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Type 'q()' to quit R. > x <- c(8.64 + ,8.89 + ,8.87 + ,8.81 + ,8.87 + ,9.06 + ,9.12 + ,8.66 + ,8.17 + ,8.04 + ,7.71 + ,7.55 + ,7.52 + ,7.38 + ,7.52 + ,7.31 + ,6.92 + ,7.09 + ,7.05 + ,7.37 + ,7.05 + ,6.79 + ,6.35 + ,6.44 + ,6.89 + ,7.16 + ,7.46 + ,7.91 + ,7.86 + ,8.02 + ,8.38 + ,8.50 + ,8.40 + ,8.24 + ,8.33 + ,8.28 + ,8.15 + ,8.06 + ,7.79 + ,7.28 + ,7.52 + ,7.23 + ,7.13 + ,7.21 + ,6.99 + ,6.77 + ,6.69 + ,6.39 + ,6.85 + ,6.74 + ,6.56 + ,6.62 + ,6.71 + ,6.67 + ,6.54 + ,6.14 + ,6.13 + ,5.86 + ,5.88 + ,5.75 + ,5.53 + ,5.86 + ,5.90 + ,5.95 + ,5.69 + ,5.53 + ,5.71 + ,5.60 + ,5.73 + ,5.60 + ,5.41 + ,5.13 + ,5.00 + ,5.04 + ,5.10 + ,4.96 + ,4.90 + ,4.80 + ,4.48 + ,4.29 + ,4.27 + ,4.18 + ,4.02 + ,3.82 + ,4.13 + ,4.16 + ,3.98 + ,4.26 + ,4.70 + ,4.96 + ,5.13 + ,5.35 + ,5.41 + ,5.42 + ,5.51 + ,5.75 + ,5.67 + ,5.46 + ,5.56 + ,5.56 + ,5.54 + ,5.53 + ,5.65 + ,5.58 + ,5.57 + ,5.36 + ,5.23 + ,5.11 + ,5.07 + ,5.04 + ,5.34 + ,5.43 + ,5.31 + ,5.12 + ,4.97 + ,5.00 + ,4.64 + ,4.80 + ,5.10 + ,5.11 + ,5.12 + ,5.36 + ,5.26 + ,5.27 + ,5.10 + ,4.94 + ,4.68 + ,4.41 + ,4.60 + ,4.53 + ,4.18 + ,4.00 + ,3.87 + ,4.09 + ,4.13 + ,3.74 + ,3.81 + ,4.11 + ,4.14 + ,3.99 + ,4.28 + ,4.37 + ,4.24 + ,4.19 + ,4.01 + ,3.95 + ,4.30 + ,4.37 + ,4.40 + ,4.29 + ,4.12 + ,4.07 + ,3.93 + ,3.79 + ,3.67 + ,3.53 + ,3.69 + ,3.69 + ,3.48 + ,3.31 + ,3.16 + ,3.25 + ,3.14 + ,3.19 + ,3.43 + ,3.45 + ,3.31 + ,3.51 + ,3.53 + ,3.83 + ,4.02 + ,3.99 + ,4.11 + ,3.96 + ,3.83 + ,3.71 + ,3.81 + ,3.73 + ,3.99 + ,4.17 + ,4.00 + ,4.10 + ,4.24 + ,4.45 + ,4.62 + ,4.49 + ,4.45 + ,4.49 + ,4.36 + ,4.32 + ,4.45 + ,4.13 + ,4.14 + ,4.30 + ,4.42 + ,4.67 + ,4.96 + ,4.73 + ,4.52 + ,4.36 + ,4.15 + ,3.92 + ,3.88 + ,4.20 + ,3.95 + ,3.78 + ,3.69 + ,3.77 + ,3.66 + ,3.53 + ,3.50 + ,3.14 + ,3.42 + ,3.30 + ,2.81 + ,3.15 + ,3.37 + ,4.05 + ,4.00 + ,4.20 + ,4.21 + ,4.24 + ,4.24 + ,4.17 + ,4.12 + ,4.35 + ,3.98 + ,3.62 + ,4.39 + ,5.01 + ,4.07 + ,3.70 + ,3.59 + ,3.44 + ,3.33 + ,2.98 + ,3.14 + ,2.55 + ,2.49 + ,2.53 + ,2.43) > par3 = 'additive' > par2 = 'Single' > par1 = '12' > par3 <- 'additive' > par2 <- 'Single' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_exponentialsmoothing.wasp/ > #Source of accompanying publication: > #Technical description: > par1 <- as.numeric(par1) > if (par2 == 'Single') K <- 1 > if (par2 == 'Double') K <- 2 > if (par2 == 'Triple') K <- par1 > nx <- length(x) > nxmK <- nx - K > x <- ts(x, frequency = par1) > if (par2 == 'Single') fit <- HoltWinters(x, gamma=F, beta=F) > if (par2 == 'Double') fit <- HoltWinters(x, gamma=F) > if (par2 == 'Triple') fit <- HoltWinters(x, seasonal=par3) > fit Holt-Winters exponential smoothing without trend and without seasonal component. Call: HoltWinters(x = x, beta = F, gamma = F) Smoothing parameters: alpha: 0.9999224 beta : FALSE gamma: FALSE Coefficients: [,1] a 2.430008 > myresid <- x - fit$fitted[,'xhat'] > postscript(file="/var/wessaorg/rcomp/tmp/1im0b1353592076.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/2zzyx1353592076.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/345h31353592076.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$gamma) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/4f8k81353592076.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Interpolation Forecasts of Exponential Smoothing',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'t',header=TRUE) > a<-table.element(a,'Observed',header=TRUE) > a<-table.element(a,'Fitted',header=TRUE) > a<-table.element(a,'Residuals',header=TRUE) > a<-table.row.end(a) > for (i in 1:nxmK) { + a<-table.row.start(a) + a<-table.element(a,i+K,header=TRUE) + a<-table.element(a,x[i+K]) + a<-table.element(a,fit$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/5z1e11353592076.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/6r4x81353592076.tab") > > try(system("convert tmp/1im0b1353592076.ps tmp/1im0b1353592076.png",intern=TRUE)) character(0) > try(system("convert tmp/2zzyx1353592076.ps tmp/2zzyx1353592076.png",intern=TRUE)) character(0) > try(system("convert tmp/345h31353592076.ps tmp/345h31353592076.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 3.932 0.583 4.471