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Type 'q()' to quit R. > x <- c(133448.00 + ,132951.00 + ,132447.00 + ,131404.00 + ,141722.00 + ,141176.00 + ,133448.00 + ,128310.00 + ,128807.00 + ,128807.00 + ,129360.00 + ,130354.00 + ,131901.00 + ,131901.00 + ,130907.00 + ,128310.00 + ,141722.00 + ,143766.00 + ,140679.00 + ,133448.00 + ,136542.00 + ,131901.00 + ,133994.00 + ,134995.00 + ,136038.00 + ,133448.00 + ,133994.00 + ,130354.00 + ,141722.00 + ,145313.00 + ,142226.00 + ,136542.00 + ,142723.00 + ,136038.00 + ,142226.00 + ,141722.00 + ,143269.00 + ,137585.00 + ,143766.00 + ,143269.00 + ,152544.00 + ,150451.00 + ,142226.00 + ,138082.00 + ,143766.00 + ,136038.00 + ,141722.00 + ,142723.00 + ,144816.00 + ,140182.00 + ,142723.00 + ,144270.00 + ,149954.00 + ,145313.00 + ,139132.00 + ,132447.00 + ,138635.00 + ,121625.00 + ,129857.00 + ,134491.00 + ,139132.00 + ,132447.00 + ,132447.00 + ,132447.00 + ,136038.00 + ,130907.00 + ,124173.00 + ,118538.00 + ,122626.00 + ,106666.00 + ,116445.00 + ,122129.00 + ,123172.00 + ,117488.00 + ,117985.00 + ,116445.00 + ,121625.00 + ,117985.00 + ,110810.00 + ,105623.00 + ,114394.00 + ,95347.00 + ,107716.00 + ,113351.00 + ,113351.00 + ,106666.00 + ,100485.00 + ,99988.00 + ,105623.00 + ,100485.00 + ,90713.00 + ,83979.00 + ,91210.00 + ,74207.00 + ,89663.00 + ,97888.00 + ,100485.00 + ,94801.00 + ,87619.00 + ,92757.00 + ,94801.00 + ,93254.00 + ,77791.00 + ,70616.00 + ,75747.00 + ,60291.00 + ,76251.00 + ,81935.00 + ,86569.00 + ,78841.00 + ,71610.00 + ,75747.00 + ,77791.00 + ,73703.00 + ,58247.00 + ,51513.00 + ,57694.00 + ,40691.00 + ,59241.00 + ,70616.00) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_exponentialsmoothing.wasp/ > #Source of accompanying publication: > # > par1 <- as.numeric(par1) > if (par2 == 'Single') K <- 1 > if (par2 == 'Double') K <- 2 > if (par2 == 'Triple') K <- par1 > nx <- length(x) > nxmK <- nx - K > x <- ts(x, frequency = par1) > if (par2 == 'Single') fit <- HoltWinters(x, gamma=F, beta=F) > if (par2 == 'Double') fit <- HoltWinters(x, gamma=F) > if (par2 == 'Triple') fit <- HoltWinters(x, seasonal=par3) Warning message: In HoltWinters(x, seasonal = par3) : optimization difficulties: ERROR: ABNORMAL_TERMINATION_IN_LNSRCH > fit Holt-Winters exponential smoothing with trend and additive seasonal component. Call: HoltWinters(x = x, seasonal = par3) Smoothing parameters: alpha: 0.405343 beta : 0.06451955 gamma: 1 Coefficients: [,1] a 61417.0286 b -1339.6264 s1 10128.0011 s2 2690.6343 s3 -3876.5857 s4 734.2721 s5 3598.9137 s6 1007.1298 s7 -12231.6366 s8 -16449.9831 s9 -7600.9171 s10 -21378.1448 s11 -1361.1484 s12 9198.9714 > myresid <- x - fit$fitted[,'xhat'] > postscript(file="/var/wessaorg/rcomp/tmp/1hh2t1439721740.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/25h3g1439721740.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/3xmk71439721740.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$gamma) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/4uvst1439721740.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Interpolation Forecasts of Exponential Smoothing',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'t',header=TRUE) > a<-table.element(a,'Observed',header=TRUE) > a<-table.element(a,'Fitted',header=TRUE) > a<-table.element(a,'Residuals',header=TRUE) > a<-table.row.end(a) > for (i in 1:nxmK) { + a<-table.row.start(a) + a<-table.element(a,i+K,header=TRUE) + a<-table.element(a,x[i+K]) + a<-table.element(a,fit$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/5z2y51439721740.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/6d9gj1439721740.tab") > > try(system("convert tmp/1hh2t1439721740.ps tmp/1hh2t1439721740.png",intern=TRUE)) character(0) > try(system("convert tmp/25h3g1439721740.ps tmp/25h3g1439721740.png",intern=TRUE)) character(0) > try(system("convert tmp/3xmk71439721740.ps tmp/3xmk71439721740.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.395 0.226 1.618