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Werkloosheid vrouwen

*Unverified author*
R Software Module: /rwasp_exponentialsmoothing.wasp (opens new window with default values)
Title produced by software: Exponential Smoothing
Date of computation: Wed, 02 Jun 2010 10:48:38 +0000
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Jun/02/t12754758028ww62ssmwrd1fz6.htm/, Retrieved Wed, 02 Jun 2010 12:50:04 +0200
 
BibTeX entries for LaTeX users:
@Manual{KEY,
    author = {{YOUR NAME}},
    publisher = {Office for Research Development and Education},
    title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2010/Jun/02/t12754758028ww62ssmwrd1fz6.htm/},
    year = {2010},
}
@Manual{R,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2010},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
KdGP2W62
 
Dataseries X:
» Textbox « » Textfile « » CSV «
43657 42811 45419 50846 54500 51035 38675 36214 38763 39486 40540 40719 40471 39947 42683 47090 51520 48823 36122 33812 36928 37737 40123 41713 42025 42169 46352 50939 56139 52713 38532 37860 40880 41988 44576 46728 46913 49357 54709 60819 63695 60109 45544 43596 44431 45575 47980 49211 51374 52954 57529 62960 64530 61008 44964 43480 45429 47616 49364 51010 53188 55317 60106 65845 67028 63617 47605 45844 47925 50156 52258 53476 54327 55214 59347 64718 66208 62744 45587 43684 45676 47088 48907 50964 51798
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server184.73.236.201 @ 184.73.236.201


Estimated Parameters of Exponential Smoothing
ParameterValue
alpha0.670544711383677
beta0.0178522796328237
gamma1


Interpolation Forecasts of Exponential Smoothing
tObservedFittedResiduals
134047141770.7616436247-1299.76164362465
143994740363.3639934426-416.363993442552
154268342785.1307600934-102.130760093416
164709047045.091506843744.908493156312
175152051340.6599528949179.340047105114
184882348479.7124150463343.287584953723
193612236571.43196847-449.431968469959
203381233974.1874547103-162.187454710329
213692836243.6064262329684.393573767105
223773737424.9263177328312.073682267161
234012338692.60506821751430.39493178254
244171339844.4915812121868.50841878798
254202540448.30265192171576.69734807833
264216941320.5907170226848.409282977416
274635244924.08620513351427.91379486646
285093950717.4047142186221.595285781448
295613955668.6199794515470.380020548502
305271352947.2538120532-234.253812053248
313853239483.6273427048-951.62734270483
323786036568.02017691451291.97982308552
334088040495.9716757207384.02832427925
344198841535.0457224968452.954277503159
354457643535.958442921040.04155707997
364672844705.74404759162022.25595240844
374691345343.43131142961569.56868857041
384935746038.70354980393318.29645019605
395470952106.14740201822602.85259798176
406081959200.57867426221618.42132573779
416369566298.6953543585-2603.69535435853
426010960973.395887549-864.395887548992
434554444999.7936439552544.206356044837
444359643687.6035908299-91.6035908299382
454443146941.5469237097-2510.54692370973
464557546242.6361075631-667.636107563114
474798047934.591765982545.4082340175082
484921148870.8720799706340.127920029357
495137448220.78347529083153.2165247092
505295450580.68265492882373.31734507121
515752956008.15758278321520.84241721684
526296062297.4002375433662.599762456652
536453067517.7939917282-2987.79399172822
546100862445.9883563443-1437.98835634426
554496446224.5442533472-1260.54425334724
564348043493.5268955971-13.5268955970678
574542945960.4182033567-531.418203356683
584761647254.3992047989361.600795201099
594936450004.9036476862-640.903647686166
605101050636.319514932373.680485068042
615318850917.77158229932270.22841770069
625531752417.34561466582899.65438533419
636010658021.70737394852084.29262605146
646584564595.59020096591249.4097990341
656702869151.2906448299-2123.29064482992
666361765079.4026750192-1462.40267501917
674760548155.3565773381-550.356577338142
684584446259.8592872908-415.859287290848
694792548455.7095054046-530.709505404608
705015650198.2509360205-42.2509360204567
715225852499.2838760528-241.283876052825
725347653859.4154956275-383.415495627538
735432754302.727957592724.2720424072904
745521454479.1556037366734.844396263397
755934758305.98733700971041.01266299035
766471863776.1518573086941.84814269143
776620866904.63716325-696.637163250009
786274463998.5568481841-1254.55684818411
794558747610.4973492564-2023.49734925642
804368444781.6865246547-1097.68652465472
814567646344.726801493-668.726801493023
824708848015.2875560134-927.287556013362
834890749475.1608830378-568.160883037788
845096450416.6699681876547.330031812446
855179851523.3285137023274.671486297681


Extrapolation Forecasts of Exponential Smoothing
tForecast95% Lower Bound95% Upper Bound
8652030.24288067549423.472104570554637.0136567794
8755201.331146767351982.622041614358420.0402519204
8859528.119195060355684.59576391963371.6426262016
8961235.782357019856889.675646613365581.8890674262
9058724.547206180854117.855275435663331.239136926
9143868.078972962139757.86352985547978.2944160691
9242711.74114191738273.047356988947150.4349268451
9345079.794004639240060.19698123850099.3910280404
9447074.600343503941506.617766676852642.582920331
9549275.213938320143135.875209251755414.5526673885
9650986.613935645344324.592178837557648.6356924532
9751639.701386451545071.862818827758207.5399540754
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Jun/02/t12754758028ww62ssmwrd1fz6/15df61275475714.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Jun/02/t12754758028ww62ssmwrd1fz6/15df61275475714.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Jun/02/t12754758028ww62ssmwrd1fz6/2f4x91275475714.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Jun/02/t12754758028ww62ssmwrd1fz6/2f4x91275475714.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Jun/02/t12754758028ww62ssmwrd1fz6/3f4x91275475714.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Jun/02/t12754758028ww62ssmwrd1fz6/3f4x91275475714.ps (open in new window)


 
Parameters (Session):
par1 = 12 ; par2 = Triple ; par3 = multiplicative ;
 
Parameters (R input):
par1 = 12 ; par2 = Triple ; par3 = multiplicative ;
 
R code (references can be found in the software module):
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
myresid <- x - fit$fitted[,'xhat']
bitmap(file='test1.png')
op <- par(mfrow=c(2,1))
plot(fit,ylab='Observed (black) / Fitted (red)',main='Interpolation Fit of Exponential Smoothing')
plot(myresid,ylab='Residuals',main='Interpolation Prediction Errors')
par(op)
dev.off()
bitmap(file='test2.png')
p <- predict(fit, par1, prediction.interval=TRUE)
np <- length(p[,1])
plot(fit,p,ylab='Observed (black) / Fitted (red)',main='Extrapolation Fit of Exponential Smoothing')
dev.off()
bitmap(file='test3.png')
op <- par(mfrow = c(2,2))
acf(as.numeric(myresid),lag.max = nx/2,main='Residual ACF')
spectrum(myresid,main='Residals Periodogram')
cpgram(myresid,main='Residal Cumulative Periodogram')
qqnorm(myresid,main='Residual Normal QQ Plot')
qqline(myresid)
par(op)
dev.off()
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Estimated Parameters of Exponential Smoothing',2,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Parameter',header=TRUE)
a<-table.element(a,'Value',header=TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'alpha',header=TRUE)
a<-table.element(a,fit$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='mytable.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='mytable1.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='mytable2.tab')
 




Copyright

Creative Commons License

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa


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