evolutie prijzen middagmaal voorspellen tijdsreeks(Van Puymbroeck Bram)

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

Title produced by software: Exponential Smoothing

Date of computation: Fri, 30 May 2008 06:35:20 -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/30/t1212151364u4d7pwj76xtijz8.htm/, Retrieved Fri, 30 May 2008 12:42:48 +0000

User-defined keywords:

Dataseries X:

» Textbox « » Textfile « » CSV «

2,9 2,9 2,9 2,9 2,9 2,9 2,9 2,9 2,95 2,96 2,96 2,96 2,96 2,96 2,96 2,96 2,96 2,96 2,96 2,96 3,04 3,04 3,04 3,04 3,04 3,04 3,04 3,04 3,04 3,03 3,03 3,03 3,15 3,15 3,15 3,15 3,15 3,15 3,15 3,15 3,15 3,15 3,15 3,15 3,26 3,26 3,27 3,27 3,27 3,27 3,27 3,27 3,27 3,27 3,27 3,27 3,32 3,32 3,32 3,32 3,32 3,32 3,32 3,32 3,32 3,32 3,32 3,33 3,41 3,42 3,42 3,42

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 5 seconds R Server 'Gwilym Jenkins' @ 72.249.127.135 Estimated Parameters of Exponential Smoothing Parameter Value alpha 0.973951087962422 beta 0.0274509287970910 gamma 0 Interpolation Forecasts of Exponential Smoothing t Observed Fitted Residuals 3 2.9 2.9 0 4 2.9 2.9 0 5 2.9 2.9 0 6 2.9 2.9 0 7 2.9 2.9 0 8 2.9 2.9 0 9 2.95 2.9 0.0500000000000003 10 2.96 2.95003434749650 0.00996565250350345 11 2.96 2.96134363900266 -0.00134363900266399 12 2.96 2.96160231039541 -0.00160231039540637 13 2.96 2.9615662093542 -0.00156620935420149 14 2.96 2.96152339500425 -0.00152339500424858 15 2.96 2.96148155045846 -0.00148155045845710 16 2.96 2.96144084992501 -0.00144084992500959 17 2.96 2.96140126735568 -0.00140126735568291 18 2.96 2.96136277218222 -0.00136277218221537 19 2.96 2.96132533453587 -0.00132533453587103 20 2.96 2.9612889253647 -0.00128892536470238 21 3.04 2.96125351641477 0.0787464835852316 22 3.04 3.0412740362027 -0.00127403620270128 23 3.04 3.0433244212278 -0.00332442122780163 24 3.04 3.04328895025989 -0.00328895025989473 25 3.04 3.04320009335961 -0.00320009335960592 26 3.04 3.04311222147968 -0.0031122214796806 27 3.04 3.04302672458892 -0.00302672458891662 28 3.04 3.04294357539711 -0.00294357539710655 29 3.04 3.04286271042562 -0.00286271042561514 30 3.03 3.04278406695029 -0.0127840669502941 31 3.03 3.03270071444433 -0.00270071444433206 32 3.03 3.03236584815326 -0.00236584815326335 33 3.15 3.03229387226104 0.117706127738959 34 3.15 3.15231310270680 -0.00231310270680440 35 3.15 3.15537763028882 -0.00537763028881821 36 3.15 3.15531368231713 -0.00531368231712515 37 3.15 3.15516995066507 -0.00516995066506531 38 3.15 3.15502798352454 -0.00502798352454414 39 3.15 3.1548898579615 -0.00488985796150088 40 3.15 3.15475552537336 -0.00475552537335977 41 3.15 3.15462488308562 -0.00462488308562259 42 3.15 3.15449782976037 -0.00449782976036772 43 3.15 3.15437426680385 -0.00437426680384734 44 3.15 3.15425409832979 -0.00425409832978518 45 3.26 3.15413723108603 0.105862768913966 46 3.26 3.26409913887453 -0.00409913887452928 47 3.27 3.26685393292686 0.00314606707313914 48 3.27 3.27674931600944 -0.00674931600944406 49 3.27 3.27682663119174 -0.00682663119173688 50 3.27 3.27664612929887 -0.0066461292988742 51 3.27 3.27646373742539 -0.00646373742539152 52 3.27 3.27628617272392 -0.0062861727239234 53 3.27 3.27611348111038 -0.00611348111038312 54 3.27 3.27594553349462 -0.00594553349462412 55 3.27 3.27578219967912 -0.00578219967911853 56 3.27 3.27562335291844 -0.00562335291843619 57 3.32 3.27546886994572 0.0445311300542817 58 3.32 3.32535297837686 -0.00535297837685977 59 3.32 3.32650928863846 -0.00650928863845701 60 3.32 3.32636537782020 -0.00636537782020508 61 3.32 3.32619144523719 -0.0061914452371874 62 3.32 3.32602138085739 -0.00602138085739101 63 3.32 3.32585596405786 -0.00585596405786415 64 3.32 3.32569509088347 -0.00569509088346587 65 3.32 3.32553863714854 -0.00553863714854375 66 3.32 3.32538648146067 -0.00538648146067366 67 3.32 3.32523850574572 -0.00523850574572116 68 3.33 3.32509459517280 0.00490540482719526 69 3.41 3.33496150756493 0.075038492435072 70 3.42 3.4151408357109 0.0048591642890985 71 3.42 3.42709884480234 -0.00709884480234191 72 3.42 3.42722054419455 -0.00722054419454565 Extrapolation Forecasts of Exponential Smoothing t Forecast 95% Lower Bound 95% Upper Bound 73 3.42703066685839 3.37872176032373 3.47533957339305 74 3.4338732463962 3.36553066565869 3.50221582713371 75 3.44071582593400 3.35625157434325 3.52518007752476 76 3.44755840547181 3.34892985395419 3.54618695698943 77 3.45440098500961 3.34280264795204 3.56599932206719 78 3.46124356454742 3.33748032632797 3.58500680276687 79 3.46808614408523 3.33273335159380 3.60343893657665 80 3.47492872362303 3.32841373089149 3.62144371635457 81 3.48177130316084 3.32441988285147 3.6391227234702 82 3.48861388269864 3.32067879425938 3.6565489711379 83 3.49545646223645 3.31713609654194 3.67377682793096 84 3.50229904177425 3.31375015551538 3.69084792803312

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/30/t1212151364u4d7pwj76xtijz8/1eh2z1212150915.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/30/t1212151364u4d7pwj76xtijz8/1eh2z1212150915.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/30/t1212151364u4d7pwj76xtijz8/250pt1212150915.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/30/t1212151364u4d7pwj76xtijz8/250pt1212150915.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/30/t1212151364u4d7pwj76xtijz8/3ngli1212150915.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/30/t1212151364u4d7pwj76xtijz8/3ngli1212150915.ps (open in new window)

Parameters (Session):

par1 = 12 ; par2 = Double ; par3 = additive ;

Parameters (R input):

par1 = 12 ; par2 = Double ; 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