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Type 'q()' to quit R. > x <- c(42364,42206,42046,41715,44991,44818,42364,40733,40891,40891,41067,41382,41873,41873,41558,40733,44991,45640,44660,42364,43346,41873,42538,42855,43186,42364,42538,41382,44991,46131,45151,43346,45309,43186,45151,44991,45482,43678,45640,45482,48426,47762,45151,43835,45640,43186,44991,45309,45973,44502,45309,45800,47604,46131,44169,42046,44011,38611,41224,42695,44169,42046,42046,42046,43186,41558,39420,37631,38929,33862,36967,38771,39102,37298,37455,36967,38611,37455,35178,33531,36315,30269,34195,35984,35984,33862,31900,31742,33531,31900,28798,26660,28956,23558,28464,31075,31900,30096,27816,29447,30096,29604,24696,22418,24047,19140,24207,26011,27482,25029,22733,24047,24696,23398,18491,16353,18316,12918,18807,22418) > par3 = 'multiplicative' > par2 = 'Triple' > par1 = '12' > par3 <- 'additive' > par2 <- 'Triple' > par1 <- '12' > 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: 0.4053415 beta : 0.06452376 gamma: 1 Coefficients: [,1] a 19497.8158 b -425.2604 s1 3214.9637 s2 854.3594 s3 -1230.7089 s4 233.5179 s5 1142.8777 s6 319.6207 s7 -3883.1715 s8 -5222.3578 s9 -2412.5006 s10 -6786.5538 s11 -431.9361 s12 2920.1842 > myresid <- x - fit$fitted[,'xhat'] > postscript(file="/var/fisher/rcomp/tmp/131991376939916.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > op <- par(mfrow=c(2,1)) > plot(fit,ylab='Observed (black) / Fitted (red)',main='Interpolation Fit of Exponential Smoothing') > plot(myresid,ylab='Residuals',main='Interpolation Prediction Errors') > par(op) > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/2rl3f1376939916.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > p <- predict(fit, par1, prediction.interval=TRUE) > np <- length(p[,1]) > plot(fit,p,ylab='Observed (black) / Fitted (red)',main='Extrapolation Fit of Exponential Smoothing') > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/30k3l1376939916.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > op <- par(mfrow = c(2,2)) > acf(as.numeric(myresid),lag.max = nx/2,main='Residual ACF') > spectrum(myresid,main='Residals Periodogram') > cpgram(myresid,main='Residal Cumulative Periodogram') > qqnorm(myresid,main='Residual Normal QQ Plot') > qqline(myresid) > par(op) > dev.off() null device 1 > > #Note: the /var/fisher/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/fisher/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Estimated Parameters of Exponential Smoothing',2,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Parameter',header=TRUE) > a<-table.element(a,'Value',header=TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'alpha',header=TRUE) > a<-table.element(a,fit$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/4dovb1376939916.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/5troz1376939916.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/6as171376939916.tab") > > try(system("convert tmp/131991376939916.ps tmp/131991376939916.png",intern=TRUE)) character(0) > try(system("convert tmp/2rl3f1376939916.ps tmp/2rl3f1376939916.png",intern=TRUE)) character(0) > try(system("convert tmp/30k3l1376939916.ps tmp/30k3l1376939916.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.021 0.377 2.380