Home » date » 2009 » Jun » 02 »

Cijferreeks - Consumptie schuimwijn - Isabelle Rombouts

*Unverified author*
R Software Module: rwasp_exponentialsmoothing.wasp (opens new window with default values)
Title produced by software: Exponential Smoothing
Date of computation: Tue, 02 Jun 2009 12:55:19 -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/Jun/02/t1243969010vg8d95j5ghf2fiq.htm/, Retrieved Tue, 02 Jun 2009 20:56:54 +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/Jun/02/t1243969010vg8d95j5ghf2fiq.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:
» Textbox « » Textfile « » CSV «
1686 1591 2304 1712 1471 1377 1966 2453 1984 2596 4087 5179 1530 1523 1633 1976 1170 1480 1781 2472 1981 2273 3857 4551 1510 1329 1518 1790 1537 1449 1954 1897 1706 2514 3593 4524 1609 1638 2030 1375 1320 1245 1600 2298 2191 2511 3440 4923 1609 1435 2061 1789 1567 1404 1597 3159 1759 2504 4273 5274 1771 1682 1846 1589 1896 1379 1645 2512 1771 3727 4388 5434 1606 1523 1577 1605 1765 1403 2584 3318 1562 2349 3987 5891 1389 1442 1548 1935 1518 1250 1847 1930 2638 3114 4405 7242 1853 1779 2108 2336 1728 1661 2230 1645 2421 3740 4988 6757 1757 1394 1982 1650 1654 1406 1971 1968 2608 3845 4514 6694 1720 1321 1859 1628 1615 1457 1899 1605 2424 3116 4286 6047 1902 2049 1874 1279 1432 1540 2214 1857 2408 3252 3627 6153 1577 1667 1993 1997 1783 1625 2076 1773 2377 3088 4096 6119 1494 1564 1898 2121 1831 1515 2048 2795 1749 3339 4227 6410 1197 1968 1720 etc...
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'George Udny Yule' @ 72.249.76.132


Estimated Parameters of Exponential Smoothing
ParameterValue
alpha0.0513226259983897
beta0.0966756503497419
gamma0.289021407755364


Interpolation Forecasts of Exponential Smoothing
tObservedFittedResiduals
1315301571.36956742168-41.3695674216813
1415231559.41355733058-36.4135573305755
1516331661.44277370245-28.4427737024482
1619762010.62382343132-34.6238234313171
1711701195.53270921403-25.532709214026
1814801527.04041924606-47.0404192460585
1917811887.25217515444-106.252175154443
2024722343.73790116042128.262098839582
2119811915.6149718191865.3850281808197
2222732515.90243214176-242.902432141756
2338573920.75558687946-63.7555868794584
2445514952.19395853118-401.193958531177
2515101439.1870515459370.8129484540675
2613291432.76298315525-103.762983155249
2715181522.51441955630-4.51441955629775
2817901840.53881135034-50.5388113503438
2915371090.56603322183446.433966778171
3014491420.6350007973028.3649992026976
3119541749.02749779951204.972502200494
3218972262.81532258757-365.815322587573
3317061819.69896462105-113.69896462105
3425142293.30509548857220.694904511431
3535933695.08334293361-102.083342933606
3645244585.05251444474-61.0525144447438
3716091387.84395244362221.156047556384
3816381346.19070221032291.809297789679
3920301485.19299204736544.807007952642
4013751826.84678259232-451.846782592321
4113201201.96861097173118.031389028272
4212451399.87514559808-154.875145598079
4316001760.46891453843-160.46891453843
4422982087.95634566304210.043654336961
4521911754.87500961160436.124990388398
4625112355.47328598542155.526714014577
4734403678.14977409732-238.149774097320
4849234589.76924873895333.230751261051
4916091467.12279329130141.877206708697
5014351444.90491821398-9.90491821398382
5120611639.68583640788421.314163592121
5217891703.5280605600785.4719394399292
5315671259.27740092053307.722599079470
5414041401.005905890442.99409410955582
5515971790.57274270083-193.572742700826
5631592246.79639245545912.203607544546
5717592004.52103938439-245.521039384386
5825042529.08187679151-25.0818767915098
5942733810.32457662363462.675423376371
6052745008.43781085013265.562189149866
6117711617.23043546127153.769564538729
6216821556.00217237582125.997827624182
6318461910.29634476034-64.2963447603395
6415891860.14889917992-271.148899179915
6518961435.51995975500460.480040244997
6613791509.12651646586-130.126516465859
6716451866.42217942539-221.422179425388
6825122682.3656637486-170.365663748599
6917712036.14989717429-265.149897174291
7037272651.070298196241075.92970180376
7143884234.93388676277153.066113237232
7254345451.98241944138-17.9824194413832
7316061777.73118049791-171.731180497907
7415231688.22924153534-165.229241535336
7515771990.02633091137-413.026330911373
7616051858.16304094875-253.163040948755
7717651622.42739289942142.572607100581
7814031511.17084789707-108.170847897075
7925841849.24228707975734.757712920249
8033182772.45776661536545.542233384639
8115622095.90533819581-533.905338195808
8223493121.98476929198-772.984769291976
8339874382.89146049274-395.891460492743
8458915530.86930769623360.130692303774
8513891759.01873624210-370.018736242102
8614421655.20105760569-213.201057605691
8715481881.01759002865-333.017590028652
8819351791.01264162245143.987358377548
8915181679.36240015113-161.362400151134
9012501479.27854465245-229.278544652452
9118472028.45850166658-181.458501666584
9219302808.12293876142-878.122938761418
9326381809.55138663845828.448613361552
9431142788.75676695808325.243233041916
9544054165.79071306925239.20928693075
9672425517.720192704661724.27980729534
9718531642.87618284972210.123817150283
9817791612.43132140277166.568678597235
9921081832.17691824364275.823081756362
10023361913.25538826244422.744611737562
10117281728.48274969031-0.482749690310129
10216611511.36252751633149.637472483672
10322302152.1907018882777.8092981117297
10416452824.74458434354-1179.74458434354
10524212239.81056904462181.189430955378
10637403125.4009086972614.5990913028
10749884635.28849398666352.711506013341
10867576590.43627772738166.563722272623
10917571851.26421649304-94.2642164930446
11013941792.77004687517-398.770046875165
11119822029.44603515612-47.446035156117
11216502138.31674096811-488.316740968107
11316541776.79978277586-122.799782775855
11414061585.86604854665-179.866048546651
11519712188.58427687695-217.584276876952
11619682483.44085859961-515.44085859961
11726082296.99085634624311.009143653760
11838453302.63442170321542.365578296792
11945144724.08581106525-210.085811065246
12066946560.6124596845133.387540315506
12117201797.56528271134-77.565282711344
12213211651.26638180696-330.266381806965
12318591974.72876687268-115.728766872676
12416281950.68045521917-322.680455219167
12516151697.38990829453-82.3899082945263
12614571492.69848121522-35.6984812152232
12718992071.86679540881-172.86679540881
12816052273.68483240167-668.684832401673
12924242295.64718499123128.352815008765
13031163299.83911495731-183.839114957309
13142864392.12206144793-106.122061447928
13260476186.82230988632-139.822309886315
13319021653.94483594882248.055164051182
13420491461.01216917940587.987830820604
13518741874.95322391386-0.953223913864122
13612791800.52637332201-521.526373322009
13714321607.41138442942-175.411384429416
13815401416.53574035029123.464259649714
13922141942.63425230185271.365747698154
14018572026.50256677048-169.502566770484
14124082290.03682171637117.963178283627
14232523195.4216629922656.5783370077388
14336274313.37392652558-686.373926525584
14461536041.36336182473111.636638175273
14515771696.80043384051-119.800433840508
14616671577.7422739536289.2577260463793
14719931791.93181604168201.06818395832
14819971589.46956603025407.53043396975
14917831541.89180518140241.108194818598
15016251458.08910228096166.91089771904
15120762036.3192443224639.6807556775368
15217731991.75687219657-218.756872196566
15323772338.4145901403138.5854098596942
15430883234.15033715064-146.150337150636
15540964147.42124307446-51.4212430744556
15661196168.93311760892-49.9331176089154
15714941692.16775339754-198.167753397543
15815641629.08203605577-65.0820360557659
15918981871.7075697224326.2924302775675
16021211716.17913443011404.820865569887
16118311623.09644518333207.90355481667
16215151517.45368394950-2.4536839494956
16320482054.60361080717-6.60361080717075
16427951936.68703788415858.31296211585
16517492429.72128285821-680.721282858206
16633393258.3244195149580.6755804850477
16742274239.46805951502-12.4680595150185
16864106328.1902910794681.8097089205357
16911971688.65155391750-491.651553917496
17019681648.42787070931319.572129290693
17117201949.84385869242-229.843858692416
17217251884.99067625603-159.990676256032
17316741705.97102352283-31.9710235228338
17416931527.87608325712165.123916742876
17520312079.12161922621-48.1216192262145
17614952191.77632527178-696.776325271781
17729682170.98314099033797.01685900967
17833853283.36275573104101.637244268963
17937294237.95546307917-508.95546307917
18059996306.78823787491-307.788237874912
18110701533.69189439295-463.691894392953
18214021710.98349019132-308.983490191325
18318971818.1827681656678.8172318343404
18418621784.0927968664777.9072031335277
18516701652.1201980766117.8798019233927
18616881530.36178913519157.638210864809
18720312005.4364825625625.5635174374422


Extrapolation Forecasts of Exponential Smoothing
tForecast95% Lower Bound95% Upper Bound
1881939.058637780151711.215998707862166.90127685245
1892353.399065232712120.580958991132586.2171714743
1903199.619934539822955.043616286753444.19625279289
1913944.41758082653682.845977377474205.98918427552
1926016.988822416575700.213097269156333.76454756399
1931359.747879210201125.540852049951593.95490637044
1941598.633757961671356.301671345601840.96584457773
1951828.21496577851574.797764647162081.63216690985
1961791.600607635421532.756557494182050.44465777667
1971641.680976366651381.446060031441901.91589270187
1981558.802923396971295.054402811351822.55144398258
1991983.429121874211786.194989386242180.66325436218
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243969010vg8d95j5ghf2fiq/178d61243968916.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243969010vg8d95j5ghf2fiq/178d61243968916.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243969010vg8d95j5ghf2fiq/2b5741243968916.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243969010vg8d95j5ghf2fiq/2b5741243968916.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243969010vg8d95j5ghf2fiq/3u08s1243968916.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/02/t1243969010vg8d95j5ghf2fiq/3u08s1243968916.ps (open in new window)


 
Parameters (Session):
par1 = 12 ; par2 = Triple ; par3 = multiplicative ;
 
Parameters (R input):
par1 = 12 ; par2 = Triple ; par3 = multiplicative ;
 
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

Creative Commons License

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