Structural Time Series Model | |||||
t | Observed | Level | Slope | Seasonal | Stand. Residuals |
1 | 1.0137 | 1.0137 | 0 | 0 | 0 |
2 | 0.9834 | 0.984975600001918 | -0.00157559998100458 | -0.00157560000191803 | -0.546879219987775 |
3 | 0.9643 | 0.9659454183153 | -0.0016454183152998 | -0.0016454183152998 | -0.554565163134054 |
4 | 0.947 | 0.948707539671469 | -0.00170753967146932 | -0.00170753967146932 | -0.495398104623393 |
5 | 0.906 | 0.907862845839468 | -0.00186284583946766 | -0.00186284583946765 | -1.24344195379384 |
6 | 0.9492 | 0.950885433059785 | -0.00168543305978485 | -0.00168543305978485 | 1.42606164916337 |
7 | 0.9397 | 0.94141607842047 | -0.00171607842047017 | -0.00171607842047017 | -0.247302192710122 |
8 | 0.9041 | 0.905948437489723 | -0.00184843748972296 | -0.00184843748972295 | -1.07230926582639 |
9 | 0.8721 | 0.874065758745141 | -0.00196575874514129 | -0.0019657587451413 | -0.954200252704181 |
10 | 0.8552 | 0.857223643401421 | -0.00202364340142076 | -0.00202364340142076 | -0.472624417129323 |
11 | 0.8564 | 0.858411196901747 | -0.00201119690174721 | -0.00201119690174721 | 0.102019513557909 |
12 | 0.8973 | 0.899146153836025 | -0.00184615383602501 | -0.00184615383602502 | 1.35803236272547 |
13 | 0.9383 | 0.911420735060411 | -0.00244356954716326 | 0.0268792649395895 | 0.542012623364397 |
14 | 0.9217 | 0.923785090811872 | -0.00208509091208113 | -0.00208509081187213 | 0.400258022761132 |
15 | 0.9095 | 0.911603448283198 | -0.00210344828319821 | -0.00210344828319821 | -0.320437848459104 |
16 | 0.892 | 0.894131340587683 | -0.00213134058768247 | -0.00213134058768247 | -0.487759805588295 |
17 | 0.8742 | 0.876359674511329 | -0.00215967451132895 | -0.00215967451132895 | -0.496380939726997 |
18 | 0.8532 | 0.855393682319859 | -0.00219368231985925 | -0.00219368231985926 | -0.596859853502851 |
19 | 0.8607 | 0.862876216225185 | -0.00217621622518474 | -0.00217621622518474 | 0.307095503126728 |
20 | 0.9005 | 0.902600719431668 | -0.00210071943166751 | -0.00210071943166752 | 1.32980716104618 |
21 | 0.9111 | 0.91317791742139 | -0.00207791742138969 | -0.00207791742138969 | 0.402359633307811 |
22 | 0.9059 | 0.907983512551588 | -0.00208351255158776 | -0.00208351255158776 | -0.0989079424006534 |
23 | 0.8883 | 0.890411270132635 | -0.00211127013263462 | -0.00211127013263462 | -0.491564932271027 |
24 | 0.8924 | 0.894500178578572 | -0.00210017857857176 | -0.00210017857857177 | 0.196774397408811 |
25 | 0.8833 | 0.865919676984495 | -0.00158002937511671 | 0.0173803230155046 | -0.925932022605712 |
26 | 0.87 | 0.871469294006719 | -0.00146929412778093 | -0.00146929400671916 | 0.20549527269946 |
27 | 0.8758 | 0.877260752063101 | -0.0014607520631014 | -0.0014607520631014 | 0.230363258947161 |
28 | 0.8858 | 0.887247300475647 | -0.00144730047564669 | -0.00144730047564669 | 0.363190418930783 |
29 | 0.917 | 0.918409026968318 | -0.00140902696831818 | -0.00140902696831819 | 1.03459134606706 |
30 | 0.9554 | 0.956762412180822 | -0.00136241218082183 | -0.00136241218082184 | 1.26154697322881 |
31 | 0.9922 | 0.993517777778871 | -0.00131777777887051 | -0.00131777777887051 | 1.20936662486686 |
32 | 0.9778 | 0.97913306074935 | -0.00133306074935004 | -0.00133306074935003 | -0.414575831308026 |
33 | 0.9808 | 0.982128004668932 | -0.00132800466893247 | -0.00132800466893247 | 0.137314858111376 |
34 | 0.9811 | 0.98242610722752 | -0.00132610722751968 | -0.00132610722751968 | 0.051591564309642 |
35 | 1.0014 | 1.00270093131592 | -0.00130093131591715 | -0.00130093131591715 | 0.685333083426942 |
36 | 1.0183 | 1.01957976744147 | -0.00127976744147382 | -0.00127976744147383 | 0.57678937319311 |
37 | 1.0622 | 1.04444413866508 | -0.00161416921756449 | 0.0177558613349199 | 0.885392623913184 |
38 | 1.0773 | 1.07850626076983 | -0.00120626087997225 | -0.00120626076982654 | 1.05676627366073 |
39 | 1.0807 | 1.08190225891352 | -0.00120225891351716 | -0.00120225891351716 | 0.145994361166446 |
40 | 1.0848 | 1.08599765625796 | -0.00119765625796038 | -0.00119765625796038 | 0.168053915802314 |
41 | 1.1582 | 1.15933295750661 | -0.00113295750661183 | -0.00113295750661185 | 2.36435699793847 |
42 | 1.1663 | 1.16742495667645 | -0.00112495667644973 | -0.00112495667644973 | 0.292636752921047 |
43 | 1.1372 | 1.13834917749449 | -0.00114917749449178 | -0.00114917749449178 | -0.886663770394751 |
44 | 1.1139 | 1.11506833910669 | -0.00116833910669253 | -0.00116833910669253 | -0.702066443087715 |
45 | 1.1222 | 1.12336015558066 | -0.00116015558066092 | -0.00116015558066093 | 0.300097463383483 |
46 | 1.1692 | 1.1703185664976 | -0.00111856649760215 | -0.00111856649760216 | 1.52642884473308 |
47 | 1.1702 | 1.17131673857128 | -0.00111673857127606 | -0.00111673857127605 | 0.0671476696498444 |
48 | 1.2286 | 1.22966543103526 | -0.00106543103525833 | -0.00106543103525834 | 1.88637542994295 |
49 | 1.2613 | 1.24759851679961 | -0.0012455893862925 | 0.013701483200387 | 0.633055156649665 |
50 | 1.2646 | 1.26567082751634 | -0.0010708275933769 | -0.00107082751634049 | 0.580948985234042 |
51 | 1.2262 | 1.22729655412464 | -0.0010965541246447 | -0.00109655412464468 | -1.18324570843931 |
52 | 1.1985 | 1.19961487605833 | -0.00111487605833415 | -0.00111487605833413 | -0.843265969717846 |
53 | 1.2007 | 1.2018125946569 | -0.00111259465689736 | -0.00111259465689737 | 0.105073713001484 |
54 | 1.2138 | 1.21490281983184 | -0.00110281983183582 | -0.00110281983183582 | 0.45050566578719 |
55 | 1.2266 | 1.22769326462854 | -0.00109326462854213 | -0.00109326462854214 | 0.440686640065839 |
56 | 1.2176 | 1.21869869507903 | -0.0010986950790348 | -0.00109869507903478 | -0.250624945862032 |
57 | 1.2218 | 1.22289505836288 | -0.00109505836287515 | -0.00109505836287515 | 0.167956232015809 |
58 | 1.249 | 1.25007565159997 | -0.00107565159997141 | -0.00107565159997144 | 0.89688733466256 |
59 | 1.2991 | 1.30014057575684 | -0.001040575756842 | -0.001040575756842 | 1.62214913891748 |
60 | 1.3408 | 1.34181130138787 | -0.00101130138786973 | -0.00101130138786975 | 1.35477716996868 |
61 | 1.3119 | 1.30383889941046 | -0.000732827338047902 | 0.00806110058954323 | -1.21958109899878 |
62 | 1.3014 | 1.30214005702928 | -0.000740057156853872 | -0.000740057029284797 | -0.0293322456868471 |
63 | 1.3201 | 1.32082895488803 | -0.000728954888027986 | -0.000728954888027998 | 0.616239842648758 |
64 | 1.2938 | 1.29454355023464 | -0.000743550234638132 | -0.000743550234638102 | -0.810589145309265 |
65 | 1.2694 | 1.27015704507306 | -0.000757045073059312 | -0.000757045073059317 | -0.749897567188447 |
66 | 1.2165 | 1.21728677310003 | -0.000786773100028562 | -0.000786773100028542 | -1.65290573165946 |
67 | 1.2037 | 1.20449361824414 | -0.000793618244135596 | -0.000793618244135612 | -0.380813378406676 |
68 | 1.2292 | 1.22997864465618 | -0.00077864465618068 | -0.000778644656180683 | 0.833494888835969 |
69 | 1.2256 | 1.22638025043625 | -0.000780250436249122 | -0.000780250436249112 | -0.0894356044171 |
70 | 1.2015 | 1.20229351536885 | -0.000793515368852573 | -0.000793515368852574 | -0.739224940048541 |
71 | 1.1786 | 1.17940608301324 | -0.000806083013242337 | -0.000806083013242308 | -0.700765133659363 |
72 | 1.1856 | 1.18640164773843 | -0.000801647738431946 | -0.000801647738431988 | 0.247449188841491 |
73 | 1.2103 | 1.20046023389858 | -0.00089452420207643 | 0.00983976610142321 | 0.487124521719534 |
74 | 1.1938 | 1.19472541453224 | -0.000925414646558922 | -0.000925414532244187 | -0.147954585277644 |
75 | 1.202 | 1.20292096539095 | -0.000920965390953331 | -0.000920965390953361 | 0.289283055142372 |
76 | 1.2271 | 1.22800828460735 | -0.000908284607346402 | -0.000908284607346384 | 0.824885824236761 |
77 | 1.277 | 1.27788353629287 | -0.000883536292868094 | -0.000883536292868137 | 1.61066424990077 |
78 | 1.265 | 1.26588894839842 | -0.000888948398420283 | -0.000888948398420258 | -0.352401049175631 |
79 | 1.2684 | 1.2692868613187 | -0.0008868613187018 | -0.000886861318701806 | 0.135963210460468 |
80 | 1.2811 | 1.28198025292247 | -0.000880252922467237 | -0.000880252922467245 | 0.430714788821308 |
81 | 1.2727 | 1.2735839086093 | -0.000883908609301735 | -0.000883908609301724 | -0.238382256329889 |
82 | 1.2611 | 1.26198911565131 | -0.000889115651306688 | -0.000889115651306695 | -0.339709078015224 |
83 | 1.2881 | 1.28897557066908 | -0.000875570669083789 | -0.000875570669083774 | 0.884108443798028 |
84 | 1.3213 | 1.3221590291283 | -0.000859029128296339 | -0.000859029128296387 | 1.08022440315175 |
85 | 1.2999 | 1.2921621733278 | -0.000703438788142819 | 0.00773782667220233 | -0.950665342315977 |
86 | 1.3074 | 1.30801136168211 | -0.000611361703805363 | -0.000611361682109444 | 0.508447677188198 |
87 | 1.3242 | 1.32480395575728 | -0.00060395575727678 | -0.000603955757276813 | 0.551971478073951 |
88 | 1.3516 | 1.35219204931215 | -0.000592049312151208 | -0.000592049312151176 | 0.887775840030101 |
89 | 1.3511 | 1.35169201019217 | -0.000592010192167105 | -0.000592010192167148 | 0.00291812926408642 |
90 | 1.3419 | 1.34249566694271 | -0.000595666942712514 | -0.000595666942712485 | -0.272888831481685 |
91 | 1.3716 | 1.37218280253916 | -0.000582802539155622 | -0.00058280253915564 | 0.960427472788799 |
92 | 1.3622 | 1.36278654498332 | -0.000586544983323609 | -0.000586544983323608 | -0.279521142540503 |
93 | 1.3896 | 1.39017467118266 | -0.000574671182664857 | -0.000574671182664874 | 0.88722428741174 |
94 | 1.4227 | 1.42326039015001 | -0.000560390150012372 | -0.000560390150012385 | 1.06754831118485 |
95 | 1.4684 | 1.46894077997817 | -0.000540779978166522 | -0.000540779978166507 | 1.46653862045151 |
96 | 1.457 | 1.4575453813431 | -0.000545381343102975 | -0.000545381343103016 | -0.344257083203289 |
97 | 1.4718 | 1.46537158407555 | -0.000584401439404385 | 0.00642841592445315 | 0.272170660446248 |
98 | 1.4748 | 1.47533241515996 | -0.000532415084472429 | -0.000532415159960734 | 0.325131189869748 |
99 | 1.5527 | 1.55320282907568 | -0.000502829075679296 | -0.000502829075679367 | 2.4865084702158 |
100 | 1.575 | 1.57549423072274 | -0.000494230722738832 | -0.000494230722738795 | 0.722908146940304 |
101 | 1.5557 | 1.55620131921565 | -0.000501319215647433 | -0.000501319215647472 | -0.596191145466313 |
102 | 1.5553 | 1.5558012810396 | -0.000501281039600476 | -0.000501281039600436 | 0.00321207936962789 |
103 | 1.577 | 1.57749291897411 | -0.000492918974108302 | -0.000492918974108346 | 0.703837681858835 |
104 | 1.4975 | 1.49802266561987 | -0.000522665619867437 | -0.000522665619867362 | -2.5047277499391 |
105 | 1.4369 | 1.4374452765879 | -0.000545276587901012 | -0.000545276587901 | -1.90460621093662 |
106 | 1.3322 | 1.33278446196666 | -0.000584461966655916 | -0.000584461966655842 | -3.30197318515694 |
107 | 1.2732 | 1.27380643095707 | -0.000606430957065928 | -0.000606430957065906 | -1.85192324951378 |
108 | 1.3449 | 1.34547924808481 | -0.000579248084811771 | -0.000579248084811871 | 2.29230055147241 |
109 | 1.3239 | 1.31871920182971 | -0.000470981622950971 | 0.00518079817028618 | -0.848826329019684 |
110 | 1.2785 | 1.27914406812605 | -0.000644067750631574 | -0.000644068126050298 | -1.20922387356711 |
111 | 1.305 | 1.3056348694776 | -0.000634869477603056 | -0.000634869477603137 | 0.860552974693583 |
112 | 1.319 | 1.31962991186528 | -0.000629911865283374 | -0.00062991186528335 | 0.463971778384546 |
113 | 1.365 | 1.36561412117157 | -0.000614121171574422 | -0.000614121171574493 | 1.47831618235531 |
114 | 1.4016 | 1.40220152329531 | -0.000601523295310795 | -0.000601523295310737 | 1.17980580476799 |
115 | 1.4088 | 1.40939888318553 | -0.00059888318552793 | -0.000598883185528012 | 0.247333074313468 |
116 | 1.4268 | 1.42739259127557 | -0.00059259127556915 | -0.000592591275569107 | 0.589643720380056 |
117 | 1.4562 | 1.45678244836196 | -0.000582448361956788 | -0.000582448361956845 | 0.950860540340921 |
118 | 1.4816 | 1.48217366457154 | -0.000573664571535846 | -0.000573664571535841 | 0.823726302091872 |
119 | 1.4914 | 1.49197015877023 | -0.00057015877023488 | -0.000570158770234806 | 0.3288781998492 |
120 | 1.4614 | 1.46198010128558 | -0.00058010128557997 | -0.000580101285580056 | -0.933019733910427 |
121 | 1.4272 | 1.42241262595541 | -0.000435215769039709 | 0.00478737404459201 | -1.26124733515394 |
122 | 1.3686 | 1.36924698519776 | -0.000646984534883862 | -0.000646985197760873 | -1.63449044280206 |
123 | 1.3569 | 1.35755038442182 | -0.00065038442181929 | -0.000650384421819372 | -0.350421126798489 |
124 | 1.3406 | 1.34125519672749 | -0.000655196727490363 | -0.00065519672749031 | -0.496150203010741 |
125 | 1.2565 | 1.25718084837717 | -0.000680848377169887 | -0.000680848377169876 | -2.64550639179782 |
126 | 1.2208 | 1.22149161025705 | -0.000691610257051102 | -0.000691610257051039 | -1.11023563119187 |
127 | 1.277 | 1.27767413203302 | -0.000674132033024431 | -0.000674132033024563 | 1.8036729297778 |
128 | 1.2894 | 1.29007011663558 | -0.000670116635576914 | -0.00067011663557685 | 0.41449800831116 |
129 | 1.3067 | 1.30736459925165 | -0.000664599251646682 | -0.000664599251646733 | 0.569718730623837 |
130 | 1.3898 | 1.39043888881199 | -0.000638888811985315 | -0.000638888811985359 | 2.65564572417554 |
131 | 1.3661 | 1.36674596494418 | -0.00064596494417659 | -0.000645964944176483 | -0.731122034285882 |
132 | 1.322 | 1.32265929440488 | -0.000659294404876346 | -0.000659294404876426 | -1.37765278284057 |
133 | 1.336 | 1.32850627052585 | -0.000681248079249434 | 0.00749372947414629 | 0.210098129359858 |
134 | 1.3649 | 1.36544298639601 | -0.000542985849086287 | -0.000542986396006484 | 1.16835083067993 |
135 | 1.3999 | 1.40043297654395 | -0.000532976543945941 | -0.000532976543946043 | 1.12685756513402 |
136 | 1.4442 | 1.44472035464522 | -0.000520354645224322 | -0.000520354645224344 | 1.42138822795914 |
137 | 1.4349 | 1.43542282569697 | -0.000522825696973612 | -0.000522825696973625 | -0.278350580520926 |
138 | 1.4388 | 1.43932158123258 | -0.000521581232579222 | -0.000521581232579128 | 0.140221626194356 |
139 | 1.4264 | 1.42692492256051 | -0.000524922560514478 | -0.000524922560514592 | -0.376594371163891 |
140 | 1.4343 | 1.43482255334679 | -0.000522553346788742 | -0.000522553346788697 | 0.267104452320582 |
141 | 1.377 | 1.37753851552177 | -0.000538515521770533 | -0.000538515521770463 | -1.80007700761578 |
142 | 1.3706 | 1.37114016293197 | -0.000540162931968741 | -0.000540162931968804 | -0.18583301079333 |
143 | 1.3556 | 1.35614422582591 | -0.000544225825914094 | -0.000544225825914016 | -0.458435942984288 |
144 | 1.3179 | 1.31845466284292 | -0.000554662842923591 | -0.000554662842923638 | -1.17798997063761 |
145 | 1.2905 | 1.28549994588259 | -0.000454550312059891 | 0.00500005411741188 | -1.04467193755552 |
146 | 1.3224 | 1.3227268836699 | -0.000326883040753017 | -0.000326883669900256 | 1.17226501292207 |
147 | 1.3201 | 1.32042739540664 | -0.00032739540664115 | -0.000327395406641197 | -0.0625565595556397 |
148 | 1.3162 | 1.31652832287426 | -0.000328322874258078 | -0.000328322874258104 | -0.113267380175687 |
149 | 1.2789 | 1.27923791843201 | -0.000337918432012295 | -0.000337918432012268 | -1.17216586398428 |
150 | 1.2526 | 1.25294465483222 | -0.000344654832223218 | -0.000344654832223124 | -0.823112965457758 |
151 | 1.2288 | 1.22915073922899 | -0.000350739228992027 | -0.000350739228992103 | -0.74363834487723 |
152 | 1.24 | 1.24034774370477 | -0.000347743704774337 | -0.000347743704774364 | 0.366209613625875 |
153 | 1.2856 | 1.28593583088334 | -0.000335830883339896 | -0.000335830883339865 | 1.45674711387365 |
154 | 1.2974 | 1.29773268525526 | -0.000332685255256506 | -0.000332685255256569 | 0.384759637416456 |
155 | 1.2828 | 1.28313638240929 | -0.000336382409287029 | -0.000336382409286961 | -0.45233713993469 |