R version 2.15.2 (2012-10-26) -- "Trick or Treat"
Copyright (C) 2012 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i686-pc-linux-gnu (32-bit)

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> x <- c(227.81,227.81,227.01,227.26,227.1,227.59,227.59,227.7,227.75,226.33,225.95,226.33,226.33,226.22,224.84,221.88,222.37,221.8,221.8,221.8,221.9,220.2,219.95,220.05,220.05,220.05,220.62,221.53,221.61,221.5,221.5,221.87,222.27,220.86,221.49,221.67,221.67,221.72,221.67,220.29,220.75,219.59,219.59,219.59,219.82,221.59,220.9,221.01,221.01,219.69,221,219.82,218.04,217.97,217.97,217.53,217,217.18,217.68,217.71,217.71,218.5,218.8,218.94,220,219.89,219.89,220.08,220.16,221,222.16,221.5)
> 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:  0.3105662 
 beta :  0.9232507 
 gamma:  0.8967125 

Coefficients:
            [,1]
a   220.92072897
b    -0.08236298
s1    0.61963453
s2    0.59976263
s3    0.61487395
s4    0.19913767
s5    0.21443916
s6   -0.56633936
s7   -0.91301677
s8   -0.92697602
s9   -0.88086315
s10   0.05023008
s11   1.11957979
s12   0.60532145
> myresid <- x - fit$fitted[,'xhat']
> postscript(file="/var/fisher/rcomp/tmp/1mpaa1357259217.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> op <- par(mfrow=c(2,1))
> plot(fit,ylab='Observed (black) / Fitted (red)',main='Interpolation Fit of Exponential Smoothing')
> plot(myresid,ylab='Residuals',main='Interpolation Prediction Errors')
> par(op)
> dev.off()
null device 
          1 
> postscript(file="/var/fisher/rcomp/tmp/2jhe11357259217.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> p <- predict(fit, par1, prediction.interval=TRUE)
> np <- length(p[,1])
> plot(fit,p,ylab='Observed (black) / Fitted (red)',main='Extrapolation Fit of Exponential Smoothing')
> dev.off()
null device 
          1 
> postscript(file="/var/fisher/rcomp/tmp/3piux1357259217.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> op <- par(mfrow = c(2,2))
> acf(as.numeric(myresid),lag.max = nx/2,main='Residual ACF')
> spectrum(myresid,main='Residals Periodogram')
> cpgram(myresid,main='Residal Cumulative Periodogram')
> qqnorm(myresid,main='Residual Normal QQ Plot')
> qqline(myresid)
> par(op)
> dev.off()
null device 
          1 
> 
> #Note: the /var/fisher/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/fisher/rcomp/createtable")
> 
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,'Estimated Parameters of Exponential Smoothing',2,TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Parameter',header=TRUE)
> a<-table.element(a,'Value',header=TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'alpha',header=TRUE)
> a<-table.element(a,fit$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/48yew1357259217.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/5nh7w1357259217.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/670hp1357259217.tab") 
> 
> try(system("convert tmp/1mpaa1357259217.ps tmp/1mpaa1357259217.png",intern=TRUE))
character(0)
> try(system("convert tmp/2jhe11357259217.ps tmp/2jhe11357259217.png",intern=TRUE))
character(0)
> try(system("convert tmp/3piux1357259217.ps tmp/3piux1357259217.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.867   0.552   2.428