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Type 'q()' to quit R. > x <- c(71.83,71.39,73.71,74.13,74.45,74.95,75.09,75.23,76.11,76.64,76.97,78.23,77.15,76.33,70.19,68.42,66.49,63.41,62.92,65.53,65.26,68.25,74.39,78.71,82.15,86.05,89.46,89.32,88.94,93.35,94.72,96.11,104.06,104.11,103.9,110.75,110.82,107.59,96.03,95.69,90.63,75.87,75.57,78.78,74.93,75.85,75.49,76.87,78.18,79.37,80.59,81.18,81.02,82.75,83.63,85.35,90.52,90.66,90.69,92.56,92.87,93.82,96.32,96.03,96.53,102.96,102.38,102.66,106.83,106.5,106.78,108.49,108.77,110.43,110.84,110.52,110.11,109.42,109.06,108.98,108.36,108.11,108.44,107.76,106.27,101.07,100.79,100.97,99.33,99.35,99.23,98.14,98.17,98.48,99,99.19,99.1,100.13,100.07,95.26,94.72,94.25,89.46,88.38,88.57,93.82,93.94,93.92) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_exponentialsmoothing.wasp/ > #Source of accompanying publication: > # > par1 <- as.numeric(par1) > if (par2 == 'Single') K <- 1 > if (par2 == 'Double') K <- 2 > if (par2 == 'Triple') K <- par1 > nx <- length(x) > nxmK <- nx - K > x <- ts(x, frequency = par1) > if (par2 == 'Single') fit <- HoltWinters(x, gamma=F, beta=F) > if (par2 == 'Double') fit <- HoltWinters(x, gamma=F) > if (par2 == 'Triple') fit <- HoltWinters(x, seasonal=par3) > fit Holt-Winters exponential smoothing with trend and additive seasonal component. Call: HoltWinters(x = x, seasonal = par3) Smoothing parameters: alpha: 0.8841233 beta : 0.2134811 gamma: 1 Coefficients: [,1] a 90.0783248 b -0.7031661 s1 4.3351711 s2 4.0684686 s3 1.5669761 s4 -1.6558752 s5 -3.6580064 s6 -5.7054113 s7 -5.2341732 s8 -2.1933379 s9 0.5365041 s10 1.9587462 s11 2.0891698 s12 3.8416752 > myresid <- x - fit$fitted[,'xhat'] > postscript(file="/var/wessaorg/rcomp/tmp/1ljgg1450209149.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/2pkrc1450209149.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/3veu61450209149.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$gamma) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/4h9us1450209149.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Interpolation Forecasts of Exponential Smoothing',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'t',header=TRUE) > a<-table.element(a,'Observed',header=TRUE) > a<-table.element(a,'Fitted',header=TRUE) > a<-table.element(a,'Residuals',header=TRUE) > a<-table.row.end(a) > for (i in 1:nxmK) { + a<-table.row.start(a) + a<-table.element(a,i+K,header=TRUE) + a<-table.element(a,x[i+K]) + a<-table.element(a,fit$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/596o11450209149.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/6138y1450209149.tab") > > try(system("convert tmp/1ljgg1450209149.ps tmp/1ljgg1450209149.png",intern=TRUE)) character(0) > try(system("convert tmp/2pkrc1450209149.ps tmp/2pkrc1450209149.png",intern=TRUE)) character(0) > try(system("convert tmp/3veu61450209149.ps tmp/3veu61450209149.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.279 0.235 1.522