sdtfm2.dat

动态时间序列分析工具包.包括有ARMA,harmonic model,kalman filter等方法

 -9.3470857e-001  1.6807898e+000  4.6892243e-001  1.9407938e-001  5.0000000e-001 -5.0000000e-001 -3.0427437e-001
 -1.3657172e-001 -1.1091697e+000  3.7723619e-001  1.8919920e-001  5.0000000e-001 -5.0000000e-001 -1.4501442e-001
 -6.4044562e-002  7.1143778e-001  2.5855273e-001  1.8431154e-001  5.0000000e-001 -5.0000000e-001  7.7927187e-001
  1.6804421e+000  1.3821143e-001  1.7013232e-001  1.7941661e-001  5.0000000e-001 -5.0000000e-001  5.7130424e-001
 -2.3514648e+000 -6.8494164e-001 -3.8761820e-003  1.7451459e-001  5.0000000e-001 -5.0000000e-001 -7.3935194e-001
  9.3257241e-001 -1.6712568e-001 -9.5210926e-002  1.6960569e-001  5.0000000e-001 -5.0000000e-001  4.8305528e-001
 -6.1504261e-001 -7.4212135e-001  4.0570775e-001  1.6469009e-001  5.0000000e-001 -5.0000000e-001  3.7156762e-002
 -1.8377753e+000 -5.0283549e-002 -6.8735062e-001  1.5976798e-001  5.0000000e-001 -5.0000000e-001 -5.5126115e-001
  2.2460580e+000 -1.2671182e+000 -4.6995009e-001  1.5483957e-001  5.0000000e-001 -5.0000000e-001  3.4546951e-001
  1.1038109e+000  2.0159953e+000  2.3884539e-001  1.4990505e-001  5.0000000e-001 -5.0000000e-001 -1.8787326e-001
 -7.0086121e-001  6.5890155e-002  6.7177003e-001  1.4496461e-001  5.0000000e-001 -5.0000000e-001 -1.1732950e-001
  5.3720821e-001 -1.2893348e+000  1.0102897e+000  1.4001845e-001  5.0000000e-001 -5.0000000e-001 -9.5301581e-001
 -7.6229251e-001 -7.0724200e-001  8.1060371e-001  1.3506676e-001  5.0000000e-001 -5.0000000e-001  6.3157352e-001
 -8.8238025e-001  1.1436173e+000 -4.1319249e-001  1.3010973e-001  5.0000000e-001 -5.0000000e-001 -4.5453064e-001
 -5.0844896e-001 -7.0476486e-001 -8.5848076e-001  1.2514757e-001  5.0000000e-001 -5.0000000e-001 -3.8118776e-001
  1.3019198e+000  4.4431704e-001  5.1486730e-001  1.2018047e-001  5.0000000e-001 -5.0000000e-001  1.2143071e-001
  5.5556339e-001  1.2408471e+000 -5.8686149e-002  1.1520863e-001  5.0000000e-001 -5.0000000e-001  3.0038515e-001
  7.0571555e-002  9.6729877e-001  4.8479279e-001  1.1023223e-001  5.0000000e-001 -5.0000000e-001 -3.5615148e-001
 -1.4837474e+000  1.2842156e+000  1.8323573e+000  1.0525149e-001  5.0000000e-001 -5.0000000e-001  1.7247599e-002
  4.0665080e-001  8.6240201e-001  1.6399973e+000  1.0026659e-001  5.0000000e-001 -5.0000000e-001 -2.9748445e-001
 -1.1241860e+000 -1.9135612e-001  2.1230763e-001  9.5277728e-002  5.0000000e-001 -5.0000000e-001 -3.0800562e-001
  8.1851281e-001 -1.5060388e-001  4.8600871e-001  9.0285108e-002  5.0000000e-001 -5.0000000e-001  5.6376232e-001
 -1.7232982e-001 -1.8886812e+000  1.9461521e-001  8.5288923e-002  5.0000000e-001 -5.0000000e-001  1.4011397e-001
  8.6159640e-001  7.8840777e-001 -1.4354556e+000  8.0289372e-002  5.0000000e-001 -5.0000000e-001 -2.0423533e-001
  8.9542594e-001  5.0283552e-001  5.6576759e-001  7.5286651e-002  5.0000000e-001 -5.0000000e-001  6.5780205e-001
 -5.0078159e-001 -4.9315182e-001  3.7429025e-001  7.0280957e-002  5.0000000e-001 -5.0000000e-001 -1.2734554e+000
  3.1965741e-002 -4.3654963e-001  3.8304778e-001  6.5272489e-002  5.0000000e-001 -5.0000000e-001  2.9018036e-001
 -1.2372113e+000  2.0684745e+000 -2.0800727e+000  6.0261444e-002  5.0000000e-001 -5.0000000e-001  4.2407184e-002
 -3.3164120e-001 -1.3577247e+000 -9.6050040e-001  5.5248021e-002  5.0000000e-001 -5.0000000e-001  7.9111755e-001
 -7.0698547e-001  3.8384538e-001 -1.7109712e+000  5.0232416e-002  5.0000000e-001 -5.0000000e-001  2.2223564e-001
  1.0256861e+000  6.3125570e-001 -6.1771799e-001  4.5214828e-002  5.0000000e-001 -5.0000000e-001  1.8796745e+000
  1.6603208e+000 -2.9976019e-001 -1.9693047e-001  4.0195455e-002  5.0000000e-001 -5.0000000e-001 -4.4555772e-001
  5.7550084e-001  1.4035956e+000  1.7278249e-001  3.5174495e-002  5.0000000e-001 -5.0000000e-001  3.0606019e-001
  8.8561497e-001  5.6252925e-001 -2.9978973e-001  3.0152146e-002  5.0000000e-001 -5.0000000e-001  2.2000823e-001
 -1.8415247e+000  9.5149697e-001  4.5048824e-001  2.5128607e-002  5.0000000e-001 -5.0000000e-001 -5.5137271e-003
  9.7600674e-001 -1.0470723e+000  3.6320147e-001  2.0104076e-002  5.0000000e-001 -5.0000000e-001  4.7666452e-001
  4.9428777e-001  2.7961058e-001  1.8136250e+000  1.5078752e-002  5.0000000e-001 -5.0000000e-001  9.2476384e-002
 -4.8169467e-001 -2.6076062e-001 -4.4226953e-001  1.0052832e-002  5.0000000e-001 -5.0000000e-001 -4.3199365e-001
 -1.3254528e+000  1.8869693e+000 -2.2627633e-001  5.0265152e-003  5.0000000e-001 -5.0000000e-001 -3.0022995e-001
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 -1.5688630e-001 -1.7312628e+000  1.5350781e+000 -5.0265152e-003  5.0000000e-001 -5.0000000e-001 -2.3939246e-001
  6.7132132e-001  1.8666183e-001 -7.8702196e-001 -1.0052832e-002  5.0000000e-001 -5.0000000e-001  1.7353901e-001
 -1.3454343e+000  7.4217935e-001 -1.5539816e-001 -1.5078752e-002  5.0000000e-001 -5.0000000e-001 -2.0215675e-001
 -1.3655453e+000  1.9133600e+000  1.5160240e+000 -2.0104076e-002  5.0000000e-001 -5.0000000e-001 -7.9199647e-001
 -3.5453309e-002  1.8023347e+000 -5.1116592e-001 -2.5128607e-002  5.0000000e-001 -5.0000000e-001 -6.8458284e-001
  2.3216087e+000  1.2596668e+000  5.1443456e-001 -3.0152146e-002  5.0000000e-001 -5.0000000e-001  6.0603099e-001
 -3.6688555e-001  1.3069835e+000 -1.0636805e+000 -3.5174495e-002  5.0000000e-001 -5.0000000e-001  7.2077955e-001
  6.8152112e-001 -8.3098846e-001 -2.3452039e-001 -4.0195455e-002  5.0000000e-001 -5.0000000e-001  1.4619797e+000
  1.2127263e-001 -4.9040317e-001  1.0477399e+000 -4.5214828e-002  5.0000000e-001 -5.0000000e-001  8.1319675e-001
 -2.0825202e-002  8.3231022e-002  2.5995057e-001 -5.0232416e-002  5.0000000e-001 -5.0000000e-001  1.7047065e-001
 -8.6772046e-001  7.7301035e-001 -6.2416589e-001 -5.5248021e-002  5.0000000e-001 -5.0000000e-001 -5.3605135e-001
  8.3401347e-001 -1.7791152e+000  2.1753250e+000 -6.0261444e-002  5.0000000e-001 -5.0000000e-001  3.4578136e-002
 -1.8882197e+000 -8.9505991e-001 -1.4823607e-001 -6.5272489e-002  5.0000000e-001 -5.0000000e-001 -1.0437900e+000
 -2.5912963e-001  4.7699276e-001 -2.3651273e-001 -7.0280957e-002  5.0000000e-001 -5.0000000e-001  3.8726465e-001
 -1.2802983e+000 -1.1204470e+000  2.2076589e-001 -7.5286651e-002  5.0000000e-001 -5.0000000e-001 -7.4214540e-001
  2.9026120e-001 -2.2386362e-001  1.9655252e-001 -8.0289372e-002  5.0000000e-001 -5.0000000e-001 -6.1749929e-001
  6.0941357e-001 -4.9402970e-001  1.6788863e+000 -8.5288923e-002  5.0000000e-001 -5.0000000e-001  8.7554271e-002
 -2.6504721e-001  2.2769289e+000  6.5467326e-001 -9.0285108e-002  5.0000000e-001 -5.0000000e-001 -1.3917618e+000
 -1.8665664e+000 -2.0237506e+000  1.2471968e+000 -9.5277728e-002  5.0000000e-001 -5.0000000e-001 -5.7187235e-001
 -1.6436068e+000  7.6095911e-001  8.4531571e-002 -1.0026659e-001  5.0000000e-001 -5.0000000e-001 -9.2795295e-001
  2.0855496e+000  5.8592417e-002 -1.8675438e+000 -1.0525149e-001  5.0000000e-001 -5.0000000e-001  9.9853022e-001
  9.8223112e-001 -1.0509225e+000  5.0636930e-001 -1.1023223e-001  5.0000000e-001 -5.0000000e-001  3.1966778e-002
  6.1174348e-002 -6.9975809e-001  1.6642391e+000 -1.1520863e-001  5.0000000e-001 -5.0000000e-001  1.3097775e-001
 -4.4579214e-001  8.6505299e-001 -7.2876454e-001 -1.2018047e-001  5.0000000e-001 -5.0000000e-001 -7.8708235e-001
 -7.3950939e-001  4.2910211e-001 -2.3908450e-001 -1.2514757e-001  5.0000000e-001 -5.0000000e-001 -2.5958044e-001
 -9.9519699e-001  3.1788345e+000 -7.1038493e-001 -1.3010973e-001  5.0000000e-001 -5.0000000e-001 -2.6411073e-001
  1.1894787e+000 -7.4207043e-001  1.3850746e+000 -1.3506676e-001  5.0000000e-001 -5.0000000e-001  7.5204638e-001
  2.0556322e+000  1.2002092e+000  7.3091249e-001 -1.4001845e-001  5.0000000e-001 -5.0000000e-001 -3.7268586e-001
  1.4504389e+000 -2.2578745e-001 -5.7205048e-001 -1.4496461e-001  5.0000000e-001 -5.0000000e-001  1.1699347e+000
  1.0260654e+000  2.1882830e+000  2.1107482e-001 -1.4990505e-001  5.0000000e-001 -5.0000000e-001  9.0369157e-002
  1.7627177e+000 -8.9570190e-001  1.1411858e+000 -1.5483957e-001  5.0000000e-001 -5.0000000e-001  5.0855993e-001
 -6.1363153e-001  1.1687493e+000  1.6861195e+000 -1.5976798e-001  5.0000000e-001 -5.0000000e-001 -6.0223501e-001
 -2.1944625e-001  9.3730758e-001  1.6781665e+000 -1.6469009e-001  5.0000000e-001 -5.0000000e-001  1.5189962e-001
 -7.2031305e-001 -1.1119825e+000  1.7731595e+000 -1.6960569e-001  5.0000000e-001 -5.0000000e-001 -1.2611712e+000
 -3.4094784e+000  1.3706311e+000 -9.4431783e-001 -1.7451459e-001  5.0000000e-001 -5.0000000e-001 -5.2229785e-001
 -2.4699234e-002 -1.1674856e+000 -2.2816673e+000 -1.7941661e-001  5.0000000e-001 -5.0000000e-001  8.4710380e-001
 -7.3941216e-001 -8.6012728e-001 -1.4938070e+000 -1.8431154e-001  5.0000000e-001 -5.0000000e-001  7.4097339e-001
  1.1056677e-001 -2.4638025e+000 -1.2413658e+000 -1.8919920e-001  5.0000000e-001 -5.0000000e-001  1.5724106e+000
 -2.9849293e-001 -5.8026821e-001 -2.2609534e+000 -1.9407938e-001  5.0000000e-001 -5.0000000e-001  3.4211259e-001
  9.9281689e-001 -4.6977421e-001 -2.2422778e-001 -1.9895191e-001  5.0000000e-001 -5.0000000e-001  7.6847700e-001
 -1.9148915e+000  3.6036556e-001  5.9358200e-001 -2.0381658e-001  5.0000000e-001 -5.0000000e-001 -9.6315900e-001
  2.4022335e-001 -3.6459356e-001 -2.4959101e-001 -2.0867321e-001  5.0000000e-001 -5.0000000e-001 -7.8791058e-001
 -1.3030696e+000 -9.5595592e-001 -1.9386139e+000 -2.1352159e-001  5.0000000e-001 -5.0000000e-001 -2.7832752e-001
  1.7676808e+000  1.1634761e+000  1.2547267e+000 -2.1836155e-001  5.0000000e-001 -5.0000000e-001  1.0887137e+000
 -1.3541505e+000  5.3161195e-002 -1.0189632e+000 -2.2319288e-001  5.0000000e-001 -5.0000000e-001 -5.6666697e-001
  2.7442247e-001 -5.7282002e-001 -1.4476403e+000 -2.2801541e-001  5.0000000e-001 -5.0000000e-001 -9.7705170e-002
  1.6906479e+000  1.5937204e+000  8.5984553e-001 -2.3282893e-001  5.0000000e-001 -5.0000000e-001  1.2828096e+000
  6.6039549e-001  1.5009986e+000 -7.8774933e-001 -2.3763327e-001  5.0000000e-001 -5.0000000e-001 -9.8503929e-002
 -7.7357453e-001 -1.3017622e+000 -1.5111702e+000 -2.4242822e-001  5.0000000e-001 -5.0000000e-001  8.3584520e-002
  1.5974628e+000 -7.2769396e-001  1.1265390e-001 -2.4721360e-001  5.0000000e-001 -5.0000000e-001  1.5731085e+000
  6.1933289e-001 -5.2739310e-001  1.3791738e+000 -2.5198922e-001  5.0000000e-001 -5.0000000e-001  1.0905787e+000
 -2.9269932e-001 -1.2736958e+000 -9.8052557e-002 -2.5675489e-001  5.0000000e-001 -5.0000000e-001 -1.0604566e+000
 -1.2840541e+000 -1.0181815e-001 -2.1407410e-001 -2.6151042e-001  5.0000000e-001 -5.0000000e-001 -5.9214116e-001
  1.3973608e-001  1.4742750e+000  8.7718737e-001 -2.6625564e-001  5.0000000e-001 -5.0000000e-001 -3.1432042e-001
 -8.3887871e-001  1.9476670e+000  2.1520491e+000 -2.7099034e-001  5.0000000e-001 -5.0000000e-001 -1.1606194e+000
 -7.6660916e-001 -1.8368588e+000 -1.6261464e+000 -2.7571434e-001  5.0000000e-001 -5.0000000e-001 -1.4469330e+000
  9.1166388e-001  1.0198939e+000 -3.0561083e-001 -2.8042746e-001  5.0000000e-001 -5.0000000e-001  1.1444509e+000
  1.8840145e+000  1.1834795e+000  2.0841976e-002 -2.8512950e-001  5.0000000e-001 -5.0000000e-001  1.4529557e+000
 -6.1274910e-001  1.6567978e+000  6.6800908e-001 -2.8982029e-001  5.0000000e-001 -5.0000000e-001 -5.0775436e-001
  3.2459782e-001  5.6933324e-001 -7.0085389e-001 -2.9449964e-001  5.0000000e-001 -5.0000000e-001  2.6408955e-002
  1.1804169e-001  2.2586269e-001 -2.9614740e-001 -2.9916736e-001  5.0000000e-001 -5.0000000e-001  9.5006739e-001
  2.2132951e+000  1.2046526e+000  2.9714148e-001 -3.0382328e-001  5.0000000e-001 -5.0000000e-001  1.2651252e+000
  9.2204332e-001 -1.7155635e+000 -1.7749190e+000 -3.0846719e-001  5.0000000e-001 -5.0000000e-001  5.2634550e-001
  1.7689096e+000  3.0230113e-001 -5.9295209e-002 -3.1309893e-001  5.0000000e-001 -5.0000000e-001  1.1651891e+000
  1.6342137e+000  5.3028394e-002  5.1702602e-001 -3.1771831e-001  5.0000000e-001 -5.0000000e-001  1.0021758e+000
 -3.8575712e-001 -9.0371833e-001 -6.4428442e-001 -3.2232515e-001  5.0000000e-001 -5.0000000e-001 -7.9326831e-001
 -1.3721852e+000  1.2176985e+000 -1.3128974e+000 -3.2691926e-001  5.0000000e-001 -5.0000000e-001  2.1395809e-001
 -8.2615254e-002  5.5490541e-001 -6.1171565e-001 -3.3150046e-001  5.0000000e-001 -5.0000000e-001  7.5389010e-001
  4.3043109e-001  3.0080244e-001  6.6247708e-002 -3.3606858e-001  5.0000000e-001 -5.0000000e-001  1.0735743e-001
  4.0922300e-001 -3.2916728e-001  3.4672642e-001 -3.4062343e-001  5.0000000e-001 -5.0000000e-001  6.1229386e-001
  1.1079313e+000 -7.4616877e-001 -8.7632155e-001 -3.4516484e-001  5.0000000e-001 -5.0000000e-001  3.1543181e-001
  6.3339694e-001  5.9437747e-001  1.0676162e+000 -3.4969261e-001  5.0000000e-001 -5.0000000e-001  6.9886617e-001
 -1.1812361e+000 -5.7054488e-001 -1.9915358e+000 -3.5420658e-001  5.0000000e-001 -5.0000000e-001 -4.5084873e-001
  1.0716411e+000 -4.7847318e-001 -7.0576533e-001 -3.5870657e-001  5.0000000e-001 -5.0000000e-001  4.6096112e-001
  7.8061169e-001 -9.1689741e-001 -1.2229225e-001 -3.6319240e-001  5.0000000e-001 -5.0000000e-001  8