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Author's title

Author*Unverified author*
R Software Modulerwasp_exponentialsmoothing.wasp
Title produced by softwareExponential Smoothing
Date of computationSun, 25 Dec 2011 06:14:43 -0500
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2011/Dec/25/t1324811735oglnn7i1b1drbw4.htm/, Retrieved Sun, 05 May 2024 10:08:47 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=160768, Retrieved Sun, 05 May 2024 10:08:47 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsKDGP2W102
Estimated Impact160
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Exponential Smoothing] [Exponential smoot...] [2011-12-25 11:14:43] [fbd10e07abbced8dffcb95f726fd6c98] [Current]
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Dataseries X:
1.26
1.27
1.24
1.25
1.27
1.25
1.26
1.27
1.26
1.26
1.28
1.27
1.28
1.27
1.26
1.27
1.27
1.28
1.27
1.26
1.3
1.31
1.28
1.29
1.31
1.29
1.29
1.32
1.3
1.29
1.31
1.29
1.33
1.35
1.32
1.33
1.34
1.34
1.33
1.33
1.35
1.32
1.35
1.32
1.36
1.37
1.34
1.32
1.34
1.32
1.33
1.35
1.33
1.33
1.35
1.33
1.36
1.39
1.37
1.37




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 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 & 1 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ wold.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=160768&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]1 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=160768&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=160768&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 time1 seconds
R Server'Herman Ole Andreas Wold' @ wold.wessa.net







Estimated Parameters of Exponential Smoothing
ParameterValue
alpha0.269241058266421
beta0.00936577139508707
gamma0.754736326831544

\begin{tabular}{lllllllll}
\hline
Estimated Parameters of Exponential Smoothing \tabularnewline
Parameter & Value \tabularnewline
alpha & 0.269241058266421 \tabularnewline
beta & 0.00936577139508707 \tabularnewline
gamma & 0.754736326831544 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=160768&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]0.269241058266421[/C][/ROW]
[ROW][C]beta[/C][C]0.00936577139508707[/C][/ROW]
[ROW][C]gamma[/C][C]0.754736326831544[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=160768&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=160768&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
alpha0.269241058266421
beta0.00936577139508707
gamma0.754736326831544







Interpolation Forecasts of Exponential Smoothing
tObservedFittedResiduals
131.281.271808543933920.00819145606607807
141.271.265456941715150.00454305828485024
151.261.256865310632660.00313468936734163
161.271.265371429438530.00462857056146571
171.271.265970081569410.00402991843059231
181.281.27763874903640.00236125096360174
191.271.27469170917773-0.00469170917773187
201.261.28412711726103-0.0241271172610338
211.31.268101543641420.0318984563585811
221.311.276453590780630.0335464092193725
231.281.30658353526968-0.0265835352696755
241.291.289475718667340.000524281332656917
251.311.304156790334470.00584320966552543
261.291.29499403452869-0.00499403452869096
271.291.282891268354330.0071087316456715
281.321.293507285801070.0264927141989293
291.31.299732000239310.000267999760694915
301.291.30978680621452-0.0197868062145219
311.311.296876726395130.0131232736048701
321.291.30039729885249-0.0103972988524916
331.331.319519610373770.0104803896262262
341.351.322955698898060.0270443011019419
351.321.31788873555450.00211126444549792
361.331.323695379454320.00630462054568137
371.341.34346391440154-0.00346391440153559
381.341.325484937551460.0145150624485368
391.331.325323199742550.00467680025745398
401.331.34659940633588-0.0165994063358763
411.351.326483162761350.0235168372386469
421.321.33175370823344-0.0117537082334396
431.351.339532588274660.0104674117253387
441.321.32910953048946-0.00910953048946483
451.361.36108795958072-0.00108795958071539
461.371.37078206861362-0.000782068613620623
471.341.3439954481545-0.00399544815450037
481.321.35060335012659-0.0306033501265948
491.341.35509669744119-0.015096697441185
501.321.34372004729208-0.0237200472920835
511.331.327650926671240.00234907332875767
521.351.336339357509680.0136606424903205
531.331.34634316149698-0.0163431614969816
541.331.321263273659330.00873672634067124
551.351.346662314382680.00333768561731684
561.331.323344442255820.00665555774417959
571.361.3639463947289-0.00394639472890068
581.391.372904484958270.0170955150417273
591.371.34889150547610.0211084945238991
601.371.347348710889990.022651289110011

\begin{tabular}{lllllllll}
\hline
Interpolation Forecasts of Exponential Smoothing \tabularnewline
t & Observed & Fitted & Residuals \tabularnewline
13 & 1.28 & 1.27180854393392 & 0.00819145606607807 \tabularnewline
14 & 1.27 & 1.26545694171515 & 0.00454305828485024 \tabularnewline
15 & 1.26 & 1.25686531063266 & 0.00313468936734163 \tabularnewline
16 & 1.27 & 1.26537142943853 & 0.00462857056146571 \tabularnewline
17 & 1.27 & 1.26597008156941 & 0.00402991843059231 \tabularnewline
18 & 1.28 & 1.2776387490364 & 0.00236125096360174 \tabularnewline
19 & 1.27 & 1.27469170917773 & -0.00469170917773187 \tabularnewline
20 & 1.26 & 1.28412711726103 & -0.0241271172610338 \tabularnewline
21 & 1.3 & 1.26810154364142 & 0.0318984563585811 \tabularnewline
22 & 1.31 & 1.27645359078063 & 0.0335464092193725 \tabularnewline
23 & 1.28 & 1.30658353526968 & -0.0265835352696755 \tabularnewline
24 & 1.29 & 1.28947571866734 & 0.000524281332656917 \tabularnewline
25 & 1.31 & 1.30415679033447 & 0.00584320966552543 \tabularnewline
26 & 1.29 & 1.29499403452869 & -0.00499403452869096 \tabularnewline
27 & 1.29 & 1.28289126835433 & 0.0071087316456715 \tabularnewline
28 & 1.32 & 1.29350728580107 & 0.0264927141989293 \tabularnewline
29 & 1.3 & 1.29973200023931 & 0.000267999760694915 \tabularnewline
30 & 1.29 & 1.30978680621452 & -0.0197868062145219 \tabularnewline
31 & 1.31 & 1.29687672639513 & 0.0131232736048701 \tabularnewline
32 & 1.29 & 1.30039729885249 & -0.0103972988524916 \tabularnewline
33 & 1.33 & 1.31951961037377 & 0.0104803896262262 \tabularnewline
34 & 1.35 & 1.32295569889806 & 0.0270443011019419 \tabularnewline
35 & 1.32 & 1.3178887355545 & 0.00211126444549792 \tabularnewline
36 & 1.33 & 1.32369537945432 & 0.00630462054568137 \tabularnewline
37 & 1.34 & 1.34346391440154 & -0.00346391440153559 \tabularnewline
38 & 1.34 & 1.32548493755146 & 0.0145150624485368 \tabularnewline
39 & 1.33 & 1.32532319974255 & 0.00467680025745398 \tabularnewline
40 & 1.33 & 1.34659940633588 & -0.0165994063358763 \tabularnewline
41 & 1.35 & 1.32648316276135 & 0.0235168372386469 \tabularnewline
42 & 1.32 & 1.33175370823344 & -0.0117537082334396 \tabularnewline
43 & 1.35 & 1.33953258827466 & 0.0104674117253387 \tabularnewline
44 & 1.32 & 1.32910953048946 & -0.00910953048946483 \tabularnewline
45 & 1.36 & 1.36108795958072 & -0.00108795958071539 \tabularnewline
46 & 1.37 & 1.37078206861362 & -0.000782068613620623 \tabularnewline
47 & 1.34 & 1.3439954481545 & -0.00399544815450037 \tabularnewline
48 & 1.32 & 1.35060335012659 & -0.0306033501265948 \tabularnewline
49 & 1.34 & 1.35509669744119 & -0.015096697441185 \tabularnewline
50 & 1.32 & 1.34372004729208 & -0.0237200472920835 \tabularnewline
51 & 1.33 & 1.32765092667124 & 0.00234907332875767 \tabularnewline
52 & 1.35 & 1.33633935750968 & 0.0136606424903205 \tabularnewline
53 & 1.33 & 1.34634316149698 & -0.0163431614969816 \tabularnewline
54 & 1.33 & 1.32126327365933 & 0.00873672634067124 \tabularnewline
55 & 1.35 & 1.34666231438268 & 0.00333768561731684 \tabularnewline
56 & 1.33 & 1.32334444225582 & 0.00665555774417959 \tabularnewline
57 & 1.36 & 1.3639463947289 & -0.00394639472890068 \tabularnewline
58 & 1.39 & 1.37290448495827 & 0.0170955150417273 \tabularnewline
59 & 1.37 & 1.3488915054761 & 0.0211084945238991 \tabularnewline
60 & 1.37 & 1.34734871088999 & 0.022651289110011 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=160768&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]1.28[/C][C]1.27180854393392[/C][C]0.00819145606607807[/C][/ROW]
[ROW][C]14[/C][C]1.27[/C][C]1.26545694171515[/C][C]0.00454305828485024[/C][/ROW]
[ROW][C]15[/C][C]1.26[/C][C]1.25686531063266[/C][C]0.00313468936734163[/C][/ROW]
[ROW][C]16[/C][C]1.27[/C][C]1.26537142943853[/C][C]0.00462857056146571[/C][/ROW]
[ROW][C]17[/C][C]1.27[/C][C]1.26597008156941[/C][C]0.00402991843059231[/C][/ROW]
[ROW][C]18[/C][C]1.28[/C][C]1.2776387490364[/C][C]0.00236125096360174[/C][/ROW]
[ROW][C]19[/C][C]1.27[/C][C]1.27469170917773[/C][C]-0.00469170917773187[/C][/ROW]
[ROW][C]20[/C][C]1.26[/C][C]1.28412711726103[/C][C]-0.0241271172610338[/C][/ROW]
[ROW][C]21[/C][C]1.3[/C][C]1.26810154364142[/C][C]0.0318984563585811[/C][/ROW]
[ROW][C]22[/C][C]1.31[/C][C]1.27645359078063[/C][C]0.0335464092193725[/C][/ROW]
[ROW][C]23[/C][C]1.28[/C][C]1.30658353526968[/C][C]-0.0265835352696755[/C][/ROW]
[ROW][C]24[/C][C]1.29[/C][C]1.28947571866734[/C][C]0.000524281332656917[/C][/ROW]
[ROW][C]25[/C][C]1.31[/C][C]1.30415679033447[/C][C]0.00584320966552543[/C][/ROW]
[ROW][C]26[/C][C]1.29[/C][C]1.29499403452869[/C][C]-0.00499403452869096[/C][/ROW]
[ROW][C]27[/C][C]1.29[/C][C]1.28289126835433[/C][C]0.0071087316456715[/C][/ROW]
[ROW][C]28[/C][C]1.32[/C][C]1.29350728580107[/C][C]0.0264927141989293[/C][/ROW]
[ROW][C]29[/C][C]1.3[/C][C]1.29973200023931[/C][C]0.000267999760694915[/C][/ROW]
[ROW][C]30[/C][C]1.29[/C][C]1.30978680621452[/C][C]-0.0197868062145219[/C][/ROW]
[ROW][C]31[/C][C]1.31[/C][C]1.29687672639513[/C][C]0.0131232736048701[/C][/ROW]
[ROW][C]32[/C][C]1.29[/C][C]1.30039729885249[/C][C]-0.0103972988524916[/C][/ROW]
[ROW][C]33[/C][C]1.33[/C][C]1.31951961037377[/C][C]0.0104803896262262[/C][/ROW]
[ROW][C]34[/C][C]1.35[/C][C]1.32295569889806[/C][C]0.0270443011019419[/C][/ROW]
[ROW][C]35[/C][C]1.32[/C][C]1.3178887355545[/C][C]0.00211126444549792[/C][/ROW]
[ROW][C]36[/C][C]1.33[/C][C]1.32369537945432[/C][C]0.00630462054568137[/C][/ROW]
[ROW][C]37[/C][C]1.34[/C][C]1.34346391440154[/C][C]-0.00346391440153559[/C][/ROW]
[ROW][C]38[/C][C]1.34[/C][C]1.32548493755146[/C][C]0.0145150624485368[/C][/ROW]
[ROW][C]39[/C][C]1.33[/C][C]1.32532319974255[/C][C]0.00467680025745398[/C][/ROW]
[ROW][C]40[/C][C]1.33[/C][C]1.34659940633588[/C][C]-0.0165994063358763[/C][/ROW]
[ROW][C]41[/C][C]1.35[/C][C]1.32648316276135[/C][C]0.0235168372386469[/C][/ROW]
[ROW][C]42[/C][C]1.32[/C][C]1.33175370823344[/C][C]-0.0117537082334396[/C][/ROW]
[ROW][C]43[/C][C]1.35[/C][C]1.33953258827466[/C][C]0.0104674117253387[/C][/ROW]
[ROW][C]44[/C][C]1.32[/C][C]1.32910953048946[/C][C]-0.00910953048946483[/C][/ROW]
[ROW][C]45[/C][C]1.36[/C][C]1.36108795958072[/C][C]-0.00108795958071539[/C][/ROW]
[ROW][C]46[/C][C]1.37[/C][C]1.37078206861362[/C][C]-0.000782068613620623[/C][/ROW]
[ROW][C]47[/C][C]1.34[/C][C]1.3439954481545[/C][C]-0.00399544815450037[/C][/ROW]
[ROW][C]48[/C][C]1.32[/C][C]1.35060335012659[/C][C]-0.0306033501265948[/C][/ROW]
[ROW][C]49[/C][C]1.34[/C][C]1.35509669744119[/C][C]-0.015096697441185[/C][/ROW]
[ROW][C]50[/C][C]1.32[/C][C]1.34372004729208[/C][C]-0.0237200472920835[/C][/ROW]
[ROW][C]51[/C][C]1.33[/C][C]1.32765092667124[/C][C]0.00234907332875767[/C][/ROW]
[ROW][C]52[/C][C]1.35[/C][C]1.33633935750968[/C][C]0.0136606424903205[/C][/ROW]
[ROW][C]53[/C][C]1.33[/C][C]1.34634316149698[/C][C]-0.0163431614969816[/C][/ROW]
[ROW][C]54[/C][C]1.33[/C][C]1.32126327365933[/C][C]0.00873672634067124[/C][/ROW]
[ROW][C]55[/C][C]1.35[/C][C]1.34666231438268[/C][C]0.00333768561731684[/C][/ROW]
[ROW][C]56[/C][C]1.33[/C][C]1.32334444225582[/C][C]0.00665555774417959[/C][/ROW]
[ROW][C]57[/C][C]1.36[/C][C]1.3639463947289[/C][C]-0.00394639472890068[/C][/ROW]
[ROW][C]58[/C][C]1.39[/C][C]1.37290448495827[/C][C]0.0170955150417273[/C][/ROW]
[ROW][C]59[/C][C]1.37[/C][C]1.3488915054761[/C][C]0.0211084945238991[/C][/ROW]
[ROW][C]60[/C][C]1.37[/C][C]1.34734871088999[/C][C]0.022651289110011[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=160768&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=160768&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
131.281.271808543933920.00819145606607807
141.271.265456941715150.00454305828485024
151.261.256865310632660.00313468936734163
161.271.265371429438530.00462857056146571
171.271.265970081569410.00402991843059231
181.281.27763874903640.00236125096360174
191.271.27469170917773-0.00469170917773187
201.261.28412711726103-0.0241271172610338
211.31.268101543641420.0318984563585811
221.311.276453590780630.0335464092193725
231.281.30658353526968-0.0265835352696755
241.291.289475718667340.000524281332656917
251.311.304156790334470.00584320966552543
261.291.29499403452869-0.00499403452869096
271.291.282891268354330.0071087316456715
281.321.293507285801070.0264927141989293
291.31.299732000239310.000267999760694915
301.291.30978680621452-0.0197868062145219
311.311.296876726395130.0131232736048701
321.291.30039729885249-0.0103972988524916
331.331.319519610373770.0104803896262262
341.351.322955698898060.0270443011019419
351.321.31788873555450.00211126444549792
361.331.323695379454320.00630462054568137
371.341.34346391440154-0.00346391440153559
381.341.325484937551460.0145150624485368
391.331.325323199742550.00467680025745398
401.331.34659940633588-0.0165994063358763
411.351.326483162761350.0235168372386469
421.321.33175370823344-0.0117537082334396
431.351.339532588274660.0104674117253387
441.321.32910953048946-0.00910953048946483
451.361.36108795958072-0.00108795958071539
461.371.37078206861362-0.000782068613620623
471.341.3439954481545-0.00399544815450037
481.321.35060335012659-0.0306033501265948
491.341.35509669744119-0.015096697441185
501.321.34372004729208-0.0237200472920835
511.331.327650926671240.00234907332875767
521.351.336339357509680.0136606424903205
531.331.34634316149698-0.0163431614969816
541.331.321263273659330.00873672634067124
551.351.346662314382680.00333768561731684
561.331.323344442255820.00665555774417959
571.361.3639463947289-0.00394639472890068
581.391.372904484958270.0170955150417273
591.371.34889150547610.0211084945238991
601.371.347348710889990.022651289110011







Extrapolation Forecasts of Exponential Smoothing
tForecast95% Lower Bound95% Upper Bound
611.375216771648391.350941793522461.39949174977432
621.362885935662141.337340485694871.3884313856294
631.367864610665831.341050767918231.39467845341343
641.382692539128421.354589286539881.41079579171696
651.372283917058841.343070458329411.40149737578827
661.365372106183661.335061476443381.39568273592394
671.386125943216571.354493283388751.4177586030444
681.363243132120121.33075063208941.39573563215084
691.397163572856111.363183556852841.43114358885938
701.419452280735541.384118927430271.45478563404082
711.392455787405131.356463114590991.42844846021927
721.38592756800229-13.216371486634415.988226622639

\begin{tabular}{lllllllll}
\hline
Extrapolation Forecasts of Exponential Smoothing \tabularnewline
t & Forecast & 95% Lower Bound & 95% Upper Bound \tabularnewline
61 & 1.37521677164839 & 1.35094179352246 & 1.39949174977432 \tabularnewline
62 & 1.36288593566214 & 1.33734048569487 & 1.3884313856294 \tabularnewline
63 & 1.36786461066583 & 1.34105076791823 & 1.39467845341343 \tabularnewline
64 & 1.38269253912842 & 1.35458928653988 & 1.41079579171696 \tabularnewline
65 & 1.37228391705884 & 1.34307045832941 & 1.40149737578827 \tabularnewline
66 & 1.36537210618366 & 1.33506147644338 & 1.39568273592394 \tabularnewline
67 & 1.38612594321657 & 1.35449328338875 & 1.4177586030444 \tabularnewline
68 & 1.36324313212012 & 1.3307506320894 & 1.39573563215084 \tabularnewline
69 & 1.39716357285611 & 1.36318355685284 & 1.43114358885938 \tabularnewline
70 & 1.41945228073554 & 1.38411892743027 & 1.45478563404082 \tabularnewline
71 & 1.39245578740513 & 1.35646311459099 & 1.42844846021927 \tabularnewline
72 & 1.38592756800229 & -13.2163714866344 & 15.988226622639 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=160768&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]1.37521677164839[/C][C]1.35094179352246[/C][C]1.39949174977432[/C][/ROW]
[ROW][C]62[/C][C]1.36288593566214[/C][C]1.33734048569487[/C][C]1.3884313856294[/C][/ROW]
[ROW][C]63[/C][C]1.36786461066583[/C][C]1.34105076791823[/C][C]1.39467845341343[/C][/ROW]
[ROW][C]64[/C][C]1.38269253912842[/C][C]1.35458928653988[/C][C]1.41079579171696[/C][/ROW]
[ROW][C]65[/C][C]1.37228391705884[/C][C]1.34307045832941[/C][C]1.40149737578827[/C][/ROW]
[ROW][C]66[/C][C]1.36537210618366[/C][C]1.33506147644338[/C][C]1.39568273592394[/C][/ROW]
[ROW][C]67[/C][C]1.38612594321657[/C][C]1.35449328338875[/C][C]1.4177586030444[/C][/ROW]
[ROW][C]68[/C][C]1.36324313212012[/C][C]1.3307506320894[/C][C]1.39573563215084[/C][/ROW]
[ROW][C]69[/C][C]1.39716357285611[/C][C]1.36318355685284[/C][C]1.43114358885938[/C][/ROW]
[ROW][C]70[/C][C]1.41945228073554[/C][C]1.38411892743027[/C][C]1.45478563404082[/C][/ROW]
[ROW][C]71[/C][C]1.39245578740513[/C][C]1.35646311459099[/C][C]1.42844846021927[/C][/ROW]
[ROW][C]72[/C][C]1.38592756800229[/C][C]-13.2163714866344[/C][C]15.988226622639[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=160768&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=160768&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
611.375216771648391.350941793522461.39949174977432
621.362885935662141.337340485694871.3884313856294
631.367864610665831.341050767918231.39467845341343
641.382692539128421.354589286539881.41079579171696
651.372283917058841.343070458329411.40149737578827
661.365372106183661.335061476443381.39568273592394
671.386125943216571.354493283388751.4177586030444
681.363243132120121.33075063208941.39573563215084
691.397163572856111.363183556852841.43114358885938
701.419452280735541.384118927430271.45478563404082
711.392455787405131.356463114590991.42844846021927
721.38592756800229-13.216371486634415.988226622639



Parameters (Session):
par1 = 12 ; par2 = Triple ; par3 = multiplicative ;
Parameters (R input):
par1 = 12 ; par2 = Triple ; par3 = multiplicative ;
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')