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Author's title

Author*Unverified author*
R Software Modulerwasp_exponentialsmoothing.wasp
Title produced by softwareExponential Smoothing
Date of computationMon, 28 May 2012 16:48:07 -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/28/t1338238163lmlduuzt8onchoh.htm/, Retrieved Thu, 02 May 2024 02:37:27 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=167882, Retrieved Thu, 02 May 2024 02:37:27 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsKDGP2W102
Estimated Impact73
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Classical Decomposition] [Opdracht9 oef2] [2012-05-24 17:03:56] [777bf889e818535ecd2adad718525067]
- RMPD    [Exponential Smoothing] [Opgave 10] [2012-05-28 20:48:07] [8d848c7c14a32373b3013fbc562b466f] [Current]
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Dataseries X:
1.26
1.26
1.28
1.34
1.39
1.47
1.57
1.63
1.72
1.43
1.35
1.41
1.44
1.43
1.43
1.42
1.45
1.51
1.48
1.48
1.45
1.38
1.46
1.45
1.41
1.45
1.47
1.47
1.53
1.56
1.66
1.79
1.78
1.46
1.41
1.43
1.43
1.45
1.35
1.35
1.29
1.29
1.26
1.3
1.3
1.16
1.24
1.15
1.21
1.22
1.17
1.13
1.15
1.2
1.23
1.25
1.38
1.28
1.26
1.25




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gertrude Mary Cox' @ cox.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 & 1 seconds \tabularnewline
R Server & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=167882&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]'Gertrude Mary Cox' @ cox.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=167882&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=167882&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'Gertrude Mary Cox' @ cox.wessa.net







Estimated Parameters of Exponential Smoothing
ParameterValue
alpha0.801771995597131
beta0
gamma1

\begin{tabular}{lllllllll}
\hline
Estimated Parameters of Exponential Smoothing \tabularnewline
Parameter & Value \tabularnewline
alpha & 0.801771995597131 \tabularnewline
beta & 0 \tabularnewline
gamma & 1 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=167882&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]0.801771995597131[/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=167882&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=167882&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
alpha0.801771995597131
beta0
gamma1







Interpolation Forecasts of Exponential Smoothing
tObservedFittedResiduals
131.441.398512286324790.0414877136752143
141.431.43104899195894-0.00104899195894315
151.431.44698095823067-0.0169809582306748
161.421.43597245344427-0.0159724534442673
171.451.449939206219696.0793780306323e-05
181.511.503010967618270.00698903238173165
191.481.58122093003961-0.101220930039615
201.481.54475450828024-0.0647545082802403
211.451.56877584226717-0.118775842267167
221.381.173234383498580.206765616501424
231.461.252452949776480.207547050223521
241.451.47396471439584-0.0239647143958412
251.411.4943308561812-0.0843308561812
261.451.417557789706670.0324422102933282
271.471.457183902162890.012816097837105
281.471.47026575637411-0.000265756374111303
291.531.500003937605140.0299960623948585
301.561.57845032997153-0.0184503299715293
311.661.614813479164890.0451865208351099
321.791.702961117476710.0870388825232935
331.781.83797760009523-0.0579776000952279
341.461.55571390300373-0.0957139030037266
351.411.392567763348030.0174322366519715
361.431.415758679401270.01424132059873
371.431.45479109028847-0.0247910902884674
381.451.448903032666390.0010969673336092
391.351.45950696201594-0.109506962015939
401.351.37192042256705-0.0219204225670544
411.291.39029523881475-0.100295238814753
421.291.35467428292206-0.0646742829220563
431.261.36659096705577-0.106590967055769
441.31.34134397615159-0.0413439761515919
451.31.34468035001489-0.0446803500148933
461.161.065597623637160.0944023763628379
471.241.077310126154530.162689873845467
481.151.21633201893468-0.0663320189346766
491.211.183025665675050.0269743343249527
501.221.2237734138485-0.00377341384849617
511.171.20854761176427-0.0385476117642727
521.131.19521639710045-0.065216397100448
531.151.16334163002496-0.0133416300249622
541.21.20449871357756-0.00449871357756004
551.231.25635342338379-0.0263534233837912
561.251.30837242879153-0.0583724287915348
571.381.297394503466910.082605496533086
581.281.147936095583990.132063904416006
591.261.203381050957440.0566189490425615
601.251.211959693913150.0380403060868526

\begin{tabular}{lllllllll}
\hline
Interpolation Forecasts of Exponential Smoothing \tabularnewline
t & Observed & Fitted & Residuals \tabularnewline
13 & 1.44 & 1.39851228632479 & 0.0414877136752143 \tabularnewline
14 & 1.43 & 1.43104899195894 & -0.00104899195894315 \tabularnewline
15 & 1.43 & 1.44698095823067 & -0.0169809582306748 \tabularnewline
16 & 1.42 & 1.43597245344427 & -0.0159724534442673 \tabularnewline
17 & 1.45 & 1.44993920621969 & 6.0793780306323e-05 \tabularnewline
18 & 1.51 & 1.50301096761827 & 0.00698903238173165 \tabularnewline
19 & 1.48 & 1.58122093003961 & -0.101220930039615 \tabularnewline
20 & 1.48 & 1.54475450828024 & -0.0647545082802403 \tabularnewline
21 & 1.45 & 1.56877584226717 & -0.118775842267167 \tabularnewline
22 & 1.38 & 1.17323438349858 & 0.206765616501424 \tabularnewline
23 & 1.46 & 1.25245294977648 & 0.207547050223521 \tabularnewline
24 & 1.45 & 1.47396471439584 & -0.0239647143958412 \tabularnewline
25 & 1.41 & 1.4943308561812 & -0.0843308561812 \tabularnewline
26 & 1.45 & 1.41755778970667 & 0.0324422102933282 \tabularnewline
27 & 1.47 & 1.45718390216289 & 0.012816097837105 \tabularnewline
28 & 1.47 & 1.47026575637411 & -0.000265756374111303 \tabularnewline
29 & 1.53 & 1.50000393760514 & 0.0299960623948585 \tabularnewline
30 & 1.56 & 1.57845032997153 & -0.0184503299715293 \tabularnewline
31 & 1.66 & 1.61481347916489 & 0.0451865208351099 \tabularnewline
32 & 1.79 & 1.70296111747671 & 0.0870388825232935 \tabularnewline
33 & 1.78 & 1.83797760009523 & -0.0579776000952279 \tabularnewline
34 & 1.46 & 1.55571390300373 & -0.0957139030037266 \tabularnewline
35 & 1.41 & 1.39256776334803 & 0.0174322366519715 \tabularnewline
36 & 1.43 & 1.41575867940127 & 0.01424132059873 \tabularnewline
37 & 1.43 & 1.45479109028847 & -0.0247910902884674 \tabularnewline
38 & 1.45 & 1.44890303266639 & 0.0010969673336092 \tabularnewline
39 & 1.35 & 1.45950696201594 & -0.109506962015939 \tabularnewline
40 & 1.35 & 1.37192042256705 & -0.0219204225670544 \tabularnewline
41 & 1.29 & 1.39029523881475 & -0.100295238814753 \tabularnewline
42 & 1.29 & 1.35467428292206 & -0.0646742829220563 \tabularnewline
43 & 1.26 & 1.36659096705577 & -0.106590967055769 \tabularnewline
44 & 1.3 & 1.34134397615159 & -0.0413439761515919 \tabularnewline
45 & 1.3 & 1.34468035001489 & -0.0446803500148933 \tabularnewline
46 & 1.16 & 1.06559762363716 & 0.0944023763628379 \tabularnewline
47 & 1.24 & 1.07731012615453 & 0.162689873845467 \tabularnewline
48 & 1.15 & 1.21633201893468 & -0.0663320189346766 \tabularnewline
49 & 1.21 & 1.18302566567505 & 0.0269743343249527 \tabularnewline
50 & 1.22 & 1.2237734138485 & -0.00377341384849617 \tabularnewline
51 & 1.17 & 1.20854761176427 & -0.0385476117642727 \tabularnewline
52 & 1.13 & 1.19521639710045 & -0.065216397100448 \tabularnewline
53 & 1.15 & 1.16334163002496 & -0.0133416300249622 \tabularnewline
54 & 1.2 & 1.20449871357756 & -0.00449871357756004 \tabularnewline
55 & 1.23 & 1.25635342338379 & -0.0263534233837912 \tabularnewline
56 & 1.25 & 1.30837242879153 & -0.0583724287915348 \tabularnewline
57 & 1.38 & 1.29739450346691 & 0.082605496533086 \tabularnewline
58 & 1.28 & 1.14793609558399 & 0.132063904416006 \tabularnewline
59 & 1.26 & 1.20338105095744 & 0.0566189490425615 \tabularnewline
60 & 1.25 & 1.21195969391315 & 0.0380403060868526 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=167882&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]1.44[/C][C]1.39851228632479[/C][C]0.0414877136752143[/C][/ROW]
[ROW][C]14[/C][C]1.43[/C][C]1.43104899195894[/C][C]-0.00104899195894315[/C][/ROW]
[ROW][C]15[/C][C]1.43[/C][C]1.44698095823067[/C][C]-0.0169809582306748[/C][/ROW]
[ROW][C]16[/C][C]1.42[/C][C]1.43597245344427[/C][C]-0.0159724534442673[/C][/ROW]
[ROW][C]17[/C][C]1.45[/C][C]1.44993920621969[/C][C]6.0793780306323e-05[/C][/ROW]
[ROW][C]18[/C][C]1.51[/C][C]1.50301096761827[/C][C]0.00698903238173165[/C][/ROW]
[ROW][C]19[/C][C]1.48[/C][C]1.58122093003961[/C][C]-0.101220930039615[/C][/ROW]
[ROW][C]20[/C][C]1.48[/C][C]1.54475450828024[/C][C]-0.0647545082802403[/C][/ROW]
[ROW][C]21[/C][C]1.45[/C][C]1.56877584226717[/C][C]-0.118775842267167[/C][/ROW]
[ROW][C]22[/C][C]1.38[/C][C]1.17323438349858[/C][C]0.206765616501424[/C][/ROW]
[ROW][C]23[/C][C]1.46[/C][C]1.25245294977648[/C][C]0.207547050223521[/C][/ROW]
[ROW][C]24[/C][C]1.45[/C][C]1.47396471439584[/C][C]-0.0239647143958412[/C][/ROW]
[ROW][C]25[/C][C]1.41[/C][C]1.4943308561812[/C][C]-0.0843308561812[/C][/ROW]
[ROW][C]26[/C][C]1.45[/C][C]1.41755778970667[/C][C]0.0324422102933282[/C][/ROW]
[ROW][C]27[/C][C]1.47[/C][C]1.45718390216289[/C][C]0.012816097837105[/C][/ROW]
[ROW][C]28[/C][C]1.47[/C][C]1.47026575637411[/C][C]-0.000265756374111303[/C][/ROW]
[ROW][C]29[/C][C]1.53[/C][C]1.50000393760514[/C][C]0.0299960623948585[/C][/ROW]
[ROW][C]30[/C][C]1.56[/C][C]1.57845032997153[/C][C]-0.0184503299715293[/C][/ROW]
[ROW][C]31[/C][C]1.66[/C][C]1.61481347916489[/C][C]0.0451865208351099[/C][/ROW]
[ROW][C]32[/C][C]1.79[/C][C]1.70296111747671[/C][C]0.0870388825232935[/C][/ROW]
[ROW][C]33[/C][C]1.78[/C][C]1.83797760009523[/C][C]-0.0579776000952279[/C][/ROW]
[ROW][C]34[/C][C]1.46[/C][C]1.55571390300373[/C][C]-0.0957139030037266[/C][/ROW]
[ROW][C]35[/C][C]1.41[/C][C]1.39256776334803[/C][C]0.0174322366519715[/C][/ROW]
[ROW][C]36[/C][C]1.43[/C][C]1.41575867940127[/C][C]0.01424132059873[/C][/ROW]
[ROW][C]37[/C][C]1.43[/C][C]1.45479109028847[/C][C]-0.0247910902884674[/C][/ROW]
[ROW][C]38[/C][C]1.45[/C][C]1.44890303266639[/C][C]0.0010969673336092[/C][/ROW]
[ROW][C]39[/C][C]1.35[/C][C]1.45950696201594[/C][C]-0.109506962015939[/C][/ROW]
[ROW][C]40[/C][C]1.35[/C][C]1.37192042256705[/C][C]-0.0219204225670544[/C][/ROW]
[ROW][C]41[/C][C]1.29[/C][C]1.39029523881475[/C][C]-0.100295238814753[/C][/ROW]
[ROW][C]42[/C][C]1.29[/C][C]1.35467428292206[/C][C]-0.0646742829220563[/C][/ROW]
[ROW][C]43[/C][C]1.26[/C][C]1.36659096705577[/C][C]-0.106590967055769[/C][/ROW]
[ROW][C]44[/C][C]1.3[/C][C]1.34134397615159[/C][C]-0.0413439761515919[/C][/ROW]
[ROW][C]45[/C][C]1.3[/C][C]1.34468035001489[/C][C]-0.0446803500148933[/C][/ROW]
[ROW][C]46[/C][C]1.16[/C][C]1.06559762363716[/C][C]0.0944023763628379[/C][/ROW]
[ROW][C]47[/C][C]1.24[/C][C]1.07731012615453[/C][C]0.162689873845467[/C][/ROW]
[ROW][C]48[/C][C]1.15[/C][C]1.21633201893468[/C][C]-0.0663320189346766[/C][/ROW]
[ROW][C]49[/C][C]1.21[/C][C]1.18302566567505[/C][C]0.0269743343249527[/C][/ROW]
[ROW][C]50[/C][C]1.22[/C][C]1.2237734138485[/C][C]-0.00377341384849617[/C][/ROW]
[ROW][C]51[/C][C]1.17[/C][C]1.20854761176427[/C][C]-0.0385476117642727[/C][/ROW]
[ROW][C]52[/C][C]1.13[/C][C]1.19521639710045[/C][C]-0.065216397100448[/C][/ROW]
[ROW][C]53[/C][C]1.15[/C][C]1.16334163002496[/C][C]-0.0133416300249622[/C][/ROW]
[ROW][C]54[/C][C]1.2[/C][C]1.20449871357756[/C][C]-0.00449871357756004[/C][/ROW]
[ROW][C]55[/C][C]1.23[/C][C]1.25635342338379[/C][C]-0.0263534233837912[/C][/ROW]
[ROW][C]56[/C][C]1.25[/C][C]1.30837242879153[/C][C]-0.0583724287915348[/C][/ROW]
[ROW][C]57[/C][C]1.38[/C][C]1.29739450346691[/C][C]0.082605496533086[/C][/ROW]
[ROW][C]58[/C][C]1.28[/C][C]1.14793609558399[/C][C]0.132063904416006[/C][/ROW]
[ROW][C]59[/C][C]1.26[/C][C]1.20338105095744[/C][C]0.0566189490425615[/C][/ROW]
[ROW][C]60[/C][C]1.25[/C][C]1.21195969391315[/C][C]0.0380403060868526[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=167882&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=167882&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
131.441.398512286324790.0414877136752143
141.431.43104899195894-0.00104899195894315
151.431.44698095823067-0.0169809582306748
161.421.43597245344427-0.0159724534442673
171.451.449939206219696.0793780306323e-05
181.511.503010967618270.00698903238173165
191.481.58122093003961-0.101220930039615
201.481.54475450828024-0.0647545082802403
211.451.56877584226717-0.118775842267167
221.381.173234383498580.206765616501424
231.461.252452949776480.207547050223521
241.451.47396471439584-0.0239647143958412
251.411.4943308561812-0.0843308561812
261.451.417557789706670.0324422102933282
271.471.457183902162890.012816097837105
281.471.47026575637411-0.000265756374111303
291.531.500003937605140.0299960623948585
301.561.57845032997153-0.0184503299715293
311.661.614813479164890.0451865208351099
321.791.702961117476710.0870388825232935
331.781.83797760009523-0.0579776000952279
341.461.55571390300373-0.0957139030037266
351.411.392567763348030.0174322366519715
361.431.415758679401270.01424132059873
371.431.45479109028847-0.0247910902884674
381.451.448903032666390.0010969673336092
391.351.45950696201594-0.109506962015939
401.351.37192042256705-0.0219204225670544
411.291.39029523881475-0.100295238814753
421.291.35467428292206-0.0646742829220563
431.261.36659096705577-0.106590967055769
441.31.34134397615159-0.0413439761515919
451.31.34468035001489-0.0446803500148933
461.161.065597623637160.0944023763628379
471.241.077310126154530.162689873845467
481.151.21633201893468-0.0663320189346766
491.211.183025665675050.0269743343249527
501.221.2237734138485-0.00377341384849617
511.171.20854761176427-0.0385476117642727
521.131.19521639710045-0.065216397100448
531.151.16334163002496-0.0133416300249622
541.21.20449871357756-0.00449871357756004
551.231.25635342338379-0.0263534233837912
561.251.30837242879153-0.0583724287915348
571.381.297394503466910.082605496533086
581.281.147936095583990.132063904416006
591.261.203381050957440.0566189490425615
601.251.211959693913150.0380403060868526







Extrapolation Forecasts of Exponential Smoothing
tForecast95% Lower Bound95% Upper Bound
611.280832080175911.131956814051281.42970734630053
621.293857497727431.103039223060071.48467577239479
631.274763893337171.049687499571911.49984028710244
641.287052574186061.032283753264571.54182139510754
651.317749519515691.036404675601551.59909436342983
661.371356462078391.065737924878141.67697499927864
671.422485898935631.094384604570961.75058719330029
681.489287277655671.140148009673511.83842654563783
691.553056503853041.184076832962541.92203617474355
701.347171363663070.9593650117117211.73497771561442
711.281775875900610.8760154346336381.68753631716757
721.241276223776220.8183231474420841.66422930011036

\begin{tabular}{lllllllll}
\hline
Extrapolation Forecasts of Exponential Smoothing \tabularnewline
t & Forecast & 95% Lower Bound & 95% Upper Bound \tabularnewline
61 & 1.28083208017591 & 1.13195681405128 & 1.42970734630053 \tabularnewline
62 & 1.29385749772743 & 1.10303922306007 & 1.48467577239479 \tabularnewline
63 & 1.27476389333717 & 1.04968749957191 & 1.49984028710244 \tabularnewline
64 & 1.28705257418606 & 1.03228375326457 & 1.54182139510754 \tabularnewline
65 & 1.31774951951569 & 1.03640467560155 & 1.59909436342983 \tabularnewline
66 & 1.37135646207839 & 1.06573792487814 & 1.67697499927864 \tabularnewline
67 & 1.42248589893563 & 1.09438460457096 & 1.75058719330029 \tabularnewline
68 & 1.48928727765567 & 1.14014800967351 & 1.83842654563783 \tabularnewline
69 & 1.55305650385304 & 1.18407683296254 & 1.92203617474355 \tabularnewline
70 & 1.34717136366307 & 0.959365011711721 & 1.73497771561442 \tabularnewline
71 & 1.28177587590061 & 0.876015434633638 & 1.68753631716757 \tabularnewline
72 & 1.24127622377622 & 0.818323147442084 & 1.66422930011036 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=167882&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]1.28083208017591[/C][C]1.13195681405128[/C][C]1.42970734630053[/C][/ROW]
[ROW][C]62[/C][C]1.29385749772743[/C][C]1.10303922306007[/C][C]1.48467577239479[/C][/ROW]
[ROW][C]63[/C][C]1.27476389333717[/C][C]1.04968749957191[/C][C]1.49984028710244[/C][/ROW]
[ROW][C]64[/C][C]1.28705257418606[/C][C]1.03228375326457[/C][C]1.54182139510754[/C][/ROW]
[ROW][C]65[/C][C]1.31774951951569[/C][C]1.03640467560155[/C][C]1.59909436342983[/C][/ROW]
[ROW][C]66[/C][C]1.37135646207839[/C][C]1.06573792487814[/C][C]1.67697499927864[/C][/ROW]
[ROW][C]67[/C][C]1.42248589893563[/C][C]1.09438460457096[/C][C]1.75058719330029[/C][/ROW]
[ROW][C]68[/C][C]1.48928727765567[/C][C]1.14014800967351[/C][C]1.83842654563783[/C][/ROW]
[ROW][C]69[/C][C]1.55305650385304[/C][C]1.18407683296254[/C][C]1.92203617474355[/C][/ROW]
[ROW][C]70[/C][C]1.34717136366307[/C][C]0.959365011711721[/C][C]1.73497771561442[/C][/ROW]
[ROW][C]71[/C][C]1.28177587590061[/C][C]0.876015434633638[/C][C]1.68753631716757[/C][/ROW]
[ROW][C]72[/C][C]1.24127622377622[/C][C]0.818323147442084[/C][C]1.66422930011036[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=167882&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=167882&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
611.280832080175911.131956814051281.42970734630053
621.293857497727431.103039223060071.48467577239479
631.274763893337171.049687499571911.49984028710244
641.287052574186061.032283753264571.54182139510754
651.317749519515691.036404675601551.59909436342983
661.371356462078391.065737924878141.67697499927864
671.422485898935631.094384604570961.75058719330029
681.489287277655671.140148009673511.83842654563783
691.553056503853041.184076832962541.92203617474355
701.347171363663070.9593650117117211.73497771561442
711.281775875900610.8760154346336381.68753631716757
721.241276223776220.8183231474420841.66422930011036



Parameters (Session):
par1 = 12 ; par2 = Triple ; par3 = additive ;
Parameters (R input):
par1 = 12 ; par2 = Triple ; par3 = additive ;
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')