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Type 'q()' to quit R. > x <- c(285708,905858,225733,405481,845758,805651,395747,695853,175625,405534,965639,575634,576023,566089,336141,26271,586226,376484,176583,287042,997142,207694,418003,838258,848182,658215,208304,398599,438399,578393,988390,958304,318251,78307,408520,748640,258520,518618,388588,238842,328957,499266,109011,168896,798921,878732,897576,518317,228370,758167,658491,518170,398212,498286,78136,647990,357927,698061,407932,637934,397784,217980,47737,467672,67651,167524,687406,367345,157553,887453,227566,817279,697059,997185,847075,547122,996977,346998,967154,547097,586853,46728,236883,36784,277085,446998,586725,496845,86765,146966,197113,657096,337200,17273,457284,507696,547628,157435,67793,267631,518397,918560,918895,429509,289569,9010172,1810617,7111400,1611919,9712714,2913310,1013816,6714518,2414721,9114534,8214993,6215159,515612,9415340,3715267) > par3 = 'multiplicative' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_exponentialsmoothing.wasp/ > #Source of accompanying publication: > #Technical description: > par1 <- as.numeric(par1) > if (par2 == 'Single') K <- 1 > if (par2 == 'Double') K <- 2 > if (par2 == 'Triple') K <- par1 > nx <- length(x) > nxmK <- nx - K > x <- ts(x, frequency = par1) > if (par2 == 'Single') fit <- HoltWinters(x, gamma=F, beta=F) > if (par2 == 'Double') fit <- HoltWinters(x, gamma=F) > if (par2 == 'Triple') fit <- HoltWinters(x, seasonal=par3) > fit Holt-Winters exponential smoothing with trend and multiplicative seasonal component. Call: HoltWinters(x = x, seasonal = par3) Smoothing parameters: alpha: 0.1736599 beta : 0.0006736072 gamma: 0.07991209 Coefficients: [,1] a 6.049969e+06 b -8.577734e+03 s1 1.020683e+00 s2 1.239836e+00 s3 7.185521e-01 s4 2.064205e-01 s5 9.904636e-01 s6 7.217429e-01 s7 7.320327e-01 s8 1.001987e+00 s9 4.622049e-01 s10 7.681944e-01 s11 1.313317e+00 s12 1.111584e+00 > myresid <- x - fit$fitted[,'xhat'] > postscript(file="/var/www/html/freestat/rcomp/tmp/1i4hy1275470025.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/2i4hy1275470025.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/3bez11275470025.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$gamma) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/freestat/rcomp/tmp/4ewx71275470025.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Interpolation Forecasts of Exponential Smoothing',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'t',header=TRUE) > a<-table.element(a,'Observed',header=TRUE) > a<-table.element(a,'Fitted',header=TRUE) > a<-table.element(a,'Residuals',header=TRUE) > a<-table.row.end(a) > for (i in 1:nxmK) { + a<-table.row.start(a) + a<-table.element(a,i+K,header=TRUE) + a<-table.element(a,x[i+K]) + a<-table.element(a,fit$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/5hfwd1275470025.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/6a6vy1275470025.tab") > > try(system("convert tmp/1i4hy1275470025.ps tmp/1i4hy1275470025.png",intern=TRUE)) character(0) > try(system("convert tmp/2i4hy1275470025.ps tmp/2i4hy1275470025.png",intern=TRUE)) character(0) > try(system("convert tmp/3bez11275470025.ps tmp/3bez11275470025.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.332 0.722 1.433