Exponential smoothing prijs roze zalm - Kenis Lotte

*Unverified author*

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

Title produced by software: Exponential Smoothing

Date of computation: Thu, 06 Aug 2009 16:31:35 -0600

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Aug/07/t1249598307npx0907kppw63us.htm/, Retrieved Fri, 07 Aug 2009 00:38:27 +0200

BibTeX entries for LaTeX users:

@Manual{KEY, author = {{YOUR NAME}}, publisher = {Office for Research Development and Education}, title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2009/Aug/07/t1249598307npx0907kppw63us.htm/}, year = {2009}, } @Manual{R, title = {R: A Language and Environment for Statistical Computing}, author = {{R Development Core Team}}, organization = {R Foundation for Statistical Computing}, address = {Vienna, Austria}, year = {2009}, note = {{ISBN} 3-900051-07-0}, url = {http://www.R-project.org}, }

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords:

Dataseries X:

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11,73 11,74 11,65 11,38 11,53 11,75 11,82 11,83 11,63 11,55 11,4 11,4 11,63 11,46 11,35 11,7 11,52 11,64 11,9 11,73 11,7 11,54 11,97 11,64 11,98 11,79 11,66 11,96 11,83 12,36 12,53 12,55 12,53 12,24 12,34 12,05 12,22 12,23 11,92 12,13 12,1 12,15 12,23 12,08 12,02 11,93 12,16 11,87 11,93 11,79 11,43 11,63 11,93 11,89 11,83 11,59 12,04 11,81 11,9 11,72 11,91 11,94 11,91 11,84 12,01 11,89 11,8 11,7 11,5 11,76 11,61 11,27 11,64 11,39 11,54 11,62 11,59 11,44 11,31 11,56 11,4 11,51 11,5 11,24 11,8

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 2 seconds R Server 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 Estimated Parameters of Exponential Smoothing Parameter Value alpha 0.569865562830892 beta 0 gamma 0.691729797158563 Interpolation Forecasts of Exponential Smoothing t Observed Fitted Residuals 13 11.63 11.6445738636364 -0.0145738636363664 14 11.46 11.4671020539659 -0.00710205396594432 15 11.35 11.3543048379854 -0.00430483798538539 16 11.7 11.6993516590639 0.000648340936052705 17 11.52 11.4963877929030 0.0236122070969564 18 11.64 11.5960935765900 0.0439064234099718 19 11.9 11.8261143352784 0.0738856647215602 20 11.73 11.8940525645235 -0.164052564523459 21 11.7 11.6247313241741 0.0752686758258854 22 11.54 11.5867910171538 -0.0467910171538382 23 11.97 11.3972097611614 0.572790238838632 24 11.64 11.7286231930012 -0.088623193001185 25 11.98 11.9050336263901 0.0749663736099428 26 11.79 11.7808108528057 0.00918914719433062 27 11.66 11.6781297060548 -0.0181297060547720 28 11.96 12.0167719639506 -0.056771963950565 29 11.83 11.7879188388408 0.0420811611591798 30 12.36 11.9041877197512 0.455812280248814 31 12.53 12.3778593691158 0.152140630884244 32 12.55 12.4195970277108 0.130402972289204 33 12.53 12.3892827352705 0.140717264729549 34 12.24 12.3523220738928 -0.112322073892846 35 12.34 12.3097451539378 0.0302548460622223 36 12.05 12.1351915082181 -0.0851915082181183 37 12.22 12.3622314578911 -0.142231457891070 38 12.23 12.0946639738934 0.135336026106593 39 11.92 12.0557412249273 -0.135741224927282 40 12.13 12.3158632343968 -0.185863234396820 41 12.1 12.0428578830022 0.0571421169977899 42 12.15 12.2908097201080 -0.140809720107981 43 12.23 12.3341335445215 -0.104133544521501 44 12.08 12.2233616223805 -0.143361622380468 45 12.02 12.0401071967544 -0.0201071967544113 46 11.93 11.8362096962638 0.0937903037362187 47 12.16 11.9535110039043 0.206488996095683 48 11.87 11.8450375916541 0.0249624083458500 49 11.93 12.1178789804922 -0.187878980492211 50 11.79 11.9068850882441 -0.116885088244057 51 11.43 11.6435747522748 -0.213574752274779 52 11.63 11.8444289722186 -0.214428972218641 53 11.93 11.6274480268940 0.302551973105956 54 11.89 11.9563525322281 -0.0663525322280751 55 11.83 12.0530194560956 -0.223019456095601 56 11.59 11.8628267500128 -0.272826750012849 57 12.04 11.6424673348078 0.397532665192228 58 11.81 11.7104571079243 0.099542892075732 59 11.9 11.8645686266314 0.0354313733685956 60 11.72 11.6046045246294 0.115395475370603 61 11.91 11.8656524568793 0.0443475431207219 62 11.94 11.8081197592282 0.131880240771766 63 11.91 11.6578034835883 0.252196516411709 64 11.84 12.1238305478381 -0.283830547838088 65 12.01 12.0211208943 -0.0111208942999923 66 11.89 12.0615113659096 -0.171511365909579 67 11.8 12.0516377155486 -0.251637715548586 68 11.7 11.8303169457393 -0.130316945739272 69 11.5 11.8906255602805 -0.390625560280485 70 11.76 11.4208081770342 0.339191822965780 71 11.61 11.6924118320585 -0.0824118320584653 72 11.27 11.3890852090522 -0.119085209052182 73 11.64 11.4953712991968 0.144628700803230 74 11.39 11.5210295792747 -0.131029579274706 75 11.54 11.2566885715411 0.283311428458886 76 11.62 11.5809591715086 0.0390408284913697 77 11.59 11.7433839561092 -0.153383956109188 78 11.44 11.6549815391391 -0.214981539139078 79 11.31 11.5964951958182 -0.286495195818235 80 11.56 11.3914077428649 0.168592257135131 81 11.4 11.5446030245390 -0.144603024539045 82 11.51 11.4321329459773 0.0778670540227004 83 11.5 11.4293740091417 0.0706259908582947 84 11.24 11.2023466917346 0.0376533082653623 85 11.8 11.4764172599606 0.323582740039351 Extrapolation Forecasts of Exponential Smoothing t Forecast 95% Lower Bound 95% Upper Bound 86 11.5220367998584 11.1626926397749 11.8813809599419 87 11.4556467375051 11.0420500762926 11.8692433987176 88 11.5457884164856 11.0842733344501 12.0073034985210 89 11.6287117213918 11.1238056472293 12.1336177955543 90 11.6093899907271 11.0645376102549 12.1542423711992 91 11.6521362781426 11.0700726310333 12.2341999252520 92 11.7457178388482 11.1286829435090 12.3627527341874 93 11.7096510749525 11.0595233683853 12.3597787815197 94 11.7457783171792 11.0641625840669 12.4273940502916 95 11.6964911449640 10.9847791383164 12.4082031516116 96 11.4194059208299 10.6788196981749 12.1599921434849 97 11.7570936954987 10.9887175337352 12.5254698572622

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/07/t1249598307npx0907kppw63us/1ct1v1249597890.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/07/t1249598307npx0907kppw63us/1ct1v1249597890.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/07/t1249598307npx0907kppw63us/28w6f1249597890.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/07/t1249598307npx0907kppw63us/28w6f1249597890.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/07/t1249598307npx0907kppw63us/3l0bq1249597890.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Aug/07/t1249598307npx0907kppw63us/3l0bq1249597890.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')

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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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