exponantial smooting niet werkende-werkzoekende/filiz Aydemir

*Unverified author*

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

Title produced by software: Exponential Smoothing

Date of computation: Sun, 07 Jun 2009 14:29:09 -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/07/t1244406612i0qap93fb4pc5ov.htm/, Retrieved Sun, 07 Jun 2009 22:30:16 +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/07/t1244406612i0qap93fb4pc5ov.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 «

233084 233898 231355 232662 230037 231814 246796 247891 248291 245766 238776 242541 246861 246843 246947 241679 240085 241514 250525 250567 252145 251877 245817 248269 246310 246733 245028 240022 238614 238096 248530 248381 247567 241783 235000 237384 238020 236412 232279 230408 230254 229217 239658 239906 236558 223566 216054 214685 216086 211692 204681 203075 198401 191246 206750 209611 199573 195635 190062 193134 194795 190835 185045 184425 177293 180549 195344 196597 189102 185749 185145 192243 197356

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 1 seconds R Server 'George Udny Yule' @ 72.249.76.132 Estimated Parameters of Exponential Smoothing Parameter Value alpha 0.773667308423978 beta 0.166998649303154 gamma 1 Interpolation Forecasts of Exponential Smoothing t Observed Fitted Residuals 13 246861 241488.400106838 5372.59989316217 14 246843 246698.146581664 144.85341833625 15 246947 247998.863442649 -1051.86344264919 16 241679 242722.692366167 -1043.69236616709 17 240085 240859.204807568 -774.204807568109 18 241514 242143.140954864 -629.140954863891 19 250525 255381.855706619 -4856.85570661904 20 250567 251883.004897147 -1316.00489714718 21 252145 250182.939933752 1962.06006624809 22 251877 248511.174232739 3365.82576726069 23 245817 244126.325549484 1690.67445051644 24 248269 249390.446220837 -1121.44622083745 25 246310 254368.315305939 -8058.31530593935 26 246733 246493.671715601 239.328284399002 27 245028 246098.710705382 -1070.71070538196 28 240022 239309.458568613 712.541431387013 29 238614 237592.264456122 1021.73554387782 30 238096 239257.090559623 -1161.09055962315 31 248530 250017.251528366 -1487.25152836612 32 248381 249251.989465183 -870.989465183375 33 247567 248020.874131474 -453.874131474324 34 241783 243868.277593915 -2085.27759391547 35 235000 233253.237179674 1746.76282032573 36 237384 236297.813684912 1086.18631508760 37 238020 240072.381781725 -2052.38178172495 38 236412 238157.101756682 -1745.1017566823 39 232279 235108.697450088 -2829.69745008802 40 230408 226313.269489641 4094.73051035873 41 230254 226670.815243843 3583.18475615731 42 229217 229542.318780281 -325.318780280533 43 239658 240702.263864742 -1044.26386474186 44 239906 240303.437453434 -397.437453433929 45 236558 239478.514574015 -2920.51457401496 46 223566 232675.039548096 -9109.03954809584 47 216054 216212.500823049 -158.500823049166 48 214685 216106.605027618 -1421.60502761812 49 216086 215379.684192603 706.315807397041 50 211692 214173.761210970 -2481.76121096950 51 204681 208720.266064819 -4039.26606481895 52 203075 198810.298835002 4264.70116499774 53 198401 197459.566253684 941.433746316208 54 191246 195337.293807303 -4091.29380730292 55 206750 200869.019659909 5880.98034009055 56 209611 204317.290777901 5293.70922209925 57 199573 206402.535808116 -6829.53580811643 58 195635 193747.230947702 1887.76905229830 59 190062 187812.283688406 2249.71631159392 60 193134 189588.730635712 3545.26936428761 61 194795 194132.928944042 662.071055957844 62 190835 193112.285459732 -2277.28545973162 63 185045 188431.967071973 -3386.9670719734 64 184425 181957.894262301 2467.10573769888 65 177293 179283.777727809 -1990.77772780877 66 180549 174194.553457322 6354.44654267828 67 195344 191855.138118321 3488.86188167922 68 196597 194801.001029687 1795.99897031314 69 189102 192465.600555133 -3363.60055513267 70 185749 185941.896486569 -192.896486569283 71 185145 179687.410847424 5457.58915257579 72 192243 185861.655828502 6381.34417149783 73 197356 193936.640966452 3419.35903354763 Extrapolation Forecasts of Exponential Smoothing t Forecast 95% Lower Bound 95% Upper Bound 74 196729.364533671 190215.115827812 203243.613239530 75 196199.394646408 187422.857105238 204975.932187578 76 196747.920877436 185692.22057359 207803.621181282 77 193914.612306293 180518.535279166 207310.689333420 78 195270.087796205 179454.795441633 211085.380150776 79 209560.569096801 191239.787553311 227881.350640291 80 211167.997265687 190252.588554592 232083.405976781 81 207787.193338659 184187.403565266 231386.983112051 82 206529.901214780 180156.523477426 232903.278952134 83 203674.935570431 174439.922335222 232909.94880564 84 207102.162732279 174918.942513823 239285.382950736 85 210011.502391167 174795.131239360 245227.873542974

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/07/t1244406612i0qap93fb4pc5ov/1olso1244406547.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/07/t1244406612i0qap93fb4pc5ov/1olso1244406547.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/07/t1244406612i0qap93fb4pc5ov/2xx7f1244406547.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/07/t1244406612i0qap93fb4pc5ov/2xx7f1244406547.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/07/t1244406612i0qap93fb4pc5ov/3nclq1244406547.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/Jun/07/t1244406612i0qap93fb4pc5ov/3nclq1244406547.ps (open in new window)

Parameters (Session):

par1 = 12 ; par2 = Triple ; par3 = additive ;

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

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