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Type 'q()' to quit R. > x <- c(95320.00 + ,94965.00 + ,94605.00 + ,93860.00 + ,101230.00 + ,100840.00 + ,95320.00 + ,91650.00 + ,92005.00 + ,92005.00 + ,92400.00 + ,93110.00 + ,94215.00 + ,94215.00 + ,93505.00 + ,91650.00 + ,101230.00 + ,102690.00 + ,100485.00 + ,95320.00 + ,97530.00 + ,94215.00 + ,95710.00 + ,96425.00 + ,97170.00 + ,95320.00 + ,95710.00 + ,93110.00 + ,101230.00 + ,103795.00 + ,101590.00 + ,97530.00 + ,101945.00 + ,97170.00 + ,101590.00 + ,101230.00 + ,102335.00 + ,98275.00 + ,102690.00 + ,102335.00 + ,108960.00 + ,107465.00 + ,101590.00 + ,98630.00 + ,102690.00 + ,97170.00 + ,101230.00 + ,101945.00 + ,103440.00 + ,100130.00 + ,101945.00 + ,103050.00 + ,107110.00 + ,103795.00 + ,99380.00 + ,94605.00 + ,99025.00 + ,86875.00 + ,92755.00 + ,96065.00 + ,99380.00 + ,94605.00 + ,94605.00 + ,94605.00 + ,97170.00 + ,93505.00 + ,88695.00 + ,84670.00 + ,87590.00 + ,76190.00 + ,83175.00 + ,87235.00 + ,87980.00 + ,83920.00 + ,84275.00 + ,83175.00 + ,86875.00 + ,84275.00 + ,79150.00 + ,75445.00 + ,81710.00 + ,68105.00 + ,76940.00 + ,80965.00 + ,80965.00 + ,76190.00 + ,71775.00 + ,71420.00 + ,75445.00 + ,71775.00 + ,64795.00 + ,59985.00 + ,65150.00 + ,53005.00 + ,64045.00 + ,69920.00 + ,71775.00 + ,67715.00 + ,62585.00 + ,66255.00 + ,67715.00 + ,66610.00 + ,55565.00 + ,50440.00 + ,54105.00 + ,43065.00 + ,54465.00 + ,58525.00 + ,61835.00 + ,56315.00 + ,51150.00 + ,54105.00 + ,55565.00 + ,52645.00 + ,41605.00 + ,36795.00 + ,41210.00 + ,29065.00 + ,42315.00 + ,50440.00) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_exponentialsmoothing.wasp/ > #Source of accompanying publication: > # > par1 <- as.numeric(par1) > if (par2 == 'Single') K <- 1 > if (par2 == 'Double') K <- 2 > if (par2 == 'Triple') K <- par1 > nx <- length(x) > nxmK <- nx - K > x <- ts(x, frequency = par1) > if (par2 == 'Single') fit <- HoltWinters(x, gamma=F, beta=F) > if (par2 == 'Double') fit <- HoltWinters(x, gamma=F) > if (par2 == 'Triple') fit <- HoltWinters(x, seasonal=par3) > fit Holt-Winters exponential smoothing with trend and without seasonal component. Call: HoltWinters(x = x, gamma = F) Smoothing parameters: alpha: 0.6590048 beta : 0 gamma: FALSE Coefficients: [,1] a 46407.68 b -355.00 > myresid <- x - fit$fitted[,'xhat'] > postscript(file="/var/wessaorg/rcomp/tmp/13j1z1439761444.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/2ah6t1439761444.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/38tss1439761444.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$gamma) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/46xc01439761444.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Interpolation Forecasts of Exponential Smoothing',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'t',header=TRUE) > a<-table.element(a,'Observed',header=TRUE) > a<-table.element(a,'Fitted',header=TRUE) > a<-table.element(a,'Residuals',header=TRUE) > a<-table.row.end(a) > for (i in 1:nxmK) { + a<-table.row.start(a) + a<-table.element(a,i+K,header=TRUE) + a<-table.element(a,x[i+K]) + a<-table.element(a,fit$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/5qdix1439761444.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/6t2uh1439761444.tab") > > try(system("convert tmp/13j1z1439761444.ps tmp/13j1z1439761444.png",intern=TRUE)) character(0) > try(system("convert tmp/2ah6t1439761444.ps tmp/2ah6t1439761444.png",intern=TRUE)) character(0) > try(system("convert tmp/38tss1439761444.ps tmp/38tss1439761444.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.379 0.235 1.607