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Type 'q()' to quit R. > x <- c(221102 + ,220892 + ,225537 + ,219334 + ,216126 + ,224573 + ,213991 + ,221865 + ,215382 + ,213962 + ,217009 + ,318110 + ,219662 + ,212650 + ,209307 + ,210541 + ,210609 + ,208910 + ,207541 + ,207699 + ,205005 + ,205747 + ,203644 + ,229937 + ,214446 + ,210194 + ,206535 + ,216524 + ,198243 + ,208274 + ,207493 + ,215525 + ,207562 + ,213355 + ,209048 + ,220497 + ,214563 + ,211571 + ,216385 + ,211496 + ,209683 + ,206304 + ,213925 + ,204829 + ,205729 + ,200296 + ,207960 + ,207729 + ,208327 + ,207794 + ,213700 + ,213136 + ,210354 + ,202205 + ,220425 + ,210038 + ,205201 + ,197441 + ,200021 + ,203165 + ,201699 + ,201003 + ,232308 + ,211412 + ,209661 + ,213587 + ,193611 + ,192543 + ,196040 + ,191407 + ,189726 + ,191272 + ,187924 + ,198213 + ,199352 + ,199289 + ,195475 + ,198045 + ,197615 + ,189015 + ,189668 + ,189120 + ,194168 + ,192304 + ,185913 + ,197599 + ,186085 + ,190566 + ,187054 + ,193222 + ,189856 + ,190608 + ,190588 + ,186773 + ,183510 + ,180106 + ,180150 + ,178412 + ,182353 + ,203805 + ,186054 + ,184290 + ,187483 + ,187111 + ,189561 + ,184439 + ,182985 + ,183828 + ,184036 + ,183214 + ,183464 + ,173718 + ,180210 + ,171252 + ,172705 + ,174006 + ,172043 + ,169445 + ,169449 + ,177073 + ,170799 + ,171648 + ,172220 + ,165795 + ,167466 + ,165528 + ,162851 + ,165864 + ,162094 + ,162385 + ,164293 + ,165983 + ,159680 + ,161739 + ,159302 + ,167795 + ,164242 + ,159743 + ,160887 + ,163844 + ,161172 + ,159330 + ,155570 + ,156749 + ,155012 + ,163419 + ,153630 + ,154535 + ,151543 + ,152955 + ,150166 + ,151416 + ,150332 + ,152196 + ,153422 + ,147435) > par3 = 'multiplicative' > par2 = 'Double' > par1 = '12' > par3 <- 'multiplicative' > par2 <- 'Double' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_exponentialsmoothing.wasp/ > #Source of accompanying publication: > # > par1 <- as.numeric(par1) > if (par2 == 'Single') K <- 1 > if (par2 == 'Double') K <- 2 > if (par2 == 'Triple') K <- par1 > nx <- length(x) > nxmK <- nx - K > x <- ts(x, frequency = par1) > if (par2 == 'Single') fit <- HoltWinters(x, gamma=F, beta=F) > if (par2 == 'Double') fit <- HoltWinters(x, gamma=F) > if (par2 == 'Triple') fit <- HoltWinters(x, seasonal=par3) > fit Holt-Winters exponential smoothing with trend and without seasonal component. Call: HoltWinters(x = x, gamma = F) Smoothing parameters: alpha: 1 beta : 1 gamma: FALSE Coefficients: [,1] a 147435 b -5987 > myresid <- x - fit$fitted[,'xhat'] > postscript(file="/var/wessaorg/rcomp/tmp/10crn1389527983.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/2im661389527983.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/3ljdp1389527983.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$gamma) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/4q7131389527983.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Interpolation Forecasts of Exponential Smoothing',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'t',header=TRUE) > a<-table.element(a,'Observed',header=TRUE) > a<-table.element(a,'Fitted',header=TRUE) > a<-table.element(a,'Residuals',header=TRUE) > a<-table.row.end(a) > for (i in 1:nxmK) { + a<-table.row.start(a) + a<-table.element(a,i+K,header=TRUE) + a<-table.element(a,x[i+K]) + a<-table.element(a,fit$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/5eby31389527983.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/6kqe21389527983.tab") > > try(system("convert tmp/10crn1389527983.ps tmp/10crn1389527983.png",intern=TRUE)) character(0) > try(system("convert tmp/2im661389527983.ps tmp/2im661389527983.png",intern=TRUE)) character(0) > try(system("convert tmp/3ljdp1389527983.ps tmp/3ljdp1389527983.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 5.264 1.011 6.227