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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 11:03:43 -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/t1259949877393hfhhx3wnudvj.htm/, Retrieved Sun, 28 Apr 2024 15:09:22 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63992, Retrieved Sun, 28 Apr 2024 15:09:22 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact70
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]
-    D      [Exponential Smoothing] [] [2009-12-04 18:03:43] [0545e25c765ce26b196961216dc11e13] [Current]
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Dataseries X:
1,4
1,2
1
1,7
2,4
2
2,1
2
1,8
2,7
2,3
1,9
2
2,3
2,8
2,4
2,3
2,7
2,7
2,9
3
2,2
2,3
2,8
2,8
2,8
2,2
2,6
2,8
2,5
2,4
2,3
1,9
1,7
2
2,1
1,7
1,8
1,8
1,8
1,3
1,3
1,3
1,2
1,4
2,2
2,9
3,1
3,5
3,6
4,4
4,1
5,1
5,8
5,9
5,4
5,5
4,8
3,2
2,7




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63992&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]1 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=63992&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63992&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 time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Estimated Parameters of Exponential Smoothing
ParameterValue
alpha0.83662597434103
beta0
gamma1

\begin{tabular}{lllllllll}
\hline
Estimated Parameters of Exponential Smoothing \tabularnewline
Parameter & Value \tabularnewline
alpha & 0.83662597434103 \tabularnewline
beta & 0 \tabularnewline
gamma & 1 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63992&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]0.83662597434103[/C][/ROW]
[ROW][C]beta[/C][C]0[/C][/ROW]
[ROW][C]gamma[/C][C]1[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63992&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63992&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
alpha0.83662597434103
beta0
gamma1







Interpolation Forecasts of Exponential Smoothing
tObservedFittedResiduals
1321.702324910375230.297675089624768
142.32.236866402685010.0631335973149865
152.82.74912386046650.0508761395334987
162.42.41659124317405-0.0165912431740511
172.32.37223843724851-0.0722384372485143
182.72.73103950620319-0.0310395062031872
192.72.82295149719121-0.122951497191213
202.92.551823308685040.348176691314956
2132.457092854164300.542907145835697
222.24.2256732282077-2.02567322820770
232.32.187205890402390.112794109597607
242.81.909123981941330.890876018058667
252.82.84410496376943-0.0441049637694317
262.83.13266827637733-0.332668276377328
272.23.4070774219412-1.20707742194120
282.62.074070626281860.525929373718139
292.82.469939141464240.330060858535761
302.53.24338176325385-0.743381763253854
312.42.72229363595367-0.322293635953673
322.32.36951056594137-0.0695105659413673
331.92.02765849303223-0.127658493032229
341.72.37245071415674-0.672450714156736
3521.823787945501190.176212054498808
362.11.732761669014270.367238330985731
371.72.07974523935379-0.379745239353789
381.81.95290492841483-0.152904928414835
391.82.05760562817595-0.257605628175954
401.81.80471362847849-0.00471362847849477
411.31.75991270057602-0.45991270057602
421.31.54717044569962-0.247170445699625
431.31.45490996364744-0.154909963647439
441.21.32675459201488-0.126754592014876
451.41.086533581630360.313466418369639
462.21.597548172546230.602451827453774
472.92.274125259933670.62587474006633
483.12.475571483975020.62442851602498
493.52.844880069428540.655119930571456
503.63.79389676589506-0.193896765895060
514.44.000531418435050.399468581564948
524.14.26881251901869-0.168812519018687
535.13.752984318793641.34701568120636
545.85.485436026833770.314563973166227
555.96.11769357806188-0.217693578061883
565.45.76151131186642-0.361511311866418
575.54.957423054639460.542576945360539
584.86.30278933425556-1.50278933425556
593.25.33004462506922-2.13004462506922
602.73.12041799431657-0.420417994316566

\begin{tabular}{lllllllll}
\hline
Interpolation Forecasts of Exponential Smoothing \tabularnewline
t & Observed & Fitted & Residuals \tabularnewline
13 & 2 & 1.70232491037523 & 0.297675089624768 \tabularnewline
14 & 2.3 & 2.23686640268501 & 0.0631335973149865 \tabularnewline
15 & 2.8 & 2.7491238604665 & 0.0508761395334987 \tabularnewline
16 & 2.4 & 2.41659124317405 & -0.0165912431740511 \tabularnewline
17 & 2.3 & 2.37223843724851 & -0.0722384372485143 \tabularnewline
18 & 2.7 & 2.73103950620319 & -0.0310395062031872 \tabularnewline
19 & 2.7 & 2.82295149719121 & -0.122951497191213 \tabularnewline
20 & 2.9 & 2.55182330868504 & 0.348176691314956 \tabularnewline
21 & 3 & 2.45709285416430 & 0.542907145835697 \tabularnewline
22 & 2.2 & 4.2256732282077 & -2.02567322820770 \tabularnewline
23 & 2.3 & 2.18720589040239 & 0.112794109597607 \tabularnewline
24 & 2.8 & 1.90912398194133 & 0.890876018058667 \tabularnewline
25 & 2.8 & 2.84410496376943 & -0.0441049637694317 \tabularnewline
26 & 2.8 & 3.13266827637733 & -0.332668276377328 \tabularnewline
27 & 2.2 & 3.4070774219412 & -1.20707742194120 \tabularnewline
28 & 2.6 & 2.07407062628186 & 0.525929373718139 \tabularnewline
29 & 2.8 & 2.46993914146424 & 0.330060858535761 \tabularnewline
30 & 2.5 & 3.24338176325385 & -0.743381763253854 \tabularnewline
31 & 2.4 & 2.72229363595367 & -0.322293635953673 \tabularnewline
32 & 2.3 & 2.36951056594137 & -0.0695105659413673 \tabularnewline
33 & 1.9 & 2.02765849303223 & -0.127658493032229 \tabularnewline
34 & 1.7 & 2.37245071415674 & -0.672450714156736 \tabularnewline
35 & 2 & 1.82378794550119 & 0.176212054498808 \tabularnewline
36 & 2.1 & 1.73276166901427 & 0.367238330985731 \tabularnewline
37 & 1.7 & 2.07974523935379 & -0.379745239353789 \tabularnewline
38 & 1.8 & 1.95290492841483 & -0.152904928414835 \tabularnewline
39 & 1.8 & 2.05760562817595 & -0.257605628175954 \tabularnewline
40 & 1.8 & 1.80471362847849 & -0.00471362847849477 \tabularnewline
41 & 1.3 & 1.75991270057602 & -0.45991270057602 \tabularnewline
42 & 1.3 & 1.54717044569962 & -0.247170445699625 \tabularnewline
43 & 1.3 & 1.45490996364744 & -0.154909963647439 \tabularnewline
44 & 1.2 & 1.32675459201488 & -0.126754592014876 \tabularnewline
45 & 1.4 & 1.08653358163036 & 0.313466418369639 \tabularnewline
46 & 2.2 & 1.59754817254623 & 0.602451827453774 \tabularnewline
47 & 2.9 & 2.27412525993367 & 0.62587474006633 \tabularnewline
48 & 3.1 & 2.47557148397502 & 0.62442851602498 \tabularnewline
49 & 3.5 & 2.84488006942854 & 0.655119930571456 \tabularnewline
50 & 3.6 & 3.79389676589506 & -0.193896765895060 \tabularnewline
51 & 4.4 & 4.00053141843505 & 0.399468581564948 \tabularnewline
52 & 4.1 & 4.26881251901869 & -0.168812519018687 \tabularnewline
53 & 5.1 & 3.75298431879364 & 1.34701568120636 \tabularnewline
54 & 5.8 & 5.48543602683377 & 0.314563973166227 \tabularnewline
55 & 5.9 & 6.11769357806188 & -0.217693578061883 \tabularnewline
56 & 5.4 & 5.76151131186642 & -0.361511311866418 \tabularnewline
57 & 5.5 & 4.95742305463946 & 0.542576945360539 \tabularnewline
58 & 4.8 & 6.30278933425556 & -1.50278933425556 \tabularnewline
59 & 3.2 & 5.33004462506922 & -2.13004462506922 \tabularnewline
60 & 2.7 & 3.12041799431657 & -0.420417994316566 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63992&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]2[/C][C]1.70232491037523[/C][C]0.297675089624768[/C][/ROW]
[ROW][C]14[/C][C]2.3[/C][C]2.23686640268501[/C][C]0.0631335973149865[/C][/ROW]
[ROW][C]15[/C][C]2.8[/C][C]2.7491238604665[/C][C]0.0508761395334987[/C][/ROW]
[ROW][C]16[/C][C]2.4[/C][C]2.41659124317405[/C][C]-0.0165912431740511[/C][/ROW]
[ROW][C]17[/C][C]2.3[/C][C]2.37223843724851[/C][C]-0.0722384372485143[/C][/ROW]
[ROW][C]18[/C][C]2.7[/C][C]2.73103950620319[/C][C]-0.0310395062031872[/C][/ROW]
[ROW][C]19[/C][C]2.7[/C][C]2.82295149719121[/C][C]-0.122951497191213[/C][/ROW]
[ROW][C]20[/C][C]2.9[/C][C]2.55182330868504[/C][C]0.348176691314956[/C][/ROW]
[ROW][C]21[/C][C]3[/C][C]2.45709285416430[/C][C]0.542907145835697[/C][/ROW]
[ROW][C]22[/C][C]2.2[/C][C]4.2256732282077[/C][C]-2.02567322820770[/C][/ROW]
[ROW][C]23[/C][C]2.3[/C][C]2.18720589040239[/C][C]0.112794109597607[/C][/ROW]
[ROW][C]24[/C][C]2.8[/C][C]1.90912398194133[/C][C]0.890876018058667[/C][/ROW]
[ROW][C]25[/C][C]2.8[/C][C]2.84410496376943[/C][C]-0.0441049637694317[/C][/ROW]
[ROW][C]26[/C][C]2.8[/C][C]3.13266827637733[/C][C]-0.332668276377328[/C][/ROW]
[ROW][C]27[/C][C]2.2[/C][C]3.4070774219412[/C][C]-1.20707742194120[/C][/ROW]
[ROW][C]28[/C][C]2.6[/C][C]2.07407062628186[/C][C]0.525929373718139[/C][/ROW]
[ROW][C]29[/C][C]2.8[/C][C]2.46993914146424[/C][C]0.330060858535761[/C][/ROW]
[ROW][C]30[/C][C]2.5[/C][C]3.24338176325385[/C][C]-0.743381763253854[/C][/ROW]
[ROW][C]31[/C][C]2.4[/C][C]2.72229363595367[/C][C]-0.322293635953673[/C][/ROW]
[ROW][C]32[/C][C]2.3[/C][C]2.36951056594137[/C][C]-0.0695105659413673[/C][/ROW]
[ROW][C]33[/C][C]1.9[/C][C]2.02765849303223[/C][C]-0.127658493032229[/C][/ROW]
[ROW][C]34[/C][C]1.7[/C][C]2.37245071415674[/C][C]-0.672450714156736[/C][/ROW]
[ROW][C]35[/C][C]2[/C][C]1.82378794550119[/C][C]0.176212054498808[/C][/ROW]
[ROW][C]36[/C][C]2.1[/C][C]1.73276166901427[/C][C]0.367238330985731[/C][/ROW]
[ROW][C]37[/C][C]1.7[/C][C]2.07974523935379[/C][C]-0.379745239353789[/C][/ROW]
[ROW][C]38[/C][C]1.8[/C][C]1.95290492841483[/C][C]-0.152904928414835[/C][/ROW]
[ROW][C]39[/C][C]1.8[/C][C]2.05760562817595[/C][C]-0.257605628175954[/C][/ROW]
[ROW][C]40[/C][C]1.8[/C][C]1.80471362847849[/C][C]-0.00471362847849477[/C][/ROW]
[ROW][C]41[/C][C]1.3[/C][C]1.75991270057602[/C][C]-0.45991270057602[/C][/ROW]
[ROW][C]42[/C][C]1.3[/C][C]1.54717044569962[/C][C]-0.247170445699625[/C][/ROW]
[ROW][C]43[/C][C]1.3[/C][C]1.45490996364744[/C][C]-0.154909963647439[/C][/ROW]
[ROW][C]44[/C][C]1.2[/C][C]1.32675459201488[/C][C]-0.126754592014876[/C][/ROW]
[ROW][C]45[/C][C]1.4[/C][C]1.08653358163036[/C][C]0.313466418369639[/C][/ROW]
[ROW][C]46[/C][C]2.2[/C][C]1.59754817254623[/C][C]0.602451827453774[/C][/ROW]
[ROW][C]47[/C][C]2.9[/C][C]2.27412525993367[/C][C]0.62587474006633[/C][/ROW]
[ROW][C]48[/C][C]3.1[/C][C]2.47557148397502[/C][C]0.62442851602498[/C][/ROW]
[ROW][C]49[/C][C]3.5[/C][C]2.84488006942854[/C][C]0.655119930571456[/C][/ROW]
[ROW][C]50[/C][C]3.6[/C][C]3.79389676589506[/C][C]-0.193896765895060[/C][/ROW]
[ROW][C]51[/C][C]4.4[/C][C]4.00053141843505[/C][C]0.399468581564948[/C][/ROW]
[ROW][C]52[/C][C]4.1[/C][C]4.26881251901869[/C][C]-0.168812519018687[/C][/ROW]
[ROW][C]53[/C][C]5.1[/C][C]3.75298431879364[/C][C]1.34701568120636[/C][/ROW]
[ROW][C]54[/C][C]5.8[/C][C]5.48543602683377[/C][C]0.314563973166227[/C][/ROW]
[ROW][C]55[/C][C]5.9[/C][C]6.11769357806188[/C][C]-0.217693578061883[/C][/ROW]
[ROW][C]56[/C][C]5.4[/C][C]5.76151131186642[/C][C]-0.361511311866418[/C][/ROW]
[ROW][C]57[/C][C]5.5[/C][C]4.95742305463946[/C][C]0.542576945360539[/C][/ROW]
[ROW][C]58[/C][C]4.8[/C][C]6.30278933425556[/C][C]-1.50278933425556[/C][/ROW]
[ROW][C]59[/C][C]3.2[/C][C]5.33004462506922[/C][C]-2.13004462506922[/C][/ROW]
[ROW][C]60[/C][C]2.7[/C][C]3.12041799431657[/C][C]-0.420417994316566[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63992&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63992&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
1321.702324910375230.297675089624768
142.32.236866402685010.0631335973149865
152.82.74912386046650.0508761395334987
162.42.41659124317405-0.0165912431740511
172.32.37223843724851-0.0722384372485143
182.72.73103950620319-0.0310395062031872
192.72.82295149719121-0.122951497191213
202.92.551823308685040.348176691314956
2132.457092854164300.542907145835697
222.24.2256732282077-2.02567322820770
232.32.187205890402390.112794109597607
242.81.909123981941330.890876018058667
252.82.84410496376943-0.0441049637694317
262.83.13266827637733-0.332668276377328
272.23.4070774219412-1.20707742194120
282.62.074070626281860.525929373718139
292.82.469939141464240.330060858535761
302.53.24338176325385-0.743381763253854
312.42.72229363595367-0.322293635953673
322.32.36951056594137-0.0695105659413673
331.92.02765849303223-0.127658493032229
341.72.37245071415674-0.672450714156736
3521.823787945501190.176212054498808
362.11.732761669014270.367238330985731
371.72.07974523935379-0.379745239353789
381.81.95290492841483-0.152904928414835
391.82.05760562817595-0.257605628175954
401.81.80471362847849-0.00471362847849477
411.31.75991270057602-0.45991270057602
421.31.54717044569962-0.247170445699625
431.31.45490996364744-0.154909963647439
441.21.32675459201488-0.126754592014876
451.41.086533581630360.313466418369639
462.21.597548172546230.602451827453774
472.92.274125259933670.62587474006633
483.12.475571483975020.62442851602498
493.52.844880069428540.655119930571456
503.63.79389676589506-0.193896765895060
514.44.000531418435050.399468581564948
524.14.26881251901869-0.168812519018687
535.13.752984318793641.34701568120636
545.85.485436026833770.314563973166227
555.96.11769357806188-0.217693578061883
565.45.76151131186642-0.361511311866418
575.54.957423054639460.542576945360539
584.86.30278933425556-1.50278933425556
593.25.33004462506922-2.13004462506922
602.73.12041799431657-0.420417994316566







Extrapolation Forecasts of Exponential Smoothing
tForecast95% Lower Bound95% Upper Bound
612.626046829178581.339544595772473.9125490625847
622.834275931870521.114645410978574.55390645276247
633.208924479033291.040944544752085.3769044133145
643.106848055527050.7698321982290485.44386391282505
652.984309719784550.5178882240882555.45073121548084
663.260943052786030.4137728195946826.10811328597738
673.443501816744550.3023895673154436.58461406617367
683.348635885558180.1495463843769856.54772538673937
693.14337834327917-0.01366887974994146.30042556630829
703.44986001815668-0.1153425327007127.01506256901407
713.47000455992472-0.2228528768545857.16286199670402
723.29557716932162-18.974246707970925.5654010466141

\begin{tabular}{lllllllll}
\hline
Extrapolation Forecasts of Exponential Smoothing \tabularnewline
t & Forecast & 95% Lower Bound & 95% Upper Bound \tabularnewline
61 & 2.62604682917858 & 1.33954459577247 & 3.9125490625847 \tabularnewline
62 & 2.83427593187052 & 1.11464541097857 & 4.55390645276247 \tabularnewline
63 & 3.20892447903329 & 1.04094454475208 & 5.3769044133145 \tabularnewline
64 & 3.10684805552705 & 0.769832198229048 & 5.44386391282505 \tabularnewline
65 & 2.98430971978455 & 0.517888224088255 & 5.45073121548084 \tabularnewline
66 & 3.26094305278603 & 0.413772819594682 & 6.10811328597738 \tabularnewline
67 & 3.44350181674455 & 0.302389567315443 & 6.58461406617367 \tabularnewline
68 & 3.34863588555818 & 0.149546384376985 & 6.54772538673937 \tabularnewline
69 & 3.14337834327917 & -0.0136688797499414 & 6.30042556630829 \tabularnewline
70 & 3.44986001815668 & -0.115342532700712 & 7.01506256901407 \tabularnewline
71 & 3.47000455992472 & -0.222852876854585 & 7.16286199670402 \tabularnewline
72 & 3.29557716932162 & -18.9742467079709 & 25.5654010466141 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63992&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]61[/C][C]2.62604682917858[/C][C]1.33954459577247[/C][C]3.9125490625847[/C][/ROW]
[ROW][C]62[/C][C]2.83427593187052[/C][C]1.11464541097857[/C][C]4.55390645276247[/C][/ROW]
[ROW][C]63[/C][C]3.20892447903329[/C][C]1.04094454475208[/C][C]5.3769044133145[/C][/ROW]
[ROW][C]64[/C][C]3.10684805552705[/C][C]0.769832198229048[/C][C]5.44386391282505[/C][/ROW]
[ROW][C]65[/C][C]2.98430971978455[/C][C]0.517888224088255[/C][C]5.45073121548084[/C][/ROW]
[ROW][C]66[/C][C]3.26094305278603[/C][C]0.413772819594682[/C][C]6.10811328597738[/C][/ROW]
[ROW][C]67[/C][C]3.44350181674455[/C][C]0.302389567315443[/C][C]6.58461406617367[/C][/ROW]
[ROW][C]68[/C][C]3.34863588555818[/C][C]0.149546384376985[/C][C]6.54772538673937[/C][/ROW]
[ROW][C]69[/C][C]3.14337834327917[/C][C]-0.0136688797499414[/C][C]6.30042556630829[/C][/ROW]
[ROW][C]70[/C][C]3.44986001815668[/C][C]-0.115342532700712[/C][C]7.01506256901407[/C][/ROW]
[ROW][C]71[/C][C]3.47000455992472[/C][C]-0.222852876854585[/C][C]7.16286199670402[/C][/ROW]
[ROW][C]72[/C][C]3.29557716932162[/C][C]-18.9742467079709[/C][C]25.5654010466141[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63992&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63992&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
612.626046829178581.339544595772473.9125490625847
622.834275931870521.114645410978574.55390645276247
633.208924479033291.040944544752085.3769044133145
643.106848055527050.7698321982290485.44386391282505
652.984309719784550.5178882240882555.45073121548084
663.260943052786030.4137728195946826.10811328597738
673.443501816744550.3023895673154436.58461406617367
683.348635885558180.1495463843769856.54772538673937
693.14337834327917-0.01366887974994146.30042556630829
703.44986001815668-0.1153425327007127.01506256901407
713.47000455992472-0.2228528768545857.16286199670402
723.29557716932162-18.974246707970925.5654010466141



Parameters (Session):
par1 = 12 ; par2 = Triple ; par3 = multiplicative ;
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')