R version 2.8.0 (2008-10-20) Copyright (C) 2008 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. Natural language support but running in an English locale 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(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) > par20 = '' > par19 = '' > par18 = '' > par17 = '' > par16 = '' > par15 = '' > par14 = '' > par13 = '' > par12 = '' > par11 = '' > par10 = '' > par9 = '' > par8 = '' > par7 = '' > par6 = '' > par5 = '' > par4 = '' > par3 = 'additive' > par2 = 'Triple' > par1 = '12' > ylab = '' > xlab = '' > main = '' > #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_exponentialsmoothing.wasp/ > #Source of accompanying publication: > #Technical description: > par1 <- as.numeric(par1) > if (par2 == 'Single') K <- 1 > if (par2 == 'Double') K <- 2 > if (par2 == 'Triple') K <- par1 > nx <- length(x) > nxmK <- nx - K > x <- ts(x, frequency = par1) > if (par2 == 'Single') fit <- HoltWinters(x, gamma=F, beta=F) > if (par2 == 'Double') fit <- HoltWinters(x, gamma=F) > if (par2 == 'Triple') fit <- HoltWinters(x, seasonal=par3) > fit Holt-Winters exponential smoothing without trend and with additive seasonal component. Call: HoltWinters(x = x, seasonal = par3) Smoothing parameters: alpha: 0.4472017 beta : 0 gamma: 0.4749295 Coefficients: [,1] a 14.2650410 s1 -2.6734472 s2 -1.8049519 s3 0.2698527 s4 1.0899009 s5 2.1226500 s6 1.3915868 s7 -0.7703528 s8 -2.3535660 s9 2.1592891 s10 0.5919630 s11 -0.9547282 s12 -2.1312530 > myresid <- x - fit$fitted[,'xhat'] > postscript(file="/var/www/html/freestat/rcomp/tmp/1jlsi1293206647.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/freestat/rcomp/tmp/2jlsi1293206647.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/freestat/rcomp/tmp/3tcrl1293206647.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/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/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$gamma) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/4xupr1293206647.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Interpolation Forecasts of Exponential Smoothing',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'t',header=TRUE) > a<-table.element(a,'Observed',header=TRUE) > a<-table.element(a,'Fitted',header=TRUE) > a<-table.element(a,'Residuals',header=TRUE) > a<-table.row.end(a) > for (i in 1:nxmK) { + a<-table.row.start(a) + a<-table.element(a,i+K,header=TRUE) + a<-table.element(a,x[i+K]) + a<-table.element(a,fit$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/freestat/rcomp/tmp/50v6x1293206647.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/freestat/rcomp/tmp/6t4501293206647.tab") > > try(system("convert tmp/1jlsi1293206647.ps tmp/1jlsi1293206647.png",intern=TRUE)) character(0) > try(system("convert tmp/2jlsi1293206647.ps tmp/2jlsi1293206647.png",intern=TRUE)) character(0) > try(system("convert tmp/3tcrl1293206647.ps tmp/3tcrl1293206647.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.485 0.770 1.701