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rwasp_structuraltimeseries.wasp

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Structural Time Series Models

Date of computation

Mon, 28 Nov 2011 12:02:41 -0500

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2011/Nov/28/t132249979613r18bb4y1foz5o.htm/, Retrieved Thu, 18 Apr 2024 02:11:26 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=147878, Retrieved Thu, 18 Apr 2024 02:11:26 +0000

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Estimated Impact

125

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

-     [Classical Decomposition] [HPC Retail Sales] [2008-03-02 16:19:32] [74be16979710d4c4e7c6647856088456]
- RM D  [Classical Decomposition] [ws8 classical dec...] [2011-11-28 16:44:10] [620e5553455d245695b6e856984b13e0]
- RMP       [Structural Time Series Models] [ws8 structural ti...] [2011-11-28 17:02:41] [cb05b01fd3da20a46af540a30bcf4c06] [Current]
- R PD        [Structural Time Series Models] [ws8 structural ti...] [2011-11-28 20:32:01] [620e5553455d245695b6e856984b13e0] 

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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	'Gertrude Mary Cox' @ cox.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 & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=147878&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]'Gertrude Mary Cox' @ cox.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=147878&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=147878&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	'Gertrude Mary Cox' @ cox.wessa.net

Structural Time Series Model
t	Observed	Level	Slope	Seasonal	Stand. Residuals
1	20995	20995	0	0	0
2	17382	19044.1790547451	-53.6813242182838	-1662.17905474512	-0.860291255133788
3	9367	13429.8008035126	-401.967049697026	-4062.80080351256	-2.0782158011664
4	31124	20386.0604675595	-11.1028162032205	10737.9395324405	3.43752947266331
5	26551	24570.1533407474	133.527718953632	1980.84665925259	2.16347094568267
6	30651	28209.0374533963	208.613302383067	2441.96254660368	1.84858420559259
7	25859	28131.5209552859	204.192529281072	-2272.52095528589	-0.151351277468183
8	25100	26787.3927095879	182.893242427415	-1687.39270958792	-0.818520927767085
9	25778	25978.6762422518	169.223456617926	-200.676242251758	-0.523595071668214
10	20418	23358.8365282766	129.768444643726	-2940.83652827659	-1.47135346422852
11	18688	20650.092936159	89.0554084593957	-1962.09293615902	-1.49678834545613
12	20424	19831.3847450103	76.0530717567777	592.615254989686	-0.478630870772551
13	24776	20916.8750552738	54.812571614667	3859.12494472624	0.562936623220645
14	19814	20946.5532624126	54.9600426426628	-1132.55326241257	-0.0136985550646047
15	12738	21562.6083525569	64.4481356308346	-8824.60835255687	0.277479638871725
16	31566	22838.0081410002	96.508565908895	8727.99185899975	0.591205594791036
17	30111	26279.5123561955	182.504820778116	3831.48764380446	1.69245117436275
18	30019	27531.3912669593	204.599277113385	2487.60873304066	0.556248255688976
19	31934	30220.9340911202	243.802961622985	1713.0659088798	1.30784990420163
20	25826	29314.7579359358	229.244424150029	-3488.75793593576	-0.607497666592041
21	26835	27340.0394005022	205.04053472775	-505.039400502251	-1.16516975772988
22	20205	24476.9313827927	175.611225575941	-4271.93138279265	-1.62124136554121
23	17789	21742.4128551745	154.590603636075	-3953.41285517446	-1.53625381964617
24	20520	20594.4529064601	150.328687488669	-74.4529064601502	-0.688519939405953
25	22518	19645.4719931957	151.005470441487	2872.52800680434	-0.585057448480373
26	15572	18625.9180892726	148.135183195082	-3053.91808927259	-0.617030596475861
27	11509	19878.0803821315	159.012901117993	-8369.08038213151	0.566372380784066
28	25447	19942.9646214465	157.522910845486	5504.03537855349	-0.0476274684027329
29	24090	20712.8171226388	168.559331044239	3377.18287736122	0.31239683604472
30	27786	23329.8122247999	210.382276047187	4456.18777520011	1.26872836524862
31	26195	23899.3801991484	215.648258391894	2295.61980085161	0.188273474252124
32	20516	23255.0828191307	205.289222156166	-2739.0828191307	-0.453321931750015
33	22759	22151.1082074707	192.600581018396	607.891792529305	-0.691437883240646
34	19028	21591.0327131357	186.96761464368	-2563.03271313574	-0.397452949461723
35	16971	20796.0863108474	181.780556110803	-3825.08631084738	-0.518266328499591
36	20036	20039.3221885907	178.562329710182	-3.32218859067698	-0.495481689270389
37	22485	19589.577194602	176.726361559978	2895.42280539796	-0.331383310497276
38	18730	20757.1615848929	181.411724278911	-2027.16158489292	0.518972566933422
39	14538	22111.3084434431	191.014192433991	-7573.30844344309	0.607088167784974
40	27561	22885.2223849736	197.747950052086	4675.77761502639	0.299515334430905
41	25985	23623.1365006299	205.035555576194	2361.8634993701	0.2781150487709
42	34670	26529.1640028295	242.012620205803	8140.83599717049	1.40184446034049
43	32066	28163.1102144439	259.499800603408	3902.88978555611	0.728317730649953
44	27186	28849.1350236645	264.079504941307	-1663.13502366451	0.224335415345037
45	29586	28789.5997592343	261.264916289945	796.400240765679	-0.170585146615373
46	21359	26521.4987930724	244.232830626603	-5162.49879307244	-1.3338831782802
47	21553	25418.6647441023	237.379031865184	-3865.66474410225	-0.710275563004543
48	19573	22901.6752982631	226.103328821449	-3328.67529826309	-1.45152781688301
49	24256	22225.3542536517	222.376247243407	2030.64574634833	-0.474583303028857
50	22380	23465.2606369873	227.806332820515	-1085.26063698727	0.532529434085025
51	16167	24242.9453664595	231.83984747103	-8075.94536645952	0.285962826485467
52	27297	24306.3805715242	230.261210090785	2990.61942847582	-0.0872151348016934
53	28287	25908.6425569739	245.021143893658	2378.35744302606	0.710918131179617
54	33474	26463.2210165056	248.473187708762	7010.77898349435	0.161090716263724
55	28229	25766.7959497539	238.454513055071	2462.20405024607	-0.494295882233929
56	28785	27207.7808876691	249.753106844987	1577.21911233093	0.631568994327853
57	25597	25762.0530521381	236.391315262169	-165.053052138144	-0.892343376149241
58	18130	23895.7361304019	222.966434525486	-5765.73613040195	-1.10748414697934
59	20198	22958.4302047525	216.938309872182	-2760.43020475248	-0.611100428575369
60	22849	24090.3466878343	221.115228182862	-1241.34668783429	0.481570474387413
61	23118	23499.0499301465	217.330470205264	-381.049930146507	-0.42678429669555

\begin{tabular}{lllllllll}
\hline
Structural Time Series Model \tabularnewline
t & Observed & Level & Slope & Seasonal & Stand. Residuals \tabularnewline
1 & 20995 & 20995 & 0 & 0 & 0 \tabularnewline
2 & 17382 & 19044.1790547451 & -53.6813242182838 & -1662.17905474512 & -0.860291255133788 \tabularnewline
3 & 9367 & 13429.8008035126 & -401.967049697026 & -4062.80080351256 & -2.0782158011664 \tabularnewline
4 & 31124 & 20386.0604675595 & -11.1028162032205 & 10737.9395324405 & 3.43752947266331 \tabularnewline
5 & 26551 & 24570.1533407474 & 133.527718953632 & 1980.84665925259 & 2.16347094568267 \tabularnewline
6 & 30651 & 28209.0374533963 & 208.613302383067 & 2441.96254660368 & 1.84858420559259 \tabularnewline
7 & 25859 & 28131.5209552859 & 204.192529281072 & -2272.52095528589 & -0.151351277468183 \tabularnewline
8 & 25100 & 26787.3927095879 & 182.893242427415 & -1687.39270958792 & -0.818520927767085 \tabularnewline
9 & 25778 & 25978.6762422518 & 169.223456617926 & -200.676242251758 & -0.523595071668214 \tabularnewline
10 & 20418 & 23358.8365282766 & 129.768444643726 & -2940.83652827659 & -1.47135346422852 \tabularnewline
11 & 18688 & 20650.092936159 & 89.0554084593957 & -1962.09293615902 & -1.49678834545613 \tabularnewline
12 & 20424 & 19831.3847450103 & 76.0530717567777 & 592.615254989686 & -0.478630870772551 \tabularnewline
13 & 24776 & 20916.8750552738 & 54.812571614667 & 3859.12494472624 & 0.562936623220645 \tabularnewline
14 & 19814 & 20946.5532624126 & 54.9600426426628 & -1132.55326241257 & -0.0136985550646047 \tabularnewline
15 & 12738 & 21562.6083525569 & 64.4481356308346 & -8824.60835255687 & 0.277479638871725 \tabularnewline
16 & 31566 & 22838.0081410002 & 96.508565908895 & 8727.99185899975 & 0.591205594791036 \tabularnewline
17 & 30111 & 26279.5123561955 & 182.504820778116 & 3831.48764380446 & 1.69245117436275 \tabularnewline
18 & 30019 & 27531.3912669593 & 204.599277113385 & 2487.60873304066 & 0.556248255688976 \tabularnewline
19 & 31934 & 30220.9340911202 & 243.802961622985 & 1713.0659088798 & 1.30784990420163 \tabularnewline
20 & 25826 & 29314.7579359358 & 229.244424150029 & -3488.75793593576 & -0.607497666592041 \tabularnewline
21 & 26835 & 27340.0394005022 & 205.04053472775 & -505.039400502251 & -1.16516975772988 \tabularnewline
22 & 20205 & 24476.9313827927 & 175.611225575941 & -4271.93138279265 & -1.62124136554121 \tabularnewline
23 & 17789 & 21742.4128551745 & 154.590603636075 & -3953.41285517446 & -1.53625381964617 \tabularnewline
24 & 20520 & 20594.4529064601 & 150.328687488669 & -74.4529064601502 & -0.688519939405953 \tabularnewline
25 & 22518 & 19645.4719931957 & 151.005470441487 & 2872.52800680434 & -0.585057448480373 \tabularnewline
26 & 15572 & 18625.9180892726 & 148.135183195082 & -3053.91808927259 & -0.617030596475861 \tabularnewline
27 & 11509 & 19878.0803821315 & 159.012901117993 & -8369.08038213151 & 0.566372380784066 \tabularnewline
28 & 25447 & 19942.9646214465 & 157.522910845486 & 5504.03537855349 & -0.0476274684027329 \tabularnewline
29 & 24090 & 20712.8171226388 & 168.559331044239 & 3377.18287736122 & 0.31239683604472 \tabularnewline
30 & 27786 & 23329.8122247999 & 210.382276047187 & 4456.18777520011 & 1.26872836524862 \tabularnewline
31 & 26195 & 23899.3801991484 & 215.648258391894 & 2295.61980085161 & 0.188273474252124 \tabularnewline
32 & 20516 & 23255.0828191307 & 205.289222156166 & -2739.0828191307 & -0.453321931750015 \tabularnewline
33 & 22759 & 22151.1082074707 & 192.600581018396 & 607.891792529305 & -0.691437883240646 \tabularnewline
34 & 19028 & 21591.0327131357 & 186.96761464368 & -2563.03271313574 & -0.397452949461723 \tabularnewline
35 & 16971 & 20796.0863108474 & 181.780556110803 & -3825.08631084738 & -0.518266328499591 \tabularnewline
36 & 20036 & 20039.3221885907 & 178.562329710182 & -3.32218859067698 & -0.495481689270389 \tabularnewline
37 & 22485 & 19589.577194602 & 176.726361559978 & 2895.42280539796 & -0.331383310497276 \tabularnewline
38 & 18730 & 20757.1615848929 & 181.411724278911 & -2027.16158489292 & 0.518972566933422 \tabularnewline
39 & 14538 & 22111.3084434431 & 191.014192433991 & -7573.30844344309 & 0.607088167784974 \tabularnewline
40 & 27561 & 22885.2223849736 & 197.747950052086 & 4675.77761502639 & 0.299515334430905 \tabularnewline
41 & 25985 & 23623.1365006299 & 205.035555576194 & 2361.8634993701 & 0.2781150487709 \tabularnewline
42 & 34670 & 26529.1640028295 & 242.012620205803 & 8140.83599717049 & 1.40184446034049 \tabularnewline
43 & 32066 & 28163.1102144439 & 259.499800603408 & 3902.88978555611 & 0.728317730649953 \tabularnewline
44 & 27186 & 28849.1350236645 & 264.079504941307 & -1663.13502366451 & 0.224335415345037 \tabularnewline
45 & 29586 & 28789.5997592343 & 261.264916289945 & 796.400240765679 & -0.170585146615373 \tabularnewline
46 & 21359 & 26521.4987930724 & 244.232830626603 & -5162.49879307244 & -1.3338831782802 \tabularnewline
47 & 21553 & 25418.6647441023 & 237.379031865184 & -3865.66474410225 & -0.710275563004543 \tabularnewline
48 & 19573 & 22901.6752982631 & 226.103328821449 & -3328.67529826309 & -1.45152781688301 \tabularnewline
49 & 24256 & 22225.3542536517 & 222.376247243407 & 2030.64574634833 & -0.474583303028857 \tabularnewline
50 & 22380 & 23465.2606369873 & 227.806332820515 & -1085.26063698727 & 0.532529434085025 \tabularnewline
51 & 16167 & 24242.9453664595 & 231.83984747103 & -8075.94536645952 & 0.285962826485467 \tabularnewline
52 & 27297 & 24306.3805715242 & 230.261210090785 & 2990.61942847582 & -0.0872151348016934 \tabularnewline
53 & 28287 & 25908.6425569739 & 245.021143893658 & 2378.35744302606 & 0.710918131179617 \tabularnewline
54 & 33474 & 26463.2210165056 & 248.473187708762 & 7010.77898349435 & 0.161090716263724 \tabularnewline
55 & 28229 & 25766.7959497539 & 238.454513055071 & 2462.20405024607 & -0.494295882233929 \tabularnewline
56 & 28785 & 27207.7808876691 & 249.753106844987 & 1577.21911233093 & 0.631568994327853 \tabularnewline
57 & 25597 & 25762.0530521381 & 236.391315262169 & -165.053052138144 & -0.892343376149241 \tabularnewline
58 & 18130 & 23895.7361304019 & 222.966434525486 & -5765.73613040195 & -1.10748414697934 \tabularnewline
59 & 20198 & 22958.4302047525 & 216.938309872182 & -2760.43020475248 & -0.611100428575369 \tabularnewline
60 & 22849 & 24090.3466878343 & 221.115228182862 & -1241.34668783429 & 0.481570474387413 \tabularnewline
61 & 23118 & 23499.0499301465 & 217.330470205264 & -381.049930146507 & -0.42678429669555 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=147878&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]20995[/C][C]20995[/C][C]0[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]17382[/C][C]19044.1790547451[/C][C]-53.6813242182838[/C][C]-1662.17905474512[/C][C]-0.860291255133788[/C][/ROW]
[ROW][C]3[/C][C]9367[/C][C]13429.8008035126[/C][C]-401.967049697026[/C][C]-4062.80080351256[/C][C]-2.0782158011664[/C][/ROW]
[ROW][C]4[/C][C]31124[/C][C]20386.0604675595[/C][C]-11.1028162032205[/C][C]10737.9395324405[/C][C]3.43752947266331[/C][/ROW]
[ROW][C]5[/C][C]26551[/C][C]24570.1533407474[/C][C]133.527718953632[/C][C]1980.84665925259[/C][C]2.16347094568267[/C][/ROW]
[ROW][C]6[/C][C]30651[/C][C]28209.0374533963[/C][C]208.613302383067[/C][C]2441.96254660368[/C][C]1.84858420559259[/C][/ROW]
[ROW][C]7[/C][C]25859[/C][C]28131.5209552859[/C][C]204.192529281072[/C][C]-2272.52095528589[/C][C]-0.151351277468183[/C][/ROW]
[ROW][C]8[/C][C]25100[/C][C]26787.3927095879[/C][C]182.893242427415[/C][C]-1687.39270958792[/C][C]-0.818520927767085[/C][/ROW]
[ROW][C]9[/C][C]25778[/C][C]25978.6762422518[/C][C]169.223456617926[/C][C]-200.676242251758[/C][C]-0.523595071668214[/C][/ROW]
[ROW][C]10[/C][C]20418[/C][C]23358.8365282766[/C][C]129.768444643726[/C][C]-2940.83652827659[/C][C]-1.47135346422852[/C][/ROW]
[ROW][C]11[/C][C]18688[/C][C]20650.092936159[/C][C]89.0554084593957[/C][C]-1962.09293615902[/C][C]-1.49678834545613[/C][/ROW]
[ROW][C]12[/C][C]20424[/C][C]19831.3847450103[/C][C]76.0530717567777[/C][C]592.615254989686[/C][C]-0.478630870772551[/C][/ROW]
[ROW][C]13[/C][C]24776[/C][C]20916.8750552738[/C][C]54.812571614667[/C][C]3859.12494472624[/C][C]0.562936623220645[/C][/ROW]
[ROW][C]14[/C][C]19814[/C][C]20946.5532624126[/C][C]54.9600426426628[/C][C]-1132.55326241257[/C][C]-0.0136985550646047[/C][/ROW]
[ROW][C]15[/C][C]12738[/C][C]21562.6083525569[/C][C]64.4481356308346[/C][C]-8824.60835255687[/C][C]0.277479638871725[/C][/ROW]
[ROW][C]16[/C][C]31566[/C][C]22838.0081410002[/C][C]96.508565908895[/C][C]8727.99185899975[/C][C]0.591205594791036[/C][/ROW]
[ROW][C]17[/C][C]30111[/C][C]26279.5123561955[/C][C]182.504820778116[/C][C]3831.48764380446[/C][C]1.69245117436275[/C][/ROW]
[ROW][C]18[/C][C]30019[/C][C]27531.3912669593[/C][C]204.599277113385[/C][C]2487.60873304066[/C][C]0.556248255688976[/C][/ROW]
[ROW][C]19[/C][C]31934[/C][C]30220.9340911202[/C][C]243.802961622985[/C][C]1713.0659088798[/C][C]1.30784990420163[/C][/ROW]
[ROW][C]20[/C][C]25826[/C][C]29314.7579359358[/C][C]229.244424150029[/C][C]-3488.75793593576[/C][C]-0.607497666592041[/C][/ROW]
[ROW][C]21[/C][C]26835[/C][C]27340.0394005022[/C][C]205.04053472775[/C][C]-505.039400502251[/C][C]-1.16516975772988[/C][/ROW]
[ROW][C]22[/C][C]20205[/C][C]24476.9313827927[/C][C]175.611225575941[/C][C]-4271.93138279265[/C][C]-1.62124136554121[/C][/ROW]
[ROW][C]23[/C][C]17789[/C][C]21742.4128551745[/C][C]154.590603636075[/C][C]-3953.41285517446[/C][C]-1.53625381964617[/C][/ROW]
[ROW][C]24[/C][C]20520[/C][C]20594.4529064601[/C][C]150.328687488669[/C][C]-74.4529064601502[/C][C]-0.688519939405953[/C][/ROW]
[ROW][C]25[/C][C]22518[/C][C]19645.4719931957[/C][C]151.005470441487[/C][C]2872.52800680434[/C][C]-0.585057448480373[/C][/ROW]
[ROW][C]26[/C][C]15572[/C][C]18625.9180892726[/C][C]148.135183195082[/C][C]-3053.91808927259[/C][C]-0.617030596475861[/C][/ROW]
[ROW][C]27[/C][C]11509[/C][C]19878.0803821315[/C][C]159.012901117993[/C][C]-8369.08038213151[/C][C]0.566372380784066[/C][/ROW]
[ROW][C]28[/C][C]25447[/C][C]19942.9646214465[/C][C]157.522910845486[/C][C]5504.03537855349[/C][C]-0.0476274684027329[/C][/ROW]
[ROW][C]29[/C][C]24090[/C][C]20712.8171226388[/C][C]168.559331044239[/C][C]3377.18287736122[/C][C]0.31239683604472[/C][/ROW]
[ROW][C]30[/C][C]27786[/C][C]23329.8122247999[/C][C]210.382276047187[/C][C]4456.18777520011[/C][C]1.26872836524862[/C][/ROW]
[ROW][C]31[/C][C]26195[/C][C]23899.3801991484[/C][C]215.648258391894[/C][C]2295.61980085161[/C][C]0.188273474252124[/C][/ROW]
[ROW][C]32[/C][C]20516[/C][C]23255.0828191307[/C][C]205.289222156166[/C][C]-2739.0828191307[/C][C]-0.453321931750015[/C][/ROW]
[ROW][C]33[/C][C]22759[/C][C]22151.1082074707[/C][C]192.600581018396[/C][C]607.891792529305[/C][C]-0.691437883240646[/C][/ROW]
[ROW][C]34[/C][C]19028[/C][C]21591.0327131357[/C][C]186.96761464368[/C][C]-2563.03271313574[/C][C]-0.397452949461723[/C][/ROW]
[ROW][C]35[/C][C]16971[/C][C]20796.0863108474[/C][C]181.780556110803[/C][C]-3825.08631084738[/C][C]-0.518266328499591[/C][/ROW]
[ROW][C]36[/C][C]20036[/C][C]20039.3221885907[/C][C]178.562329710182[/C][C]-3.32218859067698[/C][C]-0.495481689270389[/C][/ROW]
[ROW][C]37[/C][C]22485[/C][C]19589.577194602[/C][C]176.726361559978[/C][C]2895.42280539796[/C][C]-0.331383310497276[/C][/ROW]
[ROW][C]38[/C][C]18730[/C][C]20757.1615848929[/C][C]181.411724278911[/C][C]-2027.16158489292[/C][C]0.518972566933422[/C][/ROW]
[ROW][C]39[/C][C]14538[/C][C]22111.3084434431[/C][C]191.014192433991[/C][C]-7573.30844344309[/C][C]0.607088167784974[/C][/ROW]
[ROW][C]40[/C][C]27561[/C][C]22885.2223849736[/C][C]197.747950052086[/C][C]4675.77761502639[/C][C]0.299515334430905[/C][/ROW]
[ROW][C]41[/C][C]25985[/C][C]23623.1365006299[/C][C]205.035555576194[/C][C]2361.8634993701[/C][C]0.2781150487709[/C][/ROW]
[ROW][C]42[/C][C]34670[/C][C]26529.1640028295[/C][C]242.012620205803[/C][C]8140.83599717049[/C][C]1.40184446034049[/C][/ROW]
[ROW][C]43[/C][C]32066[/C][C]28163.1102144439[/C][C]259.499800603408[/C][C]3902.88978555611[/C][C]0.728317730649953[/C][/ROW]
[ROW][C]44[/C][C]27186[/C][C]28849.1350236645[/C][C]264.079504941307[/C][C]-1663.13502366451[/C][C]0.224335415345037[/C][/ROW]
[ROW][C]45[/C][C]29586[/C][C]28789.5997592343[/C][C]261.264916289945[/C][C]796.400240765679[/C][C]-0.170585146615373[/C][/ROW]
[ROW][C]46[/C][C]21359[/C][C]26521.4987930724[/C][C]244.232830626603[/C][C]-5162.49879307244[/C][C]-1.3338831782802[/C][/ROW]
[ROW][C]47[/C][C]21553[/C][C]25418.6647441023[/C][C]237.379031865184[/C][C]-3865.66474410225[/C][C]-0.710275563004543[/C][/ROW]
[ROW][C]48[/C][C]19573[/C][C]22901.6752982631[/C][C]226.103328821449[/C][C]-3328.67529826309[/C][C]-1.45152781688301[/C][/ROW]
[ROW][C]49[/C][C]24256[/C][C]22225.3542536517[/C][C]222.376247243407[/C][C]2030.64574634833[/C][C]-0.474583303028857[/C][/ROW]
[ROW][C]50[/C][C]22380[/C][C]23465.2606369873[/C][C]227.806332820515[/C][C]-1085.26063698727[/C][C]0.532529434085025[/C][/ROW]
[ROW][C]51[/C][C]16167[/C][C]24242.9453664595[/C][C]231.83984747103[/C][C]-8075.94536645952[/C][C]0.285962826485467[/C][/ROW]
[ROW][C]52[/C][C]27297[/C][C]24306.3805715242[/C][C]230.261210090785[/C][C]2990.61942847582[/C][C]-0.0872151348016934[/C][/ROW]
[ROW][C]53[/C][C]28287[/C][C]25908.6425569739[/C][C]245.021143893658[/C][C]2378.35744302606[/C][C]0.710918131179617[/C][/ROW]
[ROW][C]54[/C][C]33474[/C][C]26463.2210165056[/C][C]248.473187708762[/C][C]7010.77898349435[/C][C]0.161090716263724[/C][/ROW]
[ROW][C]55[/C][C]28229[/C][C]25766.7959497539[/C][C]238.454513055071[/C][C]2462.20405024607[/C][C]-0.494295882233929[/C][/ROW]
[ROW][C]56[/C][C]28785[/C][C]27207.7808876691[/C][C]249.753106844987[/C][C]1577.21911233093[/C][C]0.631568994327853[/C][/ROW]
[ROW][C]57[/C][C]25597[/C][C]25762.0530521381[/C][C]236.391315262169[/C][C]-165.053052138144[/C][C]-0.892343376149241[/C][/ROW]
[ROW][C]58[/C][C]18130[/C][C]23895.7361304019[/C][C]222.966434525486[/C][C]-5765.73613040195[/C][C]-1.10748414697934[/C][/ROW]
[ROW][C]59[/C][C]20198[/C][C]22958.4302047525[/C][C]216.938309872182[/C][C]-2760.43020475248[/C][C]-0.611100428575369[/C][/ROW]
[ROW][C]60[/C][C]22849[/C][C]24090.3466878343[/C][C]221.115228182862[/C][C]-1241.34668783429[/C][C]0.481570474387413[/C][/ROW]
[ROW][C]61[/C][C]23118[/C][C]23499.0499301465[/C][C]217.330470205264[/C][C]-381.049930146507[/C][C]-0.42678429669555[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=147878&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=147878&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	20995	20995	0	0	0
2	17382	19044.1790547451	-53.6813242182838	-1662.17905474512	-0.860291255133788
3	9367	13429.8008035126	-401.967049697026	-4062.80080351256	-2.0782158011664
4	31124	20386.0604675595	-11.1028162032205	10737.9395324405	3.43752947266331
5	26551	24570.1533407474	133.527718953632	1980.84665925259	2.16347094568267
6	30651	28209.0374533963	208.613302383067	2441.96254660368	1.84858420559259
7	25859	28131.5209552859	204.192529281072	-2272.52095528589	-0.151351277468183
8	25100	26787.3927095879	182.893242427415	-1687.39270958792	-0.818520927767085
9	25778	25978.6762422518	169.223456617926	-200.676242251758	-0.523595071668214
10	20418	23358.8365282766	129.768444643726	-2940.83652827659	-1.47135346422852
11	18688	20650.092936159	89.0554084593957	-1962.09293615902	-1.49678834545613
12	20424	19831.3847450103	76.0530717567777	592.615254989686	-0.478630870772551
13	24776	20916.8750552738	54.812571614667	3859.12494472624	0.562936623220645
14	19814	20946.5532624126	54.9600426426628	-1132.55326241257	-0.0136985550646047
15	12738	21562.6083525569	64.4481356308346	-8824.60835255687	0.277479638871725
16	31566	22838.0081410002	96.508565908895	8727.99185899975	0.591205594791036
17	30111	26279.5123561955	182.504820778116	3831.48764380446	1.69245117436275
18	30019	27531.3912669593	204.599277113385	2487.60873304066	0.556248255688976
19	31934	30220.9340911202	243.802961622985	1713.0659088798	1.30784990420163
20	25826	29314.7579359358	229.244424150029	-3488.75793593576	-0.607497666592041
21	26835	27340.0394005022	205.04053472775	-505.039400502251	-1.16516975772988
22	20205	24476.9313827927	175.611225575941	-4271.93138279265	-1.62124136554121
23	17789	21742.4128551745	154.590603636075	-3953.41285517446	-1.53625381964617
24	20520	20594.4529064601	150.328687488669	-74.4529064601502	-0.688519939405953
25	22518	19645.4719931957	151.005470441487	2872.52800680434	-0.585057448480373
26	15572	18625.9180892726	148.135183195082	-3053.91808927259	-0.617030596475861
27	11509	19878.0803821315	159.012901117993	-8369.08038213151	0.566372380784066
28	25447	19942.9646214465	157.522910845486	5504.03537855349	-0.0476274684027329
29	24090	20712.8171226388	168.559331044239	3377.18287736122	0.31239683604472
30	27786	23329.8122247999	210.382276047187	4456.18777520011	1.26872836524862
31	26195	23899.3801991484	215.648258391894	2295.61980085161	0.188273474252124
32	20516	23255.0828191307	205.289222156166	-2739.0828191307	-0.453321931750015
33	22759	22151.1082074707	192.600581018396	607.891792529305	-0.691437883240646
34	19028	21591.0327131357	186.96761464368	-2563.03271313574	-0.397452949461723
35	16971	20796.0863108474	181.780556110803	-3825.08631084738	-0.518266328499591
36	20036	20039.3221885907	178.562329710182	-3.32218859067698	-0.495481689270389
37	22485	19589.577194602	176.726361559978	2895.42280539796	-0.331383310497276
38	18730	20757.1615848929	181.411724278911	-2027.16158489292	0.518972566933422
39	14538	22111.3084434431	191.014192433991	-7573.30844344309	0.607088167784974
40	27561	22885.2223849736	197.747950052086	4675.77761502639	0.299515334430905
41	25985	23623.1365006299	205.035555576194	2361.8634993701	0.2781150487709
42	34670	26529.1640028295	242.012620205803	8140.83599717049	1.40184446034049
43	32066	28163.1102144439	259.499800603408	3902.88978555611	0.728317730649953
44	27186	28849.1350236645	264.079504941307	-1663.13502366451	0.224335415345037
45	29586	28789.5997592343	261.264916289945	796.400240765679	-0.170585146615373
46	21359	26521.4987930724	244.232830626603	-5162.49879307244	-1.3338831782802
47	21553	25418.6647441023	237.379031865184	-3865.66474410225	-0.710275563004543
48	19573	22901.6752982631	226.103328821449	-3328.67529826309	-1.45152781688301
49	24256	22225.3542536517	222.376247243407	2030.64574634833	-0.474583303028857
50	22380	23465.2606369873	227.806332820515	-1085.26063698727	0.532529434085025
51	16167	24242.9453664595	231.83984747103	-8075.94536645952	0.285962826485467
52	27297	24306.3805715242	230.261210090785	2990.61942847582	-0.0872151348016934
53	28287	25908.6425569739	245.021143893658	2378.35744302606	0.710918131179617
54	33474	26463.2210165056	248.473187708762	7010.77898349435	0.161090716263724
55	28229	25766.7959497539	238.454513055071	2462.20405024607	-0.494295882233929
56	28785	27207.7808876691	249.753106844987	1577.21911233093	0.631568994327853
57	25597	25762.0530521381	236.391315262169	-165.053052138144	-0.892343376149241
58	18130	23895.7361304019	222.966434525486	-5765.73613040195	-1.10748414697934
59	20198	22958.4302047525	216.938309872182	-2760.43020475248	-0.611100428575369
60	22849	24090.3466878343	221.115228182862	-1241.34668783429	0.481570474387413
61	23118	23499.0499301465	217.330470205264	-381.049930146507	-0.42678429669555

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$resid)
myfit <- mylevel+myseas
mylagmax <- nx/2
bitmap(file='test2.png')
op <- par(mfrow = c(2,2))
acf(as.numeric(x),lag.max = mylagmax,main='Observed')
acf(mylevel,na.action=na.pass,lag.max = mylagmax,main='Level')
acf(myseas,na.action=na.pass,lag.max = mylagmax,main='Seasonal')
acf(myresid,na.action=na.pass,lag.max = mylagmax,main='Standardized Residals')
par(op)
dev.off()
bitmap(file='test3.png')
op <- par(mfrow = c(2,2))
spectrum(as.numeric(x),main='Observed')
spectrum(mylevel,main='Level')
spectrum(myseas,main='Seasonal')
spectrum(myresid,main='Standardized Residals')
par(op)
dev.off()
bitmap(file='test4.png')
op <- par(mfrow = c(2,2))
cpgram(as.numeric(x),main='Observed')
cpgram(mylevel,main='Level')
cpgram(myseas,main='Seasonal')
cpgram(myresid,main='Standardized Residals')
par(op)
dev.off()
bitmap(file='test1.png')
plot(as.numeric(m$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')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code