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Type 'q()' to quit R. > x <- c(13671,15698,18150,16245,18479,18479,18819,18059,17004,16981,16578,21604,13419,14487,17349,15646,17419,17358,18221,19554,14386,16833,18067,19662,12192,15081,13698,18474,13871,15669,17597,15469,15374,16568,11619,16780,8700,8906,9612,10073,10275,9921,13237,9572,10425,11385,9970,15456,7708,8892,11145,11069,9893,10929,12240,10411,9747,9950,10079,14064,8368,9558,10432,10068,9915,9549,10433,10009,10327,9453,9494,13133,7082,7805,9064,8236,10182,16210,7451,8384,7143,8507,9833,17364,6260,7897,8933,6554,8333,7224,9659,9977,9289,9929,10576,15463) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_exponentialsmoothing.wasp/ > #Source of accompanying publication: > # > par1 <- as.numeric(par1) > if (par2 == 'Single') K <- 1 > if (par2 == 'Double') K <- 2 > if (par2 == 'Triple') K <- par1 > nx <- length(x) > nxmK <- nx - K > x <- ts(x, frequency = par1) > if (par2 == 'Single') fit <- HoltWinters(x, gamma=F, beta=F) > if (par2 == 'Double') fit <- HoltWinters(x, gamma=F) > if (par2 == 'Triple') fit <- HoltWinters(x, seasonal=par3) > fit Holt-Winters exponential smoothing with trend and multiplicative seasonal component. Call: HoltWinters(x = x, seasonal = par3) Smoothing parameters: alpha: 0.2601654 beta : 0 gamma: 0.1428933 Coefficients: [,1] a 10041.9711808 b -49.9455128 s1 0.7418303 s2 0.8383702 s3 0.9743343 s4 0.9156346 s5 0.9914131 s6 1.0421586 s7 1.0652977 s8 1.0219996 s9 0.9660161 s10 1.0069894 s11 0.9936471 s12 1.3722573 > myresid <- x - fit$fitted[,'xhat'] > postscript(file="/var/wessaorg/rcomp/tmp/100qp1427729644.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/23boa1427729644.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/3idz01427729644.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$gamma) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/4zfdv1427729644.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Interpolation Forecasts of Exponential Smoothing',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'t',header=TRUE) > a<-table.element(a,'Observed',header=TRUE) > a<-table.element(a,'Fitted',header=TRUE) > a<-table.element(a,'Residuals',header=TRUE) > a<-table.row.end(a) > for (i in 1:nxmK) { + a<-table.row.start(a) + a<-table.element(a,i+K,header=TRUE) + a<-table.element(a,x[i+K]) + a<-table.element(a,fit$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/5same1427729644.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/6uqqz1427729644.tab") > > try(system("convert tmp/100qp1427729644.ps tmp/100qp1427729644.png",intern=TRUE)) character(0) > try(system("convert tmp/23boa1427729644.ps tmp/23boa1427729644.png",intern=TRUE)) character(0) > try(system("convert tmp/3idz01427729644.ps tmp/3idz01427729644.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.272 0.172 1.456