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Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_exponentialsmoothing.wasp
Title produced by softwareExponential Smoothing
Date of computationFri, 04 Dec 2009 07:33:11 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/04/t1259937249ucvtvexbopqk74x.htm/, Retrieved Sun, 28 Apr 2024 15:24:25 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63614, Retrieved Sun, 28 Apr 2024 15:24:25 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsWS9,ES
Estimated Impact96
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [Exponential Smoothing] [] [2009-11-27 15:04:36] [b98453cac15ba1066b407e146608df68]
-   PD      [Exponential Smoothing] [] [2009-12-04 14:33:11] [30f5b608e5a1bbbae86b1702c0071566] [Current]
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Dataseries X:
1.3
1.2
1.1
1.4
1.2
1.5
1.1
1.3
1.5
1.1
1.4
1.3
1.5
1.6
1.7
1.1
1.6
1.3
1.7
1.6
1.7
1.9
1.8
1.9
1.6
1.5
1.6
1.6
1.7
2
2
1.9
1.7
1.8
1.9
1.7
2
2.1
2.4
2.5
2.5
2.6
2.2
2.5
2.8
2.8
2.9
3
3.1
2.9
2.7
2.2
2.5
2.3
2.6
2.3
2.2
1.8
1.8




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63614&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63614&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63614&T=0

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Estimated Parameters of Exponential Smoothing
ParameterValue
alpha0.553341713987221
beta0
gamma0.844083465078655

\begin{tabular}{lllllllll}
\hline
Estimated Parameters of Exponential Smoothing \tabularnewline
Parameter & Value \tabularnewline
alpha & 0.553341713987221 \tabularnewline
beta & 0 \tabularnewline
gamma & 0.844083465078655 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63614&T=1

[TABLE]
[ROW][C]Estimated Parameters of Exponential Smoothing[/C][/ROW]
[ROW][C]Parameter[/C][C]Value[/C][/ROW]
[ROW][C]alpha[/C][C]0.553341713987221[/C][/ROW]
[ROW][C]beta[/C][C]0[/C][/ROW]
[ROW][C]gamma[/C][C]0.844083465078655[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63614&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63614&T=1

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Estimated Parameters of Exponential Smoothing
ParameterValue
alpha0.553341713987221
beta0
gamma0.844083465078655







Interpolation Forecasts of Exponential Smoothing
tObservedFittedResiduals
131.51.418938769103710.0810612308962884
141.61.548875846082950.0511241539170475
151.71.681362393908080.0186376060919151
161.11.082805630430640.0171943695693588
171.61.563755662138770.0362443378612345
181.31.273873214704860.0261267852951392
191.71.364913847241070.335086152758934
201.61.82246058015649-0.222460580156485
211.71.92866313091967-0.228663130919671
221.91.329864890752220.57013510924778
231.82.11355119233864-0.313551192338636
241.91.814456222941310.0855437770586895
251.62.19470352895315-0.594703528953154
261.51.95022904457696-0.45022904457696
271.61.79708414577162-0.197084145771615
281.61.082505736958950.517494263041052
291.71.95840018769848-0.258400187698482
3021.455886321825180.544113678174821
3121.989560971844630.0104390281553715
321.92.05727768595704-0.157277685957041
331.72.23381218056110-0.533812180561104
341.81.695591816616260.104408183383736
351.91.872074586536340.0279254134636573
361.71.91157141539358-0.211571415393579
3721.830742707911640.169257292088362
382.12.053864979017390.0461350209826064
392.42.322651117174950.077348882825051
402.51.80297904585270.697020954147298
412.52.58360963788585-0.0836096378858513
422.62.390170445059370.209829554940633
432.22.53986759559519-0.339867595595188
442.52.343133154538270.156866845461731
452.82.539075624908800.260924375091197
462.82.665208172578760.134791827421243
472.92.864133663721720.0358663362782807
4832.763375922843590.236624077156410
493.13.1752437055419-0.0752437055418973
502.93.24921777324037-0.349217773240373
512.73.41375905686105-0.71375905686105
522.22.53962118754568-0.339621187545684
532.52.448681270142590.0513187298574125
542.32.43760728189445-0.137607281894450
552.62.195406178473230.404593821526769
562.32.60922356027274-0.309223560272744
572.22.57877530788985-0.378775307889845
581.82.31551823875185-0.515518238751847
591.82.10019434842643-0.300194348426426

\begin{tabular}{lllllllll}
\hline
Interpolation Forecasts of Exponential Smoothing \tabularnewline
t & Observed & Fitted & Residuals \tabularnewline
13 & 1.5 & 1.41893876910371 & 0.0810612308962884 \tabularnewline
14 & 1.6 & 1.54887584608295 & 0.0511241539170475 \tabularnewline
15 & 1.7 & 1.68136239390808 & 0.0186376060919151 \tabularnewline
16 & 1.1 & 1.08280563043064 & 0.0171943695693588 \tabularnewline
17 & 1.6 & 1.56375566213877 & 0.0362443378612345 \tabularnewline
18 & 1.3 & 1.27387321470486 & 0.0261267852951392 \tabularnewline
19 & 1.7 & 1.36491384724107 & 0.335086152758934 \tabularnewline
20 & 1.6 & 1.82246058015649 & -0.222460580156485 \tabularnewline
21 & 1.7 & 1.92866313091967 & -0.228663130919671 \tabularnewline
22 & 1.9 & 1.32986489075222 & 0.57013510924778 \tabularnewline
23 & 1.8 & 2.11355119233864 & -0.313551192338636 \tabularnewline
24 & 1.9 & 1.81445622294131 & 0.0855437770586895 \tabularnewline
25 & 1.6 & 2.19470352895315 & -0.594703528953154 \tabularnewline
26 & 1.5 & 1.95022904457696 & -0.45022904457696 \tabularnewline
27 & 1.6 & 1.79708414577162 & -0.197084145771615 \tabularnewline
28 & 1.6 & 1.08250573695895 & 0.517494263041052 \tabularnewline
29 & 1.7 & 1.95840018769848 & -0.258400187698482 \tabularnewline
30 & 2 & 1.45588632182518 & 0.544113678174821 \tabularnewline
31 & 2 & 1.98956097184463 & 0.0104390281553715 \tabularnewline
32 & 1.9 & 2.05727768595704 & -0.157277685957041 \tabularnewline
33 & 1.7 & 2.23381218056110 & -0.533812180561104 \tabularnewline
34 & 1.8 & 1.69559181661626 & 0.104408183383736 \tabularnewline
35 & 1.9 & 1.87207458653634 & 0.0279254134636573 \tabularnewline
36 & 1.7 & 1.91157141539358 & -0.211571415393579 \tabularnewline
37 & 2 & 1.83074270791164 & 0.169257292088362 \tabularnewline
38 & 2.1 & 2.05386497901739 & 0.0461350209826064 \tabularnewline
39 & 2.4 & 2.32265111717495 & 0.077348882825051 \tabularnewline
40 & 2.5 & 1.8029790458527 & 0.697020954147298 \tabularnewline
41 & 2.5 & 2.58360963788585 & -0.0836096378858513 \tabularnewline
42 & 2.6 & 2.39017044505937 & 0.209829554940633 \tabularnewline
43 & 2.2 & 2.53986759559519 & -0.339867595595188 \tabularnewline
44 & 2.5 & 2.34313315453827 & 0.156866845461731 \tabularnewline
45 & 2.8 & 2.53907562490880 & 0.260924375091197 \tabularnewline
46 & 2.8 & 2.66520817257876 & 0.134791827421243 \tabularnewline
47 & 2.9 & 2.86413366372172 & 0.0358663362782807 \tabularnewline
48 & 3 & 2.76337592284359 & 0.236624077156410 \tabularnewline
49 & 3.1 & 3.1752437055419 & -0.0752437055418973 \tabularnewline
50 & 2.9 & 3.24921777324037 & -0.349217773240373 \tabularnewline
51 & 2.7 & 3.41375905686105 & -0.71375905686105 \tabularnewline
52 & 2.2 & 2.53962118754568 & -0.339621187545684 \tabularnewline
53 & 2.5 & 2.44868127014259 & 0.0513187298574125 \tabularnewline
54 & 2.3 & 2.43760728189445 & -0.137607281894450 \tabularnewline
55 & 2.6 & 2.19540617847323 & 0.404593821526769 \tabularnewline
56 & 2.3 & 2.60922356027274 & -0.309223560272744 \tabularnewline
57 & 2.2 & 2.57877530788985 & -0.378775307889845 \tabularnewline
58 & 1.8 & 2.31551823875185 & -0.515518238751847 \tabularnewline
59 & 1.8 & 2.10019434842643 & -0.300194348426426 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63614&T=2

[TABLE]
[ROW][C]Interpolation Forecasts of Exponential Smoothing[/C][/ROW]
[ROW][C]t[/C][C]Observed[/C][C]Fitted[/C][C]Residuals[/C][/ROW]
[ROW][C]13[/C][C]1.5[/C][C]1.41893876910371[/C][C]0.0810612308962884[/C][/ROW]
[ROW][C]14[/C][C]1.6[/C][C]1.54887584608295[/C][C]0.0511241539170475[/C][/ROW]
[ROW][C]15[/C][C]1.7[/C][C]1.68136239390808[/C][C]0.0186376060919151[/C][/ROW]
[ROW][C]16[/C][C]1.1[/C][C]1.08280563043064[/C][C]0.0171943695693588[/C][/ROW]
[ROW][C]17[/C][C]1.6[/C][C]1.56375566213877[/C][C]0.0362443378612345[/C][/ROW]
[ROW][C]18[/C][C]1.3[/C][C]1.27387321470486[/C][C]0.0261267852951392[/C][/ROW]
[ROW][C]19[/C][C]1.7[/C][C]1.36491384724107[/C][C]0.335086152758934[/C][/ROW]
[ROW][C]20[/C][C]1.6[/C][C]1.82246058015649[/C][C]-0.222460580156485[/C][/ROW]
[ROW][C]21[/C][C]1.7[/C][C]1.92866313091967[/C][C]-0.228663130919671[/C][/ROW]
[ROW][C]22[/C][C]1.9[/C][C]1.32986489075222[/C][C]0.57013510924778[/C][/ROW]
[ROW][C]23[/C][C]1.8[/C][C]2.11355119233864[/C][C]-0.313551192338636[/C][/ROW]
[ROW][C]24[/C][C]1.9[/C][C]1.81445622294131[/C][C]0.0855437770586895[/C][/ROW]
[ROW][C]25[/C][C]1.6[/C][C]2.19470352895315[/C][C]-0.594703528953154[/C][/ROW]
[ROW][C]26[/C][C]1.5[/C][C]1.95022904457696[/C][C]-0.45022904457696[/C][/ROW]
[ROW][C]27[/C][C]1.6[/C][C]1.79708414577162[/C][C]-0.197084145771615[/C][/ROW]
[ROW][C]28[/C][C]1.6[/C][C]1.08250573695895[/C][C]0.517494263041052[/C][/ROW]
[ROW][C]29[/C][C]1.7[/C][C]1.95840018769848[/C][C]-0.258400187698482[/C][/ROW]
[ROW][C]30[/C][C]2[/C][C]1.45588632182518[/C][C]0.544113678174821[/C][/ROW]
[ROW][C]31[/C][C]2[/C][C]1.98956097184463[/C][C]0.0104390281553715[/C][/ROW]
[ROW][C]32[/C][C]1.9[/C][C]2.05727768595704[/C][C]-0.157277685957041[/C][/ROW]
[ROW][C]33[/C][C]1.7[/C][C]2.23381218056110[/C][C]-0.533812180561104[/C][/ROW]
[ROW][C]34[/C][C]1.8[/C][C]1.69559181661626[/C][C]0.104408183383736[/C][/ROW]
[ROW][C]35[/C][C]1.9[/C][C]1.87207458653634[/C][C]0.0279254134636573[/C][/ROW]
[ROW][C]36[/C][C]1.7[/C][C]1.91157141539358[/C][C]-0.211571415393579[/C][/ROW]
[ROW][C]37[/C][C]2[/C][C]1.83074270791164[/C][C]0.169257292088362[/C][/ROW]
[ROW][C]38[/C][C]2.1[/C][C]2.05386497901739[/C][C]0.0461350209826064[/C][/ROW]
[ROW][C]39[/C][C]2.4[/C][C]2.32265111717495[/C][C]0.077348882825051[/C][/ROW]
[ROW][C]40[/C][C]2.5[/C][C]1.8029790458527[/C][C]0.697020954147298[/C][/ROW]
[ROW][C]41[/C][C]2.5[/C][C]2.58360963788585[/C][C]-0.0836096378858513[/C][/ROW]
[ROW][C]42[/C][C]2.6[/C][C]2.39017044505937[/C][C]0.209829554940633[/C][/ROW]
[ROW][C]43[/C][C]2.2[/C][C]2.53986759559519[/C][C]-0.339867595595188[/C][/ROW]
[ROW][C]44[/C][C]2.5[/C][C]2.34313315453827[/C][C]0.156866845461731[/C][/ROW]
[ROW][C]45[/C][C]2.8[/C][C]2.53907562490880[/C][C]0.260924375091197[/C][/ROW]
[ROW][C]46[/C][C]2.8[/C][C]2.66520817257876[/C][C]0.134791827421243[/C][/ROW]
[ROW][C]47[/C][C]2.9[/C][C]2.86413366372172[/C][C]0.0358663362782807[/C][/ROW]
[ROW][C]48[/C][C]3[/C][C]2.76337592284359[/C][C]0.236624077156410[/C][/ROW]
[ROW][C]49[/C][C]3.1[/C][C]3.1752437055419[/C][C]-0.0752437055418973[/C][/ROW]
[ROW][C]50[/C][C]2.9[/C][C]3.24921777324037[/C][C]-0.349217773240373[/C][/ROW]
[ROW][C]51[/C][C]2.7[/C][C]3.41375905686105[/C][C]-0.71375905686105[/C][/ROW]
[ROW][C]52[/C][C]2.2[/C][C]2.53962118754568[/C][C]-0.339621187545684[/C][/ROW]
[ROW][C]53[/C][C]2.5[/C][C]2.44868127014259[/C][C]0.0513187298574125[/C][/ROW]
[ROW][C]54[/C][C]2.3[/C][C]2.43760728189445[/C][C]-0.137607281894450[/C][/ROW]
[ROW][C]55[/C][C]2.6[/C][C]2.19540617847323[/C][C]0.404593821526769[/C][/ROW]
[ROW][C]56[/C][C]2.3[/C][C]2.60922356027274[/C][C]-0.309223560272744[/C][/ROW]
[ROW][C]57[/C][C]2.2[/C][C]2.57877530788985[/C][C]-0.378775307889845[/C][/ROW]
[ROW][C]58[/C][C]1.8[/C][C]2.31551823875185[/C][C]-0.515518238751847[/C][/ROW]
[ROW][C]59[/C][C]1.8[/C][C]2.10019434842643[/C][C]-0.300194348426426[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63614&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63614&T=2

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Interpolation Forecasts of Exponential Smoothing
tObservedFittedResiduals
131.51.418938769103710.0810612308962884
141.61.548875846082950.0511241539170475
151.71.681362393908080.0186376060919151
161.11.082805630430640.0171943695693588
171.61.563755662138770.0362443378612345
181.31.273873214704860.0261267852951392
191.71.364913847241070.335086152758934
201.61.82246058015649-0.222460580156485
211.71.92866313091967-0.228663130919671
221.91.329864890752220.57013510924778
231.82.11355119233864-0.313551192338636
241.91.814456222941310.0855437770586895
251.62.19470352895315-0.594703528953154
261.51.95022904457696-0.45022904457696
271.61.79708414577162-0.197084145771615
281.61.082505736958950.517494263041052
291.71.95840018769848-0.258400187698482
3021.455886321825180.544113678174821
3121.989560971844630.0104390281553715
321.92.05727768595704-0.157277685957041
331.72.23381218056110-0.533812180561104
341.81.695591816616260.104408183383736
351.91.872074586536340.0279254134636573
361.71.91157141539358-0.211571415393579
3721.830742707911640.169257292088362
382.12.053864979017390.0461350209826064
392.42.322651117174950.077348882825051
402.51.80297904585270.697020954147298
412.52.58360963788585-0.0836096378858513
422.62.390170445059370.209829554940633
432.22.53986759559519-0.339867595595188
442.52.343133154538270.156866845461731
452.82.539075624908800.260924375091197
462.82.665208172578760.134791827421243
472.92.864133663721720.0358663362782807
4832.763375922843590.236624077156410
493.13.1752437055419-0.0752437055418973
502.93.24921777324037-0.349217773240373
512.73.41375905686105-0.71375905686105
522.22.53962118754568-0.339621187545684
532.52.448681270142590.0513187298574125
542.32.43760728189445-0.137607281894450
552.62.195406178473230.404593821526769
562.32.60922356027274-0.309223560272744
572.22.57877530788985-0.378775307889845
581.82.31551823875185-0.515518238751847
591.82.10019434842643-0.300194348426426







Extrapolation Forecasts of Exponential Smoothing
tForecast95% Lower Bound95% Upper Bound
601.909350523296721.334646235853022.48405481074042
612.022646689707151.345758244264852.69953513514946
622.033899521700571.277763593344142.79003545005699
632.170630045100331.317055790253283.02420429994738
641.900399924864781.054353902546322.74644594718325
652.112678240413301.14490136960283.08045511122381
662.021194946323591.032840600007823.00954929263936
672.045350699266500.9993310026654733.09137039586754
681.980480453580570.914017742649633.04694316451151
692.070747366569750.9228216469602543.21867308617925
701.948998807617240.8145808878732343.08341672736124
712.09768248461301-19.848106192774824.0434711620008

\begin{tabular}{lllllllll}
\hline
Extrapolation Forecasts of Exponential Smoothing \tabularnewline
t & Forecast & 95% Lower Bound & 95% Upper Bound \tabularnewline
60 & 1.90935052329672 & 1.33464623585302 & 2.48405481074042 \tabularnewline
61 & 2.02264668970715 & 1.34575824426485 & 2.69953513514946 \tabularnewline
62 & 2.03389952170057 & 1.27776359334414 & 2.79003545005699 \tabularnewline
63 & 2.17063004510033 & 1.31705579025328 & 3.02420429994738 \tabularnewline
64 & 1.90039992486478 & 1.05435390254632 & 2.74644594718325 \tabularnewline
65 & 2.11267824041330 & 1.1449013696028 & 3.08045511122381 \tabularnewline
66 & 2.02119494632359 & 1.03284060000782 & 3.00954929263936 \tabularnewline
67 & 2.04535069926650 & 0.999331002665473 & 3.09137039586754 \tabularnewline
68 & 1.98048045358057 & 0.91401774264963 & 3.04694316451151 \tabularnewline
69 & 2.07074736656975 & 0.922821646960254 & 3.21867308617925 \tabularnewline
70 & 1.94899880761724 & 0.814580887873234 & 3.08341672736124 \tabularnewline
71 & 2.09768248461301 & -19.8481061927748 & 24.0434711620008 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63614&T=3

[TABLE]
[ROW][C]Extrapolation Forecasts of Exponential Smoothing[/C][/ROW]
[ROW][C]t[/C][C]Forecast[/C][C]95% Lower Bound[/C][C]95% Upper Bound[/C][/ROW]
[ROW][C]60[/C][C]1.90935052329672[/C][C]1.33464623585302[/C][C]2.48405481074042[/C][/ROW]
[ROW][C]61[/C][C]2.02264668970715[/C][C]1.34575824426485[/C][C]2.69953513514946[/C][/ROW]
[ROW][C]62[/C][C]2.03389952170057[/C][C]1.27776359334414[/C][C]2.79003545005699[/C][/ROW]
[ROW][C]63[/C][C]2.17063004510033[/C][C]1.31705579025328[/C][C]3.02420429994738[/C][/ROW]
[ROW][C]64[/C][C]1.90039992486478[/C][C]1.05435390254632[/C][C]2.74644594718325[/C][/ROW]
[ROW][C]65[/C][C]2.11267824041330[/C][C]1.1449013696028[/C][C]3.08045511122381[/C][/ROW]
[ROW][C]66[/C][C]2.02119494632359[/C][C]1.03284060000782[/C][C]3.00954929263936[/C][/ROW]
[ROW][C]67[/C][C]2.04535069926650[/C][C]0.999331002665473[/C][C]3.09137039586754[/C][/ROW]
[ROW][C]68[/C][C]1.98048045358057[/C][C]0.91401774264963[/C][C]3.04694316451151[/C][/ROW]
[ROW][C]69[/C][C]2.07074736656975[/C][C]0.922821646960254[/C][C]3.21867308617925[/C][/ROW]
[ROW][C]70[/C][C]1.94899880761724[/C][C]0.814580887873234[/C][C]3.08341672736124[/C][/ROW]
[ROW][C]71[/C][C]2.09768248461301[/C][C]-19.8481061927748[/C][C]24.0434711620008[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63614&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63614&T=3

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Extrapolation Forecasts of Exponential Smoothing
tForecast95% Lower Bound95% Upper Bound
601.909350523296721.334646235853022.48405481074042
612.022646689707151.345758244264852.69953513514946
622.033899521700571.277763593344142.79003545005699
632.170630045100331.317055790253283.02420429994738
641.900399924864781.054353902546322.74644594718325
652.112678240413301.14490136960283.08045511122381
662.021194946323591.032840600007823.00954929263936
672.045350699266500.9993310026654733.09137039586754
681.980480453580570.914017742649633.04694316451151
692.070747366569750.9228216469602543.21867308617925
701.948998807617240.8145808878732343.08341672736124
712.09768248461301-19.848106192774824.0434711620008



Parameters (Session):
par1 = 36 ; par2 = 0.0 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
Parameters (R input):
par1 = 12 ; par2 = Triple ; par3 = multiplicative ;
R code (references can be found in the software module):
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=0, beta=0)
if (par2 == 'Double') fit <- HoltWinters(x, gamma=0)
if (par2 == 'Triple') fit <- HoltWinters(x, seasonal=par3)
fit
myresid <- x - fit$fitted[,'xhat']
bitmap(file='test1.png')
op <- par(mfrow=c(2,1))
plot(fit,ylab='Observed (black) / Fitted (red)',main='Interpolation Fit of Exponential Smoothing')
plot(myresid,ylab='Residuals',main='Interpolation Prediction Errors')
par(op)
dev.off()
bitmap(file='test2.png')
p <- predict(fit, par1, prediction.interval=TRUE)
np <- length(p[,1])
plot(fit,p,ylab='Observed (black) / Fitted (red)',main='Extrapolation Fit of Exponential Smoothing')
dev.off()
bitmap(file='test3.png')
op <- par(mfrow = c(2,2))
acf(as.numeric(myresid),lag.max = nx/2,main='Residual ACF')
spectrum(myresid,main='Residals Periodogram')
cpgram(myresid,main='Residal Cumulative Periodogram')
qqnorm(myresid,main='Residual Normal QQ Plot')
qqline(myresid)
par(op)
dev.off()
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Estimated Parameters of Exponential Smoothing',2,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Parameter',header=TRUE)
a<-table.element(a,'Value',header=TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'alpha',header=TRUE)
a<-table.element(a,fit$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='mytable.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='mytable1.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='mytable2.tab')