triple exponential smoothing model jonge werkzoekenden <25jaar

*Unverified author*

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

Title produced by software: Exponential Smoothing

Date of computation: Fri, 05 Jun 2009 03:24:04 -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/05/t1244193907i8da3pibw7ha0ti.htm/, Retrieved Fri, 05 Jun 2009 11:25:07 +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/05/t1244193907i8da3pibw7ha0ti.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:

triple exponential smoothing model datareeks jonge werkzoekenden onder de 25 jaar

Dataseries X:

» Textbox « » Textfile « » CSV «

51772 48439 45716 43851 41622 45180 72550 77681 71177 63390 57386 56765 55772 53605 50338 47314 44596 47029 72490 78086 71058 63276 56918 55170 52980 50466 48553 46307 43796 45642 70765 75685 69220 62898 56011 54148 46626 46018 42408 42483 40113 41381 62348 63611 58389 46175 40555 37909 37866 34418 31736 29533 27604 30575 51345 52455 43367 37077 33016 33117 32279 30369 28983 27864 24591 29528 46549 47932 41584 37295 34666 36773 39591 39833

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 3 seconds R Server 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 Estimated Parameters of Exponential Smoothing Parameter Value alpha 1 beta 0 gamma 0.588499413681975 Interpolation Forecasts of Exponential Smoothing t Observed Fitted Residuals 13 55772 54088.2017045455 1683.79829545452 14 53605 53590.625 14.3750000000073 15 50338 50326.0833333333 11.9166666666715 16 47314 47323.7083333333 -9.70833333333576 17 44596 44620.25 -24.2499999999854 18 47029 47114.9583333333 -85.9583333333358 19 72490 74126.7083333333 -1636.70833333334 20 78086 77239.0833333333 846.916666666657 21 71058 71174.1666666667 -116.166666666657 22 63276 62934.125 341.874999999993 23 56918 57003.7916666667 -85.7916666666715 24 55170 56096.0416666667 -926.041666666664 25 52980 54102.4583333333 -1122.45833333334 26 50466 50798.625 -332.624999999993 27 48553 47187.0833333333 1365.91666666667 28 46307 45538.7083333333 768.291666666664 29 43796 43613.25 182.750000000015 30 45642 46314.9583333333 -672.958333333336 31 70765 72739.7083333333 -1974.70833333334 32 75685 75514.0833333333 170.916666666657 33 69220 68773.1666666667 446.833333333343 34 62898 61096.125 1801.87499999999 35 56011 56625.7916666667 -614.791666666672 36 54148 55189.0416666667 -1041.04166666666 37 46626 53080.4583333333 -6454.45833333334 38 46018 44444.625 1573.37500000001 39 42408 42739.0833333333 -331.083333333328 40 42483 39393.7083333333 3089.29166666666 41 40113 39789.25 323.750000000015 42 41381 42631.9583333333 -1250.95833333334 43 62348 68478.7083333333 -6130.70833333334 44 63611 67097.0833333333 -3486.08333333334 45 58389 56699.1666666667 1689.83333333334 46 46175 50265.125 -4090.12500000001 47 40555 39902.7916666667 652.208333333328 48 37909 39733.0416666667 -1824.04166666666 49 37866 36841.4583333333 1024.54166666666 50 34418 35684.625 -1266.62499999999 51 31736 31139.0833333333 596.916666666672 52 29533 28721.7083333333 811.291666666664 53 27604 26839.25 764.750000000015 54 30575 30122.9583333333 452.041666666664 55 51345 57672.7083333333 -6327.70833333334 56 52455 56094.0833333333 -3639.08333333334 57 43367 45543.1666666667 -2176.16666666666 58 37077 35243.125 1833.87499999999 59 33016 30804.7916666667 2211.20833333333 60 33117 32194.0416666667 922.958333333336 61 32279 32049.4583333333 229.541666666657 62 30369 30097.625 271.375000000007 63 28983 27090.0833333333 1892.91666666667 64 27864 25968.7083333333 1895.29166666666 65 24591 25170.25 -579.249999999985 66 29528 27109.9583333333 2418.04166666666 67 46549 56625.7083333333 -10076.7083333333 68 47932 51298.0833333333 -3366.08333333334 69 41584 41020.1666666667 563.833333333343 70 37295 33460.125 3834.87499999999 71 34666 31022.7916666667 3643.20833333333 72 36773 33844.0416666667 2928.95833333334 73 39591 35705.4583333333 3885.54166666666 74 39833 37409.625 2423.37500000001 Extrapolation Forecasts of Exponential Smoothing t Forecast 95% Lower Bound 95% Upper Bound 75 36554.0833333333 31520.4154174099 41587.7512492567 76 33539.7916666667 26421.1102314855 40658.4731018478 77 30846.0416666666 22127.473087858 39564.6102454753 78 33365 23297.6641681532 43432.3358318468 79 60462.7083333333 49207.0846971689 71718.3319694977 80 65211.7916666667 52881.8737380356 77541.7095952978 81 58299.9583333333 44982.1248453153 71617.7918213514 82 50176.0833333333 35938.720462971 64413.4462036957 83 43903.875 28802.8712522298 59004.8787477702 84 43081.9166666667 27164.0610674358 58999.7722658975 85 42014.375 25319.5872036319 58709.1627963681 86 39833 22395.8628423827 57270.1371576173

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/05/t1244193907i8da3pibw7ha0ti/1ruwu1244193839.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/05/t1244193907i8da3pibw7ha0ti/1ruwu1244193839.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/05/t1244193907i8da3pibw7ha0ti/2la451244193839.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/05/t1244193907i8da3pibw7ha0ti/2la451244193839.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/05/t1244193907i8da3pibw7ha0ti/3ar3b1244193839.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/05/t1244193907i8da3pibw7ha0ti/3ar3b1244193839.ps (open in new window)

Parameters (Session):

par1 = 12 ; par2 = Single ; par3 = multiplicative ;

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')

Copyright

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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