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Author's title

Author*Unverified author*
R Software Modulerwasp_exponentialsmoothing.wasp
Title produced by softwareExponential Smoothing
Date of computationWed, 16 May 2012 04:22:57 -0400
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2012/May/16/t1337156626lsbz0n9uyywxpj7.htm/, Retrieved Wed, 01 May 2024 17:13:18 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=166492, Retrieved Wed, 01 May 2024 17:13:18 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact143
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Exponential Smoothing] [opgave 10: expone...] [2012-05-16 08:22:57] [76c30f62b7052b57088120e90a652e05] [Current]
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Dataseries X:
1,78
1,79
1,8
1,82
1,82
1,83
1,84
1,84
1,83
1,83
1,83
1,84
1,86
1,85
1,85
1,85
1,84
1,85
1,85
1,83
1,82
1,84
1,85
1,88
1,91
1,93
1,91
1,9
1,9
1,89
1,88
1,88
1,92
1,98
2
2
2,02
2,01
2,05
2,07
2,07
2,04
2,05
2,05
2,04
2,03
2,04
2,04
2,1
2,09
2,1
2,09
2,08
2,1
2,11
2,08
2,09
2,1
2,09
2,09




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

\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' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=166492&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' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=166492&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=166492&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' @ jenkins.wessa.net







Estimated Parameters of Exponential Smoothing
ParameterValue
alpha1
beta0.013128910350907
gamma0.132264992157619

\begin{tabular}{lllllllll}
\hline
Estimated Parameters of Exponential Smoothing \tabularnewline
Parameter & Value \tabularnewline
alpha & 1 \tabularnewline
beta & 0.013128910350907 \tabularnewline
gamma & 0.132264992157619 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=166492&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]1[/C][/ROW]
[ROW][C]beta[/C][C]0.013128910350907[/C][/ROW]
[ROW][C]gamma[/C][C]0.132264992157619[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=166492&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=166492&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
alpha1
beta0.013128910350907
gamma0.132264992157619







Interpolation Forecasts of Exponential Smoothing
tObservedFittedResiduals
131.861.843874525796590.01612547420341
141.851.85175781056145-0.00175781056145463
151.851.8525724319186-0.00257243191860335
161.851.85170174396538-0.00170174396538458
171.841.84042145179196-0.000421451791956295
181.851.849164790963430.00083520903656642
191.851.86354690221918-0.0135469022191803
201.831.84561240529691-0.0156124052969073
211.821.816801498121010.00319850187898796
221.841.818032916587770.0219670834122301
231.851.839536989251330.0104630107486674
241.881.860191628812950.0198083711870449
251.911.901192158152040.00880784184795891
261.931.901881584875840.0281184151241551
271.911.93339381168107-0.0233938116810712
281.91.91221357079253-0.0122135707925344
291.91.890489004064050.00951099593594629
301.891.90991316405091-0.019913164050908
311.881.90403629303756-0.0240362930375622
321.881.875611831016230.00438816898377259
331.921.866760330596460.0532396694035375
341.981.918861510334840.0611384896651574
3521.980900985345420.0190990146545804
3622.01251815522596-0.0125181552259583
372.022.02364557265227-0.0036455726522715
382.012.01235229026277-0.00235229026276551
392.052.014092358170260.0359076418297408
402.072.053654489841510.0163455101584908
412.072.061260256429110.00873974357088558
422.042.08240759003134-0.0424075900313361
432.052.05651382728705-0.0065138272870473
442.052.046810760797050.003189239202948
452.042.037125437028340.00287456297166333
462.032.03969215067357-0.00969215067356544
472.042.030962587961920.00903741203808472
482.042.05268639138257-0.0126863913825694
492.12.064036610001160.035963389998841
502.092.09242317772259-0.00242317772258893
512.12.094628839611160.00537116038884422
522.092.1037538696481-0.0137538696481028
532.082.08084466536698-0.000844665366980912
542.12.092026783545010.00797321645499238
552.112.11713975068791-0.00713975068791273
562.082.10685198856327-0.0268519885632679
572.092.066727210350490.0232727896495071
582.12.089708438786620.0102915612133834
592.092.10125224739732-0.0112522473973233
602.092.10301712186213-0.0130171218621267

\begin{tabular}{lllllllll}
\hline
Interpolation Forecasts of Exponential Smoothing \tabularnewline
t & Observed & Fitted & Residuals \tabularnewline
13 & 1.86 & 1.84387452579659 & 0.01612547420341 \tabularnewline
14 & 1.85 & 1.85175781056145 & -0.00175781056145463 \tabularnewline
15 & 1.85 & 1.8525724319186 & -0.00257243191860335 \tabularnewline
16 & 1.85 & 1.85170174396538 & -0.00170174396538458 \tabularnewline
17 & 1.84 & 1.84042145179196 & -0.000421451791956295 \tabularnewline
18 & 1.85 & 1.84916479096343 & 0.00083520903656642 \tabularnewline
19 & 1.85 & 1.86354690221918 & -0.0135469022191803 \tabularnewline
20 & 1.83 & 1.84561240529691 & -0.0156124052969073 \tabularnewline
21 & 1.82 & 1.81680149812101 & 0.00319850187898796 \tabularnewline
22 & 1.84 & 1.81803291658777 & 0.0219670834122301 \tabularnewline
23 & 1.85 & 1.83953698925133 & 0.0104630107486674 \tabularnewline
24 & 1.88 & 1.86019162881295 & 0.0198083711870449 \tabularnewline
25 & 1.91 & 1.90119215815204 & 0.00880784184795891 \tabularnewline
26 & 1.93 & 1.90188158487584 & 0.0281184151241551 \tabularnewline
27 & 1.91 & 1.93339381168107 & -0.0233938116810712 \tabularnewline
28 & 1.9 & 1.91221357079253 & -0.0122135707925344 \tabularnewline
29 & 1.9 & 1.89048900406405 & 0.00951099593594629 \tabularnewline
30 & 1.89 & 1.90991316405091 & -0.019913164050908 \tabularnewline
31 & 1.88 & 1.90403629303756 & -0.0240362930375622 \tabularnewline
32 & 1.88 & 1.87561183101623 & 0.00438816898377259 \tabularnewline
33 & 1.92 & 1.86676033059646 & 0.0532396694035375 \tabularnewline
34 & 1.98 & 1.91886151033484 & 0.0611384896651574 \tabularnewline
35 & 2 & 1.98090098534542 & 0.0190990146545804 \tabularnewline
36 & 2 & 2.01251815522596 & -0.0125181552259583 \tabularnewline
37 & 2.02 & 2.02364557265227 & -0.0036455726522715 \tabularnewline
38 & 2.01 & 2.01235229026277 & -0.00235229026276551 \tabularnewline
39 & 2.05 & 2.01409235817026 & 0.0359076418297408 \tabularnewline
40 & 2.07 & 2.05365448984151 & 0.0163455101584908 \tabularnewline
41 & 2.07 & 2.06126025642911 & 0.00873974357088558 \tabularnewline
42 & 2.04 & 2.08240759003134 & -0.0424075900313361 \tabularnewline
43 & 2.05 & 2.05651382728705 & -0.0065138272870473 \tabularnewline
44 & 2.05 & 2.04681076079705 & 0.003189239202948 \tabularnewline
45 & 2.04 & 2.03712543702834 & 0.00287456297166333 \tabularnewline
46 & 2.03 & 2.03969215067357 & -0.00969215067356544 \tabularnewline
47 & 2.04 & 2.03096258796192 & 0.00903741203808472 \tabularnewline
48 & 2.04 & 2.05268639138257 & -0.0126863913825694 \tabularnewline
49 & 2.1 & 2.06403661000116 & 0.035963389998841 \tabularnewline
50 & 2.09 & 2.09242317772259 & -0.00242317772258893 \tabularnewline
51 & 2.1 & 2.09462883961116 & 0.00537116038884422 \tabularnewline
52 & 2.09 & 2.1037538696481 & -0.0137538696481028 \tabularnewline
53 & 2.08 & 2.08084466536698 & -0.000844665366980912 \tabularnewline
54 & 2.1 & 2.09202678354501 & 0.00797321645499238 \tabularnewline
55 & 2.11 & 2.11713975068791 & -0.00713975068791273 \tabularnewline
56 & 2.08 & 2.10685198856327 & -0.0268519885632679 \tabularnewline
57 & 2.09 & 2.06672721035049 & 0.0232727896495071 \tabularnewline
58 & 2.1 & 2.08970843878662 & 0.0102915612133834 \tabularnewline
59 & 2.09 & 2.10125224739732 & -0.0112522473973233 \tabularnewline
60 & 2.09 & 2.10301712186213 & -0.0130171218621267 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=166492&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]1.86[/C][C]1.84387452579659[/C][C]0.01612547420341[/C][/ROW]
[ROW][C]14[/C][C]1.85[/C][C]1.85175781056145[/C][C]-0.00175781056145463[/C][/ROW]
[ROW][C]15[/C][C]1.85[/C][C]1.8525724319186[/C][C]-0.00257243191860335[/C][/ROW]
[ROW][C]16[/C][C]1.85[/C][C]1.85170174396538[/C][C]-0.00170174396538458[/C][/ROW]
[ROW][C]17[/C][C]1.84[/C][C]1.84042145179196[/C][C]-0.000421451791956295[/C][/ROW]
[ROW][C]18[/C][C]1.85[/C][C]1.84916479096343[/C][C]0.00083520903656642[/C][/ROW]
[ROW][C]19[/C][C]1.85[/C][C]1.86354690221918[/C][C]-0.0135469022191803[/C][/ROW]
[ROW][C]20[/C][C]1.83[/C][C]1.84561240529691[/C][C]-0.0156124052969073[/C][/ROW]
[ROW][C]21[/C][C]1.82[/C][C]1.81680149812101[/C][C]0.00319850187898796[/C][/ROW]
[ROW][C]22[/C][C]1.84[/C][C]1.81803291658777[/C][C]0.0219670834122301[/C][/ROW]
[ROW][C]23[/C][C]1.85[/C][C]1.83953698925133[/C][C]0.0104630107486674[/C][/ROW]
[ROW][C]24[/C][C]1.88[/C][C]1.86019162881295[/C][C]0.0198083711870449[/C][/ROW]
[ROW][C]25[/C][C]1.91[/C][C]1.90119215815204[/C][C]0.00880784184795891[/C][/ROW]
[ROW][C]26[/C][C]1.93[/C][C]1.90188158487584[/C][C]0.0281184151241551[/C][/ROW]
[ROW][C]27[/C][C]1.91[/C][C]1.93339381168107[/C][C]-0.0233938116810712[/C][/ROW]
[ROW][C]28[/C][C]1.9[/C][C]1.91221357079253[/C][C]-0.0122135707925344[/C][/ROW]
[ROW][C]29[/C][C]1.9[/C][C]1.89048900406405[/C][C]0.00951099593594629[/C][/ROW]
[ROW][C]30[/C][C]1.89[/C][C]1.90991316405091[/C][C]-0.019913164050908[/C][/ROW]
[ROW][C]31[/C][C]1.88[/C][C]1.90403629303756[/C][C]-0.0240362930375622[/C][/ROW]
[ROW][C]32[/C][C]1.88[/C][C]1.87561183101623[/C][C]0.00438816898377259[/C][/ROW]
[ROW][C]33[/C][C]1.92[/C][C]1.86676033059646[/C][C]0.0532396694035375[/C][/ROW]
[ROW][C]34[/C][C]1.98[/C][C]1.91886151033484[/C][C]0.0611384896651574[/C][/ROW]
[ROW][C]35[/C][C]2[/C][C]1.98090098534542[/C][C]0.0190990146545804[/C][/ROW]
[ROW][C]36[/C][C]2[/C][C]2.01251815522596[/C][C]-0.0125181552259583[/C][/ROW]
[ROW][C]37[/C][C]2.02[/C][C]2.02364557265227[/C][C]-0.0036455726522715[/C][/ROW]
[ROW][C]38[/C][C]2.01[/C][C]2.01235229026277[/C][C]-0.00235229026276551[/C][/ROW]
[ROW][C]39[/C][C]2.05[/C][C]2.01409235817026[/C][C]0.0359076418297408[/C][/ROW]
[ROW][C]40[/C][C]2.07[/C][C]2.05365448984151[/C][C]0.0163455101584908[/C][/ROW]
[ROW][C]41[/C][C]2.07[/C][C]2.06126025642911[/C][C]0.00873974357088558[/C][/ROW]
[ROW][C]42[/C][C]2.04[/C][C]2.08240759003134[/C][C]-0.0424075900313361[/C][/ROW]
[ROW][C]43[/C][C]2.05[/C][C]2.05651382728705[/C][C]-0.0065138272870473[/C][/ROW]
[ROW][C]44[/C][C]2.05[/C][C]2.04681076079705[/C][C]0.003189239202948[/C][/ROW]
[ROW][C]45[/C][C]2.04[/C][C]2.03712543702834[/C][C]0.00287456297166333[/C][/ROW]
[ROW][C]46[/C][C]2.03[/C][C]2.03969215067357[/C][C]-0.00969215067356544[/C][/ROW]
[ROW][C]47[/C][C]2.04[/C][C]2.03096258796192[/C][C]0.00903741203808472[/C][/ROW]
[ROW][C]48[/C][C]2.04[/C][C]2.05268639138257[/C][C]-0.0126863913825694[/C][/ROW]
[ROW][C]49[/C][C]2.1[/C][C]2.06403661000116[/C][C]0.035963389998841[/C][/ROW]
[ROW][C]50[/C][C]2.09[/C][C]2.09242317772259[/C][C]-0.00242317772258893[/C][/ROW]
[ROW][C]51[/C][C]2.1[/C][C]2.09462883961116[/C][C]0.00537116038884422[/C][/ROW]
[ROW][C]52[/C][C]2.09[/C][C]2.1037538696481[/C][C]-0.0137538696481028[/C][/ROW]
[ROW][C]53[/C][C]2.08[/C][C]2.08084466536698[/C][C]-0.000844665366980912[/C][/ROW]
[ROW][C]54[/C][C]2.1[/C][C]2.09202678354501[/C][C]0.00797321645499238[/C][/ROW]
[ROW][C]55[/C][C]2.11[/C][C]2.11713975068791[/C][C]-0.00713975068791273[/C][/ROW]
[ROW][C]56[/C][C]2.08[/C][C]2.10685198856327[/C][C]-0.0268519885632679[/C][/ROW]
[ROW][C]57[/C][C]2.09[/C][C]2.06672721035049[/C][C]0.0232727896495071[/C][/ROW]
[ROW][C]58[/C][C]2.1[/C][C]2.08970843878662[/C][C]0.0102915612133834[/C][/ROW]
[ROW][C]59[/C][C]2.09[/C][C]2.10125224739732[/C][C]-0.0112522473973233[/C][/ROW]
[ROW][C]60[/C][C]2.09[/C][C]2.10301712186213[/C][C]-0.0130171218621267[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=166492&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=166492&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
131.861.843874525796590.01612547420341
141.851.85175781056145-0.00175781056145463
151.851.8525724319186-0.00257243191860335
161.851.85170174396538-0.00170174396538458
171.841.84042145179196-0.000421451791956295
181.851.849164790963430.00083520903656642
191.851.86354690221918-0.0135469022191803
201.831.84561240529691-0.0156124052969073
211.821.816801498121010.00319850187898796
221.841.818032916587770.0219670834122301
231.851.839536989251330.0104630107486674
241.881.860191628812950.0198083711870449
251.911.901192158152040.00880784184795891
261.931.901881584875840.0281184151241551
271.911.93339381168107-0.0233938116810712
281.91.91221357079253-0.0122135707925344
291.91.890489004064050.00951099593594629
301.891.90991316405091-0.019913164050908
311.881.90403629303756-0.0240362930375622
321.881.875611831016230.00438816898377259
331.921.866760330596460.0532396694035375
341.981.918861510334840.0611384896651574
3521.980900985345420.0190990146545804
3622.01251815522596-0.0125181552259583
372.022.02364557265227-0.0036455726522715
382.012.01235229026277-0.00235229026276551
392.052.014092358170260.0359076418297408
402.072.053654489841510.0163455101584908
412.072.061260256429110.00873974357088558
422.042.08240759003134-0.0424075900313361
432.052.05651382728705-0.0065138272870473
442.052.046810760797050.003189239202948
452.042.037125437028340.00287456297166333
462.032.03969215067357-0.00969215067356544
472.042.030962587961920.00903741203808472
482.042.05268639138257-0.0126863913825694
492.12.064036610001160.035963389998841
502.092.09242317772259-0.00242317772258893
512.12.094628839611160.00537116038884422
522.092.1037538696481-0.0137538696481028
532.082.08084466536698-0.000844665366980912
542.12.092026783545010.00797321645499238
552.112.11713975068791-0.00713975068791273
562.082.10685198856327-0.0268519885632679
572.092.066727210350490.0232727896495071
582.12.089708438786620.0102915612133834
592.092.10125224739732-0.0112522473973233
602.092.10301712186213-0.0130171218621267







Extrapolation Forecasts of Exponential Smoothing
tForecast95% Lower Bound95% Upper Bound
612.114645471187662.076076046528482.15321489584684
622.106619417540962.051864104907252.16137473017466
632.110916943742182.043335510664732.17849837681963
642.114261464099682.035686777803142.19283615039623
652.104731238136552.016726812374962.19273566389815
662.116641576023872.019191039979892.21409211206785
672.133564046715982.027016823757562.2401112696744
682.130111474504962.015856286718922.244366662291
692.116563941805741.995484577439932.23764330617156
702.116041104120751.987740572340282.24434163590121
712.116957333510541.981603554970432.25231111205065
722.12992633349291-9.3975709314375613.6574235984234

\begin{tabular}{lllllllll}
\hline
Extrapolation Forecasts of Exponential Smoothing \tabularnewline
t & Forecast & 95% Lower Bound & 95% Upper Bound \tabularnewline
61 & 2.11464547118766 & 2.07607604652848 & 2.15321489584684 \tabularnewline
62 & 2.10661941754096 & 2.05186410490725 & 2.16137473017466 \tabularnewline
63 & 2.11091694374218 & 2.04333551066473 & 2.17849837681963 \tabularnewline
64 & 2.11426146409968 & 2.03568677780314 & 2.19283615039623 \tabularnewline
65 & 2.10473123813655 & 2.01672681237496 & 2.19273566389815 \tabularnewline
66 & 2.11664157602387 & 2.01919103997989 & 2.21409211206785 \tabularnewline
67 & 2.13356404671598 & 2.02701682375756 & 2.2401112696744 \tabularnewline
68 & 2.13011147450496 & 2.01585628671892 & 2.244366662291 \tabularnewline
69 & 2.11656394180574 & 1.99548457743993 & 2.23764330617156 \tabularnewline
70 & 2.11604110412075 & 1.98774057234028 & 2.24434163590121 \tabularnewline
71 & 2.11695733351054 & 1.98160355497043 & 2.25231111205065 \tabularnewline
72 & 2.12992633349291 & -9.39757093143756 & 13.6574235984234 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=166492&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]2.11464547118766[/C][C]2.07607604652848[/C][C]2.15321489584684[/C][/ROW]
[ROW][C]62[/C][C]2.10661941754096[/C][C]2.05186410490725[/C][C]2.16137473017466[/C][/ROW]
[ROW][C]63[/C][C]2.11091694374218[/C][C]2.04333551066473[/C][C]2.17849837681963[/C][/ROW]
[ROW][C]64[/C][C]2.11426146409968[/C][C]2.03568677780314[/C][C]2.19283615039623[/C][/ROW]
[ROW][C]65[/C][C]2.10473123813655[/C][C]2.01672681237496[/C][C]2.19273566389815[/C][/ROW]
[ROW][C]66[/C][C]2.11664157602387[/C][C]2.01919103997989[/C][C]2.21409211206785[/C][/ROW]
[ROW][C]67[/C][C]2.13356404671598[/C][C]2.02701682375756[/C][C]2.2401112696744[/C][/ROW]
[ROW][C]68[/C][C]2.13011147450496[/C][C]2.01585628671892[/C][C]2.244366662291[/C][/ROW]
[ROW][C]69[/C][C]2.11656394180574[/C][C]1.99548457743993[/C][C]2.23764330617156[/C][/ROW]
[ROW][C]70[/C][C]2.11604110412075[/C][C]1.98774057234028[/C][C]2.24434163590121[/C][/ROW]
[ROW][C]71[/C][C]2.11695733351054[/C][C]1.98160355497043[/C][C]2.25231111205065[/C][/ROW]
[ROW][C]72[/C][C]2.12992633349291[/C][C]-9.39757093143756[/C][C]13.6574235984234[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=166492&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=166492&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
612.114645471187662.076076046528482.15321489584684
622.106619417540962.051864104907252.16137473017466
632.110916943742182.043335510664732.17849837681963
642.114261464099682.035686777803142.19283615039623
652.104731238136552.016726812374962.19273566389815
662.116641576023872.019191039979892.21409211206785
672.133564046715982.027016823757562.2401112696744
682.130111474504962.015856286718922.244366662291
692.116563941805741.995484577439932.23764330617156
702.116041104120751.987740572340282.24434163590121
712.116957333510541.981603554970432.25231111205065
722.12992633349291-9.3975709314375613.6574235984234



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=F, beta=F)
if (par2 == 'Double') fit <- HoltWinters(x, gamma=F)
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')