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Type 'q()' to quit R. > x <- c(7263.63 + ,7135.88 + ,7008.00 + ,6752.38 + ,9339.00 + ,9211.13 + ,7263.63 + ,5970.38 + ,6098.13 + ,6098.13 + ,6226.00 + ,6495.50 + ,5714.75 + ,4932.75 + ,4292.38 + ,4292.38 + ,6752.38 + ,7008.00 + ,5060.50 + ,2857.38 + ,4022.88 + ,4022.88 + ,4932.75 + ,5457.88 + ,5330.00 + ,4022.88 + ,4677.13 + ,4420.25 + ,6623.38 + ,6098.13 + ,4022.88 + ,2472.75 + ,3895.00 + ,4292.38 + ,4677.13 + ,5188.38 + ,4150.63 + ,3254.75 + ,3639.50 + ,3767.25 + ,7135.88 + ,7135.88 + ,5188.38 + ,4932.75 + ,5714.75 + ,5330.00 + ,6367.75 + ,7661.00 + ,7917.88 + ,6098.13 + ,5585.63 + ,5060.50 + ,8570.88 + ,8827.75 + ,8173.50 + ,8827.75 + ,8698.63 + ,7661.00 + ,8827.75 + ,10121.00 + ,10646.13 + ,9083.38 + ,8045.63 + ,8827.75 + ,12196.25 + ,13234.00 + ,12978.38 + ,13489.50 + ,13361.75 + ,12068.50 + ,14271.63 + ,14796.75 + ,15564.88 + ,13234.00 + ,12324.13 + ,13361.75 + ,15834.38 + ,18037.50 + ,17512.38 + ,17512.38 + ,17769.25 + ,16872.00 + ,19204.25 + ,19204.25 + ,18806.88 + ,16602.50 + ,16999.88 + ,17256.75 + ,18947.38 + ,21150.50 + ,19587.63 + ,20369.75 + ,19715.50 + ,19332.00 + ,22317.25 + ,21663.00 + ,20753.13 + ,19459.88 + ,20753.13 + ,21407.38 + ,22188.13 + ,23225.75 + ,22188.13 + ,22828.50 + ,22047.63 + ,21919.88 + ,25160.63 + ,25430.13 + ,24392.50 + ,22572.88 + ,24123.00 + ,24776.00 + ,25558.00 + ,26723.50 + ,25558.00 + ,26467.88 + ,26070.50 + ,24648.13 + ,27633.25 + ,27633.25) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_exponentialsmoothing.wasp/ > #Source of accompanying publication: > # > par1 <- as.numeric(par1) > if (par2 == 'Single') K <- 1 > if (par2 == 'Double') K <- 2 > if (par2 == 'Triple') K <- par1 > nx <- length(x) > nxmK <- nx - K > x <- ts(x, frequency = par1) > if (par2 == 'Single') fit <- HoltWinters(x, gamma=F, beta=F) > if (par2 == 'Double') fit <- HoltWinters(x, gamma=F) > if (par2 == 'Triple') fit <- HoltWinters(x, seasonal=par3) > fit Holt-Winters exponential smoothing with trend and multiplicative seasonal component. Call: HoltWinters(x = x, seasonal = par3) Smoothing parameters: alpha: 0.1476142 beta : 0.09925795 gamma: 1 Coefficients: [,1] a 19703.044969 b 180.343573 s1 1.392754 s2 1.275252 s3 1.345374 s4 1.361840 s5 1.384745 s6 1.428925 s7 1.349156 s8 1.379125 s9 1.338345 s10 1.257048 s11 1.405335 s12 1.402486 > myresid <- x - fit$fitted[,'xhat'] > postscript(file="/var/wessaorg/rcomp/tmp/1hb7k1470820204.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/21eoa1470820204.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/3m6pz1470820204.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$gamma) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/43m7l1470820204.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Interpolation Forecasts of Exponential Smoothing',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'t',header=TRUE) > a<-table.element(a,'Observed',header=TRUE) > a<-table.element(a,'Fitted',header=TRUE) > a<-table.element(a,'Residuals',header=TRUE) > a<-table.row.end(a) > for (i in 1:nxmK) { + a<-table.row.start(a) + a<-table.element(a,i+K,header=TRUE) + a<-table.element(a,x[i+K]) + a<-table.element(a,fit$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/5ikyn1470820204.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/6e9rd1470820204.tab") > > try(system("convert tmp/1hb7k1470820204.ps tmp/1hb7k1470820204.png",intern=TRUE)) character(0) > try(system("convert tmp/21eoa1470820204.ps tmp/21eoa1470820204.png",intern=TRUE)) character(0) > try(system("convert tmp/3m6pz1470820204.ps tmp/3m6pz1470820204.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.642 0.149 1.811