R version 2.13.0 (2011-04-13)
Copyright (C) 2011 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i486-pc-linux-gnu (32-bit)

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> x <- c(4.143,4.429,5.219,4.929,5.761,5.592,4.163,4.962,5.208,4.755,4.491,5.732,5.731,5.040,6.102,4.904,5.369,5.578,4.619,4.731,5.011,5.227,4.146,4.625,4.736,4.219,5.116,4.205,4.121,5.103,4.300,4.578,3.809,5.657,4.249,3.830,4.736,4.840,4.412,4.570,4.105,4.801,3.953,3.828,4.444,4.027,4.118,4.791,3.232,3.554,3.950,3.948,3.683,4.311,3.865,4.140,4.095,3.814,3.377,3.443,3.494,4.015,5.401,5.122,5.507,6.425,4.948,2.977,2.937,2.972,2.732,3.172,3.102,3.360,3.705,3.171,3.980,3.342,2.766,4.022,4.459)
> 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:  0.5021736 
 beta :  0 
 gamma:  0.460355 

Coefficients:
            [,1]
a    4.440025185
b    0.007832896
s1  -0.284915861
s2  -0.684367221
s3  -0.169435296
s4  -0.111187245
s5   0.055580850
s6   0.683020310
s7   0.161830851
s8   0.315580239
s9   0.515044299
s10 -0.419323303
s11 -0.385708268
s12 -0.228995417
> myresid <- x - fit$fitted[,'xhat']
> postscript(file="/var/wessaorg/rcomp/tmp/1cu3h1338274827.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> op <- par(mfrow=c(2,1))
> plot(fit,ylab='Observed (black) / Fitted (red)',main='Interpolation Fit of Exponential Smoothing')
> plot(myresid,ylab='Residuals',main='Interpolation Prediction Errors')
> par(op)
> dev.off()
null device 
          1 
> postscript(file="/var/wessaorg/rcomp/tmp/2sg401338274827.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> p <- predict(fit, par1, prediction.interval=TRUE)
> np <- length(p[,1])
> plot(fit,p,ylab='Observed (black) / Fitted (red)',main='Extrapolation Fit of Exponential Smoothing')
> dev.off()
null device 
          1 
> postscript(file="/var/wessaorg/rcomp/tmp/32sic1338274827.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> op <- par(mfrow = c(2,2))
> acf(as.numeric(myresid),lag.max = nx/2,main='Residual ACF')
> spectrum(myresid,main='Residals Periodogram')
> cpgram(myresid,main='Residal Cumulative Periodogram')
> qqnorm(myresid,main='Residual Normal QQ Plot')
> qqline(myresid)
> par(op)
> dev.off()
null device 
          1 
> 
> #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/wessaorg/rcomp/createtable")
> 
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,'Estimated Parameters of Exponential Smoothing',2,TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Parameter',header=TRUE)
> a<-table.element(a,'Value',header=TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'alpha',header=TRUE)
> a<-table.element(a,fit$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/4abw41338274827.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/5s7ex1338274827.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/611fb1338274827.tab") 
> 
> try(system("convert tmp/1cu3h1338274827.ps tmp/1cu3h1338274827.png",intern=TRUE))
character(0)
> try(system("convert tmp/2sg401338274827.ps tmp/2sg401338274827.png",intern=TRUE))
character(0)
> try(system("convert tmp/32sic1338274827.ps tmp/32sic1338274827.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.393   0.252   1.639