731359458843 | | 137 | 2774 | 2782.24069943703 | -1064.9345616323 | -8.24069943702531 | 0.123969012175535 | | 138 | 2470 | 2519.11542725241 | -449.063693678611 | -49.1154272524124 | 1.16579388743817 | | 139 | 2407 | 2321.16788649742 | -256.142114044608 | 85.8321135025751 | 0.365180800033666 | | 140 | 2512 | 2532.92548242099 | 103.330125869463 | -20.9254824209862 | 0.680446300509848 | | 141 | 2451 | 2608.39032566285 | 81.9218509898412 | -157.390325662848 | -0.0405242509079384 | | 142 | 3134 | 3120.1162509768 | 412.118745632838 | 13.8837490231995 | 0.625036446124412 | | 143 | 4210 | 4253.24398865817 | 965.802834924559 | -43.2439886581731 | 1.04812712553942 | | 144 | 4859 | 4759.34212849329 | 612.86945762243 | 99.6578715067116 | -0.668946667614842 | | 145 | 5022 | 4766.31005616005 | 147.318924001017 | 255.689943839954 | -0.881715003316832 | | 146 | 4584 | 4711.08830240668 | -7.32798198599137 | -127.088302406681 | -0.29231686636252 | | 147 | 4267 | 4068.8735341501 | -493.963987713854 | 198.126465849904 | -0.92259353701329 | | 148 | 3022 | 3245.68958550299 | -746.810568932461 | -223.689585502988 | -0.478040659572612 | | 149 | 2777 | 2809.01417300751 | -508.79343197143 | -32.0141730075144 | 0.45030793242925 | | 150 | 2428 | 2475.98579749085 | -373.854607715170 | -47.9857974908484 | 0.255427130656029 | | 151 | 2389 | 2317.049989634 | -208.819156373632 | 71.9500103659986 | 0.312395508917482 | | 152 | 2496 | 2490.59723130625 | 84.8075561133834 | 5.40276869374662 | 0.55580653948616 | | 153 | 2820 | 2977.22214042486 | 393.374136602075 | -157.222140424855 | 0.584094441080313 | | 154 | 3854 | 3873.12457219864 | 779.255284836838 | -19.1245721986385 | 0.730438853559673 | | 155 | 4748 | 4776.49311306013 | 874.518406657406 | -28.4931130601288 | 0.180338491570774 | | 156 | 5666 | 5547.14796731978 | 794.806809477821 | 118.852032680215 | -0.151073747071101 | | 157 | 5293 | 5080.83356017145 | -173.637708338467 | 212.16643982855 | -1.83365540156753 | | 158 | 4905 | 5000.15826443282 | -102.628692824334 | -95.1582644328243 | 0.134252114211408 | | 159 | 4920 | 4703.36532061086 | -251.399085407948 | 216.634679389142 | -0.282015305242943 | | 160 | 3854 | 4100.02936793062 | -521.587841802198 | -246.029367930622 | -0.510930686383702 | | 161 | 2659 | 2721.3726063851 | -1179.11643566086 | -62.3726063851012 | -1.24396208623790 | | 162 | 2491 | 2507.55786979756 | -438.347626009486 | -16.5578697975582 | 1.40219971106474 | | 163 | 2455 | 2378.62777182269 | -200.843193068493 | 76.3722281773139 | 0.449572629558499 | | 164 | 2472 | 2466.29190800995 | 20.6207971331855 | 5.70809199004899 | 0.419209244927771 | | 165 | 3030 | 3189.45418371289 | 559.90930549315 | -159.454183712893 | 1.02083613269349 | | 166 | 3987 | 4013.77690653731 | 762.861905240985 | -26.7769065373052 | 0.384169586096402 | | 167 | 4453 | 4506.22205714631 | 555.390608223538 | -53.2220571463152 | -0.392765608342858 | | 168 | 5417 | 5229.29318341006 | 684.040022511748 | 187.70681658994 | 0.243803620825604 |
| | | | Charts produced by software: |  | | http://www.freestatistics.org/blog/date/2010/Dec/22/t1293018747thzchhg5v6skxt5/1csay1293018846.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/22/t1293018747thzchhg5v6skxt5/1csay1293018846.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/22/t1293018747thzchhg5v6skxt5/2csay1293018846.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/22/t1293018747thzchhg5v6skxt5/2csay1293018846.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/22/t1293018747thzchhg5v6skxt5/34jaj1293018846.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/22/t1293018747thzchhg5v6skxt5/34jaj1293018846.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/22/t1293018747thzchhg5v6skxt5/44jaj1293018846.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/22/t1293018747thzchhg5v6skxt5/44jaj1293018846.ps (open in new window) |
 | | http://www.freestatistics.org/blog/date/2010/Dec/22/t1293018747thzchhg5v6skxt5/5fa9m1293018846.png (open in new window) | | http://www.freestatistics.org/blog/date/2010/Dec/22/t1293018747thzchhg5v6skxt5/5fa9m1293018846.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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