voetbal inkom

R Software Module: rwasp_exponentialsmoothing.wasp (opens new window with default values)

Title produced by software: Exponential Smoothing

Date of computation: Sun, 25 May 2008 07:06:02 -0600

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2008/May/25/t1211720875xe3g6i2c4d6dzgu.htm/, Retrieved Sun, 25 May 2008 15:07:55 +0200

User-defined keywords:

exponential smoothing

Dataseries X:

» Textbox « » Textfile « » CSV «

14,32 14,32 14,32 14,32 14,32 14,32 14,32 14,67 14,8 14,8 14,8 14,8 14,8 14,8 14,8 14,8 14,8 14,8 14,8 15,56 15,56 15,56 15,56 15,56 15,56 15,56 15,56 15,56 15,56 15,56 15,56 16,8 16,8 16,8 16,8 16,8 16,8 16,8 16,8 16,8 16,8 16,8 16,8 17,43 17,43 17,43 17,43 17,43 17,43 17,43 17,43 17,43 17,43 17,43 17,43 18,61 18,61 18,61 18,61 18,61 18,61 18,61 18,61 18,61 18,61 18,61 18,61 20 20 20 20 20 20 20 20 20 20 20 20 20,61 20,61 20,61 20,61 20,61 20,61 20,61 20,61 20,61 20,61 20,61 20,61 19,47 19,47 19,47 19,47 19,47

Text written by user:

tomas van gastel

Output produced by software:

Summary of computational transaction Raw Input view raw input (R code) Raw Output view raw output of R engine Computing time 6 seconds R Server 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 Estimated Parameters of Exponential Smoothing Parameter Value alpha 1 beta 0 gamma 0 Interpolation Forecasts of Exponential Smoothing t Observed Fitted Residuals 2 14.32 14.32 0 3 14.32 14.32 0 4 14.32 14.32 0 5 14.32 14.32 0 6 14.32 14.32 0 7 14.32 14.32 0 8 14.67 14.32 0.350000000000000 9 14.8 14.67 0.130000000000001 10 14.8 14.8 0 11 14.8 14.8 0 12 14.8 14.8 0 13 14.8 14.8 0 14 14.8 14.8 0 15 14.8 14.8 0 16 14.8 14.8 0 17 14.8 14.8 0 18 14.8 14.8 0 19 14.8 14.8 0 20 15.56 14.8 0.76 21 15.56 15.56 0 22 15.56 15.56 0 23 15.56 15.56 0 24 15.56 15.56 0 25 15.56 15.56 0 26 15.56 15.56 0 27 15.56 15.56 0 28 15.56 15.56 0 29 15.56 15.56 0 30 15.56 15.56 0 31 15.56 15.56 0 32 16.8 15.56 1.24 33 16.8 16.8 0 34 16.8 16.8 0 35 16.8 16.8 0 36 16.8 16.8 0 37 16.8 16.8 0 38 16.8 16.8 0 39 16.8 16.8 0 40 16.8 16.8 0 41 16.8 16.8 0 42 16.8 16.8 0 43 16.8 16.8 0 44 17.43 16.8 0.629999999999999 45 17.43 17.43 0 46 17.43 17.43 0 47 17.43 17.43 0 48 17.43 17.43 0 49 17.43 17.43 0 50 17.43 17.43 0 51 17.43 17.43 0 52 17.43 17.43 0 53 17.43 17.43 0 54 17.43 17.43 0 55 17.43 17.43 0 56 18.61 17.43 1.18 57 18.61 18.61 0 58 18.61 18.61 0 59 18.61 18.61 0 60 18.61 18.61 0 61 18.61 18.61 0 62 18.61 18.61 0 63 18.61 18.61 0 64 18.61 18.61 0 65 18.61 18.61 0 66 18.61 18.61 0 67 18.61 18.61 0 68 20 18.61 1.39 69 20 20 0 70 20 20 0 71 20 20 0 72 20 20 0 73 20 20 0 74 20 20 0 75 20 20 0 76 20 20 0 77 20 20 0 78 20 20 0 79 20 20 0 80 20.61 20 0.61 81 20.61 20.61 0 82 20.61 20.61 0 83 20.61 20.61 0 84 20.61 20.61 0 85 20.61 20.61 0 86 20.61 20.61 0 87 20.61 20.61 0 88 20.61 20.61 0 89 20.61 20.61 0 90 20.61 20.61 0 91 20.61 20.61 0 92 19.47 20.61 -1.14 93 19.47 19.47 0 94 19.47 19.47 0 95 19.47 19.47 0 96 19.47 19.47 0 Extrapolation Forecasts of Exponential Smoothing t Forecast 95% Lower Bound 95% Upper Bound 97 19.47 18.9212504546127 20.0187495453873 98 19.47 18.6939509505672 20.2460490494328 99 19.47 18.5195379067589 20.4204620932411 100 19.47 18.3725009092255 20.5674990907745 101 19.47 18.2429587138919 20.6970412861080 102 19.47 18.1258436172169 20.8141563827831 103 19.47 18.0181451708455 20.9218548291545 104 19.47 17.9179019011345 21.0220980988655 105 19.47 17.8237513638382 21.1162486361618 106 19.47 17.7347015715943 21.2052984284057 107 19.47 17.6500036540723 21.2899963459277 108 19.47 17.5690758135178 21.3709241864822

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t1211720875xe3g6i2c4d6dzgu/1lvib1211720753.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t1211720875xe3g6i2c4d6dzgu/1lvib1211720753.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t1211720875xe3g6i2c4d6dzgu/22prz1211720753.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t1211720875xe3g6i2c4d6dzgu/22prz1211720753.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t1211720875xe3g6i2c4d6dzgu/338cr1211720753.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/25/t1211720875xe3g6i2c4d6dzgu/338cr1211720753.ps (open in new window)

Parameters (Session):

par1 = 12 ; par2 = Single ; par3 = multiplicative ;

Parameters (R input):

par1 = 12 ; par2 = Single ; par3 = multiplicative ;

R code (references can be found in the software module):

par1 <- as.numeric(par1) if (par2 == 'Single') K <- 1 if (par2 == 'Double') K <- 2 if (par2 == 'Triple') K <- par1 nx <- length(x) nxmK <- nx - K x <- ts(x, frequency = par1) if (par2 == 'Single') fit <- HoltWinters(x, gamma=0, beta=0) if (par2 == 'Double') fit <- HoltWinters(x, gamma=0) if (par2 == 'Triple') fit <- HoltWinters(x, seasonal=par3) fit myresid <- x - fit$fitted[,'xhat'] bitmap(file='test1.png') op <- par(mfrow=c(2,1)) plot(fit,ylab='Observed (black) / Fitted (red)',main='Interpolation Fit of Exponential Smoothing') plot(myresid,ylab='Residuals',main='Interpolation Prediction Errors') par(op) dev.off() bitmap(file='test2.png') p <- predict(fit, par1, prediction.interval=TRUE) np <- length(p[,1]) plot(fit,p,ylab='Observed (black) / Fitted (red)',main='Extrapolation Fit of Exponential Smoothing') dev.off() bitmap(file='test3.png') op <- par(mfrow = c(2,2)) acf(as.numeric(myresid),lag.max = nx/2,main='Residual ACF') spectrum(myresid,main='Residals Periodogram') cpgram(myresid,main='Residal Cumulative Periodogram') qqnorm(myresid,main='Residual Normal QQ Plot') qqline(myresid) par(op) dev.off() load(file='createtable') a<-table.start() a<-table.row.start(a) a<-table.element(a,'Estimated Parameters of Exponential Smoothing',2,TRUE) a<-table.row.end(a) a<-table.row.start(a) a<-table.element(a,'Parameter',header=TRUE) a<-table.element(a,'Value',header=TRUE) a<-table.row.end(a) a<-table.row.start(a) a<-table.element(a,'alpha',header=TRUE) a<-table.element(a,fit$alpha) a<-table.row.end(a) a<-table.row.start(a) a<-table.element(a,'beta',header=TRUE) a<-table.element(a,fit$beta) a<-table.row.end(a) a<-table.row.start(a) a<-table.element(a,'gamma',header=TRUE) a<-table.element(a,fit$gamma) a<-table.row.end(a) a<-table.end(a) table.save(a,file='mytable.tab') a<-table.start() a<-table.row.start(a) a<-table.element(a,'Interpolation Forecasts of Exponential Smoothing',4,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,'Fitted',header=TRUE) a<-table.element(a,'Residuals',header=TRUE) a<-table.row.end(a) for (i in 1:nxmK) { a<-table.row.start(a) a<-table.element(a,i+K,header=TRUE) a<-table.element(a,x[i+K]) a<-table.element(a,fit$fitted[i,'xhat']) a<-table.element(a,myresid[i]) a<-table.row.end(a) } a<-table.end(a) table.save(a,file='mytable1.tab') a<-table.start() a<-table.row.start(a) a<-table.element(a,'Extrapolation Forecasts of Exponential Smoothing',4,TRUE) a<-table.row.end(a) a<-table.row.start(a) a<-table.element(a,'t',header=TRUE) a<-table.element(a,'Forecast',header=TRUE) a<-table.element(a,'95% Lower Bound',header=TRUE) a<-table.element(a,'95% Upper Bound',header=TRUE) a<-table.row.end(a) for (i in 1:np) { a<-table.row.start(a) a<-table.element(a,nx+i,header=TRUE) a<-table.element(a,p[i,'fit']) a<-table.element(a,p[i,'lwr']) a<-table.element(a,p[i,'upr']) a<-table.row.end(a) } a<-table.end(a) table.save(a,file='mytable2.tab')

Copyright

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa

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