From 8dc0d888eafad0b40c64abf612c5765e1048bac8 Mon Sep 17 00:00:00 2001 From: rondel67 Date: Fri, 4 Sep 2020 15:31:39 +0200 Subject: [PATCH] Final version corrected, ver. 2.7 --- README.Rmd | 5 +++++ README.md | 41 +++++++++++++++++++++++++++++++++++++++++ 2 files changed, 46 insertions(+) diff --git a/README.Rmd b/README.Rmd index 1ac2ae7..53f96f6 100644 --- a/README.Rmd +++ b/README.Rmd @@ -237,6 +237,8 @@ Loading data on UK drivers killed or seriously injured (KSI): ```{r message=FALSE, warning=FALSE} dataUKdriversKSI <- log(read.table("UKdriversKSI.txt")) %>% ts(start = 1969, frequency = 12) +head(dataUKdriversKSI, 24) +tail(dataUKdriversKSI, 24) ``` Defining the model using function `SSModel()` of the KFAS package: @@ -311,6 +313,7 @@ Extracting the values for trend (stochastic level + slope) using function `signa ```{r message=FALSE, warning=FALSE} trend <-signal(outKFS, states = "trend")$signal head(trend, 24) +tail(trend, 24) ``` Showing Figure 3.1. of the book for trend of stochastic linear trend model: @@ -335,6 +338,8 @@ legend("topleft",leg = "stochastic slope", Extracting auxiliary irregular residuals (non-standardised) using function `residuals()` of the KFAS package: ```{r message=FALSE, warning=FALSE} irregResid <- residuals(outKFS, "pearson") +head(irregResid, 24) +tail(irregResid, 24) ``` diff --git a/README.md b/README.md index 32bd00c..6f77a52 100644 --- a/README.md +++ b/README.md @@ -26,6 +26,20 @@ Loading data on UK drivers killed or seriously injured (KSI): ``` r dataUKdriversKSI <- log(read.table("UKdriversKSI.txt")) %>% ts(start = 1969, frequency = 12) +head(dataUKdriversKSI, 24) +#> Jan Feb Mar Apr May Jun Jul +#> 1969 7.430707 7.318540 7.317876 7.233455 7.397562 7.320527 7.351800 +#> 1970 7.468513 7.475906 7.448334 7.351158 7.362011 7.326466 7.498316 +#> Aug Sep Oct Nov Dec +#> 1969 7.396335 7.364547 7.410347 7.674153 7.672292 +#> 1970 7.495542 7.449498 7.604894 7.715124 7.815207 +tail(dataUKdriversKSI, 24) +#> Jan Feb Mar Apr May Jun Jul +#> 1983 7.309212 6.963190 7.104965 7.063048 7.119636 6.981006 7.068172 +#> 1984 7.213032 7.060476 7.156177 7.012115 7.167809 7.077498 7.108244 +#> Aug Sep Oct Nov Dec +#> 1983 7.037906 7.263330 7.304516 7.301822 7.321850 +#> 1984 7.157735 7.275172 7.362011 7.459915 7.474772 ``` Defining the model using function `SSModel()` of the KFAS package: @@ -150,6 +164,13 @@ head(trend, 24) #> Aug Sep Oct Nov Dec #> 1969 7.388317 7.376828 7.435665 7.639474 7.644703 #> 1970 7.490569 7.474472 7.601383 7.708188 7.775278 +tail(trend, 24) +#> Jan Feb Mar Apr May Jun Jul +#> 1983 7.308694 7.024342 7.090157 7.071173 7.098717 7.006473 7.060062 +#> 1984 7.208837 7.089071 7.133044 7.044559 7.141850 7.090491 7.113531 +#> Aug Sep Oct Nov Dec +#> 1983 7.067213 7.242181 7.296049 7.301432 7.304580 +#> 1984 7.166847 7.272340 7.361614 7.448617 7.470927 ``` Showing Figure 3.1. of the book for trend of stochastic linear trend model: @@ -180,6 +201,26 @@ Extracting auxiliary irregular residuals (non-standardised) using function `resi ``` r irregResid <- residuals(outKFS, "pearson") +head(irregResid, 24) +#> Jan Feb Mar Apr May +#> 1969 0.014971154 -0.011757877 0.005689260 -0.028043196 0.026170167 +#> 1970 -0.023439520 0.002484397 0.007669682 -0.012830394 0.001228027 +#> Jun Jul Aug Sep Oct +#> 1969 -0.010901472 -0.002089700 0.008018528 -0.012281231 -0.025317464 +#> 1970 -0.024078894 0.020128715 0.004973270 -0.024974219 0.003511262 +#> Nov Dec +#> 1969 0.034679100 0.027589003 +#> 1970 0.006935629 0.039929223 +tail(irregResid, 24) +#> Jan Feb Mar Apr May +#> 1983 0.0005184131 -0.0611517047 0.0148088188 -0.0081251822 0.0209190398 +#> 1984 0.0041951480 -0.0285946618 0.0231321567 -0.0324432815 0.0259595873 +#> Jun Jul Aug Sep Oct +#> 1983 -0.0254675168 0.0081097971 -0.0293069304 0.0211484965 0.0084671400 +#> 1984 -0.0129927620 -0.0052871789 -0.0091118808 0.0028323560 0.0003965910 +#> Nov Dec +#> 1983 0.0003903769 0.0172699294 +#> 1984 0.0112977453 0.0038452836 ``` Showing Figure 3.3. of the book for irregular component of stochastic trend model: