Preços do algodão em pluma: Uma analise de série temporal
Henrique Costa - 201311225041
December 23, 2015
Introdução
A maioria dos estudos empíricos alicerçados em séries temporais assume que a série seja estacionária, no entretanto, a grande maioria das séries temporais econômicas são não estacionárias, por isso, deve-se avaliar o processo gerador de cada série antes de incluí-las nos modelos de análise. Para esta atividade utilizaremos 02 (duas) séries temporais do mercado de Commodities. A série de preços do algodão em pluma, cotadas em moeda interna (Real brasileiro) e moeda externa (Dólar americano). Ambas as séries apresentam em uma primeira análise uma tendência estocástica, mas através desta atividade estaremos analisando gráficos e testes que comprovem ou não tal resultado primário. Em primeiro momento, executaremos os três Testes de raiz unitária Dickey-Fuller Aumentado - ADF. Após utilizaremos a análise univariada, em primeira diferença para tornar nossas séries temporais estacionárias, e sugerirmos ajustes nos modelos, para depois fazermos previsão até um período de quatro passos à frente. Logo temos um sumário estatistico das variaveis:
## Real Dolar
## Min. : 70.08 Min. : 29.81
## 1st Qu.: 96.47 1st Qu.: 50.94
## Median :128.56 Median : 63.82
## Mean :141.09 Mean : 69.81
## 3rd Qu.:169.51 3rd Qu.: 80.50
## Max. :399.02 Max. :241.90Plotando o grafico da série no tempo:
## Loading required package: timeDate
## Loading required package: timeSeries
## Loading required package: fBasics
##
##
## Rmetrics Package fBasics
## Analysing Markets and calculating Basic Statistics
## Copyright (C) 2005-2014 Rmetrics Association Zurich
## Educational Software for Financial Engineering and Computational Science
## Rmetrics is free software and comes with ABSOLUTELY NO WARRANTY.
## https://www.rmetrics.org --- Mail to: info@rmetrics.org
##
## Attaching package: 'fUnitRoots'
##
## The following objects are masked from 'package:urca':
##
## punitroot, qunitroot, unitrootTable
##
## Title:
## Augmented Dickey-Fuller Unit Root Test
##
## Test Results:
##
## Test regression trend
##
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + tt + z.diff.lag)
##
## Residuals:
## Min 1Q Median 3Q Max
## -0.128739 -0.001719 -0.000072 0.001639 0.062261
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 4.120e-03 1.371e-03 3.005 0.002669 **
## z.lag.1 -9.244e-04 3.101e-04 -2.981 0.002892 **
## tt 1.843e-07 7.875e-08 2.340 0.019314 *
## z.diff.lag1 3.849e-01 1.439e-02 26.749 < 2e-16 ***
## z.diff.lag2 2.025e-01 1.541e-02 13.140 < 2e-16 ***
## z.diff.lag3 1.105e-01 1.568e-02 7.046 2.10e-12 ***
## z.diff.lag4 8.514e-02 1.576e-02 5.401 6.93e-08 ***
## z.diff.lag5 9.771e-02 1.580e-02 6.186 6.67e-10 ***
## z.diff.lag6 -5.574e-02 1.585e-02 -3.517 0.000441 ***
## z.diff.lag7 -2.818e-02 1.585e-02 -1.778 0.075459 .
## z.diff.lag8 -4.855e-02 1.579e-02 -3.074 0.002123 **
## z.diff.lag9 -1.607e-02 1.576e-02 -1.019 0.308075
## z.diff.lag10 -1.144e-02 1.569e-02 -0.730 0.465630
## z.diff.lag11 3.382e-02 1.541e-02 2.194 0.028268 *
## z.diff.lag12 -4.679e-04 1.440e-02 -0.032 0.974076
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.004738 on 4823 degrees of freedom
## Multiple R-squared: 0.4428, Adjusted R-squared: 0.4412
## F-statistic: 273.8 on 14 and 4823 DF, p-value: < 2.2e-16
##
##
## Value of test-statistic is: -2.9805 3.1705 4.4418
##
## Critical values for test statistics:
## 1pct 5pct 10pct
## tau3 -3.96 -3.41 -3.12
## phi2 6.09 4.68 4.03
## phi3 8.27 6.25 5.34
##
## Description:
## Thu Dec 24 09:11:44 2015 by user: Kosuta
##
## Title:
## Augmented Dickey-Fuller Unit Root Test
##
## Test Results:
##
## Test regression drift
##
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
##
## Residuals:
## Min 1Q Median 3Q Max
## -0.128993 -0.001679 -0.000060 0.001639 0.062158
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.0017854 0.0009409 1.898 0.057816 .
## z.lag.1 -0.0003545 0.0001922 -1.845 0.065105 .
## z.diff.lag1 0.3854681 0.0143939 26.780 < 2e-16 ***
## z.diff.lag2 0.2026076 0.0154193 13.140 < 2e-16 ***
## z.diff.lag3 0.1103904 0.0156917 7.035 2.27e-12 ***
## z.diff.lag4 0.0849099 0.0157704 5.384 7.62e-08 ***
## z.diff.lag5 0.0974403 0.0158020 6.166 7.56e-10 ***
## z.diff.lag6 -0.0560816 0.0158568 -3.537 0.000409 ***
## z.diff.lag7 -0.0284007 0.0158563 -1.791 0.073334 .
## z.diff.lag8 -0.0488485 0.0157999 -3.092 0.002002 **
## z.diff.lag9 -0.0164032 0.0157691 -1.040 0.298293
## z.diff.lag10 -0.0118828 0.0156913 -0.757 0.448916
## z.diff.lag11 0.0331660 0.0154195 2.151 0.031532 *
## z.diff.lag12 -0.0015885 0.0143957 -0.110 0.912138
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.00474 on 4824 degrees of freedom
## Multiple R-squared: 0.4422, Adjusted R-squared: 0.4407
## F-statistic: 294.1 on 13 and 4824 DF, p-value: < 2.2e-16
##
##
## Value of test-statistic is: -1.845 2.0157
##
## Critical values for test statistics:
## 1pct 5pct 10pct
## tau2 -3.43 -2.86 -2.57
## phi1 6.43 4.59 3.78
##
## Description:
## Thu Dec 24 09:11:45 2015 by user: Kosuta
##
## Title:
## Augmented Dickey-Fuller Unit Root Test
##
## Test Results:
##
## Test regression none
##
## Call:
## lm(formula = z.diff ~ z.lag.1 - 1 + z.diff.lag)
##
## Residuals:
## Min 1Q Median 3Q Max
## -0.129293 -0.001667 -0.000001 0.001624 0.061957
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## z.lag.1 9.146e-06 1.394e-05 0.656 0.511810
## z.diff.lag1 3.858e-01 1.440e-02 26.802 < 2e-16 ***
## z.diff.lag2 2.027e-01 1.542e-02 13.141 < 2e-16 ***
## z.diff.lag3 1.103e-01 1.570e-02 7.029 2.37e-12 ***
## z.diff.lag4 8.477e-02 1.577e-02 5.374 8.06e-08 ***
## z.diff.lag5 9.727e-02 1.581e-02 6.154 8.16e-10 ***
## z.diff.lag6 -5.631e-02 1.586e-02 -3.550 0.000388 ***
## z.diff.lag7 -2.854e-02 1.586e-02 -1.800 0.071986 .
## z.diff.lag8 -4.904e-02 1.580e-02 -3.103 0.001928 **
## z.diff.lag9 -1.662e-02 1.577e-02 -1.054 0.292121
## z.diff.lag10 -1.217e-02 1.569e-02 -0.775 0.438241
## z.diff.lag11 3.275e-02 1.542e-02 2.124 0.033739 *
## z.diff.lag12 -2.310e-03 1.439e-02 -0.160 0.872515
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.004741 on 4825 degrees of freedom
## Multiple R-squared: 0.4424, Adjusted R-squared: 0.4409
## F-statistic: 294.5 on 13 and 4825 DF, p-value: < 2.2e-16
##
##
## Value of test-statistic is: 0.6561
##
## Critical values for test statistics:
## 1pct 5pct 10pct
## tau1 -2.58 -1.95 -1.62
##
## Description:
## Thu Dec 24 09:11:46 2015 by user: Kosuta
##
## Title:
## Augmented Dickey-Fuller Unit Root Test
##
## Test Results:
##
## Test regression none
##
## Call:
## lm(formula = z.diff ~ z.lag.1 - 1 + z.diff.lag)
##
## Residuals:
## Min 1Q Median 3Q Max
## -0.129016 -0.001634 0.000041 0.001675 0.062125
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## z.lag.1 -0.244905 0.016786 -14.589 < 2e-16 ***
## z.diff.lag1 -0.369074 0.019623 -18.808 < 2e-16 ***
## z.diff.lag2 -0.167140 0.019991 -8.361 < 2e-16 ***
## z.diff.lag3 -0.056516 0.019712 -2.867 0.004160 **
## z.diff.lag4 0.028702 0.019340 1.484 0.137853
## z.diff.lag5 0.127144 0.019001 6.691 2.46e-11 ***
## z.diff.lag6 0.071662 0.018869 3.798 0.000148 ***
## z.diff.lag7 0.044338 0.018732 2.367 0.017971 *
## z.diff.lag8 -0.006926 0.018666 -0.371 0.710625
## z.diff.lag9 -0.025480 0.018405 -1.384 0.166298
## z.diff.lag10 -0.040123 0.017890 -2.243 0.024956 *
## z.diff.lag11 -0.012027 0.016888 -0.712 0.476394
## z.diff.lag12 -0.022986 0.014391 -1.597 0.110286
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.00474 on 4824 degrees of freedom
## Multiple R-squared: 0.2864, Adjusted R-squared: 0.2844
## F-statistic: 148.9 on 13 and 4824 DF, p-value: < 2.2e-16
##
##
## Value of test-statistic is: -14.5894
##
## Critical values for test statistics:
## 1pct 5pct 10pct
## tau1 -2.58 -1.95 -1.62
##
## Description:
## Thu Dec 24 09:11:47 2015 by user: Kosuta
##
## Call:
## arima(x = Real[1:4500], order = c(0, 1, 1))
##
## Coefficients:
## ma1
## 0.4238
## s.e. 0.0112
##
## sigma^2 estimated as 1.215: log likelihood = -6821.53, aic = 13647.06
##
## Title:
## Augmented Dickey-Fuller Test
##
## Test Results:
## PARAMETER:
## Lag Order: 12
## STATISTIC:
## DF: -13.9906
## P VALUE:
## t: < 2.2e-16
## n: 0.009141
##
## Description:
## Thu Dec 24 09:11:50 2015 by user: Kosuta##
## Box-Ljung test
##
## data: mn_Real1$resid
## X-squared = 100.35, df = 1, p-value < 2.2e-16##
## Call:
## arima(x = Real[1:4500], order = c(1, 1, 0))
##
## Coefficients:
## ar1
## 0.5991
## s.e. 0.0119
##
## sigma^2 estimated as 1.017: log likelihood = -6422.27, aic = 12848.54
##
## Title:
## Augmented Dickey-Fuller Test
##
## Test Results:
## PARAMETER:
## Lag Order: 12
## STATISTIC:
## DF: -15.1569
## P VALUE:
## t: < 2.2e-16
## n: 0.006607
##
## Description:
## Thu Dec 24 09:11:51 2015 by user: Kosuta##
## Box-Ljung test
##
## data: mn_Real2$resid
## X-squared = 101.17, df = 1, p-value < 2.2e-16## $pred
## Time Series:
## Start = 4501
## End = 4851
## Frequency = 1
## [1] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [8] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [15] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [22] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [29] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [36] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [43] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [50] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [57] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [64] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [71] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [78] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [85] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [92] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [99] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [106] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [113] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [120] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [127] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [134] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [141] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [148] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [155] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [162] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [169] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [176] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [183] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [190] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [197] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [204] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [211] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [218] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [225] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [232] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [239] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [246] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [253] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [260] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [267] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [274] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [281] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [288] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [295] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [302] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [309] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [316] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [323] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [330] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [337] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [344] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [351] 175.6395
##
## $se
## Time Series:
## Start = 4501
## End = 4851
## Frequency = 1
## [1] 1.102160 1.917632 2.477876 2.932989 3.326407 3.677980 3.998762
## [8] 4.295655 4.573315 4.835056 5.083337 5.320045 5.546660 5.764372
## [15] 5.974156 6.176820 6.373041 6.563400 6.748390 6.928443 7.103934
## [22] 7.275193 7.442513 7.606152 7.766345 7.923299 8.077204 8.228231
## [29] 8.376535 8.522258 8.665532 8.806475 8.945198 9.081801 9.216381
## [36] 9.349023 9.479809 9.608816 9.736113 9.861767 9.985840 10.108391
## [43] 10.229473 10.349139 10.467437 10.584413 10.700110 10.814569 10.927830
## [50] 11.039928 11.150900 11.260778 11.369595 11.477380 11.584162 11.689968
## [57] 11.794826 11.898759 12.001793 12.103949 12.205250 12.305718 12.405372
## [64] 12.504231 12.602316 12.699642 12.796229 12.892092 12.987247 13.081710
## [71] 13.175496 13.268619 13.361093 13.452932 13.544147 13.634753 13.724760
## [78] 13.814181 13.903027 13.991308 14.079036 14.166221 14.252873 14.339000
## [85] 14.424614 14.509722 14.594335 14.678459 14.762104 14.845278 14.927988
## [92] 15.010243 15.092049 15.173414 15.254345 15.334849 15.414933 15.494603
## [99] 15.573865 15.652726 15.731192 15.809268 15.886960 15.964274 16.041216
## [106] 16.117790 16.194003 16.269858 16.345361 16.420518 16.495331 16.569807
## [113] 16.643950 16.717764 16.791253 16.864422 16.937275 17.009816 17.082049
## [120] 17.153978 17.225606 17.296938 17.367977 17.438727 17.509190 17.579371
## [127] 17.649273 17.718900 17.788254 17.857338 17.926156 17.994711 18.063006
## [134] 18.131044 18.198827 18.266359 18.333642 18.400679 18.467472 18.534025
## [141] 18.600340 18.666419 18.732265 18.797880 18.863268 18.928429 18.993367
## [148] 19.058083 19.122581 19.186861 19.250927 19.314781 19.378424 19.441859
## [155] 19.505087 19.568111 19.630933 19.693555 19.755978 19.818204 19.880236
## [162] 19.942074 20.003722 20.065180 20.126450 20.187535 20.248435 20.309152
## [169] 20.369689 20.430046 20.490225 20.550228 20.610057 20.669712 20.729196
## [176] 20.788509 20.847654 20.906631 20.965443 21.024089 21.082573 21.140895
## [183] 21.199057 21.257059 21.314904 21.372592 21.430124 21.487503 21.544729
## [190] 21.601803 21.658727 21.715502 21.772128 21.828608 21.884942 21.941131
## [197] 21.997177 22.053080 22.108842 22.164464 22.219946 22.275291 22.330498
## [204] 22.385569 22.440505 22.495306 22.549975 22.604511 22.658916 22.713191
## [211] 22.767336 22.821353 22.875242 22.929005 22.982641 23.036153 23.089541
## [218] 23.142806 23.195949 23.248970 23.301870 23.354651 23.407312 23.459855
## [225] 23.512281 23.564591 23.616784 23.668862 23.720826 23.772677 23.824414
## [232] 23.876040 23.927554 23.978957 24.030250 24.081435 24.132510 24.183478
## [239] 24.234338 24.285093 24.335741 24.386284 24.436722 24.487057 24.537288
## [246] 24.587417 24.637443 24.687369 24.737193 24.786918 24.836542 24.886068
## [253] 24.935496 24.984826 25.034058 25.083194 25.132234 25.181178 25.230028
## [260] 25.278782 25.327444 25.376011 25.424486 25.472869 25.521160 25.569360
## [267] 25.617469 25.665488 25.713418 25.761258 25.809009 25.856673 25.904248
## [274] 25.951737 25.999138 26.046454 26.093683 26.140827 26.187887 26.234862
## [281] 26.281753 26.328560 26.375285 26.421926 26.468486 26.514964 26.561360
## [288] 26.607676 26.653911 26.700066 26.746142 26.792138 26.838055 26.883894
## [295] 26.929655 26.975338 27.020944 27.066473 27.111926 27.157303 27.202604
## [302] 27.247829 27.292980 27.338056 27.383058 27.427986 27.472841 27.517623
## [309] 27.562331 27.606968 27.651532 27.696025 27.740446 27.784796 27.829075
## [316] 27.873285 27.917424 27.961493 28.005494 28.049425 28.093287 28.137081
## [323] 28.180807 28.224465 28.268056 28.311580 28.355037 28.398427 28.441752
## [330] 28.485010 28.528203 28.571330 28.614392 28.657390 28.700323 28.743193
## [337] 28.785998 28.828740 28.871418 28.914034 28.956587 28.999077 29.041505
## [344] 29.083871 29.126176 29.168419 29.210602 29.252723 29.294784 29.336784
## [351] 29.378725## $pred
## Time Series:
## Start = 4501
## End = 4851
## Frequency = 1
## [1] 175.3508 175.0458 174.8630 174.7535 174.6880 174.6487 174.6251
## [8] 174.6110 174.6026 174.5975 174.5945 174.5927 174.5916 174.5909
## [15] 174.5905 174.5903 174.5902 174.5901 174.5900 174.5900 174.5900
## [22] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [29] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [36] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [43] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [50] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [57] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [64] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [71] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [78] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [85] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [92] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [99] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [106] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [113] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [120] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [127] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [134] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [141] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [148] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [155] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [162] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [169] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [176] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [183] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [190] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [197] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [204] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [211] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [218] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [225] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [232] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [239] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [246] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [253] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [260] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [267] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [274] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [281] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [288] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [295] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [302] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [309] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [316] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [323] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [330] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [337] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [344] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [351] 174.5900
##
## $se
## Time Series:
## Start = 4501
## End = 4851
## Frequency = 1
## [1] 1.008536 1.902101 2.741759 3.509960 4.208156 4.844033 5.426471
## [8] 5.963715 6.462836 6.929691 7.369061 7.784827 8.180148 8.557605
## [15] 8.919321 9.267054 9.602275 9.926223 10.239953 10.544367 10.840244
## [22] 11.128262 11.409014 11.683023 11.950752 12.212614 12.468978 12.720176
## [29] 12.966509 13.208249 13.445643 13.678918 13.908281 14.133922 14.356017
## [36] 14.574729 14.790206 15.002589 15.212007 15.418581 15.622424 15.823641
## [43] 16.022331 16.218587 16.412497 16.604142 16.793601 16.980945 17.166245
## [50] 17.349567 17.530971 17.710518 17.888262 18.064257 18.238555 18.411202
## [57] 18.582245 18.751729 18.919694 19.086180 19.251228 19.414872 19.577148
## [64] 19.738090 19.897731 20.056101 20.213230 20.369147 20.523879 20.677454
## [71] 20.829896 20.981231 21.131482 21.280673 21.428824 21.575959 21.722097
## [78] 21.867258 22.011462 22.154727 22.297072 22.438513 22.579069 22.718756
## [85] 22.857588 22.995583 23.132754 23.269116 23.404685 23.539472 23.673492
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## [281] 41.983994 42.059283 42.134437 42.209457 42.284344 42.359098 42.433721
## [288] 42.508213 42.582574 42.656806 42.730909 42.804884 42.878731 42.952451
## [295] 43.026045 43.099513 43.172856 43.246075 43.319170 43.392142 43.464991
## [302] 43.537718 43.610324 43.682810 43.755175 43.827421 43.899548 43.971557
## [309] 44.043448 44.115221 44.186879 44.258420 44.329846 44.401156 44.472353
## [316] 44.543436 44.614405 44.685262 44.756006 44.826639 44.897161 44.967572
## [323] 45.037873 45.108065 45.178147 45.248121 45.317987 45.387746 45.457397
## [330] 45.526942 45.596380 45.665713 45.734941 45.804065 45.873084 45.941999
## [337] 46.010812 46.079521 46.148128 46.216634 46.285038 46.353341 46.421543
## [344] 46.489646 46.557649 46.625552 46.693357 46.761064 46.828672 46.896184
## [351] 46.963598## Time Series:
## Start = 4501
## End = 4851
## Frequency = 1
## [1] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [8] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [15] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [22] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
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## [43] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [50] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [57] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [64] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [71] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [78] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [85] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [92] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
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## [106] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [113] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [120] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
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## [141] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [148] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [155] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [162] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [169] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [176] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [183] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [190] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [197] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [204] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [211] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [218] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [225] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [232] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [239] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [246] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [253] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [260] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [267] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [274] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [281] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [288] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [295] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [302] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [309] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [316] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [323] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [330] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [337] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [344] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
## [351] 175.6395## [1] 175.45 173.53 171.81 169.88 167.80 166.81 166.15 164.54 163.97 163.79
## [11] 163.98 164.44 164.81 164.69 165.31 166.24 167.33 167.16 167.76 169.48
## [21] 170.82 170.32 170.80 170.48 170.18 169.66 169.68 169.54 169.77 168.89
## [31] 167.95 166.93 167.32 166.77 166.53 167.61 167.11 167.34 166.81 166.78
## [41] 166.88 166.84 166.56 166.71 166.38 166.31 165.73 165.75 165.21 164.62
## [51] 163.85 164.49 165.09 165.11 164.65 164.51 165.12 164.74 164.65 164.29
## [61] 164.01 164.08 164.39 164.17 163.27 163.42 163.53 163.28 163.81 164.20
## [71] 164.38 164.51 164.00 163.76 164.15 164.11 164.29 163.51 164.05 163.77
## [81] 164.42 164.26 164.39 163.80 163.66 164.05 163.75 163.62 163.56 163.40
## [91] 163.55 163.92 163.75 163.64 163.57 163.85 163.63 163.86 163.64 164.04
## [101] 164.32 164.60 164.50 164.76 165.04 165.04 164.93 164.94 164.94 164.93
## [111] 164.91 164.91 165.15 165.22 166.02 166.10 166.51 167.17 166.89 167.28
## [121] 167.27 167.38 167.07 167.22 167.19 167.14 166.88 167.28 167.20 167.03
## [131] 166.64 166.62 166.38 166.08 166.13 166.41 166.29 166.68 166.56 167.17
## [141] 167.48 167.58 167.68 168.32 168.21 168.95 169.28 169.15 169.65 170.70
## [151] 171.07 171.99 173.27 174.73 176.18 177.70 179.34 181.10 183.50 184.58
## [161] 186.69 189.38 192.93 195.24 198.70 200.68 201.72 203.00 204.65 205.37
## [171] 206.03 206.62 207.19 207.98 209.32 211.24 212.38 213.20 213.97 215.32
## [181] 216.87 217.75 218.15 217.91 217.83 217.84 217.21 217.42 216.77 216.15
## [191] 215.58 215.87 216.15 216.08 215.15 214.31 212.99 211.57 210.92 210.04
## [201] 209.17 207.50 206.56 204.97 204.35 203.59 202.50 201.64 199.82 200.43
## [211] 200.56 201.20 201.69 202.32 202.71 202.72 204.25 205.12 206.05 206.88
## [221] 207.50 208.28 208.01 209.38 210.15 210.08 209.95 209.09 208.91 208.82
## [231] 208.38 208.37 207.96 207.80 207.15 207.03 207.81 209.21 209.62 209.41
## [241] 209.69 210.33 210.42 211.01 209.21 209.22 209.22 208.70 208.59 210.17
## [251] 210.62 210.81 211.33 211.30 211.14 211.64 212.29 212.86 213.61 214.22
## [261] 215.18 215.66 216.14 216.12 216.95 217.81 218.40 218.85 220.09 220.15
## [271] 220.99 221.67 222.27 222.90 223.36 224.09 224.05 224.80 225.57 226.27
## [281] 227.48 228.86 229.38 229.64 229.92 230.40 230.52 231.23 231.57 231.47
## [291] 231.44 231.66 232.26 232.75 232.43 232.97 233.53 233.70 233.93 234.71
## [301] 234.59 234.62 234.26 234.13 234.00 233.84 233.15 233.13 233.36 233.83
## [311] 233.48 233.37 233.01 232.82 232.29 232.05 231.57 231.26 231.23 230.74
## [321] 230.40 230.04 230.09 229.98 229.68 229.76 228.92 228.45 228.28 227.99
## [331] 227.30 226.60 225.98 225.23 224.36 224.24 223.91 223.56 223.32 223.29
## [341] 223.58 223.27 222.75 222.78 222.67 222.79 222.44 222.70 222.69 222.69
## [351] 222.67## Time Series:
## Start = 4501
## End = 4851
## Frequency = 1
## [1] -0.1895093 -2.1095093 -3.8295093 -5.7595093 -7.8395093
## [6] -8.8295093 -9.4895093 -11.0995093 -11.6695093 -11.8495093
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## [16] -9.3995093 -8.3095093 -8.4795093 -7.8795093 -6.1595093
## [21] -4.8195093 -5.3195093 -4.8395093 -5.1595093 -5.4595093
## [26] -5.9795093 -5.9595093 -6.0995093 -5.8695093 -6.7495093
## [31] -7.6895093 -8.7095093 -8.3195093 -8.8695093 -9.1095093
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## [56] -11.1295093 -10.5195093 -10.8995093 -10.9895093 -11.3495093
## [61] -11.6295093 -11.5595093 -11.2495093 -11.4695093 -12.3695093
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## [71] -11.2595093 -11.1295093 -11.6395093 -11.8795093 -11.4895093
## [76] -11.5295093 -11.3495093 -12.1295093 -11.5895093 -11.8695093
## [81] -11.2195093 -11.3795093 -11.2495093 -11.8395093 -11.9795093
## [86] -11.5895093 -11.8895093 -12.0195093 -12.0795093 -12.2395093
## [91] -12.0895093 -11.7195093 -11.8895093 -11.9995093 -12.0695093
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## [151] -4.5695093 -3.6495093 -2.3695093 -0.9095093 0.5404907
## [156] 2.0604907 3.7004907 5.4604907 7.8604907 8.9404907
## [161] 11.0504907 13.7404907 17.2904907 19.6004907 23.0604907
## [166] 25.0404907 26.0804907 27.3604907 29.0104907 29.7304907
## [171] 30.3904907 30.9804907 31.5504907 32.3404907 33.6804907
## [176] 35.6004907 36.7404907 37.5604907 38.3304907 39.6804907
## [181] 41.2304907 42.1104907 42.5104907 42.2704907 42.1904907
## [186] 42.2004907 41.5704907 41.7804907 41.1304907 40.5104907
## [191] 39.9404907 40.2304907 40.5104907 40.4404907 39.5104907
## [196] 38.6704907 37.3504907 35.9304907 35.2804907 34.4004907
## [201] 33.5304907 31.8604907 30.9204907 29.3304907 28.7104907
## [206] 27.9504907 26.8604907 26.0004907 24.1804907 24.7904907
## [211] 24.9204907 25.5604907 26.0504907 26.6804907 27.0704907
## [216] 27.0804907 28.6104907 29.4804907 30.4104907 31.2404907
## [221] 31.8604907 32.6404907 32.3704907 33.7404907 34.5104907
## [226] 34.4404907 34.3104907 33.4504907 33.2704907 33.1804907
## [231] 32.7404907 32.7304907 32.3204907 32.1604907 31.5104907
## [236] 31.3904907 32.1704907 33.5704907 33.9804907 33.7704907
## [241] 34.0504907 34.6904907 34.7804907 35.3704907 33.5704907
## [246] 33.5804907 33.5804907 33.0604907 32.9504907 34.5304907
## [251] 34.9804907 35.1704907 35.6904907 35.6604907 35.5004907
## [256] 36.0004907 36.6504907 37.2204907 37.9704907 38.5804907
## [261] 39.5404907 40.0204907 40.5004907 40.4804907 41.3104907
## [266] 42.1704907 42.7604907 43.2104907 44.4504907 44.5104907
## [271] 45.3504907 46.0304907 46.6304907 47.2604907 47.7204907
## [276] 48.4504907 48.4104907 49.1604907 49.9304907 50.6304907
## [281] 51.8404907 53.2204907 53.7404907 54.0004907 54.2804907
## [286] 54.7604907 54.8804907 55.5904907 55.9304907 55.8304907
## [291] 55.8004907 56.0204907 56.6204907 57.1104907 56.7904907
## [296] 57.3304907 57.8904907 58.0604907 58.2904907 59.0704907
## [301] 58.9504907 58.9804907 58.6204907 58.4904907 58.3604907
## [306] 58.2004907 57.5104907 57.4904907 57.7204907 58.1904907
## [311] 57.8404907 57.7304907 57.3704907 57.1804907 56.6504907
## [316] 56.4104907 55.9304907 55.6204907 55.5904907 55.1004907
## [321] 54.7604907 54.4004907 54.4504907 54.3404907 54.0404907
## [326] 54.1204907 53.2804907 52.8104907 52.6404907 52.3504907
## [331] 51.6604907 50.9604907 50.3404907 49.5904907 48.7204907
## [336] 48.6004907 48.2704907 47.9204907 47.6804907 47.6504907
## [341] 47.9404907 47.6304907 47.1104907 47.1404907 47.0304907
## [346] 47.1504907 46.8004907 47.0604907 47.0504907 47.0504907
## [351] 47.0304907## [1] 713.2446## Time Series:
## Start = 4501
## End = 4851
## Frequency = 1
## [1] 175.3508 175.0458 174.8630 174.7535 174.6880 174.6487 174.6251
## [8] 174.6110 174.6026 174.5975 174.5945 174.5927 174.5916 174.5909
## [15] 174.5905 174.5903 174.5902 174.5901 174.5900 174.5900 174.5900
## [22] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [29] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [36] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [43] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [50] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [57] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [64] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [71] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [78] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [85] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [92] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [99] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [106] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [113] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [120] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [127] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [134] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [141] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [148] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [155] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [162] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [169] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [176] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [183] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [190] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [197] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [204] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [211] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [218] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [225] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [232] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [239] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [246] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [253] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [260] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [267] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [274] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [281] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [288] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [295] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [302] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [309] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [316] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [323] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [330] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [337] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [344] 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900 174.5900
## [351] 174.5900## [1] 175.45 173.53 171.81 169.88 167.80 166.81 166.15 164.54 163.97 163.79
## [11] 163.98 164.44 164.81 164.69 165.31 166.24 167.33 167.16 167.76 169.48
## [21] 170.82 170.32 170.80 170.48 170.18 169.66 169.68 169.54 169.77 168.89
## [31] 167.95 166.93 167.32 166.77 166.53 167.61 167.11 167.34 166.81 166.78
## [41] 166.88 166.84 166.56 166.71 166.38 166.31 165.73 165.75 165.21 164.62
## [51] 163.85 164.49 165.09 165.11 164.65 164.51 165.12 164.74 164.65 164.29
## [61] 164.01 164.08 164.39 164.17 163.27 163.42 163.53 163.28 163.81 164.20
## [71] 164.38 164.51 164.00 163.76 164.15 164.11 164.29 163.51 164.05 163.77
## [81] 164.42 164.26 164.39 163.80 163.66 164.05 163.75 163.62 163.56 163.40
## [91] 163.55 163.92 163.75 163.64 163.57 163.85 163.63 163.86 163.64 164.04
## [101] 164.32 164.60 164.50 164.76 165.04 165.04 164.93 164.94 164.94 164.93
## [111] 164.91 164.91 165.15 165.22 166.02 166.10 166.51 167.17 166.89 167.28
## [121] 167.27 167.38 167.07 167.22 167.19 167.14 166.88 167.28 167.20 167.03
## [131] 166.64 166.62 166.38 166.08 166.13 166.41 166.29 166.68 166.56 167.17
## [141] 167.48 167.58 167.68 168.32 168.21 168.95 169.28 169.15 169.65 170.70
## [151] 171.07 171.99 173.27 174.73 176.18 177.70 179.34 181.10 183.50 184.58
## [161] 186.69 189.38 192.93 195.24 198.70 200.68 201.72 203.00 204.65 205.37
## [171] 206.03 206.62 207.19 207.98 209.32 211.24 212.38 213.20 213.97 215.32
## [181] 216.87 217.75 218.15 217.91 217.83 217.84 217.21 217.42 216.77 216.15
## [191] 215.58 215.87 216.15 216.08 215.15 214.31 212.99 211.57 210.92 210.04
## [201] 209.17 207.50 206.56 204.97 204.35 203.59 202.50 201.64 199.82 200.43
## [211] 200.56 201.20 201.69 202.32 202.71 202.72 204.25 205.12 206.05 206.88
## [221] 207.50 208.28 208.01 209.38 210.15 210.08 209.95 209.09 208.91 208.82
## [231] 208.38 208.37 207.96 207.80 207.15 207.03 207.81 209.21 209.62 209.41
## [241] 209.69 210.33 210.42 211.01 209.21 209.22 209.22 208.70 208.59 210.17
## [251] 210.62 210.81 211.33 211.30 211.14 211.64 212.29 212.86 213.61 214.22
## [261] 215.18 215.66 216.14 216.12 216.95 217.81 218.40 218.85 220.09 220.15
## [271] 220.99 221.67 222.27 222.90 223.36 224.09 224.05 224.80 225.57 226.27
## [281] 227.48 228.86 229.38 229.64 229.92 230.40 230.52 231.23 231.57 231.47
## [291] 231.44 231.66 232.26 232.75 232.43 232.97 233.53 233.70 233.93 234.71
## [301] 234.59 234.62 234.26 234.13 234.00 233.84 233.15 233.13 233.36 233.83
## [311] 233.48 233.37 233.01 232.82 232.29 232.05 231.57 231.26 231.23 230.74
## [321] 230.40 230.04 230.09 229.98 229.68 229.76 228.92 228.45 228.28 227.99
## [331] 227.30 226.60 225.98 225.23 224.36 224.24 223.91 223.56 223.32 223.29
## [341] 223.58 223.27 222.75 222.78 222.67 222.79 222.44 222.70 222.69 222.69
## [351] 222.67## Time Series:
## Start = 4501
## End = 4851
## Frequency = 1
## [1] 0.09920361 -1.51575130 -3.05301005 -4.87353652 -6.88795497
## [6] -7.83866748 -8.47513180 -10.07103244 -10.63258604 -10.80752611
## [11] -10.61449489 -10.15267900 -9.78159117 -9.90093949 -9.28054909
## [16] -8.35031522 -7.26017511 -7.43009118 -6.83004090 -5.11001078
## [21] -3.76999274 -4.26998193 -3.78997545 -4.10997157 -4.40996925
## [26] -4.92996786 -4.90996702 -5.04996652 -4.81996622 -5.69996604
## [31] -6.63996594 -7.65996587 -7.26996583 -7.81996581 -8.05996580
## [36] -6.97996579 -7.47996578 -7.24996578 -7.77996578 -7.80996578
## [41] -7.70996578 -7.74996578 -8.02996578 -7.87996578 -8.20996578
## [46] -8.27996578 -8.85996578 -8.83996578 -9.37996578 -9.96996578
## [51] -10.73996578 -10.09996578 -9.49996578 -9.47996578 -9.93996578
## [56] -10.07996578 -9.46996578 -9.84996578 -9.93996578 -10.29996578
## [61] -10.57996578 -10.50996578 -10.19996578 -10.41996578 -11.31996578
## [66] -11.16996578 -11.05996578 -11.30996578 -10.77996578 -10.38996578
## [71] -10.20996578 -10.07996578 -10.58996578 -10.82996578 -10.43996578
## [76] -10.47996578 -10.29996578 -11.07996578 -10.53996578 -10.81996578
## [81] -10.16996578 -10.32996578 -10.19996578 -10.78996578 -10.92996578
## [86] -10.53996578 -10.83996578 -10.96996578 -11.02996578 -11.18996578
## [91] -11.03996578 -10.66996578 -10.83996578 -10.94996578 -11.01996578
## [96] -10.73996578 -10.95996578 -10.72996578 -10.94996578 -10.54996578
## [101] -10.26996578 -9.98996578 -10.08996578 -9.82996578 -9.54996578
## [106] -9.54996578 -9.65996578 -9.64996578 -9.64996578 -9.65996578
## [111] -9.67996578 -9.67996578 -9.43996578 -9.36996578 -8.56996578
## [116] -8.48996578 -8.07996578 -7.41996578 -7.69996578 -7.30996578
## [121] -7.31996578 -7.20996578 -7.51996578 -7.36996578 -7.39996578
## [126] -7.44996578 -7.70996578 -7.30996578 -7.38996578 -7.55996578
## [131] -7.94996578 -7.96996578 -8.20996578 -8.50996578 -8.45996578
## [136] -8.17996578 -8.29996578 -7.90996578 -8.02996578 -7.41996578
## [141] -7.10996578 -7.00996578 -6.90996578 -6.26996578 -6.37996578
## [146] -5.63996578 -5.30996578 -5.43996578 -4.93996578 -3.88996578
## [151] -3.51996578 -2.59996578 -1.31996578 0.14003422 1.59003422
## [156] 3.11003422 4.75003422 6.51003422 8.91003422 9.99003422
## [161] 12.10003422 14.79003422 18.34003422 20.65003422 24.11003422
## [166] 26.09003422 27.13003422 28.41003422 30.06003422 30.78003422
## [171] 31.44003422 32.03003422 32.60003422 33.39003422 34.73003422
## [176] 36.65003422 37.79003422 38.61003422 39.38003422 40.73003422
## [181] 42.28003422 43.16003422 43.56003422 43.32003422 43.24003422
## [186] 43.25003422 42.62003422 42.83003422 42.18003422 41.56003422
## [191] 40.99003422 41.28003422 41.56003422 41.49003422 40.56003422
## [196] 39.72003422 38.40003422 36.98003422 36.33003422 35.45003422
## [201] 34.58003422 32.91003422 31.97003422 30.38003422 29.76003422
## [206] 29.00003422 27.91003422 27.05003422 25.23003422 25.84003422
## [211] 25.97003422 26.61003422 27.10003422 27.73003422 28.12003422
## [216] 28.13003422 29.66003422 30.53003422 31.46003422 32.29003422
## [221] 32.91003422 33.69003422 33.42003422 34.79003422 35.56003422
## [226] 35.49003422 35.36003422 34.50003422 34.32003422 34.23003422
## [231] 33.79003422 33.78003422 33.37003422 33.21003422 32.56003422
## [236] 32.44003422 33.22003422 34.62003422 35.03003422 34.82003422
## [241] 35.10003422 35.74003422 35.83003422 36.42003422 34.62003422
## [246] 34.63003422 34.63003422 34.11003422 34.00003422 35.58003422
## [251] 36.03003422 36.22003422 36.74003422 36.71003422 36.55003422
## [256] 37.05003422 37.70003422 38.27003422 39.02003422 39.63003422
## [261] 40.59003422 41.07003422 41.55003422 41.53003422 42.36003422
## [266] 43.22003422 43.81003422 44.26003422 45.50003422 45.56003422
## [271] 46.40003422 47.08003422 47.68003422 48.31003422 48.77003422
## [276] 49.50003422 49.46003422 50.21003422 50.98003422 51.68003422
## [281] 52.89003422 54.27003422 54.79003422 55.05003422 55.33003422
## [286] 55.81003422 55.93003422 56.64003422 56.98003422 56.88003422
## [291] 56.85003422 57.07003422 57.67003422 58.16003422 57.84003422
## [296] 58.38003422 58.94003422 59.11003422 59.34003422 60.12003422
## [301] 60.00003422 60.03003422 59.67003422 59.54003422 59.41003422
## [306] 59.25003422 58.56003422 58.54003422 58.77003422 59.24003422
## [311] 58.89003422 58.78003422 58.42003422 58.23003422 57.70003422
## [316] 57.46003422 56.98003422 56.67003422 56.64003422 56.15003422
## [321] 55.81003422 55.45003422 55.50003422 55.39003422 55.09003422
## [326] 55.17003422 54.33003422 53.86003422 53.69003422 53.40003422
## [331] 52.71003422 52.01003422 51.39003422 50.64003422 49.77003422
## [336] 49.65003422 49.32003422 48.97003422 48.73003422 48.70003422
## [341] 48.99003422 48.68003422 48.16003422 48.19003422 48.08003422
## [346] 48.20003422 47.85003422 48.11003422 48.10003422 48.10003422
## [351] 48.08003422## [1] 713.481##
## Call:
## arima(x = Real[1:4851], order = c(0, 1, 1), fixed = c(NA))
##
## Coefficients:
## ma1
## 0.4246
## s.e. 0.0107
##
## sigma^2 estimated as 1.157: log likelihood = -7235.25, aic = 14474.51## $pred
## Time Series:
## Start = 4501
## End = 4506
## Frequency = 1
## [1] 175.6395 175.6395 175.6395 175.6395 175.6395 175.6395
##
## $se
## Time Series:
## Start = 4501
## End = 4506
## Frequency = 1
## [1] 1.102160 1.917632 2.477876 2.932989 3.326407 3.677980TRABALHO CONCLUÍDO 100%