R version 2.15.2 (2012-10-26) -- "Trick or Treat"
Copyright (C) 2012 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i686-pc-linux-gnu (32-bit)

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> x <- c(98.01,99.2,100.7,106.41,107.51,107.1,99.75,98.96,107.26,107.11,107.2,107.65,104.78,105.56,107.95,107.11,107.47,107.06,99.71,99.6,107.19,107.26,113.24,113.52,110.48,111.41,115.5,118.32,118.42,117.5,110.23,109.19,118.41,118.3,116.1,114.11,113.41,114.33,116.61,123.64,123.77,123.39,116.03,114.95,123.4,123.53,114.45,114.26,114.35,112.77,115.31,114.93,116.38,115.07,105,103.43,114.52,115.04,117.16,115,116.22,112.92,116.56,114.32,113.22,111.56,103.87,102.85,112.27,112.76,118.55,122.73)
> par3 = 'multiplicative'
> par2 = 'Triple'
> par1 = '12'
> par3 <- 'multiplicative'
> 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 multiplicative seasonal component.

Call:
 HoltWinters(x = x, seasonal = par3) 

Smoothing parameters:
 alpha:  0.9417251 
 beta :  0 
 gamma:  1 

Coefficients:
           [,1]
a   120.7454064
b     0.1373733
s1    0.9951602
s2    0.9948335
s3    1.0207160
s4    1.0164408
s5    1.0138066
s6    1.0043479
s7    0.9503140
s8    0.9435625
s9    1.0194136
s10   1.0144627
s11   1.0144453
s12   1.0164362
> myresid <- x - fit$fitted[,'xhat']
> postscript(file="/var/wessaorg/rcomp/tmp/1faey1355732780.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> op <- par(mfrow=c(2,1))
> plot(fit,ylab='Observed (black) / Fitted (red)',main='Interpolation Fit of Exponential Smoothing')
> plot(myresid,ylab='Residuals',main='Interpolation Prediction Errors')
> par(op)
> dev.off()
null device 
          1 
> postscript(file="/var/wessaorg/rcomp/tmp/2yxir1355732780.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> p <- predict(fit, par1, prediction.interval=TRUE)
> np <- length(p[,1])
> plot(fit,p,ylab='Observed (black) / Fitted (red)',main='Extrapolation Fit of Exponential Smoothing')
> dev.off()
null device 
          1 
> postscript(file="/var/wessaorg/rcomp/tmp/3lcdl1355732780.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> op <- par(mfrow = c(2,2))
> acf(as.numeric(myresid),lag.max = nx/2,main='Residual ACF')
> spectrum(myresid,main='Residals Periodogram')
> cpgram(myresid,main='Residal Cumulative Periodogram')
> qqnorm(myresid,main='Residual Normal QQ Plot')
> qqline(myresid)
> par(op)
> dev.off()
null device 
          1 
> 
> #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/wessaorg/rcomp/createtable")
> 
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,'Estimated Parameters of Exponential Smoothing',2,TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Parameter',header=TRUE)
> a<-table.element(a,'Value',header=TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'alpha',header=TRUE)
> a<-table.element(a,fit$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/wessaorg/rcomp/tmp/41pzc1355732780.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/wessaorg/rcomp/tmp/50bhl1355732780.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/wessaorg/rcomp/tmp/699wh1355732780.tab") 
> 
> try(system("convert tmp/1faey1355732780.ps tmp/1faey1355732780.png",intern=TRUE))
character(0)
> try(system("convert tmp/2yxir1355732780.ps tmp/2yxir1355732780.png",intern=TRUE))
character(0)
> try(system("convert tmp/3lcdl1355732780.ps tmp/3lcdl1355732780.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.860   0.311   2.156