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Type 'q()' to quit R. > x <- c(18293.9,18613.4,18728.5,20091.8,18947.2,20124.9,19819.2,15908.6,19927.4,19551.9,15588.6,14206.2,13566.7,13941.5,14964.1,14086,13505.1,15300.4,14725.2,12484.9,16082.6,15915.8,15916.1,15713,14746,15253.2,18384.3,16848.5,16485.5,19257.1,17093.4,15700.1,19124.3,18640.8,18439.2,17106.3,18347.7,19372.7,22263.8,19422.9,21268.6,20310,19256,17535.9,19857.4,19628.4,19727.5,18112.2,19080.2,20684.6,22537.7,19954.6,20230.2,20445.5,19615.3,18071.6,19287.2,21031.4,19860.9,17671.3,19359.2,19287,21498,20859.7,20833.1,20318.8,21375.9,17403.4,21050.1,22010.2,20372.1,19028.4) > par3 = 'additive' > par2 = 'Triple' > par1 = '12' > par3 <- 'additive' > par2 <- 'Triple' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_exponentialsmoothing.wasp/ > #Source of accompanying publication: > # > par1 <- as.numeric(par1) > if (par2 == 'Single') K <- 1 > if (par2 == 'Double') K <- 2 > if (par2 == 'Triple') K <- par1 > nx <- length(x) > nxmK <- nx - K > x <- ts(x, frequency = par1) > if (par2 == 'Single') fit <- HoltWinters(x, gamma=F, beta=F) > if (par2 == 'Double') fit <- HoltWinters(x, gamma=F) > if (par2 == 'Triple') fit <- HoltWinters(x, seasonal=par3) > fit Holt-Winters exponential smoothing with trend and additive seasonal component. Call: HoltWinters(x = x, seasonal = par3) Smoothing parameters: alpha: 0.7572236 beta : 0.03613799 gamma: 1 Coefficients: [,1] a 19600.98414 b -14.73871 s1 -708.53060 s2 -818.73670 s3 1008.67903 s4 -722.18501 s5 -529.71189 s6 70.68064 s7 613.51164 s8 -1578.37889 s9 1927.96494 s10 2885.51954 s11 1391.63647 s12 -572.58414 > myresid <- x - fit$fitted[,'xhat'] > postscript(file="/var/wessaorg/rcomp/tmp/1zb4a1417349642.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/2xymx1417349642.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/325f21417349642.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$gamma) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/4uzj11417349642.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Interpolation Forecasts of Exponential Smoothing',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'t',header=TRUE) > a<-table.element(a,'Observed',header=TRUE) > a<-table.element(a,'Fitted',header=TRUE) > a<-table.element(a,'Residuals',header=TRUE) > a<-table.row.end(a) > for (i in 1:nxmK) { + a<-table.row.start(a) + a<-table.element(a,i+K,header=TRUE) + a<-table.element(a,x[i+K]) + a<-table.element(a,fit$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/51bpg1417349642.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/6qrkh1417349642.tab") > > try(system("convert tmp/1zb4a1417349642.ps tmp/1zb4a1417349642.png",intern=TRUE)) character(0) > try(system("convert tmp/2xymx1417349642.ps tmp/2xymx1417349642.png",intern=TRUE)) character(0) > try(system("convert tmp/325f21417349642.ps tmp/325f21417349642.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.339 0.226 1.572