Free Statistics

of Irreproducible Research!

Author's title

Author*Unverified author*
R Software Modulerwasp_exponentialsmoothing.wasp
Title produced by softwareExponential Smoothing
Date of computationMon, 19 Dec 2016 09:49:31 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2016/Dec/19/t1482141069q16wu034racdi6b.htm/, Retrieved Fri, 17 May 2024 02:35:38 +0200
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=, Retrieved Fri, 17 May 2024 02:35:38 +0200
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact0
Dataseries X:
102.8
103.66
103.55
103.87
104.03
104.02
104.02
102.97
103.18
103.53
103.78
103.85
103.85
104.78
104.76
104.84
104.85
104.83
104.83
103.71
103.84
104.37
104.44
104.4
99.54
100.42
100.34
100.36
100.37
100.42
100.41
99.13
99.42
99.76
99.92
99.92
100.47
100.44
100.47
100.61
100.73
100.64
99.99
99.74
99.49
99.41
99.49
99.53
99.91
99.84
99.67
99.39
99.38
99.29
97.91
97.62
97.67
97.64
97.63
97.66




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Herman Ole Andreas Wold' @ wold.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 & 'Herman Ole Andreas Wold' @ wold.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=&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]'Herman Ole Andreas Wold' @ wold.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=&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'Herman Ole Andreas Wold' @ wold.wessa.net







Estimated Parameters of Exponential Smoothing
ParameterValue
alpha0.913939878081109
beta0.0243895828387854
gamma0

\begin{tabular}{lllllllll}
\hline
Estimated Parameters of Exponential Smoothing \tabularnewline
Parameter & Value \tabularnewline
alpha & 0.913939878081109 \tabularnewline
beta & 0.0243895828387854 \tabularnewline
gamma & 0 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=&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]0.913939878081109[/C][/ROW]
[ROW][C]beta[/C][C]0.0243895828387854[/C][/ROW]
[ROW][C]gamma[/C][C]0[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=&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
alpha0.913939878081109
beta0.0243895828387854
gamma0







Interpolation Forecasts of Exponential Smoothing
tObservedFittedResiduals
13103.85103.3817841880340.468215811965763
14104.78104.7561939721080.02380602789205
15104.76104.781220583247-0.0212205832470005
16104.84104.860455892429-0.02045589242924
17104.85104.869934108675-0.019934108675443
18104.83104.861528193746-0.0315281937459844
19104.83104.888906532709-0.0589065327086473
20103.71103.772866319878-0.0628663198779265
21103.84103.905139104211-0.0651391042105303
22104.37104.1801327097850.189867290214536
23104.44104.608669086558-0.168669086558324
24104.4104.532431700296-0.132431700295797
2599.54104.416777789386-4.8767777893864
26100.42100.789287095607-0.369287095606666
27100.34100.3293902614520.0106097385482542
28100.36100.312766124490.0472338755096047
29100.37100.2606671188080.109332881192174
30100.42100.2498433010150.170156698985366
31100.41100.3454850261920.0645149738083148
3299.1399.2289313108798-0.0989313108797916
3399.4299.21412561189890.205874388101137
3499.7699.62873306246430.131266937535742
3599.9299.89432980917710.0256701908229218
3699.9299.89065634901310.0293436509868883
37100.4799.82141096519970.648589034800253
38100.44101.265492745397-0.825492745397369
39100.47100.4002016643210.0697983356790957
40100.61100.4505419857080.159458014291673
41100.73100.5163802796210.213619720379072
42100.64100.6185641643060.0214358356941773
4399.99100.59266468409-0.602664684090186
4499.7498.86585775271930.874142247280687
4599.4999.7615820674752-0.271582067475208
4699.4199.7503795110968-0.340379511096828
4799.4999.5849629597434-0.0949629597433983
4899.5399.46839226555490.0616077344451043
4999.9199.4267077133180.483292286681959
5099.84100.71410703703-0.874107037029844
5199.6799.7976906071922-0.127690607192179
5299.3999.6564409497437-0.266440949743725
5399.3899.31244268921070.0675573107892546
5499.2999.25728798534930.0327120146507553
5597.9199.2180992799549-1.30809927995486
5697.6296.80724799611960.812752003880391
5797.6797.60617734926260.0638226507374355
5897.6497.8683029466704-0.228302946670425
5997.6397.7746042987127-0.144604298712693
6097.6697.58084453116260.079155468837385

\begin{tabular}{lllllllll}
\hline
Interpolation Forecasts of Exponential Smoothing \tabularnewline
t & Observed & Fitted & Residuals \tabularnewline
13 & 103.85 & 103.381784188034 & 0.468215811965763 \tabularnewline
14 & 104.78 & 104.756193972108 & 0.02380602789205 \tabularnewline
15 & 104.76 & 104.781220583247 & -0.0212205832470005 \tabularnewline
16 & 104.84 & 104.860455892429 & -0.02045589242924 \tabularnewline
17 & 104.85 & 104.869934108675 & -0.019934108675443 \tabularnewline
18 & 104.83 & 104.861528193746 & -0.0315281937459844 \tabularnewline
19 & 104.83 & 104.888906532709 & -0.0589065327086473 \tabularnewline
20 & 103.71 & 103.772866319878 & -0.0628663198779265 \tabularnewline
21 & 103.84 & 103.905139104211 & -0.0651391042105303 \tabularnewline
22 & 104.37 & 104.180132709785 & 0.189867290214536 \tabularnewline
23 & 104.44 & 104.608669086558 & -0.168669086558324 \tabularnewline
24 & 104.4 & 104.532431700296 & -0.132431700295797 \tabularnewline
25 & 99.54 & 104.416777789386 & -4.8767777893864 \tabularnewline
26 & 100.42 & 100.789287095607 & -0.369287095606666 \tabularnewline
27 & 100.34 & 100.329390261452 & 0.0106097385482542 \tabularnewline
28 & 100.36 & 100.31276612449 & 0.0472338755096047 \tabularnewline
29 & 100.37 & 100.260667118808 & 0.109332881192174 \tabularnewline
30 & 100.42 & 100.249843301015 & 0.170156698985366 \tabularnewline
31 & 100.41 & 100.345485026192 & 0.0645149738083148 \tabularnewline
32 & 99.13 & 99.2289313108798 & -0.0989313108797916 \tabularnewline
33 & 99.42 & 99.2141256118989 & 0.205874388101137 \tabularnewline
34 & 99.76 & 99.6287330624643 & 0.131266937535742 \tabularnewline
35 & 99.92 & 99.8943298091771 & 0.0256701908229218 \tabularnewline
36 & 99.92 & 99.8906563490131 & 0.0293436509868883 \tabularnewline
37 & 100.47 & 99.8214109651997 & 0.648589034800253 \tabularnewline
38 & 100.44 & 101.265492745397 & -0.825492745397369 \tabularnewline
39 & 100.47 & 100.400201664321 & 0.0697983356790957 \tabularnewline
40 & 100.61 & 100.450541985708 & 0.159458014291673 \tabularnewline
41 & 100.73 & 100.516380279621 & 0.213619720379072 \tabularnewline
42 & 100.64 & 100.618564164306 & 0.0214358356941773 \tabularnewline
43 & 99.99 & 100.59266468409 & -0.602664684090186 \tabularnewline
44 & 99.74 & 98.8658577527193 & 0.874142247280687 \tabularnewline
45 & 99.49 & 99.7615820674752 & -0.271582067475208 \tabularnewline
46 & 99.41 & 99.7503795110968 & -0.340379511096828 \tabularnewline
47 & 99.49 & 99.5849629597434 & -0.0949629597433983 \tabularnewline
48 & 99.53 & 99.4683922655549 & 0.0616077344451043 \tabularnewline
49 & 99.91 & 99.426707713318 & 0.483292286681959 \tabularnewline
50 & 99.84 & 100.71410703703 & -0.874107037029844 \tabularnewline
51 & 99.67 & 99.7976906071922 & -0.127690607192179 \tabularnewline
52 & 99.39 & 99.6564409497437 & -0.266440949743725 \tabularnewline
53 & 99.38 & 99.3124426892107 & 0.0675573107892546 \tabularnewline
54 & 99.29 & 99.2572879853493 & 0.0327120146507553 \tabularnewline
55 & 97.91 & 99.2180992799549 & -1.30809927995486 \tabularnewline
56 & 97.62 & 96.8072479961196 & 0.812752003880391 \tabularnewline
57 & 97.67 & 97.6061773492626 & 0.0638226507374355 \tabularnewline
58 & 97.64 & 97.8683029466704 & -0.228302946670425 \tabularnewline
59 & 97.63 & 97.7746042987127 & -0.144604298712693 \tabularnewline
60 & 97.66 & 97.5808445311626 & 0.079155468837385 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=&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]103.85[/C][C]103.381784188034[/C][C]0.468215811965763[/C][/ROW]
[ROW][C]14[/C][C]104.78[/C][C]104.756193972108[/C][C]0.02380602789205[/C][/ROW]
[ROW][C]15[/C][C]104.76[/C][C]104.781220583247[/C][C]-0.0212205832470005[/C][/ROW]
[ROW][C]16[/C][C]104.84[/C][C]104.860455892429[/C][C]-0.02045589242924[/C][/ROW]
[ROW][C]17[/C][C]104.85[/C][C]104.869934108675[/C][C]-0.019934108675443[/C][/ROW]
[ROW][C]18[/C][C]104.83[/C][C]104.861528193746[/C][C]-0.0315281937459844[/C][/ROW]
[ROW][C]19[/C][C]104.83[/C][C]104.888906532709[/C][C]-0.0589065327086473[/C][/ROW]
[ROW][C]20[/C][C]103.71[/C][C]103.772866319878[/C][C]-0.0628663198779265[/C][/ROW]
[ROW][C]21[/C][C]103.84[/C][C]103.905139104211[/C][C]-0.0651391042105303[/C][/ROW]
[ROW][C]22[/C][C]104.37[/C][C]104.180132709785[/C][C]0.189867290214536[/C][/ROW]
[ROW][C]23[/C][C]104.44[/C][C]104.608669086558[/C][C]-0.168669086558324[/C][/ROW]
[ROW][C]24[/C][C]104.4[/C][C]104.532431700296[/C][C]-0.132431700295797[/C][/ROW]
[ROW][C]25[/C][C]99.54[/C][C]104.416777789386[/C][C]-4.8767777893864[/C][/ROW]
[ROW][C]26[/C][C]100.42[/C][C]100.789287095607[/C][C]-0.369287095606666[/C][/ROW]
[ROW][C]27[/C][C]100.34[/C][C]100.329390261452[/C][C]0.0106097385482542[/C][/ROW]
[ROW][C]28[/C][C]100.36[/C][C]100.31276612449[/C][C]0.0472338755096047[/C][/ROW]
[ROW][C]29[/C][C]100.37[/C][C]100.260667118808[/C][C]0.109332881192174[/C][/ROW]
[ROW][C]30[/C][C]100.42[/C][C]100.249843301015[/C][C]0.170156698985366[/C][/ROW]
[ROW][C]31[/C][C]100.41[/C][C]100.345485026192[/C][C]0.0645149738083148[/C][/ROW]
[ROW][C]32[/C][C]99.13[/C][C]99.2289313108798[/C][C]-0.0989313108797916[/C][/ROW]
[ROW][C]33[/C][C]99.42[/C][C]99.2141256118989[/C][C]0.205874388101137[/C][/ROW]
[ROW][C]34[/C][C]99.76[/C][C]99.6287330624643[/C][C]0.131266937535742[/C][/ROW]
[ROW][C]35[/C][C]99.92[/C][C]99.8943298091771[/C][C]0.0256701908229218[/C][/ROW]
[ROW][C]36[/C][C]99.92[/C][C]99.8906563490131[/C][C]0.0293436509868883[/C][/ROW]
[ROW][C]37[/C][C]100.47[/C][C]99.8214109651997[/C][C]0.648589034800253[/C][/ROW]
[ROW][C]38[/C][C]100.44[/C][C]101.265492745397[/C][C]-0.825492745397369[/C][/ROW]
[ROW][C]39[/C][C]100.47[/C][C]100.400201664321[/C][C]0.0697983356790957[/C][/ROW]
[ROW][C]40[/C][C]100.61[/C][C]100.450541985708[/C][C]0.159458014291673[/C][/ROW]
[ROW][C]41[/C][C]100.73[/C][C]100.516380279621[/C][C]0.213619720379072[/C][/ROW]
[ROW][C]42[/C][C]100.64[/C][C]100.618564164306[/C][C]0.0214358356941773[/C][/ROW]
[ROW][C]43[/C][C]99.99[/C][C]100.59266468409[/C][C]-0.602664684090186[/C][/ROW]
[ROW][C]44[/C][C]99.74[/C][C]98.8658577527193[/C][C]0.874142247280687[/C][/ROW]
[ROW][C]45[/C][C]99.49[/C][C]99.7615820674752[/C][C]-0.271582067475208[/C][/ROW]
[ROW][C]46[/C][C]99.41[/C][C]99.7503795110968[/C][C]-0.340379511096828[/C][/ROW]
[ROW][C]47[/C][C]99.49[/C][C]99.5849629597434[/C][C]-0.0949629597433983[/C][/ROW]
[ROW][C]48[/C][C]99.53[/C][C]99.4683922655549[/C][C]0.0616077344451043[/C][/ROW]
[ROW][C]49[/C][C]99.91[/C][C]99.426707713318[/C][C]0.483292286681959[/C][/ROW]
[ROW][C]50[/C][C]99.84[/C][C]100.71410703703[/C][C]-0.874107037029844[/C][/ROW]
[ROW][C]51[/C][C]99.67[/C][C]99.7976906071922[/C][C]-0.127690607192179[/C][/ROW]
[ROW][C]52[/C][C]99.39[/C][C]99.6564409497437[/C][C]-0.266440949743725[/C][/ROW]
[ROW][C]53[/C][C]99.38[/C][C]99.3124426892107[/C][C]0.0675573107892546[/C][/ROW]
[ROW][C]54[/C][C]99.29[/C][C]99.2572879853493[/C][C]0.0327120146507553[/C][/ROW]
[ROW][C]55[/C][C]97.91[/C][C]99.2180992799549[/C][C]-1.30809927995486[/C][/ROW]
[ROW][C]56[/C][C]97.62[/C][C]96.8072479961196[/C][C]0.812752003880391[/C][/ROW]
[ROW][C]57[/C][C]97.67[/C][C]97.6061773492626[/C][C]0.0638226507374355[/C][/ROW]
[ROW][C]58[/C][C]97.64[/C][C]97.8683029466704[/C][C]-0.228302946670425[/C][/ROW]
[ROW][C]59[/C][C]97.63[/C][C]97.7746042987127[/C][C]-0.144604298712693[/C][/ROW]
[ROW][C]60[/C][C]97.66[/C][C]97.5808445311626[/C][C]0.079155468837385[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=&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
13103.85103.3817841880340.468215811965763
14104.78104.7561939721080.02380602789205
15104.76104.781220583247-0.0212205832470005
16104.84104.860455892429-0.02045589242924
17104.85104.869934108675-0.019934108675443
18104.83104.861528193746-0.0315281937459844
19104.83104.888906532709-0.0589065327086473
20103.71103.772866319878-0.0628663198779265
21103.84103.905139104211-0.0651391042105303
22104.37104.1801327097850.189867290214536
23104.44104.608669086558-0.168669086558324
24104.4104.532431700296-0.132431700295797
2599.54104.416777789386-4.8767777893864
26100.42100.789287095607-0.369287095606666
27100.34100.3293902614520.0106097385482542
28100.36100.312766124490.0472338755096047
29100.37100.2606671188080.109332881192174
30100.42100.2498433010150.170156698985366
31100.41100.3454850261920.0645149738083148
3299.1399.2289313108798-0.0989313108797916
3399.4299.21412561189890.205874388101137
3499.7699.62873306246430.131266937535742
3599.9299.89432980917710.0256701908229218
3699.9299.89065634901310.0293436509868883
37100.4799.82141096519970.648589034800253
38100.44101.265492745397-0.825492745397369
39100.47100.4002016643210.0697983356790957
40100.61100.4505419857080.159458014291673
41100.73100.5163802796210.213619720379072
42100.64100.6185641643060.0214358356941773
4399.99100.59266468409-0.602664684090186
4499.7498.86585775271930.874142247280687
4599.4999.7615820674752-0.271582067475208
4699.4199.7503795110968-0.340379511096828
4799.4999.5849629597434-0.0949629597433983
4899.5399.46839226555490.0616077344451043
4999.9199.4267077133180.483292286681959
5099.84100.71410703703-0.874107037029844
5199.6799.7976906071922-0.127690607192179
5299.3999.6564409497437-0.266440949743725
5399.3899.31244268921070.0675573107892546
5499.2999.25728798534930.0327120146507553
5597.9199.2180992799549-1.30809927995486
5697.6296.80724799611960.812752003880391
5797.6797.60617734926260.0638226507374355
5897.6497.8683029466704-0.228302946670425
5997.6397.7746042987127-0.144604298712693
6097.6697.58084453116260.079155468837385







Extrapolation Forecasts of Exponential Smoothing
tForecast95% Lower Bound95% Upper Bound
6197.523768828825995.96650487927599.0810327783767
6298.327266453617196.194026543808100.460506363426
6398.187014078408395.5834055611126100.790622595704
6498.142595036532995.1240398687381101.161150204328
6598.028175994657594.6293796814441101.426972307871
6697.895840286115494.140629181362101.651051390869
6797.810587910906693.7162665525464101.904909269267
6896.608252202364592.1878679307938101.028636473935
6996.659249827155891.9229000188549101.395599635457
7096.85649745194791.812142738299101.900852165595
7196.969995076738391.6239945233587102.315995630118
7296.910159368196291.2676385022763102.552680234116

\begin{tabular}{lllllllll}
\hline
Extrapolation Forecasts of Exponential Smoothing \tabularnewline
t & Forecast & 95% Lower Bound & 95% Upper Bound \tabularnewline
61 & 97.5237688288259 & 95.966504879275 & 99.0810327783767 \tabularnewline
62 & 98.3272664536171 & 96.194026543808 & 100.460506363426 \tabularnewline
63 & 98.1870140784083 & 95.5834055611126 & 100.790622595704 \tabularnewline
64 & 98.1425950365329 & 95.1240398687381 & 101.161150204328 \tabularnewline
65 & 98.0281759946575 & 94.6293796814441 & 101.426972307871 \tabularnewline
66 & 97.8958402861154 & 94.140629181362 & 101.651051390869 \tabularnewline
67 & 97.8105879109066 & 93.7162665525464 & 101.904909269267 \tabularnewline
68 & 96.6082522023645 & 92.1878679307938 & 101.028636473935 \tabularnewline
69 & 96.6592498271558 & 91.9229000188549 & 101.395599635457 \tabularnewline
70 & 96.856497451947 & 91.812142738299 & 101.900852165595 \tabularnewline
71 & 96.9699950767383 & 91.6239945233587 & 102.315995630118 \tabularnewline
72 & 96.9101593681962 & 91.2676385022763 & 102.552680234116 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=&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]97.5237688288259[/C][C]95.966504879275[/C][C]99.0810327783767[/C][/ROW]
[ROW][C]62[/C][C]98.3272664536171[/C][C]96.194026543808[/C][C]100.460506363426[/C][/ROW]
[ROW][C]63[/C][C]98.1870140784083[/C][C]95.5834055611126[/C][C]100.790622595704[/C][/ROW]
[ROW][C]64[/C][C]98.1425950365329[/C][C]95.1240398687381[/C][C]101.161150204328[/C][/ROW]
[ROW][C]65[/C][C]98.0281759946575[/C][C]94.6293796814441[/C][C]101.426972307871[/C][/ROW]
[ROW][C]66[/C][C]97.8958402861154[/C][C]94.140629181362[/C][C]101.651051390869[/C][/ROW]
[ROW][C]67[/C][C]97.8105879109066[/C][C]93.7162665525464[/C][C]101.904909269267[/C][/ROW]
[ROW][C]68[/C][C]96.6082522023645[/C][C]92.1878679307938[/C][C]101.028636473935[/C][/ROW]
[ROW][C]69[/C][C]96.6592498271558[/C][C]91.9229000188549[/C][C]101.395599635457[/C][/ROW]
[ROW][C]70[/C][C]96.856497451947[/C][C]91.812142738299[/C][C]101.900852165595[/C][/ROW]
[ROW][C]71[/C][C]96.9699950767383[/C][C]91.6239945233587[/C][C]102.315995630118[/C][/ROW]
[ROW][C]72[/C][C]96.9101593681962[/C][C]91.2676385022763[/C][C]102.552680234116[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=&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
6197.523768828825995.96650487927599.0810327783767
6298.327266453617196.194026543808100.460506363426
6398.187014078408395.5834055611126100.790622595704
6498.142595036532995.1240398687381101.161150204328
6598.028175994657594.6293796814441101.426972307871
6697.895840286115494.140629181362101.651051390869
6797.810587910906693.7162665525464101.904909269267
6896.608252202364592.1878679307938101.028636473935
6996.659249827155891.9229000188549101.395599635457
7096.85649745194791.812142738299101.900852165595
7196.969995076738391.6239945233587102.315995630118
7296.910159368196291.2676385022763102.552680234116



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):
par3 <- 'additive'
par2 <- 'Triple'
par1 <- '12'
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')