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Type 'q()' to quit R. > x <- c(2938,2909,3141,2427,3059,2918,2901,2823,2798,2892,2967,2397,3458,3024,3100,2904,3056,2771,2897,2772,2857,3020,2648,2364,3194,3013,2560,3074,2746,2846,3184,2354,3080,2963,2430,2296,2416,2647,2789,2685,2666,2882,2953,2127,2563,3061,2809,2861,2781,2555,3206,2570,2410,3195,2736,2743,2934,2668,2907,2866,2983,2878,3225,2515,3193,2663,2908,2896,2853,3028,3053,2455,3401,2969,3243,2849,3296,3121,3194,3023,2984,3525,3116,2383,3294,2882,2820,2583,2803,2767,2945,2716,2644,2956,2598,2171,2994,2645,2724,2550,2707,2679,2878,2307,2496,2637,2436,2426,2607,2533,2888,2520,2229,2804,2661,2547,2509,2465,2629,2706,2666,2432,2836,2888,2566,2802,2611,2683,2675,2434,2693,2619,2903,2550,2900,2456,2912,2883,2464,2655,2447,2592,2698,2274,2901,2397,3004,2614,2882,2671,2761,2806,2414,2673,2748,2112,2903,2633,2684,2861,2504,2708,2961,2535,2688,2699,2469,2585,2582,2480,2709,2441,2182,2585,2881,2422,2690,2659,2535,2613) > par3 = 'additive' > par2 = 'Triple' > par1 = '12' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > par1 <- as.numeric(par1) > if (par2 == 'Single') K <- 1 > if (par2 == 'Double') K <- 2 > if (par2 == 'Triple') K <- par1 > nx <- length(x) > nxmK <- nx - K > x <- ts(x, frequency = par1) > if (par2 == 'Single') fit <- HoltWinters(x, gamma=0, beta=0) > if (par2 == 'Double') fit <- HoltWinters(x, gamma=0) > if (par2 == 'Triple') fit <- HoltWinters(x, seasonal=par3) > fit Holt-Winters exponential smoothing with trend and additive seasonal component. Call: HoltWinters(x = x, seasonal = par3) Smoothing parameters: alpha: 0.1378544 beta : 0.005782744 gamma: 0.2339896 Coefficients: [,1] a 2684.7276513 b 0.3623736 s1 99.4306316 s2 -155.0801041 s3 112.9494376 s4 -94.9879907 s5 -120.2744146 s6 20.5421288 s7 93.4079430 s8 -129.0793103 s9 -102.0553100 s10 -34.8876560 s11 -87.5025896 s12 -263.1185994 > myresid <- x - fit$fitted[,'xhat'] > postscript(file="/var/www/html/rcomp/tmp/1lzip1291133504.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/html/rcomp/tmp/2lzip1291133504.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/html/rcomp/tmp/3d8ir1291133504.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/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/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$gamma) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/4zrgf1291133504.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Interpolation Forecasts of Exponential Smoothing',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'t',header=TRUE) > a<-table.element(a,'Observed',header=TRUE) > a<-table.element(a,'Fitted',header=TRUE) > a<-table.element(a,'Residuals',header=TRUE) > a<-table.row.end(a) > for (i in 1:nxmK) { + a<-table.row.start(a) + a<-table.element(a,i+K,header=TRUE) + a<-table.element(a,x[i+K]) + a<-table.element(a,fit$fitted[i,'xhat']) + a<-table.element(a,myresid[i]) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/5krx31291133504.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/html/rcomp/tmp/6vie61291133504.tab") > > try(system("convert tmp/1lzip1291133504.ps tmp/1lzip1291133504.png",intern=TRUE)) character(0) > try(system("convert tmp/2lzip1291133504.ps tmp/2lzip1291133504.png",intern=TRUE)) character(0) > try(system("convert tmp/3d8ir1291133504.ps tmp/3d8ir1291133504.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.267 0.639 2.917