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R Software Module

rwasp_structuraltimeseries.wasp

Title produced by software

Structural Time Series Models

Date of computation

Thu, 22 Dec 2011 02:55:31 -0500

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2011/Dec/22/t1324540546v2xajjm3hag6i0h.htm/, Retrieved Fri, 03 May 2024 06:39:55 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=159163, Retrieved Fri, 03 May 2024 06:39:55 +0000

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IsPrivate?

No (this computation is public)

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Estimated Impact

141

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

F     [Univariate Data Series] [HPC Retail Sales] [2008-03-02 15:42:48] [74be16979710d4c4e7c6647856088456]
- RMPD  [Structural Time Series Models] [HPC Retail Sales] [2008-03-06 16:52:55] [74be16979710d4c4e7c6647856088456]
- R  D    [Structural Time Series Models] [HPC Retail Sales] [2008-03-08 11:33:35] [74be16979710d4c4e7c6647856088456]
-  M D      [Structural Time Series Models] [Workshop 5 STSM] [2010-12-09 21:00:28] [9856f62fe16b3bb5126cae5dd74e4807]
-    D        [Structural Time Series Models] [structural time s...] [2010-12-29 18:14:33] [f1aa04283d83c25edc8ae3bb0d0fb93e]
-   P           [Structural Time Series Models] [] [2010-12-29 21:10:20] [99820e5c3330fe494c612533a1ea567a]
- R PD              [Structural Time Series Models] [stsm] [2011-12-22 07:55:31] [d41d8cd98f00b204e9800998ecf8427e] [Current]
-  MP                 [Structural Time Series Models] [structural time s...] [2011-12-22 10:26:09] [f1aa04283d83c25edc8ae3bb0d0fb93e] 

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Dataseries X:

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Gwilym Jenkins' @ jenkins.wessa.net

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=159163&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=159163&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=159163&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Gwilym Jenkins' @ jenkins.wessa.net

Structural Time Series Model
t	Observed	Level	Slope	Seasonal	Stand. Residuals
1	31	31	0	0	0
2	36	34.2012639250363	1.52604127705436	0.168388686950368	1.00260733440515
3	24	26.8485585420262	-3.51331255887087	0.113162792337215	-2.08436026840253
4	22	22.2069200052785	-4.14318407703775	0.119125473663121	-0.241318414949701
5	17	17.1397873191141	-4.65412428332036	0.124165448407131	-0.196216642126763
6	8	8.89485743674289	-6.64207919801153	0.135489524357312	-0.765314479164172
7	12	9.7252168931169	-2.49611101986678	0.125934394634555	1.59591424498781
8	5	5.39993218850375	-3.51211598767895	0.126495673658938	-0.390997878803174
9	6	4.98249667195369	-1.79257265001567	0.126628908761275	0.66170695568307
10	5	4.49695910573825	-1.06628477795784	0.126763161704232	0.279485828252498
11	8	6.88000439320186	0.850363318818672	0.127010595823344	0.737554164045013
12	15	13.2763090588003	3.93189378806493	0.127198383709428	1.18581809303288
13	16	17.318002734646	3.99033307136395	-1.3482813117083	0.0267034114038989
14	17	17.6638208187395	2.17678597679187	0.0315015040212554	-0.616375253147102
15	23	22.2644411073736	3.5070914204556	0.0410315850525193	0.51757860485749
16	24	24.3588954916227	2.71984921763439	0.0449165211860896	-0.300429174788402
17	27	26.9823203363721	2.6663164116069	0.0452092238519468	-0.0204890686561688
18	31	30.6650744011963	3.23017483411207	0.0433861616618676	0.216696377679836
19	40	38.6056211889902	5.84526109288063	0.0398881562187976	1.00618771342955
20	47	46.3996309517505	6.92780219210844	0.0395237846291284	0.416579145806414
21	43	45.2778046651958	2.45519703416715	0.0393789796071155	-1.721122069375
22	60	57.2270202059723	7.73054908125439	0.0399111395485859	2.03002798299544
23	64	64.183073120238	7.300207387637	0.0398798680545726	-0.165601642195267
24	65	66.4182511668421	4.48592979714522	0.0397813379688818	-1.08297499735389
25	65	67.2936390162555	2.52214051079334	-1.27618606065745	-0.828173005276504
26	55	57.7685263184807	-3.70208180148447	-0.0862009006319306	-2.22237612032119
27	57	56.408097672905	-2.41148610270909	-0.0801250175076629	0.500247844662509
28	57	56.3967700505099	-1.07526507152261	-0.084494556949681	0.511370855429129
29	57	56.6942455281093	-0.312944925782652	-0.0872572052743062	0.292303084849809
30	65	63.151180420863	3.44458201484503	-0.0953055931892041	1.44469496717183
31	69	68.5376607085024	4.52296734292255	-0.0962610893724889	0.414941366388454
32	70	70.758553691777	3.24406435043494	-0.0959759533220865	-0.492141741149609
33	71	71.7456847057498	1.9900552542638	-0.0960028488854393	-0.482560697362324
34	71	71.6861027201209	0.851196179381589	-0.096078949394848	-0.43824895834688
35	73	72.9711709482162	1.0922699010912	-0.0960673453649989	0.092768642271535
36	68	69.4299322184541	-1.48222533337378	-0.0961270510659269	-0.990703295715287
37	65	65.163998655517	-3.00715047512751	0.626063994590626	-0.624659698521557
38	57	58.0814746203794	-5.15194304506137	-0.10841551129042	-0.782271769219973
39	41	43.7597988517412	-10.2162200217886	-0.126170422037028	-1.95935121445869
40	21	23.8840364418744	-15.5912062400871	-0.113027843559159	-2.05987192507429
41	21	18.2682003376718	-10.0508800493767	-0.128042729670501	2.12629838400532
42	17	15.1438850319715	-6.20537033910178	-0.13420099169599	1.47884708601448
43	9	9.09052300336945	-6.12094503740503	-0.134256915783165	0.0324859202722418
44	11	9.30991877196908	-2.59848914174109	-0.134844040737873	1.3554949300368
45	6	6.26372430437199	-2.84724472930977	-0.134848029371685	-0.0957247362749055
46	-2	-0.684508132317973	-5.1258930156645	-0.134961861895131	-0.876856174822895
47	0	-1.19401558554102	-2.5608932684772	-0.134869558484621	0.987048995046183
48	5	3.14779274728369	1.27441082161067	-0.134803062571775	1.47588095264132
49	3	2.34877374399532	0.134532082044099	1.2417922943666	-0.459955574027534
50	7	6.16158823963998	2.09172713697021	-0.0756189140390354	0.722365816784368
51	4	5.01198786351339	0.299411885969451	-0.0806246420664529	-0.692681808865843
52	8	7.46479479075115	1.49729555604938	-0.0829635898265824	0.459450208628964
53	9	9.05610222561926	1.54951392717304	-0.0830766069150015	0.0200514891864193
54	14	13.3081550978509	3.05015409458191	-0.0849955167538563	0.577168746213113
55	12	13.0390856006664	1.20651333472149	-0.0840203907899778	-0.70942207480339
56	12	12.5670414534253	0.27395081256263	-0.0838962768493965	-0.358864198395747
57	7	8.37073286274253	-2.20982555585599	-0.0839280764735314	-0.955793049911038
58	15	13.0893349048096	1.63982253853615	-0.0837745199220572	1.48139951110515
59	14	14.228036090432	1.36138588747944	-0.0837825203838355	-0.107146458055964
60	19	18.3027151228444	2.86895273626781	-0.0837616500234094	0.580133718642684

\begin{tabular}{lllllllll}
\hline
Structural Time Series Model \tabularnewline
t & Observed & Level & Slope & Seasonal & Stand. Residuals \tabularnewline
1 & 31 & 31 & 0 & 0 & 0 \tabularnewline
2 & 36 & 34.2012639250363 & 1.52604127705436 & 0.168388686950368 & 1.00260733440515 \tabularnewline
3 & 24 & 26.8485585420262 & -3.51331255887087 & 0.113162792337215 & -2.08436026840253 \tabularnewline
4 & 22 & 22.2069200052785 & -4.14318407703775 & 0.119125473663121 & -0.241318414949701 \tabularnewline
5 & 17 & 17.1397873191141 & -4.65412428332036 & 0.124165448407131 & -0.196216642126763 \tabularnewline
6 & 8 & 8.89485743674289 & -6.64207919801153 & 0.135489524357312 & -0.765314479164172 \tabularnewline
7 & 12 & 9.7252168931169 & -2.49611101986678 & 0.125934394634555 & 1.59591424498781 \tabularnewline
8 & 5 & 5.39993218850375 & -3.51211598767895 & 0.126495673658938 & -0.390997878803174 \tabularnewline
9 & 6 & 4.98249667195369 & -1.79257265001567 & 0.126628908761275 & 0.66170695568307 \tabularnewline
10 & 5 & 4.49695910573825 & -1.06628477795784 & 0.126763161704232 & 0.279485828252498 \tabularnewline
11 & 8 & 6.88000439320186 & 0.850363318818672 & 0.127010595823344 & 0.737554164045013 \tabularnewline
12 & 15 & 13.2763090588003 & 3.93189378806493 & 0.127198383709428 & 1.18581809303288 \tabularnewline
13 & 16 & 17.318002734646 & 3.99033307136395 & -1.3482813117083 & 0.0267034114038989 \tabularnewline
14 & 17 & 17.6638208187395 & 2.17678597679187 & 0.0315015040212554 & -0.616375253147102 \tabularnewline
15 & 23 & 22.2644411073736 & 3.5070914204556 & 0.0410315850525193 & 0.51757860485749 \tabularnewline
16 & 24 & 24.3588954916227 & 2.71984921763439 & 0.0449165211860896 & -0.300429174788402 \tabularnewline
17 & 27 & 26.9823203363721 & 2.6663164116069 & 0.0452092238519468 & -0.0204890686561688 \tabularnewline
18 & 31 & 30.6650744011963 & 3.23017483411207 & 0.0433861616618676 & 0.216696377679836 \tabularnewline
19 & 40 & 38.6056211889902 & 5.84526109288063 & 0.0398881562187976 & 1.00618771342955 \tabularnewline
20 & 47 & 46.3996309517505 & 6.92780219210844 & 0.0395237846291284 & 0.416579145806414 \tabularnewline
21 & 43 & 45.2778046651958 & 2.45519703416715 & 0.0393789796071155 & -1.721122069375 \tabularnewline
22 & 60 & 57.2270202059723 & 7.73054908125439 & 0.0399111395485859 & 2.03002798299544 \tabularnewline
23 & 64 & 64.183073120238 & 7.300207387637 & 0.0398798680545726 & -0.165601642195267 \tabularnewline
24 & 65 & 66.4182511668421 & 4.48592979714522 & 0.0397813379688818 & -1.08297499735389 \tabularnewline
25 & 65 & 67.2936390162555 & 2.52214051079334 & -1.27618606065745 & -0.828173005276504 \tabularnewline
26 & 55 & 57.7685263184807 & -3.70208180148447 & -0.0862009006319306 & -2.22237612032119 \tabularnewline
27 & 57 & 56.408097672905 & -2.41148610270909 & -0.0801250175076629 & 0.500247844662509 \tabularnewline
28 & 57 & 56.3967700505099 & -1.07526507152261 & -0.084494556949681 & 0.511370855429129 \tabularnewline
29 & 57 & 56.6942455281093 & -0.312944925782652 & -0.0872572052743062 & 0.292303084849809 \tabularnewline
30 & 65 & 63.151180420863 & 3.44458201484503 & -0.0953055931892041 & 1.44469496717183 \tabularnewline
31 & 69 & 68.5376607085024 & 4.52296734292255 & -0.0962610893724889 & 0.414941366388454 \tabularnewline
32 & 70 & 70.758553691777 & 3.24406435043494 & -0.0959759533220865 & -0.492141741149609 \tabularnewline
33 & 71 & 71.7456847057498 & 1.9900552542638 & -0.0960028488854393 & -0.482560697362324 \tabularnewline
34 & 71 & 71.6861027201209 & 0.851196179381589 & -0.096078949394848 & -0.43824895834688 \tabularnewline
35 & 73 & 72.9711709482162 & 1.0922699010912 & -0.0960673453649989 & 0.092768642271535 \tabularnewline
36 & 68 & 69.4299322184541 & -1.48222533337378 & -0.0961270510659269 & -0.990703295715287 \tabularnewline
37 & 65 & 65.163998655517 & -3.00715047512751 & 0.626063994590626 & -0.624659698521557 \tabularnewline
38 & 57 & 58.0814746203794 & -5.15194304506137 & -0.10841551129042 & -0.782271769219973 \tabularnewline
39 & 41 & 43.7597988517412 & -10.2162200217886 & -0.126170422037028 & -1.95935121445869 \tabularnewline
40 & 21 & 23.8840364418744 & -15.5912062400871 & -0.113027843559159 & -2.05987192507429 \tabularnewline
41 & 21 & 18.2682003376718 & -10.0508800493767 & -0.128042729670501 & 2.12629838400532 \tabularnewline
42 & 17 & 15.1438850319715 & -6.20537033910178 & -0.13420099169599 & 1.47884708601448 \tabularnewline
43 & 9 & 9.09052300336945 & -6.12094503740503 & -0.134256915783165 & 0.0324859202722418 \tabularnewline
44 & 11 & 9.30991877196908 & -2.59848914174109 & -0.134844040737873 & 1.3554949300368 \tabularnewline
45 & 6 & 6.26372430437199 & -2.84724472930977 & -0.134848029371685 & -0.0957247362749055 \tabularnewline
46 & -2 & -0.684508132317973 & -5.1258930156645 & -0.134961861895131 & -0.876856174822895 \tabularnewline
47 & 0 & -1.19401558554102 & -2.5608932684772 & -0.134869558484621 & 0.987048995046183 \tabularnewline
48 & 5 & 3.14779274728369 & 1.27441082161067 & -0.134803062571775 & 1.47588095264132 \tabularnewline
49 & 3 & 2.34877374399532 & 0.134532082044099 & 1.2417922943666 & -0.459955574027534 \tabularnewline
50 & 7 & 6.16158823963998 & 2.09172713697021 & -0.0756189140390354 & 0.722365816784368 \tabularnewline
51 & 4 & 5.01198786351339 & 0.299411885969451 & -0.0806246420664529 & -0.692681808865843 \tabularnewline
52 & 8 & 7.46479479075115 & 1.49729555604938 & -0.0829635898265824 & 0.459450208628964 \tabularnewline
53 & 9 & 9.05610222561926 & 1.54951392717304 & -0.0830766069150015 & 0.0200514891864193 \tabularnewline
54 & 14 & 13.3081550978509 & 3.05015409458191 & -0.0849955167538563 & 0.577168746213113 \tabularnewline
55 & 12 & 13.0390856006664 & 1.20651333472149 & -0.0840203907899778 & -0.70942207480339 \tabularnewline
56 & 12 & 12.5670414534253 & 0.27395081256263 & -0.0838962768493965 & -0.358864198395747 \tabularnewline
57 & 7 & 8.37073286274253 & -2.20982555585599 & -0.0839280764735314 & -0.955793049911038 \tabularnewline
58 & 15 & 13.0893349048096 & 1.63982253853615 & -0.0837745199220572 & 1.48139951110515 \tabularnewline
59 & 14 & 14.228036090432 & 1.36138588747944 & -0.0837825203838355 & -0.107146458055964 \tabularnewline
60 & 19 & 18.3027151228444 & 2.86895273626781 & -0.0837616500234094 & 0.580133718642684 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=159163&T=1

[TABLE]
[ROW][C]Structural Time Series Model[/C][/ROW]
[ROW][C]t[/C][C]Observed[/C][C]Level[/C][C]Slope[/C][C]Seasonal[/C][C]Stand. Residuals[/C][/ROW]
[ROW][C]1[/C][C]31[/C][C]31[/C][C]0[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]36[/C][C]34.2012639250363[/C][C]1.52604127705436[/C][C]0.168388686950368[/C][C]1.00260733440515[/C][/ROW]
[ROW][C]3[/C][C]24[/C][C]26.8485585420262[/C][C]-3.51331255887087[/C][C]0.113162792337215[/C][C]-2.08436026840253[/C][/ROW]
[ROW][C]4[/C][C]22[/C][C]22.2069200052785[/C][C]-4.14318407703775[/C][C]0.119125473663121[/C][C]-0.241318414949701[/C][/ROW]
[ROW][C]5[/C][C]17[/C][C]17.1397873191141[/C][C]-4.65412428332036[/C][C]0.124165448407131[/C][C]-0.196216642126763[/C][/ROW]
[ROW][C]6[/C][C]8[/C][C]8.89485743674289[/C][C]-6.64207919801153[/C][C]0.135489524357312[/C][C]-0.765314479164172[/C][/ROW]
[ROW][C]7[/C][C]12[/C][C]9.7252168931169[/C][C]-2.49611101986678[/C][C]0.125934394634555[/C][C]1.59591424498781[/C][/ROW]
[ROW][C]8[/C][C]5[/C][C]5.39993218850375[/C][C]-3.51211598767895[/C][C]0.126495673658938[/C][C]-0.390997878803174[/C][/ROW]
[ROW][C]9[/C][C]6[/C][C]4.98249667195369[/C][C]-1.79257265001567[/C][C]0.126628908761275[/C][C]0.66170695568307[/C][/ROW]
[ROW][C]10[/C][C]5[/C][C]4.49695910573825[/C][C]-1.06628477795784[/C][C]0.126763161704232[/C][C]0.279485828252498[/C][/ROW]
[ROW][C]11[/C][C]8[/C][C]6.88000439320186[/C][C]0.850363318818672[/C][C]0.127010595823344[/C][C]0.737554164045013[/C][/ROW]
[ROW][C]12[/C][C]15[/C][C]13.2763090588003[/C][C]3.93189378806493[/C][C]0.127198383709428[/C][C]1.18581809303288[/C][/ROW]
[ROW][C]13[/C][C]16[/C][C]17.318002734646[/C][C]3.99033307136395[/C][C]-1.3482813117083[/C][C]0.0267034114038989[/C][/ROW]
[ROW][C]14[/C][C]17[/C][C]17.6638208187395[/C][C]2.17678597679187[/C][C]0.0315015040212554[/C][C]-0.616375253147102[/C][/ROW]
[ROW][C]15[/C][C]23[/C][C]22.2644411073736[/C][C]3.5070914204556[/C][C]0.0410315850525193[/C][C]0.51757860485749[/C][/ROW]
[ROW][C]16[/C][C]24[/C][C]24.3588954916227[/C][C]2.71984921763439[/C][C]0.0449165211860896[/C][C]-0.300429174788402[/C][/ROW]
[ROW][C]17[/C][C]27[/C][C]26.9823203363721[/C][C]2.6663164116069[/C][C]0.0452092238519468[/C][C]-0.0204890686561688[/C][/ROW]
[ROW][C]18[/C][C]31[/C][C]30.6650744011963[/C][C]3.23017483411207[/C][C]0.0433861616618676[/C][C]0.216696377679836[/C][/ROW]
[ROW][C]19[/C][C]40[/C][C]38.6056211889902[/C][C]5.84526109288063[/C][C]0.0398881562187976[/C][C]1.00618771342955[/C][/ROW]
[ROW][C]20[/C][C]47[/C][C]46.3996309517505[/C][C]6.92780219210844[/C][C]0.0395237846291284[/C][C]0.416579145806414[/C][/ROW]
[ROW][C]21[/C][C]43[/C][C]45.2778046651958[/C][C]2.45519703416715[/C][C]0.0393789796071155[/C][C]-1.721122069375[/C][/ROW]
[ROW][C]22[/C][C]60[/C][C]57.2270202059723[/C][C]7.73054908125439[/C][C]0.0399111395485859[/C][C]2.03002798299544[/C][/ROW]
[ROW][C]23[/C][C]64[/C][C]64.183073120238[/C][C]7.300207387637[/C][C]0.0398798680545726[/C][C]-0.165601642195267[/C][/ROW]
[ROW][C]24[/C][C]65[/C][C]66.4182511668421[/C][C]4.48592979714522[/C][C]0.0397813379688818[/C][C]-1.08297499735389[/C][/ROW]
[ROW][C]25[/C][C]65[/C][C]67.2936390162555[/C][C]2.52214051079334[/C][C]-1.27618606065745[/C][C]-0.828173005276504[/C][/ROW]
[ROW][C]26[/C][C]55[/C][C]57.7685263184807[/C][C]-3.70208180148447[/C][C]-0.0862009006319306[/C][C]-2.22237612032119[/C][/ROW]
[ROW][C]27[/C][C]57[/C][C]56.408097672905[/C][C]-2.41148610270909[/C][C]-0.0801250175076629[/C][C]0.500247844662509[/C][/ROW]
[ROW][C]28[/C][C]57[/C][C]56.3967700505099[/C][C]-1.07526507152261[/C][C]-0.084494556949681[/C][C]0.511370855429129[/C][/ROW]
[ROW][C]29[/C][C]57[/C][C]56.6942455281093[/C][C]-0.312944925782652[/C][C]-0.0872572052743062[/C][C]0.292303084849809[/C][/ROW]
[ROW][C]30[/C][C]65[/C][C]63.151180420863[/C][C]3.44458201484503[/C][C]-0.0953055931892041[/C][C]1.44469496717183[/C][/ROW]
[ROW][C]31[/C][C]69[/C][C]68.5376607085024[/C][C]4.52296734292255[/C][C]-0.0962610893724889[/C][C]0.414941366388454[/C][/ROW]
[ROW][C]32[/C][C]70[/C][C]70.758553691777[/C][C]3.24406435043494[/C][C]-0.0959759533220865[/C][C]-0.492141741149609[/C][/ROW]
[ROW][C]33[/C][C]71[/C][C]71.7456847057498[/C][C]1.9900552542638[/C][C]-0.0960028488854393[/C][C]-0.482560697362324[/C][/ROW]
[ROW][C]34[/C][C]71[/C][C]71.6861027201209[/C][C]0.851196179381589[/C][C]-0.096078949394848[/C][C]-0.43824895834688[/C][/ROW]
[ROW][C]35[/C][C]73[/C][C]72.9711709482162[/C][C]1.0922699010912[/C][C]-0.0960673453649989[/C][C]0.092768642271535[/C][/ROW]
[ROW][C]36[/C][C]68[/C][C]69.4299322184541[/C][C]-1.48222533337378[/C][C]-0.0961270510659269[/C][C]-0.990703295715287[/C][/ROW]
[ROW][C]37[/C][C]65[/C][C]65.163998655517[/C][C]-3.00715047512751[/C][C]0.626063994590626[/C][C]-0.624659698521557[/C][/ROW]
[ROW][C]38[/C][C]57[/C][C]58.0814746203794[/C][C]-5.15194304506137[/C][C]-0.10841551129042[/C][C]-0.782271769219973[/C][/ROW]
[ROW][C]39[/C][C]41[/C][C]43.7597988517412[/C][C]-10.2162200217886[/C][C]-0.126170422037028[/C][C]-1.95935121445869[/C][/ROW]
[ROW][C]40[/C][C]21[/C][C]23.8840364418744[/C][C]-15.5912062400871[/C][C]-0.113027843559159[/C][C]-2.05987192507429[/C][/ROW]
[ROW][C]41[/C][C]21[/C][C]18.2682003376718[/C][C]-10.0508800493767[/C][C]-0.128042729670501[/C][C]2.12629838400532[/C][/ROW]
[ROW][C]42[/C][C]17[/C][C]15.1438850319715[/C][C]-6.20537033910178[/C][C]-0.13420099169599[/C][C]1.47884708601448[/C][/ROW]
[ROW][C]43[/C][C]9[/C][C]9.09052300336945[/C][C]-6.12094503740503[/C][C]-0.134256915783165[/C][C]0.0324859202722418[/C][/ROW]
[ROW][C]44[/C][C]11[/C][C]9.30991877196908[/C][C]-2.59848914174109[/C][C]-0.134844040737873[/C][C]1.3554949300368[/C][/ROW]
[ROW][C]45[/C][C]6[/C][C]6.26372430437199[/C][C]-2.84724472930977[/C][C]-0.134848029371685[/C][C]-0.0957247362749055[/C][/ROW]
[ROW][C]46[/C][C]-2[/C][C]-0.684508132317973[/C][C]-5.1258930156645[/C][C]-0.134961861895131[/C][C]-0.876856174822895[/C][/ROW]
[ROW][C]47[/C][C]0[/C][C]-1.19401558554102[/C][C]-2.5608932684772[/C][C]-0.134869558484621[/C][C]0.987048995046183[/C][/ROW]
[ROW][C]48[/C][C]5[/C][C]3.14779274728369[/C][C]1.27441082161067[/C][C]-0.134803062571775[/C][C]1.47588095264132[/C][/ROW]
[ROW][C]49[/C][C]3[/C][C]2.34877374399532[/C][C]0.134532082044099[/C][C]1.2417922943666[/C][C]-0.459955574027534[/C][/ROW]
[ROW][C]50[/C][C]7[/C][C]6.16158823963998[/C][C]2.09172713697021[/C][C]-0.0756189140390354[/C][C]0.722365816784368[/C][/ROW]
[ROW][C]51[/C][C]4[/C][C]5.01198786351339[/C][C]0.299411885969451[/C][C]-0.0806246420664529[/C][C]-0.692681808865843[/C][/ROW]
[ROW][C]52[/C][C]8[/C][C]7.46479479075115[/C][C]1.49729555604938[/C][C]-0.0829635898265824[/C][C]0.459450208628964[/C][/ROW]
[ROW][C]53[/C][C]9[/C][C]9.05610222561926[/C][C]1.54951392717304[/C][C]-0.0830766069150015[/C][C]0.0200514891864193[/C][/ROW]
[ROW][C]54[/C][C]14[/C][C]13.3081550978509[/C][C]3.05015409458191[/C][C]-0.0849955167538563[/C][C]0.577168746213113[/C][/ROW]
[ROW][C]55[/C][C]12[/C][C]13.0390856006664[/C][C]1.20651333472149[/C][C]-0.0840203907899778[/C][C]-0.70942207480339[/C][/ROW]
[ROW][C]56[/C][C]12[/C][C]12.5670414534253[/C][C]0.27395081256263[/C][C]-0.0838962768493965[/C][C]-0.358864198395747[/C][/ROW]
[ROW][C]57[/C][C]7[/C][C]8.37073286274253[/C][C]-2.20982555585599[/C][C]-0.0839280764735314[/C][C]-0.955793049911038[/C][/ROW]
[ROW][C]58[/C][C]15[/C][C]13.0893349048096[/C][C]1.63982253853615[/C][C]-0.0837745199220572[/C][C]1.48139951110515[/C][/ROW]
[ROW][C]59[/C][C]14[/C][C]14.228036090432[/C][C]1.36138588747944[/C][C]-0.0837825203838355[/C][C]-0.107146458055964[/C][/ROW]
[ROW][C]60[/C][C]19[/C][C]18.3027151228444[/C][C]2.86895273626781[/C][C]-0.0837616500234094[/C][C]0.580133718642684[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=159163&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=159163&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Structural Time Series Model
t	Observed	Level	Slope	Seasonal	Stand. Residuals
1	31	31	0	0	0
2	36	34.2012639250363	1.52604127705436	0.168388686950368	1.00260733440515
3	24	26.8485585420262	-3.51331255887087	0.113162792337215	-2.08436026840253
4	22	22.2069200052785	-4.14318407703775	0.119125473663121	-0.241318414949701
5	17	17.1397873191141	-4.65412428332036	0.124165448407131	-0.196216642126763
6	8	8.89485743674289	-6.64207919801153	0.135489524357312	-0.765314479164172
7	12	9.7252168931169	-2.49611101986678	0.125934394634555	1.59591424498781
8	5	5.39993218850375	-3.51211598767895	0.126495673658938	-0.390997878803174
9	6	4.98249667195369	-1.79257265001567	0.126628908761275	0.66170695568307
10	5	4.49695910573825	-1.06628477795784	0.126763161704232	0.279485828252498
11	8	6.88000439320186	0.850363318818672	0.127010595823344	0.737554164045013
12	15	13.2763090588003	3.93189378806493	0.127198383709428	1.18581809303288
13	16	17.318002734646	3.99033307136395	-1.3482813117083	0.0267034114038989
14	17	17.6638208187395	2.17678597679187	0.0315015040212554	-0.616375253147102
15	23	22.2644411073736	3.5070914204556	0.0410315850525193	0.51757860485749
16	24	24.3588954916227	2.71984921763439	0.0449165211860896	-0.300429174788402
17	27	26.9823203363721	2.6663164116069	0.0452092238519468	-0.0204890686561688
18	31	30.6650744011963	3.23017483411207	0.0433861616618676	0.216696377679836
19	40	38.6056211889902	5.84526109288063	0.0398881562187976	1.00618771342955
20	47	46.3996309517505	6.92780219210844	0.0395237846291284	0.416579145806414
21	43	45.2778046651958	2.45519703416715	0.0393789796071155	-1.721122069375
22	60	57.2270202059723	7.73054908125439	0.0399111395485859	2.03002798299544
23	64	64.183073120238	7.300207387637	0.0398798680545726	-0.165601642195267
24	65	66.4182511668421	4.48592979714522	0.0397813379688818	-1.08297499735389
25	65	67.2936390162555	2.52214051079334	-1.27618606065745	-0.828173005276504
26	55	57.7685263184807	-3.70208180148447	-0.0862009006319306	-2.22237612032119
27	57	56.408097672905	-2.41148610270909	-0.0801250175076629	0.500247844662509
28	57	56.3967700505099	-1.07526507152261	-0.084494556949681	0.511370855429129
29	57	56.6942455281093	-0.312944925782652	-0.0872572052743062	0.292303084849809
30	65	63.151180420863	3.44458201484503	-0.0953055931892041	1.44469496717183
31	69	68.5376607085024	4.52296734292255	-0.0962610893724889	0.414941366388454
32	70	70.758553691777	3.24406435043494	-0.0959759533220865	-0.492141741149609
33	71	71.7456847057498	1.9900552542638	-0.0960028488854393	-0.482560697362324
34	71	71.6861027201209	0.851196179381589	-0.096078949394848	-0.43824895834688
35	73	72.9711709482162	1.0922699010912	-0.0960673453649989	0.092768642271535
36	68	69.4299322184541	-1.48222533337378	-0.0961270510659269	-0.990703295715287
37	65	65.163998655517	-3.00715047512751	0.626063994590626	-0.624659698521557
38	57	58.0814746203794	-5.15194304506137	-0.10841551129042	-0.782271769219973
39	41	43.7597988517412	-10.2162200217886	-0.126170422037028	-1.95935121445869
40	21	23.8840364418744	-15.5912062400871	-0.113027843559159	-2.05987192507429
41	21	18.2682003376718	-10.0508800493767	-0.128042729670501	2.12629838400532
42	17	15.1438850319715	-6.20537033910178	-0.13420099169599	1.47884708601448
43	9	9.09052300336945	-6.12094503740503	-0.134256915783165	0.0324859202722418
44	11	9.30991877196908	-2.59848914174109	-0.134844040737873	1.3554949300368
45	6	6.26372430437199	-2.84724472930977	-0.134848029371685	-0.0957247362749055
46	-2	-0.684508132317973	-5.1258930156645	-0.134961861895131	-0.876856174822895
47	0	-1.19401558554102	-2.5608932684772	-0.134869558484621	0.987048995046183
48	5	3.14779274728369	1.27441082161067	-0.134803062571775	1.47588095264132
49	3	2.34877374399532	0.134532082044099	1.2417922943666	-0.459955574027534
50	7	6.16158823963998	2.09172713697021	-0.0756189140390354	0.722365816784368
51	4	5.01198786351339	0.299411885969451	-0.0806246420664529	-0.692681808865843
52	8	7.46479479075115	1.49729555604938	-0.0829635898265824	0.459450208628964
53	9	9.05610222561926	1.54951392717304	-0.0830766069150015	0.0200514891864193
54	14	13.3081550978509	3.05015409458191	-0.0849955167538563	0.577168746213113
55	12	13.0390856006664	1.20651333472149	-0.0840203907899778	-0.70942207480339
56	12	12.5670414534253	0.27395081256263	-0.0838962768493965	-0.358864198395747
57	7	8.37073286274253	-2.20982555585599	-0.0839280764735314	-0.955793049911038
58	15	13.0893349048096	1.63982253853615	-0.0837745199220572	1.48139951110515
59	14	14.228036090432	1.36138588747944	-0.0837825203838355	-0.107146458055964
60	19	18.3027151228444	2.86895273626781	-0.0837616500234094	0.580133718642684

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

PNG link

Postscript link

PDF link

Figure 4

PNG link

Postscript link

PDF link

Figure 5

PNG link

Postscript link

PDF link

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$resid)
myfit <- mylevel+myseas
bitmap(file='test1.png')
plot(as.numeric(m$resid),main='Standardized Residuals',ylab='Residuals',xlab='time')
grid()
dev.off()
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='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')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code