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Type 'q()' to quit R. > x <- c(7992,6114,5965,8460,8323,6333,5675,10090,9035,6976,6459,10896,9978,7466,7199,10977,9412,6341,7784,11911,10079,7721,8197,12038,11963,8033,8618,13625,11734,8895,8727,13974,12583,9525,9662,15490,13839,10047,9788,14978,13045,9489,8741,13149,14106,9998,10034,15081,13266,9997,9027,14324,13149,11209,10332,15354,13800,11786,10550,16114,13255,11403,10269,14009,15847,12967,11328,15814,18626,13219,13818,18062,15722,12111,11702,15589,14852,13612,12380,15501,16322,12157,11124,14621,14035,11159,10944,15824,14378,11816,12233,17344,16812,12181,13275,18458,17375,14609,13323,18327,16053,15070,13806,18245,17461,14999,16022,20564,16372,15854,15115,18207,19488,16644,18631,21093,22212,19762,19403,21227,23176,20823,20647,21336,23458,22003,21647,26416,25226,24723,19945,24040,25034,24885,21168,23541,26019,24657,20599,24534,28717,26138,22968,26577,28660,30430,27356,25454,30194) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_exponentialsmoothing.wasp/ > #Source of accompanying publication: > #Technical description: > par1 <- as.numeric(par1) > if (par2 == 'Single') K <- 1 > if (par2 == 'Double') K <- 2 > if (par2 == 'Triple') K <- par1 > nx <- length(x) > nxmK <- nx - K > x <- ts(x, frequency = par1) > if (par2 == 'Single') fit <- HoltWinters(x, gamma=F, beta=F) > if (par2 == 'Double') fit <- HoltWinters(x, gamma=F) > if (par2 == 'Triple') fit <- HoltWinters(x, seasonal=par3) > fit Holt-Winters exponential smoothing with trend and additive seasonal component. Call: HoltWinters(x = x, seasonal = par3) Smoothing parameters: alpha: 0.2873078 beta : 0.02758944 gamma: 0.7121333 Coefficients: [,1] a 27957.9491 b 218.6796 s1 -169.4964 s2 -2573.9220 s3 1700.2614 s4 3722.6121 s5 986.2480 s6 -2353.4715 s7 1231.2943 s8 2461.5347 s9 2381.8864 s10 -1214.8736 s11 -1530.2077 s12 2097.0696 > myresid <- x - fit$fitted[,'xhat'] > postscript(file="/var/www/wessaorg/rcomp/tmp/10q831305729524.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/2vza11305729524.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/3muyi1305729524.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$gamma) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/wessaorg/rcomp/tmp/46q861305729524.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Interpolation Forecasts of Exponential Smoothing',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'t',header=TRUE) > a<-table.element(a,'Observed',header=TRUE) > a<-table.element(a,'Fitted',header=TRUE) > a<-table.element(a,'Residuals',header=TRUE) > a<-table.row.end(a) > for (i in 1:nxmK) { + a<-table.row.start(a) + a<-table.element(a,i+K,header=TRUE) + a<-table.element(a,x[i+K]) + a<-table.element(a,fit$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/5up0v1305729524.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/6rhqe1305729524.tab") > > try(system("convert tmp/10q831305729524.ps tmp/10q831305729524.png",intern=TRUE)) character(0) > try(system("convert tmp/2vza11305729524.ps tmp/2vza11305729524.png",intern=TRUE)) character(0) > try(system("convert tmp/3muyi1305729524.ps tmp/3muyi1305729524.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.780 0.150 2.968