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Type 'q()' to quit R. > x <- c(0.8800,1.0300,0.6900,0.7100,1.1100,1.0500,1.0300,0.6500,0.5900,0.7700,0.9000,1.2600,0.9600,0.8300,0.8700,0.7900,1.1200,0.8800,0.6400,0.6400,0.5800,0.5000,0.9900,1.0700,0.8900,0.8900,0.8300,0.8600,0.9000,1.1200,0.8800,0.8800,0.8900,0.8200,0.8800,0.8100,0.8800,0.7600,1.1300,0.8500,1.4500,1.5500,0.7100,0.8100,0.8300,0.7300,0.9000,0.9400,1.7800,0.8800,1.0400,0.8300,1.4100,0.9600,1.3000,0.8300,1.4000,0.9100,0.8700,0.9700,1.1900,1.2300,1.3300,1.1700,1.0900,0.6300,0.8900,0.6300,1.5100,0.9700,0.8400,0.9200,0.9500,0.7300,1.0200,0.7900,1.2700,0.9500,0.7500,0.5200,0.9500,0.8200,0.7600,1.2400,0.9400,1.0400,1.8100,0.9500,1.3900,0.8600,1.1500,1.5100,0.6000,0.7200,1.1000,1.6200,1.8400,1.7300,1.3600,1.0700,1.0000,1.4900,0.9000,1.4300,1.5400,0.8100,1.6100,1.3000,1.4000,1.0300,0.7900,1.1100,1.1500,1.0300,1.5900,1.1100,1.3300,0.9300,1.0700,1.1400,1.1200,0.8600,0.8200,1.0200,1.0700,1.3100,0.9800,0.8900,0.8000,0.8000,0.7800,0.9700) > par3 = 'additive' > par2 = 'Triple' > par1 = '12' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > par1 <- as.numeric(par1) > if (par2 == 'Single') K <- 1 > if (par2 == 'Double') K <- 2 > if (par2 == 'Triple') K <- par1 > nx <- length(x) > nxmK <- nx - K > x <- ts(x, frequency = par1) > if (par2 == 'Single') fit <- HoltWinters(x, gamma=0, beta=0) > if (par2 == 'Double') fit <- HoltWinters(x, gamma=0) > if (par2 == 'Triple') fit <- HoltWinters(x, seasonal=par3) > fit Holt-Winters exponential smoothing without trend and with additive seasonal component. Call: HoltWinters(x = x, seasonal = par3) Smoothing parameters: alpha: 0.1232153 beta : 0 gamma: 0.1722167 Coefficients: [,1] a 0.96405700 s1 0.16649005 s2 -0.02462520 s3 0.03335548 s4 -0.07053026 s5 0.14769389 s6 0.06322660 s7 0.02481600 s8 -0.08730384 s9 -0.04369859 s10 -0.22707706 s11 -0.04773372 s12 0.12835175 > myresid <- x - fit$fitted[,'xhat'] > postscript(file="/var/www/html/freestat/rcomp/tmp/180441250618238.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > 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() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/218ss1250618238.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > 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() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/3twon1250618238.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > 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() null device 1 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/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$gamma) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/4nin61250618238.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Interpolation Forecasts of Exponential Smoothing',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'t',header=TRUE) > a<-table.element(a,'Observed',header=TRUE) > a<-table.element(a,'Fitted',header=TRUE) > a<-table.element(a,'Residuals',header=TRUE) > a<-table.row.end(a) > for (i in 1:nxmK) { + a<-table.row.start(a) + a<-table.element(a,i+K,header=TRUE) + a<-table.element(a,x[i+K]) + a<-table.element(a,fit$fitted[i,'xhat']) + a<-table.element(a,myresid[i]) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/52rcw1250618238.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="/var/www/html/freestat/rcomp/tmp/6v5ow1250618238.tab") > > system("convert tmp/180441250618238.ps tmp/180441250618238.png") > system("convert tmp/218ss1250618238.ps tmp/218ss1250618238.png") > system("convert tmp/3twon1250618238.ps tmp/3twon1250618238.png") > > > proc.time() user system elapsed 1.347 0.761 1.466