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Type 'q()' to quit R. > x <- c(1.6,2,2.6,3,2.6,2.9,2.5,2.4,1.5,1.1,0.6,0.9,1.1,1.5,1.7,1.2,0.4,-0.7,-1.4,-1.6,-1.2,-0.4,-0.2,-0.3,-0.5,0,-0.5,0.2,0.7,1.6,2.6,3.3,3.3,3.2,3.5,3.9,4.5,4.6,6.6,7.1,8.9,8.8,8.5,7.6,7.5,7.5,6.1,6.3,8.4,7.1,5.6,4.2,2.1,1.2,0.9,1.4,1.7,1.7,1.9,1.3,-0.7,0.3,0.8,0.9,1.1,2.5,2.7,3.3,4.2,3.8,3.8,3.2,2.9,1.9,1.7,1.6,1.7,1.2,0.7,-0.2,-1.5,-1.2,-1,0,-0.6,0.7,1.3,0.8,1,0.5,0.3,1,1,1.1,1.5,1.5,2,1.7,0.6,1.2,1.5,2.1,3.2,3.9,4.6,4.2,4.4,3.7,3.7,2.8,2.9,3.9,3.1,3,2.8,2.4,2.1,3.1,3,3.1,3.3,3.3,3.8,3.1,3.9,4,4.4,3.7,3.6,3.4,2.8,2.8,2.6,3.3,2.4,1.6,0.7,0,-1.1,-1.2,-1.3,-1.6,-1.3,-1.6,-1.1,-1,0.3,1.2,0.7,1.1,2.1,2.5,2.3,2.3,2.6,3.2,2.2,2.7,2.2,1.4,2.4,2,1.3,1.1,1.4,1.8,1.9,1.6) > par3 = 'additive' > par2 = 'Triple' > par1 = '12' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_exponentialsmoothing.wasp/ > #Source of accompanying publication: > #Technical description: > par1 <- as.numeric(par1) > if (par2 == 'Single') K <- 1 > if (par2 == 'Double') K <- 2 > if (par2 == 'Triple') K <- par1 > nx <- length(x) > nxmK <- nx - K > x <- ts(x, frequency = par1) > if (par2 == 'Single') fit <- HoltWinters(x, gamma=F, beta=F) > if (par2 == 'Double') fit <- HoltWinters(x, gamma=F) > if (par2 == 'Triple') fit <- HoltWinters(x, seasonal=par3) > fit Holt-Winters exponential smoothing with trend and additive seasonal component. Call: HoltWinters(x = x, seasonal = par3) Smoothing parameters: alpha: 0.8737744 beta : 0.01385323 gamma: 1 Coefficients: [,1] a 2.06531708 b -0.02067273 s1 -0.54368887 s2 -0.04576534 s3 0.38147603 s4 0.67823839 s5 0.82411218 s6 0.42779464 s7 0.22224699 s8 0.24985159 s9 0.23651378 s10 0.11144848 s11 -0.18806450 s12 -0.46531708 > myresid <- x - fit$fitted[,'xhat'] > postscript(file="/var/wessaorg/rcomp/tmp/1rc571356290082.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/222rg1356290082.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/39jaj1356290082.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$gamma) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/4m2fm1356290082.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Interpolation Forecasts of Exponential Smoothing',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'t',header=TRUE) > a<-table.element(a,'Observed',header=TRUE) > a<-table.element(a,'Fitted',header=TRUE) > a<-table.element(a,'Residuals',header=TRUE) > a<-table.row.end(a) > for (i in 1:nxmK) { + a<-table.row.start(a) + a<-table.element(a,i+K,header=TRUE) + a<-table.element(a,x[i+K]) + a<-table.element(a,fit$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/5dack1356290082.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/60xdu1356290082.tab") > > try(system("convert tmp/1rc571356290082.ps tmp/1rc571356290082.png",intern=TRUE)) character(0) > try(system("convert tmp/222rg1356290082.ps tmp/222rg1356290082.png",intern=TRUE)) character(0) > try(system("convert tmp/39jaj1356290082.ps tmp/39jaj1356290082.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.234 0.281 2.557