Structural Time Series Model | |||||
t | Observed | Level | Slope | Seasonal | Stand. Residuals |
1 | 101.5 | 101.5 | 0 | 0 | 0 |
2 | 100.7 | 101.110914728874 | -0.00798407021648019 | -0.410914728873969 | -0.190866113760831 |
3 | 110.6 | 105.801649268374 | 0.294948272708542 | 4.79835073162565 | 1.77793341107671 |
4 | 96.8 | 102.819705412202 | 0.103397965374441 | -6.01970541220163 | -1.5416659996985 |
5 | 100 | 100.994312024367 | 0.0254652812002814 | -0.994312024367041 | -1.02250675877947 |
6 | 104.8 | 102.022496207592 | 0.0514457379228577 | 2.77750379240826 | 0.549340851606076 |
7 | 86.8 | 96.2219196608434 | -0.0556418670967111 | -9.4219196608434 | -3.22596596120342 |
8 | 92 | 92.9004685520394 | -0.106360429329745 | -0.900468552039409 | -1.80068872754125 |
9 | 100.2 | 94.8999815840349 | -0.0745876688248249 | 5.3000184159651 | 1.15983349891299 |
10 | 106.6 | 100.166896591191 | 0.00741559297661347 | 6.43310340880913 | 2.93856542931115 |
11 | 102.1 | 102.426798039419 | 0.0425499719507616 | -0.326798039418552 | 1.23833291569953 |
12 | 93.7 | 99.5551425041882 | -0.0030242499890409 | -5.85514250418821 | -1.6017280808444 |
13 | 97.6 | 98.3601572984398 | 0.0192207383707748 | -0.760157298439834 | -0.689941536140337 |
14 | 96.9 | 98.4103260176414 | 0.0190144529994933 | -1.51032601764137 | 0.0176710012643789 |
15 | 105.6 | 98.422826971078 | 0.0189120087793836 | 7.17717302892199 | -0.00338260617742581 |
16 | 102.8 | 102.149536815964 | 0.118315919068003 | 0.650463184036144 | 1.87823197323937 |
17 | 101.7 | 102.737143926952 | 0.131279290580172 | -1.03714392695238 | 0.245195337284679 |
18 | 104.2 | 100.693093361817 | 0.0805000727157606 | 3.50690663818281 | -1.17203087967141 |
19 | 92.7 | 100.312351943107 | 0.072033521915747 | -7.61235194310654 | -0.252391665613037 |
20 | 91.9 | 98.3653214681869 | 0.0423792472164244 | -6.46532146818689 | -1.11126900169209 |
21 | 106.5 | 100.326706189228 | 0.0661463849293835 | 6.17329381077155 | 1.05791294141102 |
22 | 112.3 | 103.116130439438 | 0.0947678279353965 | 9.18386956056156 | 1.50096287505103 |
23 | 102.8 | 103.006019323546 | 0.0931434813805423 | -0.20601932354639 | -0.112826285006804 |
24 | 96.5 | 102.526118382342 | 0.0907785496705155 | -6.02611838234246 | -0.315953859966049 |
25 | 101 | 102.366726110395 | 0.0906349717090661 | -1.36672611039506 | -0.138693072819252 |
26 | 98.9 | 102.071593033771 | 0.0894645828975912 | -3.1715930337707 | -0.212086602262207 |
27 | 105.1 | 101.264939777305 | 0.080708600039079 | 3.83506022269535 | -0.480451269886664 |
28 | 103 | 101.331750616573 | 0.0804887508722171 | 1.66824938342685 | -0.00733288449571652 |
29 | 99 | 100.198215925729 | 0.0578787074467842 | -1.198215925729 | -0.643589053485383 |
30 | 104.3 | 99.9362324541426 | 0.0520179219573324 | 4.36376754585745 | -0.172067500134939 |
31 | 94.6 | 100.60527406106 | 0.0620245850144505 | -6.00527406105998 | 0.336166638341445 |
32 | 90.4 | 100.08875957123 | 0.0541883193561983 | -9.68875957122985 | -0.317472545654792 |
33 | 108.9 | 101.609799688302 | 0.0702114783908292 | 7.29020031169785 | 0.80720541355292 |
34 | 111.4 | 102.123949118696 | 0.0739638458695379 | 9.27605088130399 | 0.244406860600834 |
35 | 100.8 | 101.673264021534 | 0.0707450079516713 | -0.873264021533966 | -0.288786892639873 |
36 | 102.5 | 104.100920452895 | 0.0809060269361568 | -1.60092045289483 | 1.29745271441448 |
37 | 98.2 | 102.759316494522 | 0.0755082190508372 | -4.55931649452203 | -0.782096056914791 |
38 | 98.7 | 101.856388151057 | 0.0702886950493028 | -3.15638815105681 | -0.534481228499955 |
39 | 113.3 | 104.489595902644 | 0.0919110786984478 | 8.81040409735621 | 1.38492314633933 |
40 | 104.6 | 104.21308092027 | 0.0876155370666936 | 0.386919079730323 | -0.197520279701741 |
41 | 99.3 | 102.695334620724 | 0.0655297969364819 | -3.39533462072433 | -0.860968621095262 |
42 | 111.8 | 104.352756434001 | 0.0882536923091506 | 7.44724356599899 | 0.859531697625339 |
43 | 97.3 | 104.396204448006 | 0.0876519977743917 | -7.09620444800587 | -0.0243870729635218 |
44 | 97.7 | 105.95971015044 | 0.104972891973451 | -8.25971015044001 | 0.807957335990527 |
45 | 115.6 | 107.362823008904 | 0.117558384100905 | 8.2371769910958 | 0.712761046831337 |
46 | 111.9 | 105.968516927719 | 0.105951070611873 | 5.9314830722814 | -0.830937616285717 |
47 | 107 | 106.799388231392 | 0.110293843259496 | 0.200611768608183 | 0.398474158575944 |
48 | 107.1 | 107.42972567292 | 0.112874399107033 | -0.329725672920014 | 0.285714868423134 |
49 | 100.6 | 106.77106111679 | 0.10909180995271 | -6.17106111679006 | -0.423037384918288 |
50 | 99.2 | 105.476965550527 | 0.100803132649058 | -6.27696555052726 | -0.765970306194247 |
51 | 108.4 | 102.747330200611 | 0.0791123881178475 | 5.65266979938889 | -1.53608731243452 |
52 | 103 | 101.933460907278 | 0.0705875159626745 | 1.06653909272196 | -0.482569184515659 |
53 | 99.8 | 102.738519544733 | 0.0786188074351042 | -2.93851954473314 | 0.396789374787888 |
54 | 115 | 105.009288153982 | 0.103759054620692 | 9.99071184601841 | 1.18824778731402 |
55 | 90.8 | 103.258328353177 | 0.0831495625340426 | -12.4583283531769 | -1.01014230562517 |
56 | 95.9 | 103.416653901326 | 0.0839066863203075 | -7.51665390132604 | 0.041109944986303 |
57 | 114.4 | 104.301345306542 | 0.0908444208652733 | 10.0986546934585 | 0.439003281040356 |
58 | 108.2 | 103.942453573362 | 0.0875973552997235 | 4.25754642663777 | -0.246832973818508 |
59 | 112.6 | 107.066983407285 | 0.105942183667801 | 5.53301659271506 | 1.66719885809041 |
60 | 109.1 | 108.240704600939 | 0.111677847093507 | 0.859295399061066 | 0.585860173333068 |
61 | 105 | 108.970473468295 | 0.114991171958746 | -3.97047346829475 | 0.338561019956043 |
62 | 105 | 109.341212319097 | 0.116523828190554 | -4.34121231909707 | 0.139677020287179 |
63 | 118.5 | 110.76496881612 | 0.125754338033006 | 7.73503118387984 | 0.711504428207517 |
64 | 103.7 | 108.338745331769 | 0.104768687086392 | -4.63874533176943 | -1.38558461298983 |
65 | 112.5 | 110.886747582812 | 0.127072276894256 | 1.61325241718814 | 1.32608982103777 |
66 | 116.6 | 109.472752010262 | 0.112374471509111 | 7.12724798973751 | -0.837904169637812 |
67 | 96.6 | 109.152457768685 | 0.108317188469096 | -12.5524577686854 | -0.235916191864126 |
68 | 101.9 | 109.517806686835 | 0.110562227955183 | -7.61780668683539 | 0.140528746782067 |
69 | 116.5 | 108.747326042364 | 0.103689012733759 | 7.75267395763564 | -0.482619248414312 |
70 | 119.3 | 111.894645308775 | 0.124428700251512 | 7.40535469122542 | 1.6689489721079 |
71 | 115.4 | 112.216378186994 | 0.125612620421748 | 3.18362181300614 | 0.10822009631475 |
72 | 108.5 | 110.762431733474 | 0.116868235744461 | -2.26243173347433 | -0.866007892667615 |
73 | 111.5 | 112.407513817931 | 0.125286903503982 | -0.90751381793149 | 0.836842674610217 |
74 | 108.8 | 113.224189127818 | 0.129362562925236 | -4.42418912781763 | 0.377879384196783 |
75 | 121.8 | 113.366926850816 | 0.129450291259601 | 8.43307314918361 | 0.00729489519162625 |
76 | 109.6 | 114.161026501295 | 0.134298243731241 | -4.56102650129502 | 0.361962886688326 |
77 | 112.2 | 112.604386108122 | 0.120964939881822 | -0.404386108121774 | -0.920615418437235 |
78 | 119.6 | 112.181108765687 | 0.11651614200472 | 7.41889123431271 | -0.296595234425069 |
79 | 104.1 | 113.958371906122 | 0.129965622467148 | -9.85837190612178 | 0.906606389332122 |
80 | 105.3 | 114.138195959418 | 0.13034930991225 | -8.83819595941763 | 0.0272664052496418 |
81 | 115 | 112.269419614238 | 0.116190851594383 | 2.7305803857619 | -1.09479043792397 |
82 | 124.1 | 113.538716199016 | 0.123590138374985 | 10.5612838009837 | 0.632000765247875 |
83 | 116.8 | 113.75130202574 | 0.124111422958527 | 3.04869797426031 | 0.048790116003608 |
84 | 107.5 | 112.757812861906 | 0.117934958912487 | -5.25781286190578 | -0.61252779132921 |
85 | 115.6 | 114.187567345379 | 0.12512873987581 | 1.41243265462055 | 0.718381811177091 |
86 | 116.2 | 117.032241776597 | 0.140665206192519 | -0.832241776596874 | 1.48744397952436 |
87 | 116.3 | 114.149766076153 | 0.122141601178783 | 2.15023392384664 | -1.65132379675596 |
88 | 119 | 116.750918604534 | 0.138493295429606 | 2.24908139546596 | 1.35284093683125 |
89 | 111.9 | 115.732648044881 | 0.130416568937675 | -3.83264804488106 | -0.631134446482959 |
90 | 118.6 | 114.119711361128 | 0.117898793526824 | 4.48028863887171 | -0.951706313954253 |
91 | 106.9 | 114.664902600848 | 0.120950713725183 | -7.76490260084795 | 0.233507565036805 |
92 | 103.2 | 113.501018431976 | 0.112103796080564 | -10.3010184319762 | -0.702962717764913 |
93 | 118.6 | 114.457826932327 | 0.117578641425988 | 4.14217306767253 | 0.462610278101363 |
94 | 118.7 | 112.295293398809 | 0.103822839499088 | 6.40470660119088 | -1.24950910738666 |
95 | 102.8 | 107.030547486234 | 0.0735044595963799 | -4.23054748623386 | -2.94267042386132 |
96 | 100.6 | 105.991254620548 | 0.0674854046597414 | -5.39125462054799 | -0.60985240104681 |
97 | 94.9 | 101.452037478405 | 0.0427949452633875 | -6.55203747840549 | -2.52327019128589 |
98 | 94.5 | 97.6411036658358 | 0.0216341741921853 | -3.14110366583582 | -2.10915295992929 |
99 | 102.9 | 98.4342101381903 | 0.0260687157572324 | 4.46578986180976 | 0.421876497796053 |
100 | 95.3 | 96.1396135949516 | 0.0120353347412972 | -0.839613594951578 | -1.26829203474018 |
101 | 92.5 | 95.3029015220238 | 0.00668948303700552 | -2.80290152202383 | -0.463787779609454 |
102 | 102.7 | 96.2123628844734 | 0.0124956493958672 | 6.48763711552656 | 0.493469157964951 |
103 | 91.5 | 97.2153817287346 | 0.0188459165383239 | -5.71538172873458 | 0.541794268442599 |
104 | 89.5 | 98.0962260914344 | 0.0242284415681362 | -8.59622609143437 | 0.471859895716036 |
105 | 104.2 | 97.7596543323489 | 0.0220725523675258 | 6.44034566765112 | -0.197638101411453 |
106 | 105.2 | 96.4213116364071 | 0.0143571514042342 | 8.77868836359291 | -0.745551806446163 |
107 | 99 | 97.7784306015476 | 0.0216133549090135 | 1.22156939845241 | 0.73601819989275 |
108 | 95.5 | 97.7604017489756 | 0.0214060003585525 | -2.26040174897555 | -0.0217273689041073 |
109 | 90.5 | 96.545315423633 | 0.0149991037274387 | -6.04531542363301 | -0.677470386988509 |
110 | 96.1 | 97.2097222497158 | 0.0184103905052445 | -1.10972224971584 | 0.355626074200345 |
111 | 113 | 101.127000230831 | 0.0395053563353804 | 11.8729997691693 | 2.13394577122698 |
112 | 101.9 | 102.57593415522 | 0.0473981626672908 | -0.675934155220106 | 0.771119958428032 |
113 | 101.4 | 103.847199131574 | 0.054450543314066 | -2.44719913157401 | 0.669525001261498 |
114 | 113.6 | 105.668748532017 | 0.0647876265945888 | 7.93125146798273 | 0.966893942921447 |
115 | 96.6 | 104.904971177748 | 0.0599513712253673 | -8.30497117774795 | -0.453553625944709 |
116 | 97.8 | 105.118332353001 | 0.0608298282890074 | -7.31833235300054 | 0.0840194374506019 |
117 | 114.9 | 106.282543511438 | 0.0669481292867581 | 8.61745648856189 | 0.604587808434621 |
118 | 112.5 | 105.862851342518 | 0.0643509072727006 | 6.6371486574823 | -0.266741148533286 |
119 | 108.4 | 106.228672329749 | 0.0659034402645493 | 2.17132767025125 | 0.165269877745043 |
120 | 107 | 107.482865677663 | 0.071872003598929 | -0.482865677662638 | 0.651408789763586 |
121 | 103.5 | 109.262084967575 | 0.0803699953960795 | -5.76208496757534 | 0.935748699062502 |
122 | 107.5 | 110.584498416857 | 0.0865957836616631 | -3.08449841685709 | 0.68050614768621 |
123 | 122.3 | 111.36923039469 | 0.0901611945316595 | 10.9307696053098 | 0.382373210408552 |