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Type 'q()' to quit R. > x <- c(1664.81,2397.53,2840.71,3547.29,3752.96,3714.74,4349.61,3566.34,5021.82,6423.48,7600.60,19756.21,2499.81,5198.24,7225.14,4806.03,5900.88,4951.34,6179.12,4752.15,5496.43,5835.10,12600.08,28541.72,4717.02,5702.63,9957.58,5304.78,6492.43,6630.80,7349.62,8176.62,8573.17,9690.50,15151.84,34061.01,5921.10,5814.58,12421.25,6369.77,7609.12,7224.75,8121.22,7979.25,8093.06,8476.70,17914.66,30114.41,4826.64,6470.23,9638.77,8821.17,8722.37,10209.48,11276.55,12552.22,11637.39,13606.89,21822.11,45060.69,7615.03,9849.69,14558.40,11587.33,9332.56,13082.09,16732.78,19888.61,23933.38,25391.35,36024.80,80721.71,10243.24,11266.88,21826.84,17357.33,15997.79,18601.53,26155.15,28586.52,30505.41,30821.33,46634.38,104660.67) > par3 = 'multiplicative' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > par1 <- as.numeric(par1) > if (par2 == 'Single') K <- 1 > if (par2 == 'Double') K <- 2 > if (par2 == 'Triple') K <- par1 > nx <- length(x) > nxmK <- nx - K > x <- ts(x, frequency = par1) > if (par2 == 'Single') fit <- HoltWinters(x, gamma=0, beta=0) > if (par2 == 'Double') fit <- HoltWinters(x, gamma=0) > if (par2 == 'Triple') fit <- HoltWinters(x, seasonal=par3) > fit Holt-Winters exponential smoothing with trend and multiplicative seasonal component. Call: HoltWinters(x = x, seasonal = par3) Smoothing parameters: alpha: 0.4889037 beta : 0.04653724 gamma: 0.947455 Coefficients: [,1] a 3.606514e+04 b 7.249585e+02 s1 4.075754e-01 s2 5.050796e-01 s3 9.353304e-01 s4 7.226856e-01 s5 6.467449e-01 s6 7.787402e-01 s7 9.843606e-01 s8 9.845490e-01 s9 9.518213e-01 s10 9.103518e-01 s11 1.334823e+00 s12 2.900034e+00 > myresid <- x - fit$fitted[,'xhat'] > postscript(file="/var/www/html/rcomp/tmp/1nf5w1244233178.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/2pwbv1244233178.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/3attx1244233178.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$gamma) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/4qe1c1244233178.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Interpolation Forecasts of Exponential Smoothing',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'t',header=TRUE) > a<-table.element(a,'Observed',header=TRUE) > a<-table.element(a,'Fitted',header=TRUE) > a<-table.element(a,'Residuals',header=TRUE) > a<-table.row.end(a) > for (i in 1:nxmK) { + a<-table.row.start(a) + a<-table.element(a,i+K,header=TRUE) + a<-table.element(a,x[i+K]) + a<-table.element(a,fit$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/5oj3g1244233178.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/6rm891244233178.tab") > > system("convert tmp/1nf5w1244233178.ps tmp/1nf5w1244233178.png") > system("convert tmp/2pwbv1244233178.ps tmp/2pwbv1244233178.png") > system("convert tmp/3attx1244233178.ps tmp/3attx1244233178.png") > > > proc.time() user system elapsed 0.856 0.494 0.992