Structural Time Series Model | |||||
t | Observed | Level | Slope | Seasonal | Stand. Residuals |
1 | 9.82 | 9.82 | 0 | 0 | 0 |
2 | 9.94 | 9.9220000014075 | 0.017999998592498 | 0.017999998592498 | 0.155525554113348 |
3 | 9.9 | 9.8834146354116 | 0.0165853645884048 | 0.0165853645884048 | -0.234793683513016 |
4 | 9.8 | 9.78619047721889 | 0.0138095227811154 | 0.0138095227811154 | -0.472097474548688 |
5 | 9.86 | 9.84511628015239 | 0.0148837198476042 | 0.0148837198476042 | 0.187095449785367 |
6 | 10.5 | 10.3698305153753 | -0.0325423711561735 | 0.130169484624694 | 2.44758598860638 |
7 | 10.33 | 10.3609473674021 | -0.0309473674021376 | -0.0309473674021376 | 0.0815677804398995 |
8 | 10.16 | 10.1923958322778 | -0.0323958322778394 | -0.0323958322778393 | -0.566925197701777 |
9 | 9.91 | 9.94463917414078 | -0.0346391741407823 | -0.0346391741407823 | -0.887232244662372 |
10 | 9.96 | 9.9937755091261 | -0.0337755091260943 | -0.0337755091260943 | 0.345115611232864 |
11 | 10.03 | 9.90403509117537 | -0.0314912272061578 | 0.125964908824631 | -0.247386243444607 |
12 | 9.55 | 9.59313333243392 | -0.0431333324339196 | -0.0431333324339196 | -1.03991703893067 |
13 | 9.51 | 9.55311258188843 | -0.0431125818884294 | -0.0431125818884294 | 0.0127992342812889 |
14 | 9.8 | 9.84092105178952 | -0.0409210517895229 | -0.0409210517895229 | 1.36074915963071 |
15 | 10.08 | 10.1188235286181 | -0.0388235286180921 | -0.0388235286180921 | 1.31097570663709 |
16 | 10.2 | 10.0480473400904 | -0.037988164977402 | 0.151952659909608 | -0.13763377187243 |
17 | 10.23 | 10.2604390239258 | -0.0304390239258197 | -0.0304390239258197 | 0.959813686019386 |
18 | 10.2 | 10.2304368927417 | -0.0304368927417462 | -0.0304368927417461 | 0.00179494798469857 |
19 | 10.07 | 10.100917873929 | -0.0309178739289628 | -0.0309178739289628 | -0.407068257330094 |
20 | 10.01 | 10.0410576918407 | -0.0310576918406634 | -0.0310576918406634 | -0.118904972420479 |
21 | 10.05 | 9.93178571593638 | -0.0295535710159043 | 0.118214284063617 | -0.33265861440742 |
22 | 9.92 | 9.94846153811915 | -0.0284615381191469 | -0.0284615381191469 | 0.180017828354633 |
23 | 10.03 | 10.057931034148 | -0.0279310341480364 | -0.0279310341480364 | 0.566390461072526 |
24 | 10.18 | 10.2072519080716 | -0.0272519080716094 | -0.0272519080716094 | 0.727849636433581 |
25 | 10.1 | 10.1274524711564 | -0.0274524711564044 | -0.0274524711564044 | -0.215774383429978 |
26 | 10.16 | 10.0530465961811 | -0.0267383509547239 | 0.106953403818896 | -0.198203658708227 |
27 | 10.15 | 10.173873015636 | -0.0238730156359687 | -0.0238730156359686 | 0.580232357549849 |
28 | 10.13 | 10.1538607592575 | -0.0238607592574952 | -0.0238607592574951 | 0.0158482511298314 |
29 | 10.09 | 10.1139116716884 | -0.0239116716883572 | -0.0239116716883572 | -0.066041566861787 |
30 | 10.18 | 10.2035534588878 | -0.0235534588878291 | -0.0235534588878291 | 0.466127424079902 |
31 | 10.06 | 9.9760479049778 | -0.0209880237555502 | 0.0839520950222009 | -0.856659435298253 |
32 | 9.65 | 9.67559459437823 | -0.0255945943782308 | -0.0255945943782308 | -1.10616761874991 |
33 | 9.74 | 9.76528301865477 | -0.0252830186547707 | -0.0252830186547707 | 0.473120527162505 |
34 | 9.53 | 9.55577956967572 | -0.0257795696757173 | -0.0257795696757173 | -0.756036331372957 |
35 | 9.5 | 9.52579088450223 | -0.0257908845022291 | -0.0257908845022291 | -0.017274049006186 |
36 | 9 | 8.92164524484596 | -0.0195886887885104 | 0.0783547551540422 | -2.42066702308401 |
37 | 9.15 | 9.16581176458951 | -0.0158117645895153 | -0.0158117645895153 | 1.04900279649497 |
38 | 9.32 | 9.33537558674157 | -0.0153755867415687 | -0.0153755867415688 | 0.760647131183173 |
39 | 9.62 | 9.6346370022347 | -0.0146370022347036 | -0.0146370022347036 | 1.2910387927964 |
40 | 9.59 | 9.60467289708903 | -0.0146728970890331 | -0.0146728970890331 | -0.0628909824159171 |
41 | 9.37 | 9.32135135169406 | -0.0121621620764846 | 0.0486486483059388 | -1.12143632321228 |
42 | 9.35 | 9.36149999992506 | -0.0114999999250631 | -0.0114999999250631 | 0.208807247258161 |
43 | 9.32 | 9.33153846146343 | -0.0115384614634303 | -0.0115384614634304 | -0.0757425930531004 |
44 | 9.49 | 9.50116182565371 | -0.0111618256537096 | -0.0111618256537097 | 0.743255322724049 |
45 | 9.52 | 9.53107660448314 | -0.0110766044831358 | -0.0110766044831359 | 0.16852523485431 |
46 | 9.59 | 9.54486973976184 | -0.0112825650595398 | 0.0451302602381595 | 0.103602039907561 |
47 | 9.35 | 9.36321495319377 | -0.0132149531937687 | -0.0132149531937687 | -0.682009833588939 |
48 | 9.2 | 9.21347014917513 | -0.013470149175127 | -0.013470149175127 | -0.560084402012388 |
49 | 9.57 | 9.58275605206723 | -0.0127560520672284 | -0.0127560520672284 | 1.57017179870303 |
50 | 9.78 | 9.79234200736319 | -0.0123420073631909 | -0.0123420073631909 | 0.912107182670362 |
51 | 9.79 | 9.7417689533409 | -0.0120577616647757 | 0.0482310466591028 | -0.159001159331366 |
52 | 9.57 | 9.58355932196202 | -0.0135593219620155 | -0.0135593219620155 | -0.586398398089342 |
53 | 9.53 | 9.54360406084171 | -0.0136040608417077 | -0.0136040608417076 | -0.108274256889436 |
54 | 9.65 | 9.66337837830769 | -0.0133783783076945 | -0.0133783783076945 | 0.547107797023694 |
55 | 9.36 | 9.37384485658802 | -0.0138448565880203 | -0.0138448565880204 | -1.13276543404889 |
56 | 9.4 | 9.34502463082422 | -0.0137438422939442 | 0.0549753691757769 | -0.0621983975083834 |
57 | 9.32 | 9.33372093016602 | -0.0137209301660212 | -0.0137209301660212 | 0.0098089617110202 |
58 | 9.31 | 9.32371517021223 | -0.0137151702122317 | -0.0137151702122316 | 0.0152382633943004 |
59 | 9.19 | 9.20387944351868 | -0.013879443518683 | -0.0138794435186831 | -0.435267016406029 |
60 | 9.39 | 9.40354938265065 | -0.0135493826506485 | -0.0135493826506486 | 0.875899021829392 |
61 | 9.28 | 9.22975903638124 | -0.0125602409046898 | 0.0502409636187596 | -0.664799131100729 |
62 | 9.28 | 9.29191428566105 | -0.0119142856610492 | -0.0119142856610492 | 0.300818539100113 |
63 | 9.31 | 9.32185449352771 | -0.0118544935277054 | -0.0118544935277053 | 0.171661316326984 |
64 | 9.28 | 9.29188034182741 | -0.0118803418274083 | -0.0118803418274084 | -0.0743155858848894 |
65 | 9.31 | 9.32182076808397 | -0.0118207680839644 | -0.0118207680839645 | 0.171522646806768 |
66 | 9.35 | 9.30287899881417 | -0.0117802502964585 | 0.0471210011858343 | -0.0295153677837211 |
67 | 9.19 | 9.20249006617342 | -0.0124900661734219 | -0.0124900661734219 | -0.357233961973613 |
68 | 9.07 | 9.08263227508001 | -0.0126322750800115 | -0.0126322750800115 | -0.440333301084352 |
69 | 8.96 | 8.97276089822997 | -0.0127608982299688 | -0.0127608982299689 | -0.398793745982756 |
70 | 8.69 | 8.70310026379819 | -0.0131002637981859 | -0.0131002637981861 | -1.05358767087226 |
71 | 8.58 | 8.53095607254961 | -0.0122609818625968 | 0.0490439274503881 | -0.65867825714128 |
72 | 8.56 | 8.57186419748505 | -0.0118641974850506 | -0.0118641974850508 | 0.214603432510786 |
73 | 8.47 | 8.48196054249395 | -0.0119605424939453 | -0.0119605424939454 | -0.320038714906539 |
74 | 8.46 | 8.47195812803276 | -0.0119581280327552 | -0.0119581280327554 | 0.00803024934888378 |
75 | 8.75 | 8.76158671582258 | -0.0115867158225817 | -0.011586715822582 | 1.23680099121124 |
76 | 8.95 | 8.90068757557809 | -0.0123281061054766 | 0.0493124244219066 | 0.623634017160973 |
77 | 9.33 | 9.33917919071825 | -0.0091791907182535 | -0.00917919071825354 | 1.82144230703556 |
78 | 9.51 | 9.51896073899766 | -0.00896073899765887 | -0.00896073899765876 | 0.774894948012909 |
79 | 9.561 | 9.5698915801294 | -0.00889158012939898 | -0.00889158012939893 | 0.245604733424242 |
80 | 9.94 | 9.9484447004304 | -0.00844470043039947 | -0.00844470043039948 | 1.58884084981456 |
81 | 9.9 | 9.86755656120077 | -0.00811085969980872 | 0.0324434387992344 | -0.299630270204852 |
82 | 9.275 | 9.28686956517704 | -0.0118695651770374 | -0.0118695651770373 | -2.31540759001238 |
83 | 9.56 | 9.57154723123114 | -0.0115472312311429 | -0.0115472312311429 | 1.21604636369338 |
84 | 9.779 | 9.79029718000506 | -0.0112971800050594 | -0.0112971800050592 | 0.944375309366972 |
85 | 9.746 | 9.75732069335275 | -0.0113206933527533 | -0.0113206933527533 | -0.0888998722407884 |
86 | 9.991 | 9.94231416416643 | -0.0121714589583922 | 0.048685835833568 | 0.811528804584363 |
87 | 9.98 | 9.99178974355192 | -0.0117897435519223 | -0.0117897435519219 | 0.249484691591429 |
88 | 10.195 | 10.2065573770121 | -0.0115573770121425 | -0.0115573770121423 | 0.929011665497067 |
89 | 10.31 | 10.3214278402909 | -0.0114278402909481 | -0.0114278402909477 | 0.518424420218343 |
90 | 10.25 | 10.2614775050758 | -0.0114775050757678 | -0.0114775050757676 | -0.198969096236756 |
91 | 9.871 | 9.83192957758773 | -0.00976760560306741 | 0.039070422412269 | -1.72740259029962 |
92 | 10.06 | 10.0683252426932 | -0.0083252426931655 | -0.00832524269316516 | 0.996908869745305 |
93 | 9.894 | 9.90247817650192 | -0.00847817650192247 | -0.00847817650192225 | -0.645909704079504 |
94 | 9.59 | 9.59876453485716 | -0.00876453485715728 | -0.0087645348571571 | -1.21059646206025 |
95 | 9.64 | 9.6487076476019 | -0.00870764760190151 | -0.00870764760190163 | 0.240727302467905 |
96 | 9.89 | 9.85188751202975 | -0.00952812199256252 | 0.0381124879702493 | 0.875111323328091 |
97 | 9.53 | 9.54120276494466 | -0.0112027649446637 | -0.0112027649446634 | -1.22037681599903 |
98 | 9.388 | 9.39932320438728 | -0.0113232043872775 | -0.0113232043872774 | -0.535819948634925 |
99 | 9.16 | 9.17152253906528 | -0.0115225390652804 | -0.0115225390652802 | -0.887631903430568 |
100 | 9.418 | 9.42927481614406 | -0.0112748161440576 | -0.0112748161440578 | 1.10411871713543 |
101 | 9.57 | 9.52335144940752 | -0.0116621376481189 | 0.0466485505924751 | 0.434941614681724 |
102 | 9.857 | 9.86678333330649 | -0.00978333330649114 | -0.00978333330649083 | 1.43975178874294 |
103 | 9.877 | 9.88675723047282 | -0.00975723047281469 | -0.00975723047281452 | 0.122012201605504 |
104 | 9.76 | 9.76985113832678 | -0.00985113832678441 | -0.00985113832678398 | -0.439337373927413 |
105 | 9.76 | 9.76984251965811 | -0.00984251965810565 | -0.0098425196581057 | 0.040356799074265 |
106 | 9.695 | 9.65707075074947 | -0.00948231231263276 | 0.0379292492505304 | -0.424793405728943 |
107 | 9.475 | 9.48530125520316 | -0.0103012552031631 | -0.0103012552031628 | -0.658337201325969 |
108 | 9.262 | 9.27247073575857 | -0.01047073575857 | -0.01047073575857 | -0.830404665722781 |
109 | 9.097 | 9.10759983288792 | -0.0105998328879247 | -0.0105998328879244 | -0.63306690428771 |
110 | 8.55 | 8.56104757926999 | -0.0110475792699876 | -0.011047579269988 | -2.19749516973742 |
111 | 8.16 | 8.12153212530504 | -0.00961696867373935 | 0.038467874694959 | -1.76774475818538 |
112 | 7.532 | 7.54435439996909 | -0.0123543999690858 | -0.0123543999690862 | -2.30343884800552 |
113 | 7.325 | 7.33750999197512 | -0.0125099919751163 | -0.012509991975117 | -0.797427669737596 |
114 | 6.749 | 6.76196006386539 | -0.0129600638653854 | -0.0129600638653859 | -2.30851695341803 |
115 | 7.13 | 7.14264565040738 | -0.0126456504073792 | -0.0126456504073803 | 1.61398385694556 |
116 | 6.995 | 6.94675728932301 | -0.012060677669248 | 0.048242710676995 | -0.755792088720503 |
117 | 7.346 | 7.35611417622097 | -0.0101141762209686 | -0.0101141762209692 | 1.71103899455983 |
118 | 7.73 | 7.7398124042644 | -0.00981240426440133 | -0.00981240426440211 | 1.61464139527788 |
119 | 7.837 | 7.84672302981606 | -0.00972302981605794 | -0.00972302981605797 | 0.478567405278462 |
120 | 7.514 | 7.52396253820248 | -0.00996253820247588 | -0.00996253820247678 | -1.28346121784722 |
121 | 7.58 | 7.53983383695289 | -0.0100415407617759 | 0.040166163047106 | 0.106524472743346 |
122 | 6.83 | 6.84308455879344 | -0.0130845587934361 | -0.0130845587934366 | -2.78924768729918 |
123 | 6.617 | 6.63023144743469 | -0.0132314474346904 | -0.0132314474346914 | -0.819043729589656 |
124 | 6.715 | 6.72814977970548 | -0.0131497797054839 | -0.0131497797054844 | 0.455709892124513 |
125 | 6.63 | 6.64320249446714 | -0.0132024944671344 | -0.0132024944671355 | -0.294366977325575 |
126 | 6.891 | 6.83577447438197 | -0.0138063814045072 | 0.0552255256180318 | 0.848293354303558 |
127 | 7.002 | 7.01498445226812 | -0.0129844522681176 | -0.012984452268118 | 0.784266813365884 |
128 | 7.09 | 7.1029131355647 | -0.012913135564696 | -0.0129131355646968 | 0.413734241954898 |
129 | 7.36 | 7.37271347915331 | -0.0127134791533057 | -0.012713479153306 | 1.15909804174708 |
130 | 7.477 | 7.48962200279303 | -0.0126220027930327 | -0.0126220027930334 | 0.531437597673539 |
131 | 7.826 | 7.77218131113552 | -0.01345467221612 | 0.0538186888644812 | 1.21659401651691 |
132 | 7.79 | 7.8032721088153 | -0.0132721088152974 | -0.0132721088152974 | 0.181057312349967 |
133 | 7.578 | 7.59140720595382 | -0.0134072059538168 | -0.0134072059538172 | -0.814200778891568 |
134 | 7.204 | 7.21765217388403 | -0.013652173884034 | -0.0136521738840342 | -1.47737189715052 |
135 | 7.198 | 7.21164697892554 | -0.0136469789255358 | -0.0136469789255366 | 0.0313514563900727 |
136 | 7.685 | 7.62576561463081 | -0.0148085963422977 | 0.0592343853691919 | 1.76267483935704 |
137 | 7.795 | 7.80902622947943 | -0.0140262294794285 | -0.0140262294794286 | 0.805307654943339 |
138 | 7.46 | 7.47423656615693 | -0.0142365661569269 | -0.0142365661569273 | -1.31506602398926 |
139 | 7.274 | 7.28834905039628 | -0.0143490503962793 | -0.0143490503962794 | -0.703734464483318 |
140 | 7.33 | 7.34430301044193 | -0.0143030104419257 | -0.0143030104419263 | 0.288228179978768 |
141 | 7.655 | 7.5950129534894 | -0.0149967616276508 | 0.059987046510604 | 1.09181594263032 |
142 | 7.767 | 7.78122974680727 | -0.0142297468072734 | -0.0142297468072736 | 0.818323561945872 |
143 | 7.84 | 7.85417457302699 | -0.0141745730269858 | -0.0141745730269861 | 0.357394264714498 |
144 | 7.424 | 7.43842857140004 | -0.0144285714000442 | -0.0144285714000441 | -1.64634355824714 |
145 | 7.54 | 7.55434617811442 | -0.0143461781144205 | -0.014346178114421 | 0.534386992014764 |
146 | 7.351 | 7.29608067552957 | -0.013729831117608 | 0.0549193244704337 | -1.00473224766435 |
147 | 6.735 | 6.75068807336448 | -0.0156880733644832 | -0.0156880733644836 | -2.16281132535752 |
148 | 6.777 | 6.79265281170602 | -0.0156528117060149 | -0.0156528117060158 | 0.236359804544233 |
149 | 6.679 | 6.6947031154251 | -0.0157031154250965 | -0.0157031154250965 | -0.337393291729061 |
150 | 7.34 | 7.35528998776079 | -0.015289987760791 | -0.0152899877607917 | 2.77259174194587 |
151 | 6.978 | 6.92093349466656 | -0.0142666263333591 | 0.0570665053334387 | -1.72589397558965 |
152 | 6.92 | 6.93416863902703 | -0.0141686390270311 | -0.0141686390270314 | 0.111905139483777 |
153 | 6.628 | 6.64233293906279 | -0.0143329390627844 | -0.0143329390627854 | -1.13834308397947 |
154 | 6.385 | 6.39946808507964 | -0.0144680850796368 | -0.0144680850796367 | -0.936905077798824 |
155 | 5.984 | 5.99869639690138 | -0.0146963969013769 | -0.0146963969013784 | -1.58371641103192 |
156 | 6.268 | 6.20710591000027 | -0.0152235224999313 | 0.0608940899997283 | 0.918700569363257 |
157 | 6.596 | 6.60978166186641 | -0.0137816618664141 | -0.0137816618664147 | 1.70083091250631 |
158 | 6.395 | 6.40888888886401 | -0.0138888888640075 | -0.0138888888640085 | -0.767086501158116 |
159 | 6.715 | 6.72869776757708 | -0.0136977675770779 | -0.013697767577078 | 1.36803746948719 |
160 | 6.804 | 6.8176390159939 | -0.013639015993901 | -0.013639015993902 | 0.420781948069159 |
161 | 6.929 | 6.87380498876 | -0.0137987528099997 | 0.0551950112400007 | 0.287399094988817 |
162 | 6.846 | 6.85979944442047 | -0.0137994444204651 | -0.0137994444204657 | -0.000841814124235647 |
163 | 6.992 | 7.00571071624493 | -0.0137107162449278 | -0.0137107162449284 | 0.654749265152582 |
164 | 6.774 | 6.78782408432673 | -0.0138240843267259 | -0.0138240843267258 | -0.837038448544481 |
165 | 6.75 | 6.76382972820674 | -0.0138297282067346 | -0.0138297282067356 | -0.0416939832704178 |
166 | 6.485 | 6.43249862570875 | -0.0131253435728121 | 0.0525013742912515 | -1.30702668387578 |
167 | 6.27 | 6.28356603771297 | -0.013566037712974 | -0.0135660377129747 | -0.552961241002825 |
168 | 6.47 | 6.48345096980492 | -0.0134509698049175 | -0.0134509698049186 | 0.875055340735881 |
169 | 6.78 | 6.79327679049999 | -0.0132767904999849 | -0.0132767904999848 | 1.32529283545076 |
170 | 6.71 | 6.7233073196762 | -0.0133073196761983 | -0.0133073196761993 | -0.232415052269877 |
171 | 6.141 | 6.09308324447699 | -0.0119791888807523 | 0.0479167555230131 | -2.53926988917288 |
172 | 6.72 | 6.72993455495755 | -0.00993455495755256 | -0.00993455495755332 | 2.6423244764519 |
173 | 6.68 | 6.68995028779114 | -0.00995028779114398 | -0.00995028779114488 | -0.123189682364369 |
174 | 6.371 | 6.38110669454414 | -0.0101066945441353 | -0.0101066945441354 | -1.22532176224409 |
175 | 6.097 | 6.10724464190693 | -0.0102446419069289 | -0.0102446419069304 | -1.08127258148061 |
176 | 6.27 | 6.22792638679709 | -0.0105184033007251 | 0.0420736132029045 | 0.538835462123236 |
177 | 6.447 | 6.4567852417147 | -0.00978524171470336 | -0.00978524171470431 | 0.975026011849779 |
178 | 6.37 | 6.37981943029974 | -0.00981943029973809 | -0.00981943029973918 | -0.275406711952414 |
179 | 6.446 | 6.4557758006962 | -0.00977580069619809 | -0.00977580069619833 | 0.351637806650081 |
180 | 6.54 | 6.54972306909024 | -0.00972306909023714 | -0.00972306909023844 | 0.425212560005232 |
181 | 6.374 | 6.33676008070387 | -0.00930997982403147 | 0.0372399192961298 | -0.836349225609162 |
182 | 6.33 | 6.33927475246089 | -0.00927475246088544 | -0.0092747524608865 | 0.0481721204727062 |
183 | 6.63 | 6.63912172190572 | -0.00912172190572371 | -0.00912172190572477 | 1.26723556939794 |