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Type 'q()' to quit R. > x <- c(206010 + ,198112 + ,194519 + ,185705 + ,180173 + ,176142 + ,203401 + ,221902 + ,197378 + ,185001 + ,176356 + ,180449 + ,180144 + ,173666 + ,165688 + ,161570 + ,156145 + ,153730 + ,182698 + ,200765 + ,176512 + ,166618 + ,158644 + ,159585 + ,163095 + ,159044 + ,155511 + ,153745 + ,150569 + ,150605 + ,179612 + ,194690 + ,189917 + ,184128 + ,175335 + ,179566 + ,181140 + ,177876 + ,175041 + ,169292 + ,166070 + ,166972 + ,206348 + ,215706 + ,202108 + ,195411 + ,193111 + ,195198 + ,198770 + ,194163 + ,190420 + ,189733 + ,186029 + ,191531 + ,232571 + ,243477 + ,227247 + ,217859 + ,208679 + ,213188 + ,216234 + ,213586 + ,209465 + ,204045 + ,200237 + ,203666 + ,241476 + ,260307 + ,243324 + ,244460 + ,233575 + ,237217 + ,235243 + ,230354 + ,227184 + ,221678 + ,217142 + ,219452 + ,256446 + ,265845 + ,248624 + ,241114 + ,229245 + ,231805 + ,219277 + ,219313 + ,212610 + ,214771 + ,211142 + ,211457 + ,240048 + ,240636 + ,230580 + ,208795 + ,197922 + ,194596 + ,194581 + ,185686 + ,178106 + ,172608 + ,167302 + ,168053 + ,202300 + ,202388 + ,182516 + ,173476 + ,166444 + ,171297 + ,169701 + ,164182 + ,161914 + ,159612 + ,151001 + ,158114 + ,186530 + ,187069 + ,174330 + ,169362 + ,166827 + ,178037 + ,186413 + ,189226 + ,191563 + ,188906 + ,186005 + ,195309 + ,223532 + ,226899 + ,214126 + ,206903 + ,204442 + ,220375 + ,214320 + ,212588 + ,205816 + ,202196 + ,195722 + ,198563 + ,229139 + ,229527 + ,211868 + ,203555 + ,195770) > par20 = '' > par19 = '' > par18 = '' > par17 = '' > par16 = '' > par15 = '' > par14 = '' > par13 = '' > par12 = '' > par11 = '' > par10 = '' > par9 = '' > par8 = '' > par7 = '' > par6 = '' > par5 = '' > par4 = '' > par3 = 'additive' > par2 = 'Triple' > par1 = '12' > ylab = '' > xlab = '' > main = '' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: Wessa P., (2010), Exponential Smoothing (v1.0.4) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_exponentialsmoothing.wasp#output/ > #Source of accompanying publication: > #Technical description: > par1 <- as.numeric(par1) > if (par2 == 'Single') K <- 1 > if (par2 == 'Double') K <- 2 > if (par2 == 'Triple') K <- par1 > nx <- length(x) > nxmK <- nx - K > x <- ts(x, frequency = par1) > if (par2 == 'Single') fit <- HoltWinters(x, gamma=F, beta=F) > if (par2 == 'Double') fit <- HoltWinters(x, gamma=F) > if (par2 == 'Triple') fit <- HoltWinters(x, seasonal=par3) > fit Holt-Winters exponential smoothing with trend and additive seasonal component. Call: HoltWinters(x = x, seasonal = par3) Smoothing parameters: alpha: 0.7867217 beta : 0.1557372 gamma: 1 Coefficients: [,1] a 197311.838 b -1381.874 s1 2722.351 s2 -2241.738 s3 -5155.396 s4 -9165.970 s5 -11968.960 s6 -16764.897 s7 -12249.923 s8 17861.652 s9 22696.707 s10 11397.422 s11 5246.744 s12 -1541.838 > myresid <- x - fit$fitted[,'xhat'] > postscript(file="/var/www/wessaorg/rcomp/tmp/1eblz1293661987.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/www/wessaorg/rcomp/tmp/2eblz1293661987.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/www/wessaorg/rcomp/tmp/3eblz1293661987.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/www/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/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$gamma) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/wessaorg/rcomp/tmp/4slj81293661987.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Interpolation Forecasts of Exponential Smoothing',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'t',header=TRUE) > a<-table.element(a,'Observed',header=TRUE) > a<-table.element(a,'Fitted',header=TRUE) > a<-table.element(a,'Residuals',header=TRUE) > a<-table.row.end(a) > for (i in 1:nxmK) { + a<-table.row.start(a) + a<-table.element(a,i+K,header=TRUE) + a<-table.element(a,x[i+K]) + a<-table.element(a,fit$fitted[i,'xhat']) + a<-table.element(a,myresid[i]) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/wessaorg/rcomp/tmp/5emiw1293661987.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/www/wessaorg/rcomp/tmp/66dzh1293661987.tab") > > try(system("convert tmp/1eblz1293661987.ps tmp/1eblz1293661987.png",intern=TRUE)) character(0) > try(system("convert tmp/2eblz1293661987.ps tmp/2eblz1293661987.png",intern=TRUE)) character(0) > try(system("convert tmp/3eblz1293661987.ps tmp/3eblz1293661987.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.28 0.18 1.51