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Type 'q()' to quit R. > x <- c(209704.00 + ,208923.00 + ,208131.00 + ,206492.00 + ,222706.00 + ,221848.00 + ,209704.00 + ,201630.00 + ,202411.00 + ,202411.00 + ,203280.00 + ,204842.00 + ,207273.00 + ,207273.00 + ,205711.00 + ,201630.00 + ,222706.00 + ,225918.00 + ,221067.00 + ,209704.00 + ,214566.00 + ,207273.00 + ,210562.00 + ,212135.00 + ,213774.00 + ,209704.00 + ,210562.00 + ,204842.00 + ,222706.00 + ,228349.00 + ,223498.00 + ,214566.00 + ,224279.00 + ,213774.00 + ,223498.00 + ,222706.00 + ,225137.00 + ,216205.00 + ,225918.00 + ,225137.00 + ,239712.00 + ,236423.00 + ,223498.00 + ,216986.00 + ,225918.00 + ,213774.00 + ,222706.00 + ,224279.00 + ,227568.00 + ,220286.00 + ,224279.00 + ,226710.00 + ,235642.00 + ,228349.00 + ,218636.00 + ,208131.00 + ,217855.00 + ,191125.00 + ,204061.00 + ,211343.00 + ,218636.00 + ,208131.00 + ,208131.00 + ,208131.00 + ,213774.00 + ,205711.00 + ,195129.00 + ,186274.00 + ,192698.00 + ,167618.00 + ,182985.00 + ,191917.00 + ,193556.00 + ,184624.00 + ,185405.00 + ,182985.00 + ,191125.00 + ,185405.00 + ,174130.00 + ,165979.00 + ,179762.00 + ,149831.00 + ,169268.00 + ,178123.00 + ,178123.00 + ,167618.00 + ,157905.00 + ,157124.00 + ,165979.00 + ,157905.00 + ,142549.00 + ,131967.00 + ,143330.00 + ,116611.00 + ,140899.00 + ,153824.00 + ,157905.00 + ,148973.00 + ,137687.00 + ,145761.00 + ,148973.00 + ,146542.00 + ,122243.00 + ,110968.00 + ,119031.00 + ,94743.00 + ,119823.00 + ,128755.00 + ,136037.00 + ,123893.00 + ,112530.00 + ,119031.00 + ,122243.00 + ,115819.00 + ,91531.00 + ,80949.00 + ,90662.00 + ,63943.00 + ,93093.00 + ,110968.00) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_exponentialsmoothing.wasp/ > #Source of accompanying publication: > # > par1 <- as.numeric(par1) > if (par2 == 'Single') K <- 1 > if (par2 == 'Double') K <- 2 > if (par2 == 'Triple') K <- par1 > nx <- length(x) > nxmK <- nx - K > x <- ts(x, frequency = par1) > if (par2 == 'Single') fit <- HoltWinters(x, gamma=F, beta=F) > if (par2 == 'Double') fit <- HoltWinters(x, gamma=F) > if (par2 == 'Triple') fit <- HoltWinters(x, seasonal=par3) > fit Holt-Winters exponential smoothing with trend and without seasonal component. Call: HoltWinters(x = x, gamma = F) Smoothing parameters: alpha: 0.6590048 beta : 0 gamma: FALSE Coefficients: [,1] a 102096.9 b -781.0 > myresid <- x - fit$fitted[,'xhat'] > postscript(file="/var/wessaorg/rcomp/tmp/1bizv1439472238.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/2tz571439472238.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/3nfug1439472238.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$gamma) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/4gzxw1439472238.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Interpolation Forecasts of Exponential Smoothing',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'t',header=TRUE) > a<-table.element(a,'Observed',header=TRUE) > a<-table.element(a,'Fitted',header=TRUE) > a<-table.element(a,'Residuals',header=TRUE) > a<-table.row.end(a) > for (i in 1:nxmK) { + a<-table.row.start(a) + a<-table.element(a,i+K,header=TRUE) + a<-table.element(a,x[i+K]) + a<-table.element(a,fit$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/5e6tx1439472238.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/6gdcb1439472238.tab") > > try(system("convert tmp/1bizv1439472238.ps tmp/1bizv1439472238.png",intern=TRUE)) character(0) > try(system("convert tmp/2tz571439472238.ps tmp/2tz571439472238.png",intern=TRUE)) character(0) > try(system("convert tmp/3nfug1439472238.ps tmp/3nfug1439472238.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.372 0.225 1.605