R version 3.2.5 (2016-04-14) -- "Very, Very Secure Dishes"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

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> x <- c(4736,4840,4413,4571,4106,4801,3956,3829,4453,4027,4121,4798,3233,3554,3952,3951,3685,4312,3867,4140,4114,3818,3377,3453,3502,4017,5410,5184,5529,6434,4962,2980,2937,3023,2731,3163,3146,3173,3724,3224,4114,3450,2957,3882,4284,4181,3760,4457,4167,3962,5247,5157,3697,3514,3786,3297,3571,3871,3492,3051,3735,3645,4852,4232,3804,4464,4259,3373,4134,4488,3333,4772,4929,5555,7183,9266,4003,3051,3507,3273,3942,3216,3232,3593)
> par3 = 'additive'
> par2 = 'Triple'
> par1 = '12'
> par3 <- 'additive'
> par2 <- 'Triple'
> par1 <- '12'
> 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: 0.5881672
 beta : 0
 gamma: 1

Coefficients:
           [,1]
a    3402.28107
b     -33.61553
s1    385.78232
s2    468.48898
s3   1483.66496
s4   1728.94651
s5  -1479.82936
s6   -798.52632
s7    -84.56619
s8   -433.34851
s9    135.22019
s10  -124.93308
s11  -379.80434
s12   190.71893
> myresid <- x - fit$fitted[,'xhat']
> postscript(file="/var/wessaorg/rcomp/tmp/136sz1462266787.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> op <- par(mfrow=c(2,1))
> plot(fit,ylab='Observed (black) / Fitted (red)',main='Interpolation Fit of Exponential Smoothing')
> plot(myresid,ylab='Residuals',main='Interpolation Prediction Errors')
> par(op)
> dev.off()
null device 
          1 
> postscript(file="/var/wessaorg/rcomp/tmp/2hvh71462266787.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> p <- predict(fit, par1, prediction.interval=TRUE)
> np <- length(p[,1])
> plot(fit,p,ylab='Observed (black) / Fitted (red)',main='Extrapolation Fit of Exponential Smoothing')
> dev.off()
null device 
          1 
> postscript(file="/var/wessaorg/rcomp/tmp/37hy31462266787.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> op <- par(mfrow = c(2,2))
> acf(as.numeric(myresid),lag.max = nx/2,main='Residual ACF')
> spectrum(myresid,main='Residals Periodogram')
> cpgram(myresid,main='Residal Cumulative Periodogram')
> qqnorm(myresid,main='Residual Normal QQ Plot')
> qqline(myresid)
> par(op)
> dev.off()
null device 
          1 
> 
> #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/wessaorg/rcomp/createtable")
> 
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,'Estimated Parameters of Exponential Smoothing',2,TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Parameter',header=TRUE)
> a<-table.element(a,'Value',header=TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'alpha',header=TRUE)
> a<-table.element(a,fit$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/4mva21462266787.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/59d6p1462266787.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/65so61462266787.tab") 
> 
> try(system("convert tmp/136sz1462266787.ps tmp/136sz1462266787.png",intern=TRUE))
character(0)
> try(system("convert tmp/2hvh71462266787.ps tmp/2hvh71462266787.png",intern=TRUE))
character(0)
> try(system("convert tmp/37hy31462266787.ps tmp/37hy31462266787.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.235   0.216   1.457