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Type 'q()' to quit R. > x <- c(338881 + ,339105 + ,342435 + ,354980 + ,339890 + ,339890 + ,340471 + ,343833 + ,346109 + ,345455 + ,350419 + ,344660 + ,341499 + ,342376 + ,344148 + ,359079 + ,344090 + ,342681 + ,348552 + ,349867 + ,353247 + ,356048 + ,363887 + ,358905 + ,359647 + ,361488 + ,363229 + ,393301 + ,366190 + ,363811 + ,366190 + ,372656 + ,371781 + ,374306 + ,377689 + ,373240 + ,373456 + ,372610 + ,372209 + ,390212 + ,373113 + ,370518 + ,370469 + ,372493 + ,369536 + ,368835 + ,366859 + ,356044 + ,346106 + ,333829 + ,317388 + ,285871 + ,339729 + ,308216 + ,309137 + ,311245 + ,319568 + ,329201 + ,339880 + ,342305 + ,346975 + ,355294 + ,360766 + ,392946 + ,352108 + ,358071 + ,365429 + ,378731 + ,384120 + ,391390 + ,403547 + ,404124 + ,406439 + ,412232 + ,419221 + ,450521 + ,430027 + ,433442 + ,439938 + ,450200 + ,459279 + ,465090 + ,478567 + ,475726 + ,480634 + ,486952 + ,491912 + ,517281 + ,502379 + ,504942 + ,516387 + ,523270 + ,528995 + ,540850 + ,550679 + ,544432 + ,550296 + ,554659 + ,558856 + ,582661 + ,564317 + ,568569 + ,574693 + ,586558 + ,588751 + ,598250 + ,607706 + ,603869 + ,607696 + ,613285 + ,617160 + ,647083 + ,621246 + ,623252 + ,632722 + ,641716 + ,644953 + ,652723 + ,660093 + ,657090 + ,657281 + ,661949 + ,665608 + ,697124 + ,671310 + ,674708 + ,681915 + ,690556 + ,692885 + ,699740 + ,707885 + ,704785 + ,705363 + ,749101 + ,752891 + ,784662 + ,761914 + ,763768 + ,768877 + ,781031 + ,783454 + ,785988 + ,795068 + ,790001 + ,789721 + ,794064 + ,798690 + ,829281 + ,806249 + ,807048 + ,819928 + ,821105 + ,828422 + ,835360 + ,844092 + ,837469 + ,836969 + ,838721 + ,840537 + ,863719 + ,845413 + ,844366 + ,848357 + ,858754 + ,862431 + ,871565 + ,880366 + ,874476 + ,882077 + ,889199 + ,892665 + ,913625 + ,893597 + ,892114 + ,894801 + ,898843 + ,908135 + ,918920 + ,923125 + ,921770 + ,917843 + ,916761 + ,915087 + ,938173 + ,907953 + ,905374 + ,921867 + ,927104 + ,930989 + ,936820 + ,944281 + ,945322 + ,944555) > par3 = 'additive' > par2 = 'Single' > par1 = '12' > par3 <- 'additive' > par2 <- 'Single' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_exponentialsmoothing.wasp/ > #Source of accompanying publication: > # > par1 <- as.numeric(par1) > if (par2 == 'Single') K <- 1 > if (par2 == 'Double') K <- 2 > if (par2 == 'Triple') K <- par1 > nx <- length(x) > nxmK <- nx - K > x <- ts(x, frequency = par1) > if (par2 == 'Single') fit <- HoltWinters(x, gamma=F, beta=F) > if (par2 == 'Double') fit <- HoltWinters(x, gamma=F) > if (par2 == 'Triple') fit <- HoltWinters(x, seasonal=par3) > fit Holt-Winters exponential smoothing without trend and without seasonal component. Call: HoltWinters(x = x, beta = F, gamma = F) Smoothing parameters: alpha: 0.7900579 beta : FALSE gamma: FALSE Coefficients: [,1] a 944587.5 > myresid <- x - fit$fitted[,'xhat'] > postscript(file="/var/wessaorg/rcomp/tmp/1ost41385121860.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/22tmb1385121860.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/3n4l01385121860.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$gamma) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/4ouo11385121860.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Interpolation Forecasts of Exponential Smoothing',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'t',header=TRUE) > a<-table.element(a,'Observed',header=TRUE) > a<-table.element(a,'Fitted',header=TRUE) > a<-table.element(a,'Residuals',header=TRUE) > a<-table.row.end(a) > for (i in 1:nxmK) { + a<-table.row.start(a) + a<-table.element(a,i+K,header=TRUE) + a<-table.element(a,x[i+K]) + a<-table.element(a,fit$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/5tdt11385121860.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/6iyfc1385121860.tab") > > try(system("convert tmp/1ost41385121860.ps tmp/1ost41385121860.png",intern=TRUE)) character(0) > try(system("convert tmp/22tmb1385121860.ps tmp/22tmb1385121860.png",intern=TRUE)) character(0) > try(system("convert tmp/3n4l01385121860.ps tmp/3n4l01385121860.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.377 0.412 2.772