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Type 'q()' to quit R. > x <- c(0.0314796223103059 + ,-3.00870920563557 + ,-2.07677512619799 + ,-1.25010391965540 + ,0.817975239137125 + ,0.0252076485413113 + ,0.554937772830776 + ,0.230027371950115 + ,2.35672227418686 + ,1.41350455171120 + ,2.73311719024401 + ,1.31551925971717 + ,-2.70076272244080 + ,-0.721411049152714 + ,-0.149388576811997 + ,-0.118199629770334 + ,-0.676562489695275 + ,1.79699928690761 + ,1.79845572032988 + ,0.245100010770855 + ,1.80710848932636 + ,-1.75934771184948 + ,-0.0186697168761931 + ,0.189651523600062 + ,-1.84149562719087 + ,-1.07019530156943 + ,-0.507291477584104 + ,0.866365633831705 + ,-1.76077926699189 + ,-0.580719393339347 + ,-0.435702079860853 + ,-0.994868534845203 + ,1.63136048315789 + ,-1.1949403709466 + ,-1.00525975426991 + ,1.32302234837564 + ,-0.628357549594746 + ,0.632048410440518 + ,-2.16903155809288 + ,2.53779364144266 + ,-0.632933703679292 + ,-1.41749196342200 + ,-0.455343045381255 + ,0.812255211942954 + ,0.627897309219833 + ,0.650904313655623 + ,-1.29800419154382 + ,0.74391671726854 + ,-1.50461634127457 + ,-1.42734677658523 + ,0.263353807408564 + ,-0.430830854870631 + ,0.379576092518008 + ,1.70309353400146 + ,-3.12314448117342 + ,-1.32526207118689 + ,-0.60032490743804 + ,1.23607137604666 + ,0.738007075905376 + ,0.899100896289585) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > par1 <- as.numeric(par1) > if (par2 == 'Single') K <- 1 > if (par2 == 'Double') K <- 2 > if (par2 == 'Triple') K <- par1 > nx <- length(x) > nxmK <- nx - K > x <- ts(x, frequency = par1) > if (par2 == 'Single') fit <- HoltWinters(x, gamma=0, beta=0) > if (par2 == 'Double') fit <- HoltWinters(x, gamma=0) > if (par2 == 'Triple') fit <- HoltWinters(x, seasonal=par3) > fit Holt-Winters exponential smoothing with trend and additive seasonal component. Call: HoltWinters(x = x, seasonal = par3) Smoothing parameters: alpha: 0.005113117 beta : 0.2601144 gamma: 0.5250511 Coefficients: [,1] a 0.111113290 b -0.007689367 s1 -1.728734596 s2 -1.066510725 s3 -0.744849489 s4 0.244779606 s5 -0.477378000 s6 0.437180064 s7 -1.895949547 s8 -0.795779494 s9 0.050324447 s10 0.434600826 s11 -0.117659575 s12 0.697713460 > myresid <- x - fit$fitted[,'xhat'] > postscript(file="/var/www/html/rcomp/tmp/1ij1j1259789205.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/rcomp/tmp/2hzqm1259789205.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/rcomp/tmp/3c39o1259789205.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/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/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$gamma) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/4hhqm1259789205.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Interpolation Forecasts of Exponential Smoothing',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'t',header=TRUE) > a<-table.element(a,'Observed',header=TRUE) > a<-table.element(a,'Fitted',header=TRUE) > a<-table.element(a,'Residuals',header=TRUE) > a<-table.row.end(a) > for (i in 1:nxmK) { + a<-table.row.start(a) + a<-table.element(a,i+K,header=TRUE) + a<-table.element(a,x[i+K]) + a<-table.element(a,fit$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/rcomp/tmp/58pd61259789205.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/rcomp/tmp/6g6x91259789205.tab") > system("convert tmp/1ij1j1259789205.ps tmp/1ij1j1259789205.png") > system("convert tmp/2hzqm1259789205.ps tmp/2hzqm1259789205.png") > system("convert tmp/3c39o1259789205.ps tmp/3c39o1259789205.png") > > > proc.time() user system elapsed 0.825 0.505 0.993