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Type 'q()' to quit R. > x <- c(2435,1379,1511,2021,1614,1680,1630,870,1877,2428,1711,127,3192,1934,2075,1700,1198,1582,1705,911,1817,1168,920,84,2254,1485,1886,1358,1167,1781,1218,779,1418,1641,1196,132,2926,1777,2094,1648,1646,1537,1917,977,1475,2124,1209,135,2917,1981,1398,1171,903,1390,1280,781,1828,1631,1063,186,2275,1342,1070,950,1121,1305,1586,548,1225,1419,880,124,2044,1143,897,1264,1326,1529,1373,587,1137,1426,1016,176,2614) > par3 = 'additive' > par2 = 'Triple' > par1 = '12' > 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: 0.2413190 beta : 0 gamma: 0.4911169 Coefficients: [,1] a 1253.96230 b -11.86058 s1 181.41425 s2 38.85509 s3 82.24656 s4 41.49218 s5 248.01031 s6 220.77871 s7 -593.62028 s8 91.66393 s9 319.13369 s10 -186.02050 s11 -1088.80192 s12 1216.53129 > myresid <- x - fit$fitted[,'xhat'] > postscript(file="/var/yougetitorg/rcomp/tmp/1vq6o1305056197.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > op <- par(mfrow=c(2,1)) > plot(fit,ylab='Observed (black) / Fitted (red)',main='Interpolation Fit of Exponential Smoothing') > plot(myresid,ylab='Residuals',main='Interpolation Prediction Errors') > par(op) > dev.off() null device 1 > postscript(file="/var/yougetitorg/rcomp/tmp/2u5gp1305056197.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > p <- predict(fit, par1, prediction.interval=TRUE) > np <- length(p[,1]) > plot(fit,p,ylab='Observed (black) / Fitted (red)',main='Extrapolation Fit of Exponential Smoothing') > dev.off() null device 1 > postscript(file="/var/yougetitorg/rcomp/tmp/310r81305056197.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > op <- par(mfrow = c(2,2)) > acf(as.numeric(myresid),lag.max = nx/2,main='Residual ACF') > spectrum(myresid,main='Residals Periodogram') > cpgram(myresid,main='Residal Cumulative Periodogram') > qqnorm(myresid,main='Residual Normal QQ Plot') > qqline(myresid) > par(op) > dev.off() null device 1 > > #Note: the /var/yougetitorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/yougetitorg/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Estimated Parameters of Exponential Smoothing',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Parameter',header=TRUE) > a<-table.element(a,'Value',header=TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'alpha',header=TRUE) > a<-table.element(a,fit$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/yougetitorg/rcomp/tmp/4u29k1305056197.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/yougetitorg/rcomp/tmp/5n3dj1305056197.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/yougetitorg/rcomp/tmp/6m22b1305056197.tab") > > try(system("convert tmp/1vq6o1305056197.ps tmp/1vq6o1305056197.png",intern=TRUE)) character(0) > try(system("convert tmp/2u5gp1305056197.ps tmp/2u5gp1305056197.png",intern=TRUE)) character(0) > try(system("convert tmp/310r81305056197.ps tmp/310r81305056197.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.150 0.700 1.411