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Type 'q()' to quit R. > x <- c(29054.50 + ,28543.50 + ,28032.00 + ,27009.50 + ,37356.00 + ,36844.50 + ,29054.50 + ,23881.50 + ,24392.50 + ,24392.50 + ,24904.00 + ,25982.00 + ,22859.00 + ,19731.00 + ,17169.50 + ,17169.50 + ,27009.50 + ,28032.00 + ,20242.00 + ,11429.50 + ,16091.50 + ,16091.50 + ,19731.00 + ,21831.50 + ,21320.00 + ,16091.50 + ,18708.50 + ,17681.00 + ,26493.50 + ,24392.50 + ,16091.50 + ,9891.00 + ,15580.00 + ,17169.50 + ,18708.50 + ,20753.50 + ,16602.50 + ,13019.00 + ,14558.00 + ,15069.00 + ,28543.50 + ,28543.50 + ,20753.50 + ,19731.00 + ,22859.00 + ,21320.00 + ,25471.00 + ,30644.00 + ,31671.50 + ,24392.50 + ,22342.50 + ,20242.00 + ,34283.50 + ,35311.00 + ,32694.00 + ,35311.00 + ,34794.50 + ,30644.00 + ,35311.00 + ,40484.00 + ,42584.50 + ,36333.50 + ,32182.50 + ,35311.00 + ,48785.00 + ,52936.00 + ,51913.50 + ,53958.00 + ,53447.00 + ,48274.00 + ,57086.50 + ,59187.00 + ,62259.50 + ,52936.00 + ,49296.50 + ,53447.00 + ,63337.50 + ,72150.00 + ,70049.50 + ,70049.50 + ,71077.00 + ,67488.00 + ,76817.00 + ,76817.00 + ,75227.50 + ,66410.00 + ,67999.50 + ,69027.00 + ,75789.50 + ,84602.00 + ,78350.50 + ,81479.00 + ,78862.00 + ,77328.00 + ,89269.00 + ,86652.00 + ,83012.50 + ,77839.50 + ,83012.50 + ,85629.50 + ,88752.50 + ,92903.00 + ,88752.50 + ,91314.00 + ,88190.50 + ,87679.50 + ,100642.50 + ,101720.50 + ,97570.00 + ,90291.50 + ,96492.00 + ,99104.00 + ,102232.00 + ,106894.00 + ,102232.00 + ,105871.50 + ,104282.00 + ,98592.50 + ,110533.00 + ,110533.00) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_exponentialsmoothing.wasp/ > #Source of accompanying publication: > # > par1 <- as.numeric(par1) > if (par2 == 'Single') K <- 1 > if (par2 == 'Double') K <- 2 > if (par2 == 'Triple') K <- par1 > nx <- length(x) > nxmK <- nx - K > x <- ts(x, frequency = par1) > if (par2 == 'Single') fit <- HoltWinters(x, gamma=F, beta=F) > if (par2 == 'Double') fit <- HoltWinters(x, gamma=F) > if (par2 == 'Triple') fit <- HoltWinters(x, seasonal=par3) > fit Holt-Winters exponential smoothing with trend and additive seasonal component. Call: HoltWinters(x = x, seasonal = par3) Smoothing parameters: alpha: 0.6536165 beta : 0.05293179 gamma: 1 Coefficients: [,1] a 105813.8495 b 1026.6615 s1 606.8713 s2 -5977.8972 s3 -3136.4929 s4 -3261.4014 s5 1258.3986 s6 8195.6800 s7 4374.5625 s8 5930.9417 s9 1703.6467 s10 -3288.9800 s11 6880.9961 s12 4719.1505 > myresid <- x - fit$fitted[,'xhat'] > postscript(file="/var/wessaorg/rcomp/tmp/11meb1470785318.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/2qynd1470785318.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/3fi2i1470785318.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$gamma) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/4cvya1470785318.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Interpolation Forecasts of Exponential Smoothing',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'t',header=TRUE) > a<-table.element(a,'Observed',header=TRUE) > a<-table.element(a,'Fitted',header=TRUE) > a<-table.element(a,'Residuals',header=TRUE) > a<-table.row.end(a) > for (i in 1:nxmK) { + a<-table.row.start(a) + a<-table.element(a,i+K,header=TRUE) + a<-table.element(a,x[i+K]) + a<-table.element(a,fit$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/5xhs51470785318.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/64td21470785318.tab") > > try(system("convert tmp/11meb1470785318.ps tmp/11meb1470785318.png",intern=TRUE)) character(0) > try(system("convert tmp/2qynd1470785318.ps tmp/2qynd1470785318.png",intern=TRUE)) character(0) > try(system("convert tmp/3fi2i1470785318.ps tmp/3fi2i1470785318.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.472 0.135 1.624