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Type 'q()' to quit R. > x <- c(1.5469,1.5501,1.5494,1.5475,1.5449,1.5391,1.5578,1.5528,1.5496,1.549,1.5449,1.5479,1.5494,1.558,1.5691,1.5748,1.5564,1.5601,1.5687,1.5775,1.5841,1.5898,1.5922,1.5969,1.6155,1.6212,1.6124,1.6375,1.6506,1.6543,1.6567,1.6383,1.6475,1.6706,1.6485,1.6592,1.6203,1.608,1.572,1.5964,1.6247,1.6139,1.6193,1.6212,1.5942,1.5194,1.5162,1.5393,1.4935,1.4904,1.5083,1.5147,1.5118,1.5148,1.5202,1.5236,1.5148,1.5138,1.5105,1.502,1.4765,1.4671,1.4482,1.4337,1.4181,1.3767,1.346,1.3413,1.3089,1.3452,1.3442,1.2811,1.2779,1.2974,1.2867,1.2977,1.2537,1.2092,1.1766,1.1203,1.2005,1.2295,1.2307,1.2276,1.2108,1.2071,1.2061,1.2023,1.2012,1.2011,1.2011,1.2011,1.2089,1.2098,1.2052,1.2091,1.2288,1.2298,1.2266,1.2199,1.2418,1.2322,1.2366,1.2338,1.2338,1.2316,1.2316,1.2245) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_exponentialsmoothing.wasp/ > #Source of accompanying publication: > # > par1 <- as.numeric(par1) > if (par2 == 'Single') K <- 1 > if (par2 == 'Double') K <- 2 > if (par2 == 'Triple') K <- par1 > nx <- length(x) > nxmK <- nx - K > x <- ts(x, frequency = par1) > if (par2 == 'Single') fit <- HoltWinters(x, gamma=F, beta=F) > if (par2 == 'Double') fit <- HoltWinters(x, gamma=F) > if (par2 == 'Triple') fit <- HoltWinters(x, seasonal=par3) Warning message: In HoltWinters(x, seasonal = par3) : optimization difficulties: ERROR: ABNORMAL_TERMINATION_IN_LNSRCH > fit Holt-Winters exponential smoothing with trend and additive seasonal component. Call: HoltWinters(x = x, seasonal = par3) Smoothing parameters: alpha: 0.916699 beta : 0.04257896 gamma: 1 Coefficients: [,1] a 1.2325140255 b -0.0019991907 s1 -0.0099247717 s2 -0.0024614791 s3 0.0025603774 s4 0.0123611945 s5 0.0026569715 s6 -0.0112230944 s7 -0.0016766701 s8 0.0008143264 s9 0.0066223356 s10 0.0038199538 s11 -0.0039860224 s12 -0.0080140255 > myresid <- x - fit$fitted[,'xhat'] > postscript(file="/var/wessaorg/rcomp/tmp/17j371432672982.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/2rs531432672982.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/3a3ib1432672983.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$gamma) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/4gjxe1432672983.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Interpolation Forecasts of Exponential Smoothing',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'t',header=TRUE) > a<-table.element(a,'Observed',header=TRUE) > a<-table.element(a,'Fitted',header=TRUE) > a<-table.element(a,'Residuals',header=TRUE) > a<-table.row.end(a) > for (i in 1:nxmK) { + a<-table.row.start(a) + a<-table.element(a,i+K,header=TRUE) + a<-table.element(a,x[i+K]) + a<-table.element(a,fit$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/5cjdr1432672983.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/6wa9q1432672983.tab") > > try(system("convert tmp/17j371432672982.ps tmp/17j371432672982.png",intern=TRUE)) character(0) > try(system("convert tmp/2rs531432672982.ps tmp/2rs531432672982.png",intern=TRUE)) character(0) > try(system("convert tmp/3a3ib1432672983.ps tmp/3a3ib1432672983.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.606 0.262 1.867