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Type 'q()' to quit R. > x <- c(102.8,106.3,103.7,106.9,104.3,105.4,96.2,95.7,95.9,93.6,94.7,94.5,96.6,96.7,98.9,102,105.2,106.4,99.3,96.4,93.1,95.6,93.3,96.7,105.6,105.2,107,104.9,104.5,105.2,99.7,100.2,98.5,98.4,97.1,98.4,100.6,111.3,119,117.8,108.8,109.3,103.5,103.7,110,105.5,110.4,106.7,110.2,105.2,108,108.1,107.2,106,99.4,100.2,100.3,100.8,99.5,100.2,103,111,120.5,109.5,106.6,105.5,103.9,104.9,104.8,99.6,97,95.4,99.3,103.9,107.4,107.4,111,113.2,108.5,113.3,113.8,105.3,107.5,109.4,118.9,119,115,124.1,120.5,117.7,117.1,118.1,119.6,118.8,124.9,124,124.9,121.7,121.6,125.1,127.9,129,130.1,130.3,127.9,124.1,125.7,129.2,129.2,132.6,131.5,131,125.8,127.2,127.3,127.5,122,118.4,118.3,115.5) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_exponentialsmoothing.wasp/ > #Source of accompanying publication: > #Technical description: > par1 <- as.numeric(par1) > if (par2 == 'Single') K <- 1 > if (par2 == 'Double') K <- 2 > if (par2 == 'Triple') K <- par1 > nx <- length(x) > nxmK <- nx - K > x <- ts(x, frequency = par1) > if (par2 == 'Single') fit <- HoltWinters(x, gamma=F, beta=F) > if (par2 == 'Double') fit <- HoltWinters(x, gamma=F) > if (par2 == 'Triple') fit <- HoltWinters(x, seasonal=par3) > fit Holt-Winters exponential smoothing with trend and additive seasonal component. Call: HoltWinters(x = x, seasonal = par3) Smoothing parameters: alpha: 0.7920891 beta : 0 gamma: 1 Coefficients: [,1] a 118.50819868 b -0.08342075 s1 0.10809382 s2 1.80054135 s3 2.59908607 s4 4.08334957 s5 2.55627752 s6 4.21396406 s7 2.51992276 s8 1.38434882 s9 -1.32159656 s10 -4.47334756 s11 -2.95947834 s12 -3.00819868 > myresid <- x - fit$fitted[,'xhat'] > postscript(file="/var/www/wessaorg/rcomp/tmp/1zcuz1295198117.ps",horizontal=F,onefile=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/wessaorg/rcomp/tmp/223681295198117.ps",horizontal=F,onefile=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/wessaorg/rcomp/tmp/3q31c1295198117.ps",horizontal=F,onefile=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/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/wessaorg/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$gamma) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/wessaorg/rcomp/tmp/47cl51295198117.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Interpolation Forecasts of Exponential Smoothing',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'t',header=TRUE) > a<-table.element(a,'Observed',header=TRUE) > a<-table.element(a,'Fitted',header=TRUE) > a<-table.element(a,'Residuals',header=TRUE) > a<-table.row.end(a) > for (i in 1:nxmK) { + a<-table.row.start(a) + a<-table.element(a,i+K,header=TRUE) + a<-table.element(a,x[i+K]) + a<-table.element(a,fit$fitted[i,'xhat']) + a<-table.element(a,myresid[i]) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/wessaorg/rcomp/tmp/521t41295198117.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/wessaorg/rcomp/tmp/6rox11295198117.tab") > > try(system("convert tmp/1zcuz1295198117.ps tmp/1zcuz1295198117.png",intern=TRUE)) character(0) > try(system("convert tmp/223681295198117.ps tmp/223681295198117.png",intern=TRUE)) character(0) > try(system("convert tmp/3q31c1295198117.ps tmp/3q31c1295198117.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.180 0.160 1.412