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Type 'q()' to quit R. > x <- c(145756,145472,145160,144588,150460,150172,145756,142820,143108,143108,143392,143992,143992,141340,140172,141340,145472,144872,139288,134560,133676,131908,133104,134560,133988,132792,130456,132792,134872,134272,127492,124556,121620,119256,118972,120736,118372,117488,116604,121620,122192,119256,111304,107772,102188,99820,100988,102756,102756,101304,100988,105720,109540,107772,101872,98940,92756,88936,91872,94808,94808,90988,90704,95688,98940,97768,91872,88052,79788,76568,77736,82752,83036,75684,78336,84804,87740,85972,78024,72436,65968,60952,63004,67420,66252,59784,61836,68304,71840,69788,61836,58304,53004,47416,48300,52716,53288,47988,48872,56252,58016,55056,44168,38584,31204,23852,26216,29436,28868,23252,26500,34452,37984,36220,29152,23568,17668,10884,12084,14136) > par3 = 'additive' > par2 = 'Triple' > par1 = '12' > par3 <- 'additive' > par2 <- 'Triple' > par1 <- '12' > #'GNU S' R Code compiled by R2WASP v. 1.2.327 () > #Author: root > #To cite this work: Wessa P., (2013), Exponential Smoothing (v1.0.5) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_exponentialsmoothing.wasp/ > #Source of accompanying publication: > # > par1 <- as.numeric(par1) > if (par2 == 'Single') K <- 1 > if (par2 == 'Double') K <- 2 > if (par2 == 'Triple') K <- par1 > nx <- length(x) > nxmK <- nx - K > x <- ts(x, frequency = par1) > if (par2 == 'Single') fit <- HoltWinters(x, gamma=F, beta=F) > if (par2 == 'Double') fit <- HoltWinters(x, gamma=F) > if (par2 == 'Triple') fit <- HoltWinters(x, seasonal=par3) > fit Holt-Winters exponential smoothing with trend and additive seasonal component. Call: HoltWinters(x = x, seasonal = par3) Smoothing parameters: alpha: 0.4008514 beta : 0.03689827 gamma: 1 Coefficients: [,1] a 20719.244 b -1285.785 s1 -3151.037 s2 -6861.508 s3 -2665.845 s4 6122.883 s5 10134.052 s6 8830.816 s7 1484.827 s8 -3339.028 s9 -8483.207 s10 -14074.444 s11 -11059.964 s12 -6583.244 > myresid <- x - fit$fitted[,'xhat'] > postscript(file="/var/fisher/rcomp/tmp/1g6jh1376747951.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/fisher/rcomp/tmp/22q4y1376747951.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/fisher/rcomp/tmp/3dp421376747951.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/fisher/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/fisher/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$gamma) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/fisher/rcomp/tmp/4gwlm1376747951.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Interpolation Forecasts of Exponential Smoothing',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'t',header=TRUE) > a<-table.element(a,'Observed',header=TRUE) > a<-table.element(a,'Fitted',header=TRUE) > a<-table.element(a,'Residuals',header=TRUE) > a<-table.row.end(a) > for (i in 1:nxmK) { + a<-table.row.start(a) + a<-table.element(a,i+K,header=TRUE) + a<-table.element(a,x[i+K]) + a<-table.element(a,fit$fitted[i,'xhat']) + a<-table.element(a,myresid[i]) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/fisher/rcomp/tmp/5qfl61376747951.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/fisher/rcomp/tmp/6ceu71376747951.tab") > > try(system("convert tmp/1g6jh1376747951.ps tmp/1g6jh1376747951.png",intern=TRUE)) character(0) > try(system("convert tmp/22q4y1376747951.ps tmp/22q4y1376747951.png",intern=TRUE)) character(0) > try(system("convert tmp/3dp421376747951.ps tmp/3dp421376747951.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.965 0.453 2.400