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*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: Mon, 27 Dec 2010 17:55:32 +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/27/t1293475174n14x48fu7jo3wie.htm/, Retrieved Mon, 27 Dec 2010 19:39:36 +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/27/t1293475174n14x48fu7jo3wie.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 «
235.1 280.7 264.6 240.7 201.4 240.8 241.1 223.8 206.1 174.7 203.3 220.5 299.5 347.4 338.3 327.7 351.6 396.6 438.8 395.6 363.5 378.8 357 369 464.8 479.1 431.3 366.5 326.3 355.1 331.6 261.3 249 205.5 235.6 240.9 264.9 253.8 232.3 193.8 177 213.2 207.2 180.6 188.6 175.4 199 179.6 225.8 234 200.2 183.6 178.2 203.2 208.5 191.8 172.8 148 159.4 154.5 213.2 196.4 182.8 176.4 153.6 173.2 171 151.2 161.9 157.2 201.7 236.4 356.1 398.3 403.7 384.6 365.8 368.1 367.9 347 343.3 292.9 311.5 300.9 366.9 356.9 329.7 316.2 269 289.3 266.2 253.6 233.8 228.4 253.6 260.1 306.6 309.2 309.5 271 279.9 317.9 298.4 246.7 227.3 209.1 259.9 266 320.6 308.5 282.2 262.7 263.5 313.1 284.3 252.6 250.3 246.5 312.7 333.2 446.4 511.6 515.5 506.4 483.2 522.3 509.8 460.7 405.8 375 378.5 406.8 467.8 469.8 429.8 355.8 332.7 378 360.5 334.7 319.5 323.1 363.6 352.1 411.9 388.6 416.4 360.7 338 417.2 388. 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'RServer@AstonUniversity' @ vre.aston.ac.uk


Estimated Parameters of Exponential Smoothing
ParameterValue
alpha1
beta0.0439627190836867
gammaFALSE


Interpolation Forecasts of Exponential Smoothing
tObservedFittedResiduals
3264.6326.3-61.6999999999999
4240.7307.487500232537-66.7875002325366
5201.4280.651340121512-79.2513401215118
6240.8237.8672357187442.93276428125586
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11203.3202.4647910777470.8352089222534
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13299.5247.83543796509651.6645620349041
14347.4329.10675259241818.2932474075819
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17351.6354.647373429356-3.04737342935618
18396.6378.41340260733818.1865973926617
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338803.3827.13858345058-23.8385834505805
339752.5811.99057450299-59.4905745029895
340689758.575207087987-69.5752070879875
341630.4692.016491803589-61.6164918035889
342765.5630.707663283505134.792336716495
343757.7771.733500917206-14.0335009172064
344732.2763.316550058623-31.1165500586227
345702.6736.448581909542-33.848581909542
346683.3705.360506211672-22.0605062116716
347709.5685.09066637424424.4093336257561
348702.2712.363767051453-10.163767051453
349784.8704.61694021573880.1830597842619
350810.9790.74200554830420.157994451696
351755.6817.728205795674-62.1282057956744
352656.8759.696880937106-102.896880937106
353615.1656.37325426588-41.27325426588
354745.3612.85876978292132.44123021708
355694.1748.881246382051-54.781246382051
356675.7695.272913836303-19.5729138363027
357643.7676.012435323668-32.3124353236682
358622.1642.591892806624-20.4918928066239
359634.6620.09101347967314.5089865203267
360588633.228867978255-45.2288679782555
361689.7584.640483960854105.059516039146
362673.9690.959185951551-17.0591859515513
363647.9674.409217751767-26.5092177517669
364568.8647.243800458618-78.4438004586176
365545.7564.695197695199-18.9951976951986
366632.6540.76011715498691.8398828450145
367643.8631.6976481251812.1023518748203
368593.1643.429700420904-50.3297004209041
369579.7590.517069939734-10.8170699397339
370546576.641522132665-30.6415221326649
371562.9541.5944375028521.30556249715
372572.5559.43108796183213.0689120381679


Extrapolation Forecasts of Exponential Smoothing
tForecast95% Lower Bound95% Upper Bound
373569.605632870495482.369788627267656.841477113724
374566.711265740991440.600148292308692.822383189674
375563.816898611486405.984137005413721.64966021756
376560.922531481982374.747858222753747.09720474121
377558.028164352477345.465431750268770.590896954686
378555.133797222973317.423225336792.844369109946
379552.239430093468290.207700304992814.271159881944
380549.345062963964263.556214432631835.133911495296
381546.450695834459237.291112544819855.610279124099
382543.556328704954211.286574187579875.82608322233
383540.66196157545185.450323544369895.873599606531
384537.767594445945159.712812194612915.82237669728
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/27/t1293475174n14x48fu7jo3wie/16p371293472525.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/27/t1293475174n14x48fu7jo3wie/16p371293472525.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/27/t1293475174n14x48fu7jo3wie/2hyka1293472525.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/27/t1293475174n14x48fu7jo3wie/2hyka1293472525.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/27/t1293475174n14x48fu7jo3wie/3hyka1293472525.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/27/t1293475174n14x48fu7jo3wie/3hyka1293472525.ps (open in new window)


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





Copyright

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Software written by Ed van Stee & Patrick Wessa


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