Gegevens werkloosheid

*Unverified author*

R Software Module: /rwasp_exponentialsmoothing.wasp (opens new window with default values)

Title produced by software: Exponential Smoothing

Date of computation: Wed, 18 May 2011 12:47:33 +0000

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2011/May/18/t1305722632wbhg0tcuo6b2idv.htm/, Retrieved Wed, 18 May 2011 14:43:55 +0200

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords:

KDGP2W102

Dataseries X:

» Textbox « » Textfile « » CSV «

476 475 470 461 455 456 517 525 523 519 509 512 519 517 510 509 501 507 569 580 578 565 547 555 562 561 555 544 537 543 594 611 613 611 594 595 591 589 584 573 567 569 621 629 628 612 595 597 593 590 580 574 573 573 620 626 620 588 566 557 561 549 532 526 511 499 555 565 542 527 510 514 517 508 493 490 469 478 528 534 518 506 502 516

Output produced by software:

Summary of computational transaction Raw Input view raw input (R code) Raw Output view raw output of R engine Computing time 3 seconds R Server 'Gwilym Jenkins' @ www.wessa.org Estimated Parameters of Exponential Smoothing Parameter Value alpha 1 beta 0 gamma FALSE Interpolation Forecasts of Exponential Smoothing t Observed Fitted Residuals 3 470 474 -4 4 461 469 -8 5 455 460 -5 6 456 454 2 7 517 455 62 8 525 516 9 9 523 524 -1 10 519 522 -3 11 509 518 -9 12 512 508 4 13 519 511 8 14 517 518 -1 15 510 516 -6 16 509 509 0 17 501 508 -7 18 507 500 7 19 569 506 63 20 580 568 12 21 578 579 -1 22 565 577 -12 23 547 564 -17 24 555 546 9 25 562 554 8 26 561 561 0 27 555 560 -5 28 544 554 -10 29 537 543 -6 30 543 536 7 31 594 542 52 32 611 593 18 33 613 610 3 34 611 612 -1 35 594 610 -16 36 595 593 2 37 591 594 -3 38 589 590 -1 39 584 588 -4 40 573 583 -10 41 567 572 -5 42 569 566 3 43 621 568 53 44 629 620 9 45 628 628 0 46 612 627 -15 47 595 611 -16 48 597 594 3 49 593 596 -3 50 590 592 -2 51 580 589 -9 52 574 579 -5 53 573 573 0 54 573 572 1 55 620 572 48 56 626 619 7 57 620 625 -5 58 588 619 -31 59 566 587 -21 60 557 565 -8 61 561 556 5 62 549 560 -11 63 532 548 -16 64 526 531 -5 65 511 525 -14 66 499 510 -11 67 555 498 57 68 565 554 11 69 542 564 -22 70 527 541 -14 71 510 526 -16 72 514 509 5 73 517 513 4 74 508 516 -8 75 493 507 -14 76 490 492 -2 77 469 489 -20 78 478 468 10 79 528 477 51 80 534 527 7 81 518 533 -15 82 506 517 -11 83 502 505 -3 84 516 501 15 Extrapolation Forecasts of Exponential Smoothing t Forecast 95% Lower Bound 95% Upper Bound 85 515 477.949966289217 552.050033710783 86 514 461.603339839831 566.396660160169 87 513 448.827459190785 577.172540809215 88 512 437.899932578435 586.100067421565 89 511 428.153606054031 593.846393945969 90 510 419.246322455667 600.753677544333 91 509 410.974824734709 607.025175265291 92 508 403.206679679661 612.793320320339 93 507 395.849898867652 618.150101132348 94 506 388.837506087906 623.162493912094 95 505 382.118939711315 627.881060288685 96 504 375.654918381569 632.34508161843

Charts produced by software:

http://www.freestatistics.org/blog/date/2011/May/18/t1305722632wbhg0tcuo6b2idv/1p1pg1305722850.png (open in new window) http://www.freestatistics.org/blog/date/2011/May/18/t1305722632wbhg0tcuo6b2idv/1p1pg1305722850.ps (open in new window) http://www.freestatistics.org/blog/date/2011/May/18/t1305722632wbhg0tcuo6b2idv/2xww01305722850.png (open in new window) http://www.freestatistics.org/blog/date/2011/May/18/t1305722632wbhg0tcuo6b2idv/2xww01305722850.ps (open in new window) http://www.freestatistics.org/blog/date/2011/May/18/t1305722632wbhg0tcuo6b2idv/3xa5b1305722850.png (open in new window) http://www.freestatistics.org/blog/date/2011/May/18/t1305722632wbhg0tcuo6b2idv/3xa5b1305722850.ps (open in new window)

Parameters (Session):

par1 = 12 ; par2 = Double ; par3 = additive ;

Parameters (R input):

par1 = 12 ; par2 = Double ; par3 = additive ;

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

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

Software written by Ed van Stee & Patrick Wessa

Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.

Privacy Policy

We may request personal information to be submitted to our servers in order to be able to:

• personalize online software applications according to your needs
• enforce strict security rules with respect to the data that you upload (e.g. statistical data)
• manage user sessions of online applications
• alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.

FreeStatistics.org is powered by