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Type 'q()' to quit R. > x <- c(562674,599000,668516,597798,579889,668233,499232,215187,555813,586935,546136,571111,634712,639283,712182,621557,621000,675989,501322,220286,560727,602530,626379,605508,646783,658442,712906,687714,723916,707183,629000,237530,613296,730444,734925,651812,676155,748183,810681,729363,701108,790079,594621,230716,617189,691389,701067,705777,747636,773392,813788,766713,728875,749197,680954,241424,680234,708326,694238,772071,795337,788421,889968,797393,751000,821255,691605,290655,727147,868355,812390,799556,843038,847000,941952,804309,840307,871528,656330,370508,742000,847152,731675,898527,778139,856075,938833,813023,783417,828110,657311,310032,780000,860000,780000,807993,895217,856075,893268,875000,835088,934595,832500,300000,791443,900000,781729,880000,875024,992968,976804,968697,871675,1006852,832037,345587,849528,913871,868746,993733) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_exponentialsmoothing.wasp/ > #Source of accompanying publication: > #Technical description: > par1 <- as.numeric(par1) > if (par2 == 'Single') K <- 1 > if (par2 == 'Double') K <- 2 > if (par2 == 'Triple') K <- par1 > nx <- length(x) > nxmK <- nx - K > x <- ts(x, frequency = par1) > if (par2 == 'Single') fit <- HoltWinters(x, gamma=F, beta=F) > if (par2 == 'Double') fit <- HoltWinters(x, gamma=F) > if (par2 == 'Triple') fit <- HoltWinters(x, seasonal=par3) > fit Holt-Winters exponential smoothing with trend and multiplicative seasonal component. Call: HoltWinters(x = x, seasonal = par3) Smoothing parameters: alpha: 0.1752279 beta : 0 gamma: 0.2803916 Coefficients: [,1] a 8.818825e+05 b 1.920047e+03 s1 1.080628e+00 s2 1.125962e+00 s3 1.190000e+00 s4 1.103399e+00 s5 1.052936e+00 s6 1.150729e+00 s7 9.434125e-01 s8 3.942856e-01 s9 9.761049e-01 s10 1.078446e+00 s11 9.943961e-01 s12 1.078715e+00 > myresid <- x - fit$fitted[,'xhat'] > postscript(file="/var/www/html/rcomp/tmp/11xpy1275499947.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/2c7pk1275499947.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/3c7pk1275499947.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$gamma) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/47gma1275499947.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Interpolation Forecasts of Exponential Smoothing',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'t',header=TRUE) > a<-table.element(a,'Observed',header=TRUE) > a<-table.element(a,'Fitted',header=TRUE) > a<-table.element(a,'Residuals',header=TRUE) > a<-table.row.end(a) > for (i in 1:nxmK) { + a<-table.row.start(a) + a<-table.element(a,i+K,header=TRUE) + a<-table.element(a,x[i+K]) + a<-table.element(a,fit$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/5bhlg1275499947.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/64qkj1275499947.tab") > > try(system("convert tmp/11xpy1275499947.ps tmp/11xpy1275499947.png",intern=TRUE)) character(0) > try(system("convert tmp/2c7pk1275499947.ps tmp/2c7pk1275499947.png",intern=TRUE)) character(0) > try(system("convert tmp/3c7pk1275499947.ps tmp/3c7pk1275499947.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.959 0.531 2.879