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Data:
423.4 404.1 500 472.6 496.1 562 434.8 538.2 577.6 518.1 625.2 561.2 523.3 536.1 607.3 637.3 606.9 652.9 617.2 670.4 729.9 677.2 710 844.3 748.2 653.9 742.6 854.2 808.4 1819 1936.5 1966.1 2083.1 1620.1 1527.6 1795 1685.1 1851.8 2164.4 1981.8 1726.5 2144.6 1758.2 1672.9 1837.3 1596.1 1446 1898.4 1964.1 1755.9 2255.3 1881.2 2117.9 1656.5 1544.1 2098.9 2133.3 1963.5 1801.2 2365.4 1936.5 1667.6 1983.5 2058.6 2448.3 1858.1 1625.4 2130.6 2515.7 2230.2 2086.9 2235 2100.2 2288.6 2490 2573.7 2543.8 2004.7 2390 2338.4 2724.5 2292.5 2386 2477.9 2337 2605.1 2560.8 2839.3 2407.2 2085.2 2735.6 2798.7 3053.2 2405 2471.9 2727.3 2790.7 2385.4 3206.6 2705.6 3518.4 1954.9 2584.3 2535.8 2685.9 2866 2236.6 2934.9 2668.6 2371.2 3165.9 2887.2 3112.2 2671.2 2432.6 2812.3 3095.7 2862.9 2607.3 2862.5
Seasonal period
FALSE
12
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12
Number of Forecasts
1
12
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Algorithm
1
BFGS
L-BFGS-B
Chart options
R Code
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')
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Computing time
0 seconds
R Server
Big Analytics Cloud Computing Center
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