hans van de paer exponentional smoothing gem prijs kinderfiets

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

Title produced by software: Exponential Smoothing

Date of computation: Mon, 26 May 2008 05:36:49 -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/26/t1211801917o6bf4wd74dgkr3r.htm/, Retrieved Mon, 26 May 2008 13:38:37 +0200

User-defined keywords:

exponentional smoothing gem prijs kinderfiets

Dataseries X:

» Textbox « » Textfile « » CSV «

217.8 218.79 218.99 219.53 219.55 219.74 219.74 219.74 219.8 219.97 220.07 220.07 220.1 225.8 233.17 233.83 233.63 233.63 233.65 233.8 233.84 233.74 233.88 233.88 233.81 234.68 236.14 236.91 236.87 236.78 236.78 236.9 236.94 236.97 236.96 236.94 236.99 237.24 237.62 237.54 237.41 237.4 237.41 237.28 237.17 237.18 237.18 237.18 236.77 239.23 240.23 240.33 240.33 240.34 240.34 240.27 240.29 240.29 240.29 240.29 240.31 239.95 242.33 242.11 241.53 241.53 241.53 241.41 241.41 241.66 241.8 241.99

Text written by user:

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 3 seconds R Server 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 Estimated Parameters of Exponential Smoothing Parameter Value alpha 0.695856782322273 beta -2.71050543121376e-19 gamma 1 Interpolation Forecasts of Exponential Smoothing t Observed Fitted Residuals 13 220.1 213.915442330918 6.1845576690821 14 225.8 222.753592063945 3.04640793605475 15 233.17 231.072622354636 2.09737764536393 16 233.83 232.033346814254 1.79665318574635 17 233.63 231.934393452370 1.69560654763046 18 233.63 231.963459435355 1.66654056464509 19 233.65 231.996466323612 1.65353367638826 20 233.8 232.355838947125 1.44416105287522 21 233.84 232.907018210534 0.93298178946631 22 233.74 233.204156583184 0.535843416816363 23 233.88 233.453693525705 0.426306474295274 24 233.88 233.484091777191 0.395908222809027 25 233.81 231.018911801931 2.79108819806879 26 234.68 236.541245830593 -1.86124583059294 27 236.14 241.156610836188 -5.01661083618816 28 236.91 237.075554856773 -0.165554856772701 29 236.87 235.580453070522 1.28954692947772 30 236.78 235.318119492599 1.46188050740125 31 236.78 235.204756335106 1.57524366489443 32 236.9 235.445971059724 1.45402894027634 33 236.94 235.848545253525 1.09145474647548 34 236.97 236.135171165603 0.834828834397086 35 236.96 236.55944422061 0.400555779389947 36 236.94 236.562678254378 0.377321745621884 37 236.99 234.813042497501 2.17695750249905 38 237.24 238.493053675229 -1.25305367522944 39 237.62 242.57195045134 -4.95195045134011 40 237.54 240.011304613983 -2.47130461398297 41 237.41 237.354290560159 0.0557094398413369 42 237.4 236.285796885692 1.11420311430825 43 237.41 235.964978691641 1.44502130835923 44 237.28 236.078710669879 1.20128933012143 45 237.17 236.195139809842 0.974860190157841 46 237.18 236.322581578486 0.857418421513955 47 237.18 236.630492546598 0.549507453402271 48 237.18 236.730309139176 0.449690860824319 49 236.77 235.578378931687 1.19162106831268 50 239.23 237.529522432553 1.70047756744691 51 240.23 242.538659588337 -2.30865958833675 52 240.33 242.571837232544 -2.24183723254362 53 240.33 240.843073797863 -0.513073797862575 54 240.34 239.700722121812 0.639277878187926 55 240.34 239.150040091116 1.18995990888425 56 240.27 239.012156436508 1.25784356349192 57 240.29 239.099072336127 1.19092766387297 58 240.29 239.341147004390 0.94885299561028 59 240.29 239.619034308425 0.670965691574679 60 240.29 239.77300990016 0.51699009983983 61 240.31 238.893563365184 1.41643663481631 62 239.95 241.155911555756 -1.20591155575553 63 242.33 242.923266253420 -0.593266253419671 64 242.11 244.170435550383 -2.06043555038275 65 241.53 243.093693380185 -1.56369338018550 66 241.53 241.570740888785 -0.040740888785308 67 241.53 240.714349391718 0.815650608282482 68 241.41 240.33664642474 1.07335357526009 69 241.41 240.274831697753 1.13516830224674 70 241.66 240.404480467527 1.2555195324733 71 241.8 240.811246222349 0.988753777651482 72 241.99 241.139526177207 0.850473822792964 Extrapolation Forecasts of Exponential Smoothing t Forecast 95% Lower Bound 95% Upper Bound 73 240.765697115918 237.35521901688 244.176175214957 74 241.244838850872 237.089906891099 245.399770810645 75 244.037667197037 239.252736861424 248.822597532650 76 245.251435249309 239.910306432009 250.592564066608 77 245.759541893383 239.914907108444 251.604176678322 78 245.787891717162 239.479813206582 252.095970227742 79 245.220315709383 238.480586247308 251.960045171458 80 244.353415344209 237.208063572023 251.498767116395 81 243.563500782013 236.034347398358 251.092654165669 82 242.939839000004 235.045521461360 250.834156538647 83 242.391807977778 234.148486552087 250.635129403469 84 241.99 233.411862273571 250.568137726429

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/26/t1211801917o6bf4wd74dgkr3r/15ses1211801803.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/26/t1211801917o6bf4wd74dgkr3r/15ses1211801803.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/26/t1211801917o6bf4wd74dgkr3r/2i6kl1211801803.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/26/t1211801917o6bf4wd74dgkr3r/2i6kl1211801803.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/26/t1211801917o6bf4wd74dgkr3r/334mg1211801803.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/26/t1211801917o6bf4wd74dgkr3r/334mg1211801803.ps (open in new window)

Parameters (Session):

par1 = 12 ; par2 = Triple ; par3 = additive ;

Parameters (R input):

par1 = 12 ; par2 = Triple ; par3 = additive ;

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

Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.

Privacy Policy

We may request personal information to be submitted to our servers in order to be able to:

• personalize online software applications according to your needs
• enforce strict security rules with respect to the data that you upload (e.g. statistical data)
• manage user sessions of online applications
• alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.

FreeStatistics.org is powered by