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paper ES triple

*The author of this computation has been verified*
R Software Module: /rwasp_exponentialsmoothing.wasp (opens new window with default values)
Title produced by software: Exponential Smoothing
Date of computation: Sun, 26 Dec 2010 22:36:18 +0000
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/26/t1293402867f7qw1qksqv23ape.htm/, Retrieved Sun, 26 Dec 2010 23:34:31 +0100
 
BibTeX entries for LaTeX users:
@Manual{KEY,
    author = {{YOUR NAME}},
    publisher = {Office for Research Development and Education},
    title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2010/Dec/26/t1293402867f7qw1qksqv23ape.htm/},
    year = {2010},
}
@Manual{R,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2010},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
5.2 7.9 8.7 8.9 15.3 15.4 18.1 19.7 13 12.6 6.2 3.5 3.4 0 9.5 8.9 10.4 13.2 18.9 19 16.3 10.6 5.8 3.6 2.6 5 7.3 9.2 15.7 16.8 18.4 18.1 14.6 7.8 7.6 3.8 5.6 2.2 6.8 11.8 14.9 16.7 16.7 15.9 13.6 9.2 2.8 2.5 4.8 2.8 7.8 9 12.9 16.4 21.8 17.8 13.5 10 10.4 5.5 4 6.8 5.7 9.1 13.6 15 20.9 20.4 14 13.7 7.1 0.8 2.1 1.3 3.9 10.7 11.1 16.4 17.1 17.3 12.9 10.9 5.3 0.7 -0.2 6.5 8.6 8.5 13.3 16.2 17.5 21.2 14.8 10.3 7.3 5.1 4.4 6.2 7.7 9.3 15.6 16.3 16.6 17.4 15.3 9.7 3.7 4.6 5.4 3.1 7.9 10.1 15 15.6 19.7 18.1 17.7 10.7 6.2 4.2 4 5.9 7.1 10.5 15.1 16.8 15.3 18.4 16.1 11.3 7.9 5.6 3.4 4.8 6.5 8.5 15.1 15.7 18.7 19.2 12.9 14.4 6.2 3.3 4.6 7.2 7.8 9.9 13.6 17.1 17.8 18.6 14.7 10.5 8.6 4.4 2.3 2.8 8.8 10.7 13.9 19.3 19.5 20.4 15.3 7.9 8.3 4.5 3.2 5 6.6 11.1 12.8 16.3 17.4 18.9 15.8 11.7 6.4 2.9 4.7 2.4 7.2 10.7 13.4 18.5 18.3 16.8 16.6 14. etc...
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time4 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Estimated Parameters of Exponential Smoothing
ParameterValue
alpha0.109108961234570
beta0.0227447508615387
gamma0.245515224436701


Interpolation Forecasts of Exponential Smoothing
tObservedFittedResiduals
133.44.58159722222222-1.18159722222222
1400.9563708465851-0.9563708465851
159.510.1491786365861-0.649178636586125
168.99.32805947803669-0.428059478036692
1710.410.7841707714203-0.384170771420342
1813.213.4566173362391-0.256617336239108
1918.917.05901095455101.84098904544905
201919.1698409280162-0.169840928016178
2116.312.65251651174213.64748348825789
2210.612.5315815303507-1.93158153035073
235.86.03462703895405-0.234627038954051
243.63.513909892410830.0860901075891731
252.63.13245192076494-0.532451920764941
265-0.3726051457624125.37260514576241
277.39.59372688888614-2.29372688888614
289.28.65324129671040.546758703289598
2915.710.23943653006675.46056346993327
3016.813.60612289938393.19387710061615
3118.418.08099063299370.319009367006259
3218.119.6193489601023-1.51934896010233
3314.613.81979863610090.780201363899069
347.812.1886723679915-4.38867236799146
357.65.811648679682521.78835132031748
363.83.60367767228180.196322327718201
375.63.121100018050142.47889998194986
382.21.265823867133200.934176132866802
396.89.08965082938107-2.28965082938107
4011.88.789515385087243.01048461491276
4114.911.74403625993613.15596374006389
4216.714.38249245453762.31750754546238
4316.718.1497620004817-1.44976200048166
4415.919.1054765405788-3.20547654057882
4513.613.6331888605233-0.033188860523266
469.210.7889818193017-1.58898181930174
472.86.08170237718291-3.28170237718291
482.52.97292984617687-0.472929846176875
494.82.915538999489721.88446100051028
502.80.6550018775563042.14499812244370
517.87.90627714916906-0.106277149169064
5299.00954589777025-0.0095458977702485
5312.911.66477413404741.23522586595262
5416.413.90390022804472.49609977195529
5521.816.86072712885794.93927287114213
5617.818.1394513793061-0.339451379306059
5713.513.6907826543287-0.190782654328711
581010.5057391758765-0.505739175876473
5910.45.565748101139774.83425189886023
605.53.996336295485521.50366370451448
6144.71462262518618-0.714622625186177
626.82.265426082478204.5345739175218
635.79.3288775096819-3.6288775096819
649.110.1040822905504-1.00408229055044
6513.612.95572071205910.64427928794092
661515.4373477088581-0.437347708858141
6720.918.63240899040382.26759100959620
6820.418.48230853958921.91769146041078
691414.3353145929054-0.335314592905434
7013.711.08813546932622.61186453067384
717.17.68656529625276-0.586565296252761
720.84.8140110442704-4.01401104427041
732.14.44818472762206-2.34818472762206
741.32.96795556133288-1.66795556133288
753.97.55275408011954-3.65275408011954
7610.78.883077304306321.81692269569368
7711.112.3936642981000-1.29366429809998
7816.414.41306355579601.98693644420403
7917.118.4560968208236-1.35609682082355
8017.317.8169110987015-0.516911098701453
8112.912.88826852046090.0117314795390868
8210.910.30122733961690.598772660383075
835.35.95307457364835-0.653074573648346
840.72.29607024315198-1.59607024315198
85-0.22.53690782769973-2.73690782769973
866.51.140568686019595.35943131398041
878.66.052946497509362.54705350249064
888.59.26643584146882-0.766435841468818
8913.311.81871777378181.48128222621821
9016.214.86926485482511.33073514517488
9117.518.1186788314571-0.618678831457103
9221.217.75452571455553.44547428544447
9314.813.39469759447841.40530240552158
9410.311.1124219279581-0.812421927958102
957.36.357292402322380.942707597677617
965.12.692913878413572.40708612158643
974.43.155704394125231.24429560587477
986.24.009225748132112.19077425186789
997.77.9974523353418-0.297452335341797
1009.310.2054923938311-0.905492393831103
10115.613.26355666736412.33644333263594
10216.316.4059202687909-0.105920268790889
10316.619.1000664380855-2.50006643808548
10417.419.4427836630769-2.04278366307689
10515.314.04748143328941.25251856671058
1069.711.2726649667697-1.57266496676967
1073.76.82580038788644-3.12580038788644
1084.63.035033635621981.56496636437802
1095.43.146740313744252.25325968625575
1103.14.31500634357628-1.21500634357628
1117.97.376573576846820.523426423153176
11210.19.532405979797320.567594020202675
1131513.45517485137421.54482514862581
11415.615.9698674403621-0.369867440362063
11519.718.10380767652551.59619232347446
11618.118.9959074063675-0.895907406367478
11717.714.45178214307253.24821785692748
11810.711.2869920746194-0.586992074619451
1196.26.62062872992045-0.420628729920449
1204.24.170401188963490.0295988110365091
12144.28070573554931-0.280705735549313
1225.94.423172167177211.47682783282279
1237.18.17464881393191-1.07464881393191
12410.510.17777512861190.322224871388078
12515.114.29890782559510.801092174404939
12616.816.32319988611230.476800113887702
12715.318.9911942169848-3.69119421698484
12818.418.7598250473786-0.359825047378578
12916.115.18047756252360.919522437476431
13011.310.91681477431470.383185225685343
1317.96.389176303822621.51082369617738
1325.64.249439421279371.35056057872063
1333.44.44055365736714-1.04055365736714
1344.84.88720178877641-0.087201788776408
1356.57.9087370942207-1.40873709422071
1368.510.1789026577129-1.67890265771287
13715.114.17942650269140.920573497308599
13815.716.1391107620271-0.439110762027131
13918.717.78653107774610.913468922253859
14019.218.78867480990400.41132519009604
14112.915.5776501559411-2.67765015594108
14214.410.79962025120133.60037974879872
1436.26.8730640827102-0.673064082710194
1443.34.45798410997156-1.15798410997156
1454.63.844158860728350.75584113927165
1467.24.691559102009192.50844089799081
1477.87.709913157288710.090086842711286
1489.910.0909075607598-0.190907560759751
14913.614.8324404377178-1.23244043771784
15017.116.26454745497730.835452545022658
15117.818.3547791543433-0.554779154343333
15218.619.0911466125117-0.491146612511653
15314.715.1080265924714-0.408026592471405
15410.511.9584576696969-1.45845766969692
1558.66.540311921025972.05968807897403
1564.44.31920999794240.0807900020575989
1572.34.26410172632599-1.96410172632599
1582.85.19627306668732-2.39627306668732
1598.87.136546780601561.66345321939844
16010.79.617680948139461.08231905186054
16113.914.2634148249320-0.363414824931963
16219.316.23789387784603.06210612215396
16319.518.26776645743951.23223354256048
16420.419.21824060653441.18175939346555
16515.315.4451912361175-0.14519123611748
1667.912.1045553000659-4.20455530006594
1678.37.159498650341861.14050134965814
1684.54.406183444262260.0938165557377433
1693.23.90617242595118-0.706172425951179
17054.885138810746230.114861189253766
1716.67.99767593134607-1.39767593134607
17211.110.02041002502251.07958997497754
17312.814.3523243389097-1.55232433890966
17416.316.9460869291732-0.646086929173233
17517.418.1616660696579-0.76166606965792
17618.918.86914642086980.0308535791302482
17715.814.66302500659561.1369749934044
17811.710.56031543628841.13968456371161
1796.47.36666002880971-0.966660028809713
1802.94.14845373224355-1.24845373224355
1814.73.317636154704151.38236384529585
1822.44.69987266647393-2.29987266647393
1837.27.20792459172523-0.00792459172523063
18410.79.917404699494370.782595300505626
18513.413.6337716204613-0.233771620461345
18618.516.56542013078731.93457986921272
18718.318.03949828641430.260501713585700
18816.819.0365941215135-2.23659412151354
18916.614.82412790893081.77587209106919
19014.110.79242101702463.30757898297541
1916.17.3806678152282-1.28066781522820
1923.54.07186580745141-0.571865807451407
1931.73.89728208659807-2.19728208659807
1942.34.08163839000467-1.78163839000467
1954.57.14692898291867-2.64692898291867
1969.39.73421227297943-0.434212272979424
19714.213.08532159755911.11467840244092
19817.316.63153639409320.668463605906798
1992317.59132184618185.40867815381816
20016.318.6067413494982-2.30674134949819
20118.415.26687786666043.13312213333958
20214.211.72427394459402.47572605540603
2039.17.222107560288591.87789243971141
2045.94.424729921609461.47527007839054
2057.24.134827204164183.06517279583582
2066.85.014179795046791.78582020495321
20788.31820528104268-0.318205281042676
20814.311.68808974599612.61191025400392
20914.615.7624374296896-1.16243742968956
21017.519.0090424993913-1.50904249939135
21117.220.8090964733673-3.60909647336733
21217.219.1716835179484-1.97168351794840
21314.117.0777166125462-2.97771661254622
21410.512.7289019852212-2.22890198522123
2156.87.57530775326229-0.775307753262285
2164.14.38644513108627-0.286445131086266
2176.54.233774116506482.26622588349352
2186.14.725837842702261.37416215729774
2196.37.50343106928831-1.20343106928831
2209.311.3941201050319-2.09412010503187
22116.414.09426036541812.30573963458189
22216.117.6168850483410-1.51688504834097
2231818.9301471159034-0.93014711590341
22417.617.9232296592855-0.323229659285516
2251415.7732190024372-1.77321900243723
22610.511.7067432949641-1.20674329496408
2276.96.97228436852123-0.0722843685212275
2282.83.95846803938906-1.15846803938906
2290.74.25823885681884-3.55823885681884
2303.63.89447673748547-0.294476737485466
2316.75.896869632500330.803130367499673
23212.59.787307244199372.71269275580063
23314.413.96184498094560.438155019054411
23416.516.42751393523940.072486064760593
23518.718.02939743369960.670602566300399
23619.417.32072923522032.07927076477968
23715.815.11250650896690.687493491033143
23811.311.4413328157303-0.141332815730257
2399.77.076813376101982.62318662389802
2402.94.13176478608773-1.23176478608773


Extrapolation Forecasts of Exponential Smoothing
tForecast95% Lower Bound95% Upper Bound
2413.910706686005180.1580000816701117.66341329034024
2424.669948395073010.8939488545272478.44594793561877
2436.966172947388383.1659854752664710.7663604195103
24411.20628714957637.3810110551401315.0315632440124
24514.600242158517710.748971833337718.4515124836976
24616.949935224946013.071760906874920.8281095430172
24718.686366913194014.780375434567622.5923583918204
24818.222612624333514.287888142478222.1573371061888
24915.487911534508111.523536242787219.4522868262291
25011.56354148041017.56859629820515.5584866626152
2517.82257165772333.7961368979149811.8490064175316
2523.74506991847836-0.3137740688346947.80391390579142
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/26/t1293402867f7qw1qksqv23ape/159171293402974.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/26/t1293402867f7qw1qksqv23ape/159171293402974.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/26/t1293402867f7qw1qksqv23ape/2g1ia1293402974.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/26/t1293402867f7qw1qksqv23ape/2g1ia1293402974.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/26/t1293402867f7qw1qksqv23ape/3g1ia1293402974.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/26/t1293402867f7qw1qksqv23ape/3g1ia1293402974.ps (open in new window)


 
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')
 





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This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa


Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.


Privacy Policy

We may request personal information to be submitted to our servers in order to be able to:

  • personalize online software applications according to your needs
  • enforce strict security rules with respect to the data that you upload (e.g. statistical data)
  • manage user sessions of online applications
  • alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.


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