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R Software Module: /rwasp_exponentialsmoothing.wasp (opens new window with default values)
Title produced by software: Exponential Smoothing
Date of computation: Sun, 06 Jun 2010 16:15:27 +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/06/t127584095689amr8h3lymcl7r.htm/, Retrieved Sun, 06 Jun 2010 18:15:57 +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/06/t127584095689amr8h3lymcl7r.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 «
5,074 4,643 5,451 5,397 5,635 5,708 5,578 5,574 5,352 5,302 4,923 4,982 5,101 4,763 5,505 5,385 5,794 5,695 5,798 5,705 5,422 5,311 4,968 5,053 5,236 4,782 5,531 5,566 5,961 5,868 5,872 5,908 5,594 5,526 5,111 5,177 5,835 5,348 6,038 6,039 6,408 6,214 6,138 6,529 6,058 6,026 5,678 5,733 6,488 5,936 6,84 6,694 7,193 6,991 7,209 7,104 6,83 6,848 6,396 6,414 7,151 6,882 7,698 7,626 7,936 8,054 8,128 8,062 7,708 7,574 7,039 7,146 7,07 6,607 7,699 7,663 7,988 7,723 8,087 8,028 7,362
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'RServer@AstonUniversity' @ vre.aston.ac.uk


Estimated Parameters of Exponential Smoothing
ParameterValue
alpha0.553998137465133
beta1
gammaFALSE


Interpolation Forecasts of Exponential Smoothing
tObservedFittedResiduals
35.4514.2121.239
45.3975.15380738463860.243192615361401
55.6355.67866758886888-0.0436675888688809
65.7086.02041601134176-0.312416011341765
75.5786.04020041992036-0.462200419920356
85.5745.72094637335361-0.146946373353612
95.3525.49493446426803-0.142934464268032
105.3025.191959718359480.110040281640522
114.9235.09009462158497-0.167094621584965
124.9824.742127195458440.239872804541559
135.1014.752508052359550.348491947640448
144.7635.01612760214491-0.253127602144911
155.5054.806218821757270.698781178242728
165.3855.51078920398326-0.125789203983255
175.7945.688862145527180.105137854472815
185.6956.0531144229011-0.358114422901099
195.7985.96233107814677-0.164331078146774
205.7055.88786423423716-0.182864234237159
215.4225.70182361119575-0.279823611195746
225.3115.307045914488280.00395408551171528
234.9685.07167108921977-0.103671089219771
245.0534.719238527268920.333761472731081
255.2364.794046024156080.44195397584392
264.7825.17363364571829-0.391633645718287
275.5314.874450967224430.65654903277557
285.5665.519686481651580.0463135183484154
295.9615.85251026057550.108489739424503
305.8686.27988266374544-0.411882663745436
315.8726.19078749620182-0.318787496201823
325.9085.97665919894139-0.0686591989413925
335.5945.86306444415719-0.269064444157188
345.5265.489384355864010.0366156441359848
355.1115.30533546579886-0.194335465798859
365.1774.885678604888310.291321395111693
375.8354.896466250664990.938533749335014
385.3485.78575428430557-0.437754284305575
396.0385.670066252521060.367933747478943
406.0396.20456250053701-0.165562500537012
416.4086.351781503875920.0562184961240844
426.2146.65301170843406-0.439011708434061
436.1386.43667363325266-0.298673633252663
446.5296.132617953805280.39638204619472
456.0586.4332167415228-0.375216741522804
466.0266.0984818620251-0.0724818620250947
475.6785.89130672535294-0.213306725352941
485.7335.487943348134060.245056651865938
496.4885.474273356883841.01372664311616
505.9366.44804778129672-0.512047781296717
516.846.292872499261390.547127500738611
526.6947.02758596708788-0.333585967087883
537.1937.089579809646850.103420190353151
546.9917.45096884232088-0.459968842320878
557.2097.24541951828745-0.0364195182874516
567.1047.25433938559453-0.150339385594534
576.837.1168601189862-0.286860118986194
586.8486.744828648722120.103171351277878
596.3966.64603062298484-0.250030622984839
606.4146.213042861914150.200957138085845
617.1516.141231360706081.00976863929392
626.8827.0769098701672-0.194909870167192
637.6987.237219024096380.460780975903622
647.6268.0160514879317-0.390051487931706
657.9368.10743655367772-0.171436553677724
668.0548.22495835439161-0.170958354391608
678.1288.24803446670228-0.120034466702284
688.0628.23282344696064-0.170823446960643
697.7088.09483955530055-0.386839555300545
707.5747.62287474882334-0.0488747488233354
717.0397.31106529584606-0.272065295846058
727.1466.724885028350750.421114971649247
737.076.75602224792780.313977752072207
746.6076.90174873725945-0.294748737259454
757.6996.546951633813751.15204836618625
767.6637.631910080103850.0310899198961545
777.9888.11308339268983-0.12508339268983
787.7238.43844101440343-0.715441014403434
798.0878.040388623803690.0466113761963136
808.0288.0903344538445-0.0623344538444961
817.3628.04539132562835-0.683391325628348


Extrapolation Forecasts of Exponential Smoothing
tForecast95% Lower Bound95% Upper Bound
827.277786325626096.48021564098.07535701035218
836.888778847181775.69837801610218.07917967826143
846.499771368737444.718154629084458.28138810839043
856.110763890293123.601202420032918.62032536055333
865.721756411848792.378293624947469.06521919875012
875.332748933404471.06576408682959.59973377997944
884.94374145496014-0.32632639700192610.2138093069222
894.55473397651582-1.7910187312640410.9004866842957
904.16572649807149-3.323099447541411.6545524436844
913.77671901962717-4.9184458770957512.4718839163501
923.38771154118285-6.5736729314494113.3490960138151
932.99870406273852-8.285924673096114.2833327985731
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Jun/06/t127584095689amr8h3lymcl7r/1d71r1275840924.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Jun/06/t127584095689amr8h3lymcl7r/1d71r1275840924.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Jun/06/t127584095689amr8h3lymcl7r/26gic1275840924.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Jun/06/t127584095689amr8h3lymcl7r/26gic1275840924.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Jun/06/t127584095689amr8h3lymcl7r/36gic1275840924.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Jun/06/t127584095689amr8h3lymcl7r/36gic1275840924.ps (open in new window)


 
Parameters (Session):
par1 = 12 ; par2 = Double ; par3 = multiplicative ;
 
Parameters (R input):
par1 = 12 ; par2 = Double ; 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')
 





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