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Type 'q()' to quit R. > x <- c(1.56,1.56,1.54,1.54,1.54,1.54,1.57,1.58,1.57,1.57,1.57,1.57,1.56,1.58,1.58,1.58,1.58,1.53,1.48,1.48,1.48,1.48,1.48,1.57,1.57,1.57,1.60,1.60,1.65,1.71,1.71,1.71,1.74,1.78,1.84,1.84,1.76,1.72,1.66,1.65,1.66,1.66,1.66,1.61,1.55,1.56,1.55,1.55,1.61,1.54,1.48,1.42,1.42,1.42,1.43,1.46,1.50,1.47,1.43,1.42,1.39,1.37,1.38,1.51,1.47,1.47,1.53,1.55,1.50,1.52,1.53,1.53,1.52,1.60,1.52,1.64,1.63,1.69,1.73,1.69,1.61,1.52,1.55,1.56,1.56,1.56,1.54,1.53,1.54,1.48,1.38,1.34,1.28,1.28,1.30,1.31,1.31,1.31,1.32,1.31,1.27,1.24,1.24,1.24,1.24,1.24,1.24,1.24,1.23,1.26,1.28,1.32,1.40,1.41,1.37,1.33,1.33,1.34,1.34,1.38,1.43,1.39,1.33,1.33,1.34,1.38,1.37,1.38,1.31,1.38,1.30,1.30,1.29,1.31,1.31,1.32,1.31,1.30,1.31,1.33,1.34,1.42,1.42,1.36,1.36,1.34,1.34,1.33,1.31,1.25,1.23,1.17,1.19,1.19,1.19,1.19) > par3 = 'additive' > par2 = 'Double' > par1 = '12' > par3 <- 'additive' > par2 <- 'Double' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_exponentialsmoothing.wasp/ > #Source of accompanying publication: > # > par1 <- as.numeric(par1) > if (par2 == 'Single') K <- 1 > if (par2 == 'Double') K <- 2 > if (par2 == 'Triple') K <- par1 > nx <- length(x) > nxmK <- nx - K > x <- ts(x, frequency = par1) > if (par2 == 'Single') fit <- HoltWinters(x, gamma=F, beta=F) > if (par2 == 'Double') fit <- HoltWinters(x, gamma=F) > if (par2 == 'Triple') fit <- HoltWinters(x, seasonal=par3) > fit Holt-Winters exponential smoothing with trend and without seasonal component. Call: HoltWinters(x = x, gamma = F) Smoothing parameters: alpha: 1 beta : 0 gamma: FALSE Coefficients: [,1] a 1.19 b 0.00 > myresid <- x - fit$fitted[,'xhat'] > postscript(file="/var/wessaorg/rcomp/tmp/1m6b51483978252.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/2cuf71483978252.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/3px4q1483978252.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$gamma) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/4lcr91483978252.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Interpolation Forecasts of Exponential Smoothing',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'t',header=TRUE) > a<-table.element(a,'Observed',header=TRUE) > a<-table.element(a,'Fitted',header=TRUE) > a<-table.element(a,'Residuals',header=TRUE) > a<-table.row.end(a) > for (i in 1:nxmK) { + a<-table.row.start(a) + a<-table.element(a,i+K,header=TRUE) + a<-table.element(a,x[i+K]) + a<-table.element(a,fit$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/5f6si1483978252.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/65l371483978252.tab") > > try(system("convert tmp/1m6b51483978252.ps tmp/1m6b51483978252.png",intern=TRUE)) character(0) > try(system("convert tmp/2cuf71483978252.ps tmp/2cuf71483978252.png",intern=TRUE)) character(0) > try(system("convert tmp/3px4q1483978252.ps tmp/3px4q1483978252.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.669 0.112 1.799