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Type 'q()' to quit R. > x <- c(547084.00,639842.00,770730.00,911599.00,971249.00,925102.00,906046.00,1006991.00,1013942.00,991188.00,819356.00,793778.00,601962.00,685640.00,785923.00,954888.00,1029140.00,972811.00,951330.00,1012865.00,1005502.00,987489.00,828421.00,817308.00,625827.00,683491.00,848657.00,978027.00,1019467.00,980306.00,992574.00,1080411.00,1047988.00,1023560.00,871245.00,824793.00,645999.00,736888.00,874488.00,992614.00,1107708.00,955938.00,1024122.00,1081598.00,1028158.00,1006457.00,826725.00,839116.00,591481.00,671244.00,788395.00,912291.00,987428.00,873452.00,952046.00,1037521.00,958597.00,965368.00,780741.00,814377.00,594739.00,668940.00,815882.00,928023.00,1025552.00,945840.00,1020639.00,1109899.00,1033403.00,1050530.00,840420.00,820378.00,609379.00,678402.00,889241.00,998445.00,1054502.00,1076699.00,1093802.00,1134793.00,1054084.00,1068675.00,857337.00,855380.00) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_exponentialsmoothing.wasp/ > #Source of accompanying publication: > #Technical description: > par1 <- as.numeric(par1) > if (par2 == 'Single') K <- 1 > if (par2 == 'Double') K <- 2 > if (par2 == 'Triple') K <- par1 > nx <- length(x) > nxmK <- nx - K > x <- ts(x, frequency = par1) > if (par2 == 'Single') fit <- HoltWinters(x, gamma=F, beta=F) > if (par2 == 'Double') fit <- HoltWinters(x, gamma=F) > if (par2 == 'Triple') fit <- HoltWinters(x, seasonal=par3) > fit Holt-Winters exponential smoothing with trend and additive seasonal component. Call: HoltWinters(x = x, seasonal = par3) Smoothing parameters: alpha: 0.3823297 beta : 0 gamma: 1 Coefficients: [,1] a 966038.274 b 2336.001 s1 -309665.797 s2 -235055.135 s3 -47308.713 s4 50132.745 s5 113905.706 s6 96816.721 s7 108283.406 s8 159441.983 s9 83882.316 s10 98532.967 s11 -110593.810 s12 -110658.274 > myresid <- x - fit$fitted[,'xhat'] > postscript(file="/var/fisher/rcomp/tmp/1m0wl1369502538.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/2qhnh1369502538.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/3kjtg1369502538.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$gamma) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/fisher/rcomp/tmp/46uy91369502538.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Interpolation Forecasts of Exponential Smoothing',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'t',header=TRUE) > a<-table.element(a,'Observed',header=TRUE) > a<-table.element(a,'Fitted',header=TRUE) > a<-table.element(a,'Residuals',header=TRUE) > a<-table.row.end(a) > for (i in 1:nxmK) { + a<-table.row.start(a) + a<-table.element(a,i+K,header=TRUE) + a<-table.element(a,x[i+K]) + a<-table.element(a,fit$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/5lebh1369502538.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/6ijii1369502538.tab") > > try(system("convert tmp/1m0wl1369502538.ps tmp/1m0wl1369502538.png",intern=TRUE)) character(0) > try(system("convert tmp/2qhnh1369502538.ps tmp/2qhnh1369502538.png",intern=TRUE)) character(0) > try(system("convert tmp/3kjtg1369502538.ps tmp/3kjtg1369502538.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.894 0.258 2.136