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Type 'q()' to quit R. > x <- c(6195800,6172725,6149325,6100900,6579950,6554600,6195800,5957250,5980325,5980325,6006000,6052150,6123975,6123975,6077825,5957250,6579950,6674850,6531525,6195800,6339450,6123975,6221150,6267625,6316050,6195800,6221150,6052150,6579950,6746675,6603350,6339450,6626425,6316050,6603350,6579950,6651775,6387875,6674850,6651775,7082400,6985225,6603350,6410950,6674850,6316050,6579950,6626425,6723600,6508450,6626425,6698250,6962150,6746675,6459700,6149325,6436625,5646875,6029075,6244225,6459700,6149325,6149325,6149325,6316050,6077825,5765175,5503550,5693350,4952350,5406375,5670275,5718700,5454800,5477875,5406375,5646875,5477875,5144750,4903925,5311150,4426825,5001100,5262725,5262725,4952350,4665375,4642300,4903925,4665375,4211675,3899025,4234750,3445325,4162925,4544800,4665375,4401475,4068025,4306575,4401475,4329650,3611725,3278600,3516825,2799225,3540225,3804125,4019275,3660475,3324750,3516825,3611725,3421925,2704325,2391675,2678650,1889225,2750475,3278600) > par3 = 'multiplicative' > par2 = 'Triple' > par1 = '12' > par3 <- 'multiplicative' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_exponentialsmoothing.wasp/ > #Source of accompanying publication: > # > par1 <- as.numeric(par1) > if (par2 == 'Single') K <- 1 > if (par2 == 'Double') K <- 2 > if (par2 == 'Triple') K <- par1 > nx <- length(x) > nxmK <- nx - K > x <- ts(x, frequency = par1) > if (par2 == 'Single') fit <- HoltWinters(x, gamma=F, beta=F) > if (par2 == 'Double') fit <- HoltWinters(x, gamma=F) > if (par2 == 'Triple') fit <- HoltWinters(x, seasonal=par3) > fit Holt-Winters exponential smoothing with trend and multiplicative seasonal component. Call: HoltWinters(x = x, seasonal = par3) Smoothing parameters: alpha: 0.3792448 beta : 0.05069546 gamma: 1 Coefficients: [,1] a 2.766263e+06 b -6.270296e+04 s1 1.133365e+00 s2 1.034808e+00 s3 9.522894e-01 s4 1.012896e+00 s5 1.045880e+00 s6 1.008006e+00 s7 8.335538e-01 s8 7.797716e-01 s9 9.068032e-01 s10 6.963623e-01 s11 1.025673e+00 s12 1.185209e+00 > myresid <- x - fit$fitted[,'xhat'] > postscript(file="/var/wessaorg/rcomp/tmp/1tpri1439741249.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/2y7ze1439741249.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/317mz1439741249.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$gamma) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/46sjo1439741249.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Interpolation Forecasts of Exponential Smoothing',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'t',header=TRUE) > a<-table.element(a,'Observed',header=TRUE) > a<-table.element(a,'Fitted',header=TRUE) > a<-table.element(a,'Residuals',header=TRUE) > a<-table.row.end(a) > for (i in 1:nxmK) { + a<-table.row.start(a) + a<-table.element(a,i+K,header=TRUE) + a<-table.element(a,x[i+K]) + a<-table.element(a,fit$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/54pdr1439741249.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/6vwi81439741249.tab") > > try(system("convert tmp/1tpri1439741249.ps tmp/1tpri1439741249.png",intern=TRUE)) character(0) > try(system("convert tmp/2y7ze1439741249.ps tmp/2y7ze1439741249.png",intern=TRUE)) character(0) > try(system("convert tmp/317mz1439741249.ps tmp/317mz1439741249.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.309 0.232 1.550