Blog & Share Statistical Computations at FreeStatistics.org

Home » date » 2010 » Dec » 29 »

*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, 29 Dec 2010 14:57:58 +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/29/t1293634778gv8qubmxnrq5hto.htm/, Retrieved Wed, 29 Dec 2010 15:59:45 +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/29/t1293634778gv8qubmxnrq5hto.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 «

315.42 316.32 316.49 317.56 318.13 318.00 316.39 314.66 313.68 313.18 314.66 315.43 316.27 316.81 317.42 318.87 319.87 319.43 318.01 315.75 314.00 313.68 314.84 316.03 316.73 317.54 318.38 319.31 320.42 319.61 318.42 316.64 314.83 315.15 315.95 316.85 317.78 318.40 319.53 320.41 320.85 320.45 319.44 317.25 316.12 315.27 316.53 317.53 318.58 318.92 319.70 321.22 322.08 321.31 319.58 317.61 316.05 315.83 316.91 318.20 319.41 320.07 320.74 321.40 322.06 321.73 320.27 318.54 316.54 316.71 317.53 318.55 319.27 320.28 320.73 321.97 322.00 321.71 321.05 318.71 317.65 317.14 318.71 319.25 320.46 321.43 322.22 323.54 323.91 323.59 322.26 320.21 318.48 317.94 319.63 320.87 322.17 322.34 322.88 324.25 324.83 323.93 322.39 320.76 319.10 319.23 320.56 321.80 322.40 322.99 323.73 324.86 325.41 325.19 323.97 321.92 320.10 319.96 320.97 322.48 323.52 323.89 325.04 326.01 326.67 325.96 325.13 322.90 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	16 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Structural Time Series Model
t	Observed	Level	Slope	Seasonal	Stand. Residuals
1	315.42	315.42	0	0	0
2	316.32	316.012241448	0.0230469152582057	0.307758551999955	1.2175690188354
3	316.49	316.382461255190	0.0428300293723285	0.107538744809511	0.739530863347725
4	317.56	317.024710635279	0.0668124207692254	0.535289364721082	1.56942685002912
5	318.13	317.688510849706	0.080064520694394	0.441489150294251	1.64921055135583
6	318	317.969688929246	0.0827581527114282	0.0303110707535729	0.559069222508289
7	316.39	317.222064355043	0.0737295526439487	-0.832064355042961	-2.30730370430968
8	314.66	315.759578242095	0.0570250573058928	-1.09957824209541	-4.26398855364861
9	313.68	314.386979528019	0.0408175486699784	-0.706979528019345	-3.96502129623574
10	313.18	313.475035132881	0.0297716287002395	-0.295035132881498	-2.64156811529462
11	314.66	313.864428873520	0.0339462354823185	0.795571126479568	0.99700772272244
12	315.43	314.726122516942	0.0434635355089109	0.703877483058422	2.29491088071686
13	316.27	315.792147212349	0.0167228461961461	0.477852787651386	3.03696667656194
14	316.81	316.467500250599	0.0150455276179926	0.342499749400711	1.85500658546392
15	317.42	317.292184896188	0.0308133467488468	0.127815103812376	2.07792364769119
16	318.87	318.217239010503	0.0527912005184583	0.652760989497401	2.33520076829635
17	319.87	319.049352436454	0.0686292890359607	0.82064756354602	2.11568019834398
18	319.43	319.136643735653	0.068898443305815	0.293356264346622	0.051553200603723
19	318.01	318.583713028115	0.062355485431052	-0.573713028115297	-1.72544317630767
20	315.75	317.250111531142	0.0499476324564261	-1.50011153114197	-3.87599827816420
21	314	315.560471536939	0.0351776290095864	-1.56047153693863	-4.82923003150741
22	313.68	314.58587782956	0.0271083043251983	-0.905877829559708	-2.80179378867154
23	314.84	314.360728023844	0.0256003284115891	0.479271976155768	-0.699262233590387
24	316.03	315.040645548269	0.0266142535180745	0.989354451730741	1.81655615394739
25	316.73	315.966777526684	0.0236070387081730	0.763222473315502	2.52456851631267
26	317.54	317.044790777290	0.0253450191737157	0.495209222709573	2.91726058527441
27	318.38	318.195530734016	0.0371424812647027	0.184469265984272	3.01707825811336
28	319.31	318.905869616393	0.047665281319701	0.40413038360673	1.79506849699312
29	320.42	319.378695189528	0.0544403230028966	1.04130481047207	1.15164040043692
30	319.61	319.190246248622	0.0511457192140952	0.419753751377536	-0.667662913319717
31	318.42	318.581103211891	0.0439935759348688	-0.161103211890850	-1.82819679731587
32	316.64	317.741454003553	0.036229522081679	-1.10145400355306	-2.45259545421063
33	314.83	316.668203970138	0.0281091947972429	-1.83820397013818	-3.08025182060525
34	315.15	316.162352255363	0.0250063531172374	-1.01235225536329	-1.48128645155723
35	315.95	315.96960971948	0.0241771631852035	-0.0196097194798508	-0.60360423759484
36	316.85	316.200161186661	0.0245258046668211	0.649838813339294	0.572532323451797
37	317.78	317.002581977961	0.0253385030546426	0.777418022038489	2.15867395508759
38	318.4	317.941647705237	0.0286136206091523	0.45835229476311	2.51408934708662
39	319.53	319.017550123932	0.0368991556394923	0.512449876067468	2.84206401447974
40	320.41	319.793592358315	0.0452769879744095	0.616407641684749	1.99582880458828
41	320.85	319.835765151108	0.0452380889191577	1.01423484889192	-0.00843640074650106
42	320.45	319.700829909897	0.0431110063343975	0.749170090102862	-0.494473069134882
43	319.44	319.316706162937	0.0387799980758295	0.123293837063337	-1.18062740928920
44	317.25	318.46841077777	0.0314153740279580	-1.21841077777002	-2.45905962557533
45	316.12	317.925472873121	0.0276398410202959	-1.80547287312115	-1.59318569218862
46	315.27	317.025858150179	0.0230787927758831	-1.75585815017947	-2.57078246266625
47	316.53	316.781225305415	0.0221735613106559	-0.251225305415315	-0.741828887704175
48	317.53	317.084798884349	0.0228380735725806	0.445201115650727	0.77955478963377
49	318.58	317.818484533046	0.0246356022277358	0.761515466953766	1.96557939999797
50	318.92	318.586972102189	0.0277702699982515	0.333027897810987	2.04486230703206
51	319.7	319.200988412006	0.0317450269465680	0.499011587993592	1.59954161064957
52	321.22	319.970038743133	0.0384188439995123	1.24996125686709	2.00506310633829
53	322.08	320.53864048301	0.0438257133712385	1.5413595169897	1.44622405305697
54	321.31	320.456556655948	0.0425556918853968	0.853443344052243	-0.345605771038222
55	319.58	319.685937573315	0.0351773277542238	-0.105937573314891	-2.24429444868668
56	317.61	318.926844569948	0.0291237166037316	-1.31684456994794	-2.19877680651322
57	316.05	318.053772823370	0.0236523886722884	-2.00377282336956	-2.49986094751450
58	315.83	317.667038959224	0.0217620752392064	-1.83703895922420	-1.13694350421023
59	316.91	317.519234344805	0.0211768341298967	-0.609234344805149	-0.469572103110805
60	318.2	317.869464101273	0.0221270657685104	0.330535898727240	0.910555627546635
61	319.41	318.562126411986	0.0242677149129853	0.847873588013615	1.85160826120467
62	320.07	319.473710062169	0.0281601179847760	0.596289937830751	2.44012253999357
63	320.74	320.232590006355	0.0326035103496387	0.507409993645203	2.00024161289291
64	321.4	320.431157924046	0.0338727666273996	0.968842075954246	0.453328464214998
65	322.06	320.389311625393	0.033223744432775	1.67068837460711	-0.207164604748943
66	321.73	320.325755223648	0.0323857117891909	1.40424477635198	-0.265857272290832
67	320.27	320.054710586924	0.0299513738609400	0.215289413076401	-0.836903680694526
68	318.54	319.655947973023	0.0269802395983622	-1.11594797302332	-1.18552197248983
69	316.54	318.964385685884	0.0229076525330628	-2.42438568588412	-1.98904754489994
70	316.71	318.671501734018	0.0214910259618615	-1.96150173401782	-0.874240535048706
71	317.53	318.553766090638	0.0209881511109296	-1.02376609063797	-0.385302695574235
72	318.55	318.655753941847	0.0212515144070441	-0.105753941846659	0.223972798944126
73	319.27	318.863484946287	0.0219095207862311	0.406515053712541	0.514679069301426
74	320.28	319.48796863159	0.0245548110842824	0.792031368409869	1.65817179871904
75	320.73	319.976010733807	0.0271363257880407	0.75398926619284	1.27158678740007
76	321.97	320.511212810351	0.0305318039386801	1.45878718964934	1.39189492014444
77	322	320.45271404192	0.0298736899231967	1.54728595808004	-0.244141700350378
78	321.71	320.245269247765	0.0280873315157835	1.46473075223463	-0.652512268215964
79	321.05	320.316029226077	0.0283908100741777	0.73397077392256	0.117671516265634
80	318.71	319.893464126333	0.0255473201368503	-1.18346412633331	-1.24612518459002
81	317.65	319.828347612551	0.0250642042000353	-2.17834761255066	-0.250783135926726
82	317.14	319.465973733648	0.0233568845125064	-2.32597373364821	-1.07191683890365
83	318.71	319.599585330622	0.0237693522169879	-0.889585330622241	0.304956722861262
84	319.25	319.63686454629	0.0238164180197661	-0.386864546290045	0.0373379915891197
85	320.46	320.056733397672	0.0252812782586886	0.403266602327666	1.09293929132265
86	321.43	320.569411467216	0.0273880311320431	0.860588532783883	1.34213423384977
87	322.22	321.195907834312	0.0304828087553245	1.02409216568806	1.6463692911594
88	323.54	321.676957816896	0.03317323898309	1.86304218310445	1.23696321489328
89	323.91	322.017197615439	0.0351711552152849	1.8928023845614	0.843502630288994
90	323.59	322.092553020799	0.0354378888301937	1.49744697920065	0.110582185413910
91	322.26	321.713634692627	0.0328035461943382	0.546365307373354	-1.14264050937829
92	320.21	321.454640227316	0.0311210634636694	-1.24464022731652	-0.805981482971595
93	318.48	320.967082522046	0.0285142240857446	-2.48708252204604	-1.43393575052625
94	317.94	320.613429278114	0.0268633643514759	-2.67342927811401	-1.05681998946641
95	319.63	320.585019482709	0.0266527058642225	-0.955019482708817	-0.152818006978769
96	320.87	321.075829197579	0.0283307823442928	-0.205829197578961	1.28244022279403
97	322.17	321.685714649363	0.0305234472813614	0.484285350637228	1.60489885735197
98	322.34	321.895666348349	0.0312809588144698	0.444333651651427	0.494392005948668
99	322.88	322.05868268059	0.0319175120707006	0.821317319409887	0.362461554459751
100	324.25	322.317262885703	0.0331462422379218	1.93273711429745	0.623222343616858
101	324.83	322.62080486652	0.0347207009374109	2.20919513348025	0.743748924884358
102	323.93	322.441162310326	0.0334484433188435	1.48883768967412	-0.590345926757038
103	322.39	322.005981976501	0.0307577491939474	0.384018023499329	-1.29251708635576
104	320.76	321.784136495422	0.0294171188410403	-1.02413649542236	-0.697572444237333
105	319.1	321.587016556034	0.0283407092474442	-2.48701655603401	-0.62606293798303
106	319.23	321.766603174182	0.0289782234410790	-2.53660317418149	0.418099228196717
107	320.56	321.866912457913	0.0292511279309972	-1.30691245791343	0.197157469456825
108	321.8	322.12585725784	0.0300944640866238	-0.325857257839943	0.63453061069224
109	322.4	322.143769846292	0.0300484335629172	0.256230153707976	-0.0336218643918352
110	322.99	322.406887968206	0.0310050867391569	0.583112031794376	0.642538266325
111	323.73	322.770491033706	0.0325180383482957	0.959508966294055	0.915994024665749
112	324.86	322.943271103846	0.0332168002662784	1.91672889615446	0.386102189768149
113	325.41	322.993354581816	0.0333059032865447	2.41664541818395	0.0464406281384017
114	325.19	323.198448125763	0.0342290517428344	1.99155187423735	0.473399339666095
115	323.97	323.34480076211	0.034816327940911	0.625199237890135	0.309316350650377
116	321.92	323.150870747277	0.0336913533978908	-1.23087074727729	-0.631646195728065
117	320.1	322.916442678152	0.0324843325467514	-2.81644267815186	-0.740827031705674
118	319.96	322.736537565833	0.0316145205423377	-2.77653756583253	-0.586987756207146
119	320.97	322.570961597938	0.0308658089214635	-1.60096159793756	-0.544930636284434
120	322.48	322.699545517061	0.0312247593948521	-0.219545517060785	0.269929835448563
121	323.52	323.094429283585	0.0325865150720529	0.425570716414987	1.00385189454574
122	323.89	323.366995655911	0.0335414498292439	0.523004344088929	0.661892326742239
123	325.04	323.798540947912	0.0352542653318028	1.24145905208813	1.09694261317269
124	326.01	324.038771317118	0.0362018042575321	1.97122868288212	0.56473895284165
125	326.67	324.232586207301	0.0369658712800485	2.43741379269863	0.434317222587021
126	325.96	324.145651009807	0.036356346465305	1.81434899019264	-0.341623406450465
127	325.13	324.221990732222	0.0365491611557105	0.908009267778309	0.110330015577557
128	322.9	324.112248752154	0.0358782701767272	-1.21224875215429	-0.403967478647474
129	321.61	324.188841535049	0.0360522857860342	-2.57884153504856	0.112484685374851
130	321.01	323.998354129000	0.0351538165277881	-2.98835412899963	-0.626011752292963
131	322.08	323.90126436536	0.0346596755261856	-1.82126436536011	-0.365415595451387
132	323.37	323.881246901171	0.0344608239450705	-0.511246901170601	-0.151036499825537
133	324.34	324.013811601999	0.0348220863940291	0.326188398000853	0.270854510325520
134	325.3	324.531667909404	0.0366820951283654	0.768332090595767	1.33278744204419
135	326.29	324.932919974171	0.0381722568659838	1.35708002582903	1.00539097975576
136	327.54	325.333425599758	0.0397386029207766	2.20657440024154	0.998967772215403
137	327.54	325.266686117288	0.0392604143972114	2.27331388271244	-0.293596160231
138	327.21	325.322827834581	0.0393371641169217	1.88717216541887	0.0465670936779514
139	325.98	325.187615834951	0.038555846623178	0.792384165049249	-0.481771178334721
140	324.42	325.373647706628	0.0391900803861658	-0.953647706628068	0.407270241123117
141	322.91	325.40272985883	0.0391489798914319	-2.49272985883032	-0.0279250831097956
142	322.9	325.617445437839	0.0398218032859288	-2.71744543783925	0.485125350282894
143	323.85	325.704022553491	0.0399927097449138	-1.85402255349080	0.129189792237702
144	324.96	325.705989323192	0.0398567898136244	-0.7459893231923	-0.105044966523147
145	326.01	325.87626010267	0.04032654762807	0.133739897330016	0.360122487248270
146	326.51	325.977979586179	0.0405550556986285	0.532020413821056	0.169452372684276
147	327.01	325.934168704672	0.0402264724333138	1.07583129532826	-0.232771258020799
148	327.62	325.666658652157	0.0389744803239834	1.95334134784329	-0.848906227571598
149	328.76	326.018304417933	0.0402856713366479	2.74169558206688	0.862582208002419
150	328.4	326.296035306555	0.0412914359472599	2.10396469344526	0.655250296142509
151	327.2	326.446332039707	0.0417475413995967	0.753667960292557	0.300936806963838
152	325.28	326.398151221754	0.0413830596024576	-1.11815122175437	-0.248373394735724
153	323.2	326.120195633096	0.0401452391982351	-2.92019563309557	-0.882255739668921
154	323.4	326.102986758056	0.0399331415271645	-2.70298675805584	-0.158479823020500
155	324.64	326.306500178828	0.0405156589816415	-1.66650017882824	0.451994400330082
156	325.85	326.525178703631	0.0411383628518702	-0.675178703631049	0.492202801795854
157	326.6	326.546053435815	0.0410672288724654	0.0539465641849269	-0.0559652190224957
158	327.47	326.707599480248	0.0415004045176555	0.76240051975157	0.332633772929008
159	327.58	326.613707719794	0.0409966011073801	0.966292280205785	-0.373703083417736
160	329.56	327.185003334006	0.0430376544548926	2.37499666599380	1.46350340403627
161	329.9	327.343764592991	0.0434938046234302	2.55623540700873	0.319386633321239
162	328.92	327.140074973444	0.04251164185713	1.77992502655581	-0.682353208280061
163	327.89	327.066199285791	0.0420536550372168	0.823800714208599	-0.321389578550975
164	326.17	327.097443926195	0.0420121881727972	-0.927443926194757	-0.0298572266891466
165	324.68	327.363015208324	0.0428398773792792	-2.68301520832386	0.617676625057337
166	325.04	327.657995575771	0.0437390212577679	-2.61799557577059	0.696732488472616
167	326.34	327.928312775715	0.0445228749347753	-1.58831277571488	0.626093707557924
168	327.39	328.055537029768	0.0448045270676355	-0.66553702976794	0.228496305095853
169	328.37	328.245700119498	0.0453005730062288	0.124299880501595	0.401526080338325
170	329.4	328.49551621728	0.0460106993985519	0.904483782720123	0.564796668620626
171	330.14	329.005546894741	0.0476641145944609	1.13445310525920	1.28118661300176
172	331.33	329.078654932799	0.0477571627579136	2.25134506720068	0.0702449661988639
173	332.31	329.349883918809	0.0485897158123471	2.96011608119072	0.616977325224792
174	331.9	329.750511567068	0.0499094623134289	2.14948843293189	0.972087677810044
175	330.7	329.916555218704	0.0503414529644059	0.783444781296378	0.320758035713418
176	329.15	330.120669568432	0.0509019495602185	-0.970669568431893	0.42481689131324
177	327.34	330.211891443432	0.0510447980557649	-2.87189144343233	0.111410001142415
178	327.02	330.043517059039	0.0502904092208823	-3.02351705903867	-0.606350481103955
179	327.99	329.859944845921	0.049505828829593	-1.86994484592121	-0.646265602577168
180	328.48	329.585214396252	0.0484323952928169	-1.10521439625155	-0.89592644556386
181	329.18	329.412093212418	0.0476986104746446	-0.232093212417487	-0.612097708944578
182	330.55	329.643659002128	0.0483151739559897	0.906340997872167	0.507886914259282
183	331.32	329.995628521355	0.0493533181534794	1.32437147864515	0.83864063430187
184	332.48	330.272508250387	0.0501467604558082	2.20749174961344	0.628340756363374
185	332.92	330.28798269375	0.0500241069677857	2.63201730625024	-0.0957540715946334
186	332.08	330.181326813595	0.0494672223833998	1.89867318640536	-0.43275216389767
187	331.02	330.242709084088	0.0495093032456426	0.777290915912133	0.0329152833842637
188	329.24	330.236329247134	0.0493151116824544	-0.996329247133886	-0.154421961192982
189	327.28	330.125625191502	0.0487716349285481	-2.84562519150169	-0.442199388477408
190	327.21	330.082913215271	0.0484683350033398	-2.87291321527069	-0.252828387647452
191	328.29	330.037502031307	0.0481632338330233	-1.74750203130677	-0.259451711200301
192	329.41	330.247810194873	0.0486842772709745	-0.837810194872718	0.448085640833013
193	330.23	330.482759256982	0.0492824040653578	-0.252759256982434	0.514680837595305
194	331.24	330.562219862928	0.0493801574372152	0.677780137071587	0.083376237178905
195	331.87	330.632012740167	0.0494472330342237	1.23798725983288	0.0563898443682457
196	333.14	330.778175387906	0.0497698309652674	2.36182461209392	0.267159978427184
197	333.8	330.962168679707	0.0502224339845446	2.83783132029352	0.370776532771687
198	333.42	331.264199392748	0.0510744702633994	2.15580060725221	0.695652071955025
199	331.73	331.149477184751	0.0505164268134356	0.580522815248731	-0.458094740503936
200	329.9	330.978130190899	0.0497794572087287	-1.07813019089882	-0.613093048713838
201	328.4	331.070960924356	0.0499198605226204	-2.67096092435604	0.118980893020006
202	328.17	331.091208325481	0.0498249586646369	-2.92120832548065	-0.0820114287407381
203	329.32	331.161524688122	0.0498894360960446	-1.8415246881224	0.056636563499676
204	330.59	331.367636337344	0.0503762713810219	-0.777636337344506	0.431765963255692
205	331.58	331.651301498684	0.0511022055545546	-0.0713014986838098	0.644707863866554
206	332.39	331.762129160386	0.051289158502112	0.627870839614094	0.165038618944268
207	333.33	331.994968257597	0.0518634301044342	1.33503174240342	0.501633203215021
208	334.41	332.126343330876	0.0521177637866719	2.28365666912374	0.219686357865166
209	334.71	332.084985967371	0.0518163248966548	2.62501403262893	-0.258270401187467
210	334.17	332.001420934527	0.0513787048967171	2.16857906547324	-0.374081534646987
211	332.88	332.096746511238	0.0515201274452289	0.78325348876226	0.121444815867163
212	330.77	332.024801721450	0.0511270610851402	-1.25480172144962	-0.341225687789789
213	329.14	331.932623544255	0.0506775693095279	-2.79262354425494	-0.396095465742168
214	328.77	331.852294676764	0.0502731192573656	-3.08229467676404	-0.362121741923346
215	330.14	331.985673997229	0.0505262621007969	-1.84567399722860	0.229720821939658
216	331.52	332.243706344028	0.0511530874849256	-0.723706344028457	0.573567358846808
217	332.75	332.608997009510	0.0521001585828321	0.141002990489538	0.868254382510344
218	333.25	332.739145179777	0.0523363638038005	0.51085482022283	0.215703739141491
219	334.53	332.997394613332	0.0529642350316101	1.53260538666825	0.569053973209625
220	335.9	333.311568251860	0.0537672722409943	2.58843174814049	0.721847505257889
221	336.57	333.642732624365	0.054625155531754	2.92726737563502	0.76659067040378
222	336.1	333.841839232688	0.0550726523418211	2.25816076731213	0.399296668545852
223	334.76	333.905973992546	0.055100611158089	0.854026007454036	0.0250464496007452
224	332.59	333.861362547957	0.0547956845187465	-1.2713625479571	-0.275613902057856
225	331.41	334.018800173135	0.0551057805134597	-2.60880017313477	0.283732812516636
226	330.98	334.136201814673	0.0552915571347801	-3.15620181467288	0.172212095621605
227	332.24	334.236929704157	0.0554255509475773	-1.99692970415705	0.125606735949088
228	333.68	334.445334919361	0.0558734465914203	-0.765334919361272	0.422896968752427
229	334.8	334.648270014443	0.0563030336195537	0.151729985556991	0.406519503862843
230	335.22	334.814303719056	0.0566243013501468	0.405696280943776	0.303310417614058
231	336.47	335.01418596031	0.0570459264965241	1.45581403969000	0.395966928820838
232	337.59	335.142384230256	0.0572565702586607	2.44761576974382	0.196661905927336
233	337.84	335.108709160677	0.0569862369234145	2.73129083932260	-0.251333390482311
234	337.72	335.286085192557	0.0573444254888542	2.43391480744271	0.332768187100881
235	336.37	335.431519685491	0.057605613868783	0.938480314508963	0.243503282940161
236	334.51	335.673739353319	0.0581489818206249	-1.16373935331921	0.510353451214934
237	332.6	335.538881979381	0.0575865672617557	-2.93888197938073	-0.533583841442686
238	332.37	335.562872317453	0.0574897124095267	-3.19287231745299	-0.092883336586489
239	333.75	335.732878990861	0.057811068830865	-1.98287899086127	0.311078837989774
240	334.79	335.750028394414	0.0576956675799894	-0.960028394414389	-0.112417038306604
241	336.05	335.886055603092	0.0579174298315203	0.163944396908465	0.216556071689229
242	336.59	336.110465461894	0.0583893043581322	0.479534538106112	0.460269211982558
243	337.79	336.285347945648	0.0587206199818066	1.50465205435163	0.32203586489102
244	338.71	336.314878389974	0.0586372625823274	2.39512161002591	-0.0806926701246976
245	339.3	336.502231234885	0.0590058731372372	2.79776876511462	0.355821416381215
246	339.12	336.674171728326	0.059329352232819	2.44582827167371	0.312206057832787
247	337.56	336.724153083279	0.059302659882897	0.83584691672055	-0.0258435909529725
248	335.92	336.873864606695	0.0595592169231977	-0.95386460669504	0.249958310519837
249	333.74	336.829513583033	0.0592667883688864	-3.08951358303295	-0.287299357946042
250	333.7	336.901325690700	0.0593017803179057	-3.20132569070034	0.0346873728585221
251	335.13	337.038263558518	0.0595166217038591	-1.90826355851778	0.214663587520271
252	336.56	337.347984130814	0.0602051649736566	-0.787984130814062	0.691808327215956
253	337.84	337.625718984803	0.0608022509759227	0.214281015197011	0.601452092699755
254	338.19	337.760167033219	0.0610044460856011	0.429832966780748	0.203619321185216
255	339.9	338.109301589659	0.0617972023348411	1.79069841034136	0.796617784347355
256	340.6	338.274140174433	0.0620814641705697	2.32585982556739	0.284884481718938
257	341.29	338.452153002176	0.0624018460854615	2.83784699782408	0.320524528171372
258	341	338.553262740401	0.0625087869864147	2.44673725959856	0.107021341631143
259	339.39	338.60497095644	0.0624790327713966	0.78502904356027	-0.0298629944707815
260	337.43	338.511092557876	0.0620505659398519	-1.08109255787632	-0.432337382943473
261	335.72	338.679723038846	0.0623405935302593	-2.95972303884585	0.294710407305478
262	335.84	338.952038590406	0.0629077115366907	-3.11203859040564	0.58062900634234
263	336.93	339.051710617843	0.0630063404905738	-2.12171061784322	0.101662909562894
264	338.04	339.054191709455	0.0628447678943513	-1.01419170945517	-0.167367530421537
265	339.06	339.02940306162	0.0626114411474266	0.0305969383798465	-0.242325051578864
266	340.3	339.530847273107	0.0637793778207902	0.769152726892719	1.21344387040503
267	341.21	339.61932754155	0.0638451917622377	1.59067245845010	0.0683009277423721
268	342.33	339.865788042217	0.0643325247587653	2.4642119577828	0.50495019546903
269	342.74	339.949285632278	0.0643837155204592	2.79071436772232	0.0529937460842412
270	342.07	339.817686300676	0.0638605810129906	2.25231369932424	-0.541927682046554
271	340.32	339.664979928672	0.063284044644225	0.655020071328068	-0.598863106988778
272	338.27	339.566096710908	0.0628543088952185	-1.29609671090772	-0.448448542838051
273	336.52	339.589652095203	0.0627507854114019	-3.06965209520341	-0.108678320475097
274	336.68	339.717716124435	0.0629217440365687	-3.03771612443514	0.180622903022177
275	338.19	340.031515251753	0.0635746156805068	-1.84151525175342	0.69380531589451
276	339.44	340.325871298532	0.0641725380754382	-0.885871298531777	0.638229322288535
277	340.57	340.611261821523	0.0647441859475254	-0.04126182152309	0.611776133826466
278	341.44	340.728455524371	0.0648796020313487	0.711544475628787	0.145046848137264
279	342.53	340.907623350228	0.0651747761683643	1.62237664977218	0.31605588984343
280	343.39	340.945533931097	0.0651043087650506	2.44446606890288	-0.0753969315350106
281	343.96	341.004828420466	0.0650892889614502	2.95517157953359	-0.0160666892372870
282	343.18	340.931720160526	0.0647323563532245	2.24827983947357	-0.382182760447895
283	341.88	341.042204186915	0.0648502243016042	0.837795813085176	0.126528337577443
284	339.65	341.045508465342	0.0646923058506019	-1.39550846534207	-0.170212570641958
285	337.8	341.036359729528	0.0645038063065154	-3.23635972952827	-0.204221031795615
286	337.69	341.006241626352	0.0642635775155391	-3.31624162635212	-0.261699096080206
287	339.09	341.072502245167	0.0642686220652738	-1.98250224516701	0.00552334054466968
288	340.32	341.23412914398	0.0645135693859867	-0.914129143980054	0.269270185687779
289	341.2	341.310235359023	0.0645426604192347	-0.110235359023095	0.0320623840632714
290	342.35	341.524670862239	0.0649183499891943	0.825329137761516	0.414563256471838
291	342.93	341.468689987703	0.0646154042260053	1.46131001229726	-0.334372617779469
292	344.77	341.87205213085	0.065464301529262	2.89794786914982	0.936875328904612
293	345.58	342.282397505	0.0663283400771906	3.29760249500003	0.953846915380669
294	345.14	342.657923682188	0.0671020593969156	2.48207631781197	0.855168328753291
295	343.81	342.860655869348	0.067440634962038	0.94934413065195	0.375128075585524
296	342.22	343.242482408749	0.0682226174587693	-1.02248240874937	0.8695522751827
297	339.69	343.156515344341	0.0678408025937629	-3.46651534434140	-0.426477949949034
298	339.82	343.166748731843	0.0676988291329555	-3.34674873184296	-0.159340566855685
299	340.98	343.127442925059	0.0674362887872055	-2.14744292505871	-0.29597466489809
300	342.82	343.449389512577	0.0680584732061443	-0.62938951257701	0.703977041126422
301	343.52	343.649790455303	0.0683811814402943	-0.129790455303001	0.366059287010266
302	344.33	343.651659969482	0.068219234198305	0.678340030517877	-0.183970476371711
303	345.11	343.802880865115	0.0684211935495145	1.30711913488459	0.22958082371958
304	346.88	344.058879626525	0.0688774223343581	2.82112037347478	0.518835744377411
305	347.25	344.172321863339	0.0689857417451472	3.07767813666079	0.123266090968887
306	346.61	344.252343709161	0.0690125294381157	2.35765629083928	0.0305261669659885
307	345.22	344.359564742163	0.0691050571365331	0.860435257837185	0.105687428241332
308	343.11	344.2495618913	0.0686727309928111	-1.13956189129993	-0.495433848205477
309	340.9	344.296246556422	0.0686198653585086	-3.39624655642195	-0.0608226235465318
310	341.17	344.436160017483	0.0687905586548854	-3.2661600174828	0.197212483511015
311	342.8	344.800107020958	0.0694944337319996	-2.00010702095777	0.816469291796243
312	344.04	344.851199510608	0.0694506958443771	-0.811199510608105	-0.0509041119232878
313	344.79	344.912004179449	0.0694301968452346	-0.122004179448510	-0.0239169432281015
314	345.82	345.095521120285	0.0697002449891932	0.724478879714874	0.315590145586161
315	347.25	345.600744178536	0.0707300984972932	1.6492558214643	1.20475462885103
316	348.17	345.598574530373	0.0705578511051483	2.57142546962739	-0.201657497847950
317	348.75	345.656130565417	0.0705271600323824	3.09386943458308	-0.035966221607835
318	348.07	345.709870994284	0.0704875941876784	2.36012900571589	-0.0464366870043117
319	346.38	345.612398938667	0.070092605886366	0.767601061333391	-0.464628419205596
320	344.52	345.65573944328	0.0700298806592704	-1.13573944328010	-0.074005682054045
321	342.92	346.047202177543	0.0707808890413627	-3.12720217754279	0.88920830529986
322	342.63	346.137077204796	0.0708253351171544	-3.50707720479567	0.0528224225214452
323	344.06	346.139420297417	0.0706664944856647	-2.07942029741726	-0.189452208245439
324	345.38	346.21114943441	0.0706689516331527	-0.831149434410196	0.002939752050255
325	346.12	346.332321546808	0.0707854479091559	-0.212321546808097	0.139714867090207
326	346.79	346.352931604024	0.0706699103753409	0.437068395975728	-0.138808084502152
327	347.69	346.213906814320	0.0701876596494822	1.47609318567971	-0.580111633097707
328	349.38	346.488926039238	0.07065822732067	2.89107396076159	0.566659305661846
329	350.04	346.756459948687	0.0711099787537468	3.28354005131294	0.54465259863135
330	349.38	346.912579359949	0.0713047285338974	2.46742064005098	0.235178920377483
331	347.78	347.033208480108	0.0714174805564234	0.746791519891758	0.136457647721290
332	345.75	347.088085523994	0.0713797744918564	-1.33808552399433	-0.0457602608211124
333	344.7	347.46899737949	0.07208314619468	-2.76899737949044	0.856352124914092
334	344.01	347.562065661014	0.0721306721168287	-3.55206566101358	0.0580581078986276
335	345.5	347.611314922278	0.0720790194163531	-2.11131492227758	-0.06330486881329
336	346.75	347.633958732269	0.0719677439203869	-0.883958732268876	-0.13677057026843
337	347.86	347.84540427733	0.0722809615909878	0.0145957226700295	0.385888957449356
338	348.32	347.897738837785	0.0722362509044858	0.422261162214721	-0.0551851594359312
339	349.26	347.951194620465	0.072194214100633	1.30880537953529	-0.0519594782226605
340	350.84	348.044364531699	0.0722411049811374	2.79563546830060	0.0580331369480532
341	351.7	348.288912532532	0.0726257701056573	3.41108746746790	0.476721336105417
342	351.11	348.540636332278	0.0730249252732847	2.56936366772219	0.495514193161626
343	349.37	348.670967685239	0.0731523727568258	0.69903231476119	0.158552404285914
344	347.97	349.094955699030	0.0739306093682428	-1.12495569902972	0.97068386580839
345	346.31	349.182890474819	0.0739615833533324	-2.87289047481949	0.0387468011441353
346	346.22	349.491711406025	0.0744794494507211	-3.27171140602515	0.649815896464183
347	347.68	349.708546632268	0.0747924117736326	-2.02854663226787	0.39387695405675
348	348.82	349.798503038197	0.0748256595007992	-0.978503038196978	0.0419566809879756
349	350.29	350.058406015841	0.0752305226360457	0.231593984158812	0.51208492806505
350	351.58	350.647984765999	0.0763535698408244	0.932015234001297	1.42313773749620
351	352.08	350.853052201359	0.0766341700811722	1.22694779864146	0.356136088584467
352	353.45	350.879688424664	0.0765253280049151	2.57031157533600	-0.138338886733847
353	354.08	350.871936336537	0.0763421346873957	3.20806366346291	-0.233187643962172
354	353.66	351.052815788915	0.0765689742376455	2.60718421108495	0.289246895514665
355	352.25	351.441777040047	0.0772454409051556	0.808222959952817	0.864373263356482
356	350.3	351.553623580873	0.0773201855978684	-1.25362358087299	0.095740335253488
357	348.58	351.624203872451	0.0773056654714975	-3.04420387245099	-0.0186492782688127
358	348.74	351.891745581128	0.0777143480614967	-3.15174558112789	0.526387107360813
359	349.93	352.031900271851	0.0778481189470535	-2.10190027185102	0.172774846625421
360	351.21	352.254471034084	0.0781573841929004	-1.04447103408385	0.400455067676439
361	352.62	352.519337316238	0.078555486318419	0.100662683762109	0.516634972253243
362	352.93	352.368881620004	0.0780681128619018	0.56111837999619	-0.63368969467339
363	353.54	352.330789605167	0.0778213120697461	1.20921039483340	-0.321423959227685
364	355.27	352.527874139926	0.0780743175938503	2.74212586007402	0.33001165556979
365	355.52	352.545256109081	0.0779457675613603	2.97474389091887	-0.167941808731379
366	354.97	352.572778143388	0.0778391550209369	2.39722185661187	-0.139528410419576
367	353.74	352.789704592560	0.0781326355780149	0.950295407439558	0.384873824446153
368	351.51	352.860969792019	0.0781181783760839	-1.35096979201904	-0.0190033018095246
369	349.63	352.871056290943	0.0779753200613873	-3.24105629094338	-0.188256117760832
370	349.82	352.982427684558	0.0780452644554466	-3.16242768455818	0.0924137198829646
371	351.12	353.189030651519	0.078313822450479	-2.06903065151950	0.355747426858331
372	352.35	353.368626855413	0.0785248939571532	-1.01862685541300	0.280271948073699
373	353.47	353.359794733528	0.0783432355072223	0.110205266471847	-0.241738109708951
374	354.51	353.644408177469	0.0787713572299587	0.865591822531486	0.570801620768748
375	355.18	353.895785647211	0.079128997510765	1.28421435278907	0.477646104088046
376	355.98	353.637138748453	0.0784302512350007	2.34286125154662	-0.934717488873351
377	356.94	353.778745548265	0.0785607284236019	3.16125445173527	0.1748274751552
378	355.99	353.777642905455	0.0783964938245816	2.21235709454502	-0.220452495211081
379	354.58	353.730719182314	0.0781386455309165	0.849280817685754	-0.346801054596486
380	352.68	353.885270401336	0.0782955193947925	-1.20527040133615	0.211459514650935
381	350.72	353.999093415587	0.0783682838725348	-3.27909341558654	0.0983173333102623
382	350.92	354.125861253136	0.0784671691095198	-3.20586125313556	0.133939821271882
383	352.55	354.430428130157	0.0789279973811664	-1.88042813015670	0.625706723230739
384	353.91	354.742698898531	0.0794025001782659	-0.832698898530744	0.645754147222171

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Dec/29/t1293634778gv8qubmxnrq5hto/1qgrn1293634662.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/29/t1293634778gv8qubmxnrq5hto/1qgrn1293634662.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/29/t1293634778gv8qubmxnrq5hto/2qgrn1293634662.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/29/t1293634778gv8qubmxnrq5hto/2qgrn1293634662.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/29/t1293634778gv8qubmxnrq5hto/31qqq1293634662.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/29/t1293634778gv8qubmxnrq5hto/31qqq1293634662.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/29/t1293634778gv8qubmxnrq5hto/41qqq1293634662.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/29/t1293634778gv8qubmxnrq5hto/41qqq1293634662.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/29/t1293634778gv8qubmxnrq5hto/5thpt1293634662.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/29/t1293634778gv8qubmxnrq5hto/5thpt1293634662.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

Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.

We may request personal information to be submitted to our servers in order to be able to:

personalize online software applications according to your needs
enforce strict security rules with respect to the data that you upload (e.g. statistical data)
manage user sessions of online applications
alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.

FreeStatistics.org is powered by