nag_tsa_transf_filter (g13bbc) Example Program Results
Original Filtered
Backforecasts y-series series
-12 5159.0 4549.2
-11 5165.9 4550.9
-10 4947.5 4552.8
-9 4729.8 4554.9
-8 4424.5 4557.4
-7 4072.5 4560.7
-6 3995.5 4565.0
-5 4142.7 4571.1
-4 4219.7 4580.0
-3 4452.1 4593.5
-2 4758.0 4614.3
-1 4834.6 4647.1
Filtered Filtered Filtered Filtered
series series series series
1 4699.2 2 4782.2 3 4552.8 4 4550.4
5 4525.7 6 4324.8 7 4256.9 8 4169.7
9 4127.9 10 4154.6 11 4011.3 12 3878.7
13 3705.1 14 3619.1 15 3603.1 16 3496.1
17 3422.6 18 3463.5 19 3349.8 20 3262.1
21 3225.9 22 3218.1 23 3103.6 24 3023.5
25 2905.9 26 2758.5 27 2828.2 28 2958.4
29 2926.2 30 3019.8 31 3010.7 32 3082.8
33 3111.7 34 3286.3 35 3279.3 36 3324.4
37 3461.7 38 3468.3 39 3709.0 40 3839.6
41 4004.4 42 4146.3 43 4265.3 44 4344.6
45 4419.8 46 4647.2 47 4802.6 48 4999.5
49 5446.0 50 5861.0 51 5855.9 52 5310.7
53 5202.5 54 5046.6 55 4857.1 56 4812.3
57 4740.7 58 4631.1 59 4447.5 60 4317.7
61 4079.8 62 3833.7 63 3667.7 64 3774.8
65 3709.9 66 3648.5 67 3645.3 68 3619.8
69 3549.4 70 3439.2 71 3250.3 72 3209.2
73 3005.2 74 2912.4 75 2994.1 76 2947.9
77 3103.7 78 3168.1 79 3226.0 80 3224.1
81 3233.0 82 3119.2 83 2992.5 84 3014.8
85 2763.7 86 2671.3 87 2664.9 88 2778.2
89 2823.8 90 2989.0 91 3072.2 92 3132.1
93 3394.6 94 3717.4 95 4180.5 96 4405.9
97 4605.2 98 4733.0 99 4830.9 100 5030.8
101 5079.0 102 5125.0 103 5236.7 104 5392.7
105 5396.7 106 5300.7 107 5312.1 108 5336.6
109 5347.9 110 5331.2 111 5322.0 112 5444.8
113 5468.7 114 5532.9 115 5555.9 116 5603.4
117 5483.2 118 5406.8 119 5250.5 120 5171.9
121 5217.4 122 5162.3 123 5296.1 124 5268.2
125 5204.9 126 5290.7 127 5500.0 128 5552.3
129 5503.3 130 5419.2 131 5335.6 132 5447.6
133 5495.1 134 5475.1 135 5643.8 136 5713.1
137 5655.1 138 5691.9 139 5958.4 140 5959.0
141 5884.8 142 3714.7 143 5877.8 144 5814.1
145 6095.6 146 6210.7 147 6560.5 148 7013.9
149 7174.8 150 7230.8 151 7726.7 152 7880.0
153 7997.4 154 8428.5 155 8264.1 156 8443.1
157 8615.4 158 8644.6