R version 2.9.0 (2009-04-17) Copyright (C) 2009 The R Foundation for Statistical Computing ISBN 3-900051-07-0 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- c(15136 + ,16733 + ,20016 + ,17708 + ,18019 + ,19227 + ,22893 + ,23739 + ,21133 + ,22591 + ,26786 + ,29740 + ,15028 + ,17977 + ,20008 + ,21354 + ,19498 + ,22125 + ,25817 + ,28779 + ,20960 + ,22254 + ,27392 + ,29945 + ,16933 + ,17892 + ,20533 + ,23569 + ,22417 + ,22084 + ,26580 + ,27454 + ,24081 + ,23451 + ,28991 + ,31386 + ,16896 + ,20045 + ,23471 + ,21747 + ,25621 + ,23859 + ,25500 + ,30998 + ,24475 + ,23145 + ,29701 + ,34365 + ,17556 + ,22077 + ,25702 + ,22214 + ,26886 + ,23191 + ,27831 + ,35406 + ,23195 + ,25110 + ,30009 + ,36242 + ,18450 + ,21845 + ,26488 + ,22394 + ,28057 + ,25451 + ,24872 + ,33424 + ,24052 + ,28449 + ,33533 + ,37351 + ,19969 + ,21701 + ,26249 + ,24493 + ,24603 + ,26485 + ,30723 + ,34569 + ,26689 + ,26157 + ,32064 + ,38870 + ,21337 + ,19419 + ,23166 + ,28286 + ,24570 + ,24001 + ,33151 + ,24878 + ,26804 + ,28967 + ,33311 + ,40226 + ,20504 + ,23060 + ,23562 + ,27562 + ,23940 + ,24584 + ,34303 + ,25517 + ,23494 + ,29095 + ,32903 + ,34379 + ,16991 + ,21109 + ,23740 + ,25552 + ,21752 + ,20294 + ,29009 + ,25500 + ,24166 + ,26960 + ,31222 + ,38641 + ,14672 + ,17543 + ,25453 + ,32683 + ,22449 + ,22316 + ,27595 + ,25451 + ,25421 + ,25288 + ,32568 + ,35110 + ,16052 + ,22146 + ,21198 + ,19543 + ,22084 + ,23816 + ,29961 + ,26773 + ,26635 + ,26972 + ,30207 + ,38687 + ,16974 + ,21697 + ,24179 + ,23757 + ,25013 + ,24019 + ,30345 + ,24488 + ,25156 + ,25650 + ,30923 + ,37240 + ,17466 + ,19463 + ,24352 + ,26805 + ,25236 + ,24735 + ,29356 + ,31234 + ,22724 + ,28496 + ,32857 + ,37198 + ,13652 + ,22784 + ,23565 + ,26323 + ,23779 + ,27549 + ,29660 + ,23356) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > par1 <- as.numeric(par1) > if (par2 == 'Single') K <- 1 > if (par2 == 'Double') K <- 2 > if (par2 == 'Triple') K <- par1 > nx <- length(x) > nxmK <- nx - K > x <- ts(x, frequency = par1) > if (par2 == 'Single') fit <- HoltWinters(x, gamma=0, beta=0) > if (par2 == 'Double') fit <- HoltWinters(x, gamma=0) > if (par2 == 'Triple') fit <- HoltWinters(x, seasonal=par3) > fit Holt-Winters exponential smoothing with trend and multiplicative seasonal component. Call: HoltWinters(x = x, seasonal = par3) Smoothing parameters: alpha: 0.06944185 beta : 0.09554514 gamma: 0.2749976 Coefficients: [,1] a 2.687238e+04 b 9.909594e+00 s1 9.313958e-01 s2 1.020542e+00 s3 1.199493e+00 s4 1.400773e+00 s5 6.152247e-01 s6 8.008116e-01 s7 8.998473e-01 s8 9.671089e-01 s9 9.041869e-01 s10 9.334512e-01 s11 1.113385e+00 s12 9.992109e-01 > myresid <- x - fit$fitted[,'xhat'] > postscript(file="/var/www/html/rcomp/tmp/1dinp1244297254.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/20flm1244297254.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/3v99p1244297254.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$gamma) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/4t8j81244297254.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Interpolation Forecasts of Exponential Smoothing',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'t',header=TRUE) > a<-table.element(a,'Observed',header=TRUE) > a<-table.element(a,'Fitted',header=TRUE) > a<-table.element(a,'Residuals',header=TRUE) > a<-table.row.end(a) > for (i in 1:nxmK) { + a<-table.row.start(a) + a<-table.element(a,i+K,header=TRUE) + a<-table.element(a,x[i+K]) + a<-table.element(a,fit$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/5l72t1244297254.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/675h31244297254.tab") > > system("convert tmp/1dinp1244297254.ps tmp/1dinp1244297254.png") > system("convert tmp/20flm1244297254.ps tmp/20flm1244297254.png") > system("convert tmp/3v99p1244297254.ps tmp/3v99p1244297254.png") > > > proc.time() user system elapsed 1.220 0.604 1.389