R version 2.8.0 (2008-10-20)
Copyright (C) 2008 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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> x <- c(900,899,898,896,916,915,900,890,891,891,892,894,896,889,878,883,901,897,881,866,867,866,862,871,865,856,847,859,870,872,856,839,829,825,822,827,822,812,810,816,820,823,810,793,777,772,765,765,753,742,736,740,742,742,728,707,699,696,689,692,673,653,642,648,654,653,630,609,598,601,592,591,568,538,523,530,529,534,513,491,480,478,462,461,437,411,400,405,395,407,385,366,349,343,332,327,306,276,269,268,260,274,247,226,212,199,188,179,155,124,117,116,105,112,86,64,53,42,32,24)
> 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:  0.7689918 
 beta :  0.729804 
 gamma:  1 

Coefficients:
          [,1]
a    19.667695
b   -18.582303
s1   -1.242358
s2  -11.761379
s3   -1.487410
s4   12.179953
s5   14.314839
s6   28.221205
s7    4.021106
s8  -14.052463
s9  -19.570885
s10 -14.930232
s11  -7.009430
s12   4.332305
> myresid <- x - fit$fitted[,'xhat']
> postscript(file="/var/www/html/freestat/rcomp/tmp/1fa7a1280405270.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> op <- par(mfrow=c(2,1))
> plot(fit,ylab='Observed (black) / Fitted (red)',main='Interpolation Fit of Exponential Smoothing')
> plot(myresid,ylab='Residuals',main='Interpolation Prediction Errors')
> par(op)
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/freestat/rcomp/tmp/2c5w11280405270.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> p <- predict(fit, par1, prediction.interval=TRUE)
> np <- length(p[,1])
> plot(fit,p,ylab='Observed (black) / Fitted (red)',main='Extrapolation Fit of Exponential Smoothing')
> dev.off()
null device 
          1 
> postscript(file="/var/www/html/freestat/rcomp/tmp/3c5w11280405270.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> op <- par(mfrow = c(2,2))
> acf(as.numeric(myresid),lag.max = nx/2,main='Residual ACF')
> spectrum(myresid,main='Residals Periodogram')
> cpgram(myresid,main='Residal Cumulative Periodogram')
> qqnorm(myresid,main='Residual Normal QQ Plot')
> qqline(myresid)
> par(op)
> dev.off()
null device 
          1 
> 
> #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/html/freestat/rcomp/createtable")
> 
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,'Estimated Parameters of Exponential Smoothing',2,TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Parameter',header=TRUE)
> a<-table.element(a,'Value',header=TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'alpha',header=TRUE)
> a<-table.element(a,fit$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/4lb4l1280405270.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/5ekm61280405270.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/603kc1280405270.tab") 
> 
> try(system("convert tmp/1fa7a1280405270.ps tmp/1fa7a1280405270.png",intern=TRUE))
character(0)
> try(system("convert tmp/2c5w11280405270.ps tmp/2c5w11280405270.png",intern=TRUE))
character(0)
> try(system("convert tmp/3c5w11280405270.ps tmp/3c5w11280405270.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.358   0.712   1.520