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Type 'q()' to quit R. > x <- c(8.82000 + ,8.80000 + ,8.82000 + ,8.58000 + ,8.54000 + ,8.42000 + ,8.43000 + ,8.44000 + ,8.09000 + ,7.69000 + ,7.56000 + ,7.54000 + ,7.40000 + ,7.39000 + ,7.37000 + ,7.31000 + ,7.35000 + ,7.26000 + ,7.37000 + ,7.35000 + ,7.33000 + ,7.32000 + ,7.31000 + ,7.33000 + ,7.32000 + ,7.27000 + ,7.48000 + ,7.70000 + ,7.77000 + ,7.80000 + ,7.84000 + ,7.81000 + ,7.78000 + ,7.82000 + ,7.80000 + ,7.81000 + ,7.80000 + ,7.66000 + ,7.41000 + ,7.35000 + ,7.39000 + ,7.32000 + ,7.32000 + ,7.30000 + ,7.29000 + ,7.26000 + ,7.22000 + ,7.21000 + ,7.21000 + ,7.21000 + ,7.20000 + ,7.19000 + ,7.18000 + ,7.12000 + ,7.12000 + ,7.07000 + ,7.08000 + ,7.05000 + ,7.06000 + ,7.07000 + ,7.08000 + ,7.08000 + ,7.09000 + ,7.07000 + ,7.06000 + ,6.99000 + ,6.99000 + ,6.99000 + ,6.98000 + ,6.96000 + ,6.95000 + ,6.91000 + ,6.91000 + ,6.87000 + ,6.91000 + ,6.89000 + ,6.88000 + ,6.90000 + ,6.91000 + ,6.85000 + ,6.86000 + ,6.82000 + ,6.80000 + ,6.83000 + ,6.84000 + ,6.89000 + ,7.14000 + ,7.21000 + ,7.25000 + ,7.31000 + ,7.30000 + ,7.48000 + ,7.49000 + ,7.40000 + ,7.44000 + ,7.42000 + ,7.14000 + ,7.24000 + ,7.33000 + ,7.61000 + ,7.66000 + ,7.69000 + ,7.70000 + ,7.68000 + ,7.71000 + ,7.71000 + ,7.72000 + ,7.68000 + ,7.72000 + ,7.74000 + ,7.76000 + ,7.90000 + ,7.97000 + ,7.96000 + ,7.95000 + ,7.97000 + ,7.93000 + ,7.99000 + ,7.96000 + ,7.92000 + ,7.97000 + ,7.98000 + ,8.00000 + ,8.04000 + ,8.17000 + ,8.29000 + ,8.26000 + ,8.30000 + ,8.32000 + ,8.28000 + ,8.27000 + ,8.32000) > par3 = 'additive' > par2 = 'Double' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_exponentialsmoothing.wasp/ > #Source of accompanying publication: > #Technical description: > par1 <- as.numeric(par1) > if (par2 == 'Single') K <- 1 > if (par2 == 'Double') K <- 2 > if (par2 == 'Triple') K <- par1 > nx <- length(x) > nxmK <- nx - K > x <- ts(x, frequency = par1) > if (par2 == 'Single') fit <- HoltWinters(x, gamma=F, beta=F) > if (par2 == 'Double') fit <- HoltWinters(x, gamma=F) > if (par2 == 'Triple') fit <- HoltWinters(x, seasonal=par3) > fit Holt-Winters exponential smoothing with trend and without seasonal component. Call: HoltWinters(x = x, gamma = F) Smoothing parameters: alpha: 1 beta : 0.1788142 gamma: FALSE Coefficients: [,1] a 8.32000000 b 0.02200378 > myresid <- x - fit$fitted[,'xhat'] > postscript(file="/var/www/html/rcomp/tmp/1kyih1264535347.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/2eni61264535347.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/3xawb1264535347.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$gamma) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/4lk091264535347.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Interpolation Forecasts of Exponential Smoothing',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'t',header=TRUE) > a<-table.element(a,'Observed',header=TRUE) > a<-table.element(a,'Fitted',header=TRUE) > a<-table.element(a,'Residuals',header=TRUE) > a<-table.row.end(a) > for (i in 1:nxmK) { + a<-table.row.start(a) + a<-table.element(a,i+K,header=TRUE) + a<-table.element(a,x[i+K]) + a<-table.element(a,fit$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/55jj01264535347.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/6fdc61264535347.tab") > > try(system("convert tmp/1kyih1264535347.ps tmp/1kyih1264535347.png",intern=TRUE)) character(0) > try(system("convert tmp/2eni61264535347.ps tmp/2eni61264535347.png",intern=TRUE)) character(0) > try(system("convert tmp/3xawb1264535347.ps tmp/3xawb1264535347.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.987 0.515 1.327