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Type 'q()' to quit R. > x <- c(329.6 + ,327.2 + ,326.3 + ,315.4 + ,308.6 + ,302.6 + ,295.6 + ,291.5 + ,288.1 + ,281.1 + ,282.4 + ,284.9 + ,274.2 + ,265.7 + ,259.7 + ,253.7 + ,249.5 + ,244.6 + ,243 + ,239.2 + ,235.7 + ,231.1 + ,226.7 + ,221.7 + ,219.4 + ,214.2 + ,211.7 + ,207.7 + ,204.7 + ,201.2 + ,199.9 + ,197.8 + ,195.2 + ,194.3 + ,192.8 + ,188.5 + ,183.2 + ,181.4 + ,180.5 + ,180.2 + ,179.2 + ,177.1 + ,174.2 + ,172.1 + ,171.1 + ,169.8 + ,169.5 + ,165.5 + ,167.2 + ,167.6 + ,171.8 + ,175.9 + ,180 + ,184.9 + ,184.6 + ,187.6 + ,191.5 + ,195.5 + ,201.6 + ,203.5 + ,209.1 + ,217.1 + ,227.6 + ,237.2 + ,245.6 + ,253.2 + ,260.5 + ,266.1 + ,273 + ,280.8 + ,284.4 + ,288.5 + ,284.8 + ,288.9 + ,299.6 + ,307.8 + ,311.4 + ,322 + ,317.8 + ,319.1 + ,322.3 + ,323.1 + ,322.8 + ,325 + ,323.2 + ,318.8 + ,328.2 + ,329.2 + ,326.5 + ,330.1 + ,323.8 + ,321.8 + ,319.6 + ,315.5 + ,310.7 + ,306.5 + ,295.1 + ,288 + ,293.9 + ,289.3 + ,287.4 + ,282.6 + ,276.9 + ,272.7 + ,267.9 + ,262.8 + ,256.6 + ,250.7 + ,243.2 + ,235.1 + ,229.6 + ,222.9 + ,217.6 + ,214.1 + ,210.8 + ,208 + ,202.6 + ,199 + ,195.5 + ,192.1 + ,189.4 + ,182.4 + ,179.2 + ,176.5 + ,174 + ,171.7 + ,169.8 + ,168.3 + ,166.4 + ,165.9 + ,166.4 + ,170.6 + ,177.6 + ,183.4 + ,191.9 + ,201.7 + ,210.6 + ,221.6 + ,232.2 + ,240.4 + ,248.4 + ,258.5 + ,265 + ,271.7 + ,273.9 + ,277.8 + ,273.4 + ,270.9 + ,268.3 + ,264.7 + ,264.1 + ,264.5 + ,262.2 + ,258.6 + ,259.4 + ,262.7 + ,264.9 + ,260.5 + ,256.4 + ,254.7 + ,254.8 + ,255.3 + ,256.8 + ,258.7 + ,259.8 + ,261.7 + ,264.7 + ,269.1 + ,279 + ,283.4 + ,285.5 + ,288.2 + ,292.1 + ,295.6 + ,302.4 + ,308.5 + ,314.1 + ,319.8 + ,329.7 + ,339.7) > par3 = 'additive' > par2 = 'Double' > par1 = '12' > par3 <- 'additive' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_exponentialsmoothing.wasp/ > #Source of accompanying publication: > # > par1 <- as.numeric(par1) > if (par2 == 'Single') K <- 1 > if (par2 == 'Double') K <- 2 > if (par2 == 'Triple') K <- par1 > nx <- length(x) > nxmK <- nx - K > x <- ts(x, frequency = par1) > if (par2 == 'Single') fit <- HoltWinters(x, gamma=F, beta=F) > if (par2 == 'Double') fit <- HoltWinters(x, gamma=F) > if (par2 == 'Triple') fit <- HoltWinters(x, seasonal=par3) > fit Holt-Winters exponential smoothing with trend and without seasonal component. Call: HoltWinters(x = x, gamma = F) Smoothing parameters: alpha: 1 beta : 0.444346 gamma: FALSE Coefficients: [,1] a 339.700000 b 8.619921 > myresid <- x - fit$fitted[,'xhat'] > postscript(file="/var/wessaorg/rcomp/tmp/1pfpz1400269190.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/2wfcn1400269190.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/3t7h01400269190.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$gamma) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/4wbif1400269190.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Interpolation Forecasts of Exponential Smoothing',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'t',header=TRUE) > a<-table.element(a,'Observed',header=TRUE) > a<-table.element(a,'Fitted',header=TRUE) > a<-table.element(a,'Residuals',header=TRUE) > a<-table.row.end(a) > for (i in 1:nxmK) { + a<-table.row.start(a) + a<-table.element(a,i+K,header=TRUE) + a<-table.element(a,x[i+K]) + a<-table.element(a,fit$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/5v0jy1400269190.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/6tgyo1400269190.tab") > > try(system("convert tmp/1pfpz1400269190.ps tmp/1pfpz1400269190.png",intern=TRUE)) character(0) > try(system("convert tmp/2wfcn1400269190.ps tmp/2wfcn1400269190.png",intern=TRUE)) character(0) > try(system("convert tmp/3t7h01400269190.ps tmp/3t7h01400269190.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.222 0.325 2.561