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Type 'q()' to quit R. > x <- c(14.458,13.594,17.814,20.235,21.811,21.439,21.393,19.831,20.468,21.080,21.600,17.390,17.848,19.592,21.092,20.899,25.890,24.965,22.225,20.977,22.897,22.785,22.769,19.637,20.203,20.450,23.083,21.738,26.766,25.280,22.574,22.729,21.378,22.902,24.989,21.116,15.169,15.846,20.927,18.273,22.538,15.596,14.034,11.366,14.861,15.149,13.577,13.026,13.190,13.196,15.826,14.733,16.307,15.703,14.589,12.043,15.057,14.053,12.698,10.888,10.045,11.549,13.767,12.434,13.116,14.211,12.266,12.602,15.714,13.742,12.745,10.491,10.057,10.900,11.771,11.992,11.933,14.504,11.727,11.477,13.578,11.555,11.846,11.397,10.066,10.269,14.279,13.870,13.695,14.420,11.424,9.704,12.464,14.301,13.464,9.893,11.572,12.380,16.692,16.052,16.459,14.761,13.654,13.480,18.068,16.560,14.530,10.650,11.651,13.735,13.360,17.818,20.613,16.231,13.862,12.004,17.734,15.034,12.609,12.320,10.833,11.350,13.648,14.890,16.325,18.045,15.616,11.926,16.855,15.083,12.520,12.355) > par3 = 'additive' > par2 = 'Triple' > par1 = '12' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: Wessa P., (2010), Exponential Smoothing (v1.0.4) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_exponentialsmoothing.wasp/ > #Source of accompanying publication: > #Technical description: > par1 <- as.numeric(par1) > if (par2 == 'Single') K <- 1 > if (par2 == 'Double') K <- 2 > if (par2 == 'Triple') K <- par1 > nx <- length(x) > nxmK <- nx - K > x <- ts(x, frequency = par1) > if (par2 == 'Single') fit <- HoltWinters(x, gamma=F, beta=F) > if (par2 == 'Double') fit <- HoltWinters(x, gamma=F) > if (par2 == 'Triple') fit <- HoltWinters(x, seasonal=par3) > fit Holt-Winters exponential smoothing with trend and additive seasonal component. Call: HoltWinters(x = x, seasonal = par3) Smoothing parameters: alpha: 0.4804213 beta : 0.01992378 gamma: 0.4955172 Coefficients: [,1] a 14.3859483282 b 0.0006487139 s1 -2.8055130085 s2 -1.9681784328 s3 0.0777545472 s4 0.8540615295 s5 1.8318978352 s6 1.1007442395 s7 -1.0226923338 s8 -2.5323533331 s9 2.0257064850 s10 0.4457638728 s11 -1.0811282357 s12 -2.2394371654 > myresid <- x - fit$fitted[,'xhat'] > postscript(file="/var/www/html/rcomp/tmp/1e4q91293204709.ps",horizontal=F,onefile=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/27w7c1293204709.ps",horizontal=F,onefile=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/37w7c1293204709.ps",horizontal=F,onefile=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$gamma) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/4gkfw1293204709.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Interpolation Forecasts of Exponential Smoothing',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'t',header=TRUE) > a<-table.element(a,'Observed',header=TRUE) > a<-table.element(a,'Fitted',header=TRUE) > a<-table.element(a,'Residuals',header=TRUE) > a<-table.row.end(a) > for (i in 1:nxmK) { + a<-table.row.start(a) + a<-table.element(a,i+K,header=TRUE) + a<-table.element(a,x[i+K]) + a<-table.element(a,fit$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/5rcxi1293204709.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/6hf2c1293204709.tab") > > try(system("convert tmp/1e4q91293204709.ps tmp/1e4q91293204709.png",intern=TRUE)) character(0) > try(system("convert tmp/27w7c1293204709.ps tmp/27w7c1293204709.png",intern=TRUE)) character(0) > try(system("convert tmp/37w7c1293204709.ps tmp/37w7c1293204709.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.994 0.562 2.476