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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 16:49:41 -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/t132484980273twlt0flcfdrl3.htm/, Retrieved Sun, 05 May 2024 11:09:55 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=160787, Retrieved Sun, 05 May 2024 11:09:55 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact162
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Exponential Smoothing] [] [2011-12-25 21:49:41] [76c30f62b7052b57088120e90a652e05] [Current]
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Dataseries X:
102,43
102,43
102,43
102,43
104,2
104,2
104,2
104,2
104,2
104,2
104,2
104,2
104,2
104,2
104,2
104,2
108,1
109,2
109,2
109,2
109,2
109,2
109,2
109,2
109,2
109,2
109,2
109,2
112,1
112,1
112,1
112,1
112,1
112,1
112,1
112,1
112,1
112,1
112,1
112,1
114,81
114,81
114,81
114,81
114,81
114,81
114,81
114,81
114,81
114,81
114,81
114,81
115,57
115,57
115,57
115,57
115,57
115,57
115,57
115,57




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ jenkins.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 & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=160787&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]'Gwilym Jenkins' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=160787&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=160787&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'Gwilym Jenkins' @ jenkins.wessa.net







Estimated Parameters of Exponential Smoothing
ParameterValue
alpha0.535399118134434
beta0.129965343980122
gamma1

\begin{tabular}{lllllllll}
\hline
Estimated Parameters of Exponential Smoothing \tabularnewline
Parameter & Value \tabularnewline
alpha & 0.535399118134434 \tabularnewline
beta & 0.129965343980122 \tabularnewline
gamma & 1 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=160787&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]0.535399118134434[/C][/ROW]
[ROW][C]beta[/C][C]0.129965343980122[/C][/ROW]
[ROW][C]gamma[/C][C]1[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=160787&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=160787&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
alpha0.535399118134434
beta0.129965343980122
gamma1







Interpolation Forecasts of Exponential Smoothing
tObservedFittedResiduals
13104.2102.5697382478631.63026175213678
14104.2103.4756362930440.724363706956055
15104.2103.9469209629780.253079037021635
16104.2104.1834903185290.0165096814707653
17108.1108.194549448364-0.0945494483636935
18109.2109.339568552505-0.139568552504713
19109.2108.3170228232650.882977176734542
20109.2109.206304335141-0.00630433514088224
21109.2109.619026633149-0.419026633148903
22109.2109.781620508043-0.581620508043287
23109.2109.727940673636-0.527940673636394
24109.2109.531681771492-0.331681771492171
25109.2110.129007904518-0.929007904518315
26109.2109.163580610190.036419389810419
27109.2108.9194981777170.280501822282844
28109.2108.9346644574140.265335542586286
29112.1112.918485816654-0.818485816654132
30112.1113.495759460983-1.39575946098275
31112.1112.0290812763040.0709187236960815
32112.1111.7672761037530.332723896247259
33112.1111.8902030575890.209796942411415
34112.1112.0781232846970.0218767153027528
35112.1112.17868439871-0.0786843987103794
36112.1112.15158908571-0.0515890857103045
37112.1112.478298246198-0.378298246197687
38112.1112.151518900462-0.0515189004619288
39112.1111.8628963700390.237103629960686
40112.1111.7339023098920.366097690108219
41114.81115.161259921563-0.351259921562828
42114.81115.646127834556-0.836127834555981
43114.81115.125080720308-0.315080720307549
44114.81114.7159723861210.0940276138788789
45114.81114.575105993640.234894006360051
46114.81114.6120180046380.197981995361729
47114.81114.6952616811760.114738318824422
48114.81114.732888956910.0771110430901985
49114.81114.934245802414-0.124245802414293
50114.81114.870516812048-0.0605168120479789
51114.81114.6857539140050.124246085994812
52114.81114.5229965988040.2870034011965
53115.57117.535948395256-1.96594839525608
54115.57116.779914237908-1.20991423790842
55115.57116.123682633348-0.553682633347677
56115.57115.58315789403-0.0131578940297175
57115.57115.2491515565360.320848443464271
58115.57115.1197155717340.450284428265917
59115.57115.1217041336470.44829586635295
60115.57115.16598367660.404016323399844

\begin{tabular}{lllllllll}
\hline
Interpolation Forecasts of Exponential Smoothing \tabularnewline
t & Observed & Fitted & Residuals \tabularnewline
13 & 104.2 & 102.569738247863 & 1.63026175213678 \tabularnewline
14 & 104.2 & 103.475636293044 & 0.724363706956055 \tabularnewline
15 & 104.2 & 103.946920962978 & 0.253079037021635 \tabularnewline
16 & 104.2 & 104.183490318529 & 0.0165096814707653 \tabularnewline
17 & 108.1 & 108.194549448364 & -0.0945494483636935 \tabularnewline
18 & 109.2 & 109.339568552505 & -0.139568552504713 \tabularnewline
19 & 109.2 & 108.317022823265 & 0.882977176734542 \tabularnewline
20 & 109.2 & 109.206304335141 & -0.00630433514088224 \tabularnewline
21 & 109.2 & 109.619026633149 & -0.419026633148903 \tabularnewline
22 & 109.2 & 109.781620508043 & -0.581620508043287 \tabularnewline
23 & 109.2 & 109.727940673636 & -0.527940673636394 \tabularnewline
24 & 109.2 & 109.531681771492 & -0.331681771492171 \tabularnewline
25 & 109.2 & 110.129007904518 & -0.929007904518315 \tabularnewline
26 & 109.2 & 109.16358061019 & 0.036419389810419 \tabularnewline
27 & 109.2 & 108.919498177717 & 0.280501822282844 \tabularnewline
28 & 109.2 & 108.934664457414 & 0.265335542586286 \tabularnewline
29 & 112.1 & 112.918485816654 & -0.818485816654132 \tabularnewline
30 & 112.1 & 113.495759460983 & -1.39575946098275 \tabularnewline
31 & 112.1 & 112.029081276304 & 0.0709187236960815 \tabularnewline
32 & 112.1 & 111.767276103753 & 0.332723896247259 \tabularnewline
33 & 112.1 & 111.890203057589 & 0.209796942411415 \tabularnewline
34 & 112.1 & 112.078123284697 & 0.0218767153027528 \tabularnewline
35 & 112.1 & 112.17868439871 & -0.0786843987103794 \tabularnewline
36 & 112.1 & 112.15158908571 & -0.0515890857103045 \tabularnewline
37 & 112.1 & 112.478298246198 & -0.378298246197687 \tabularnewline
38 & 112.1 & 112.151518900462 & -0.0515189004619288 \tabularnewline
39 & 112.1 & 111.862896370039 & 0.237103629960686 \tabularnewline
40 & 112.1 & 111.733902309892 & 0.366097690108219 \tabularnewline
41 & 114.81 & 115.161259921563 & -0.351259921562828 \tabularnewline
42 & 114.81 & 115.646127834556 & -0.836127834555981 \tabularnewline
43 & 114.81 & 115.125080720308 & -0.315080720307549 \tabularnewline
44 & 114.81 & 114.715972386121 & 0.0940276138788789 \tabularnewline
45 & 114.81 & 114.57510599364 & 0.234894006360051 \tabularnewline
46 & 114.81 & 114.612018004638 & 0.197981995361729 \tabularnewline
47 & 114.81 & 114.695261681176 & 0.114738318824422 \tabularnewline
48 & 114.81 & 114.73288895691 & 0.0771110430901985 \tabularnewline
49 & 114.81 & 114.934245802414 & -0.124245802414293 \tabularnewline
50 & 114.81 & 114.870516812048 & -0.0605168120479789 \tabularnewline
51 & 114.81 & 114.685753914005 & 0.124246085994812 \tabularnewline
52 & 114.81 & 114.522996598804 & 0.2870034011965 \tabularnewline
53 & 115.57 & 117.535948395256 & -1.96594839525608 \tabularnewline
54 & 115.57 & 116.779914237908 & -1.20991423790842 \tabularnewline
55 & 115.57 & 116.123682633348 & -0.553682633347677 \tabularnewline
56 & 115.57 & 115.58315789403 & -0.0131578940297175 \tabularnewline
57 & 115.57 & 115.249151556536 & 0.320848443464271 \tabularnewline
58 & 115.57 & 115.119715571734 & 0.450284428265917 \tabularnewline
59 & 115.57 & 115.121704133647 & 0.44829586635295 \tabularnewline
60 & 115.57 & 115.1659836766 & 0.404016323399844 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=160787&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]104.2[/C][C]102.569738247863[/C][C]1.63026175213678[/C][/ROW]
[ROW][C]14[/C][C]104.2[/C][C]103.475636293044[/C][C]0.724363706956055[/C][/ROW]
[ROW][C]15[/C][C]104.2[/C][C]103.946920962978[/C][C]0.253079037021635[/C][/ROW]
[ROW][C]16[/C][C]104.2[/C][C]104.183490318529[/C][C]0.0165096814707653[/C][/ROW]
[ROW][C]17[/C][C]108.1[/C][C]108.194549448364[/C][C]-0.0945494483636935[/C][/ROW]
[ROW][C]18[/C][C]109.2[/C][C]109.339568552505[/C][C]-0.139568552504713[/C][/ROW]
[ROW][C]19[/C][C]109.2[/C][C]108.317022823265[/C][C]0.882977176734542[/C][/ROW]
[ROW][C]20[/C][C]109.2[/C][C]109.206304335141[/C][C]-0.00630433514088224[/C][/ROW]
[ROW][C]21[/C][C]109.2[/C][C]109.619026633149[/C][C]-0.419026633148903[/C][/ROW]
[ROW][C]22[/C][C]109.2[/C][C]109.781620508043[/C][C]-0.581620508043287[/C][/ROW]
[ROW][C]23[/C][C]109.2[/C][C]109.727940673636[/C][C]-0.527940673636394[/C][/ROW]
[ROW][C]24[/C][C]109.2[/C][C]109.531681771492[/C][C]-0.331681771492171[/C][/ROW]
[ROW][C]25[/C][C]109.2[/C][C]110.129007904518[/C][C]-0.929007904518315[/C][/ROW]
[ROW][C]26[/C][C]109.2[/C][C]109.16358061019[/C][C]0.036419389810419[/C][/ROW]
[ROW][C]27[/C][C]109.2[/C][C]108.919498177717[/C][C]0.280501822282844[/C][/ROW]
[ROW][C]28[/C][C]109.2[/C][C]108.934664457414[/C][C]0.265335542586286[/C][/ROW]
[ROW][C]29[/C][C]112.1[/C][C]112.918485816654[/C][C]-0.818485816654132[/C][/ROW]
[ROW][C]30[/C][C]112.1[/C][C]113.495759460983[/C][C]-1.39575946098275[/C][/ROW]
[ROW][C]31[/C][C]112.1[/C][C]112.029081276304[/C][C]0.0709187236960815[/C][/ROW]
[ROW][C]32[/C][C]112.1[/C][C]111.767276103753[/C][C]0.332723896247259[/C][/ROW]
[ROW][C]33[/C][C]112.1[/C][C]111.890203057589[/C][C]0.209796942411415[/C][/ROW]
[ROW][C]34[/C][C]112.1[/C][C]112.078123284697[/C][C]0.0218767153027528[/C][/ROW]
[ROW][C]35[/C][C]112.1[/C][C]112.17868439871[/C][C]-0.0786843987103794[/C][/ROW]
[ROW][C]36[/C][C]112.1[/C][C]112.15158908571[/C][C]-0.0515890857103045[/C][/ROW]
[ROW][C]37[/C][C]112.1[/C][C]112.478298246198[/C][C]-0.378298246197687[/C][/ROW]
[ROW][C]38[/C][C]112.1[/C][C]112.151518900462[/C][C]-0.0515189004619288[/C][/ROW]
[ROW][C]39[/C][C]112.1[/C][C]111.862896370039[/C][C]0.237103629960686[/C][/ROW]
[ROW][C]40[/C][C]112.1[/C][C]111.733902309892[/C][C]0.366097690108219[/C][/ROW]
[ROW][C]41[/C][C]114.81[/C][C]115.161259921563[/C][C]-0.351259921562828[/C][/ROW]
[ROW][C]42[/C][C]114.81[/C][C]115.646127834556[/C][C]-0.836127834555981[/C][/ROW]
[ROW][C]43[/C][C]114.81[/C][C]115.125080720308[/C][C]-0.315080720307549[/C][/ROW]
[ROW][C]44[/C][C]114.81[/C][C]114.715972386121[/C][C]0.0940276138788789[/C][/ROW]
[ROW][C]45[/C][C]114.81[/C][C]114.57510599364[/C][C]0.234894006360051[/C][/ROW]
[ROW][C]46[/C][C]114.81[/C][C]114.612018004638[/C][C]0.197981995361729[/C][/ROW]
[ROW][C]47[/C][C]114.81[/C][C]114.695261681176[/C][C]0.114738318824422[/C][/ROW]
[ROW][C]48[/C][C]114.81[/C][C]114.73288895691[/C][C]0.0771110430901985[/C][/ROW]
[ROW][C]49[/C][C]114.81[/C][C]114.934245802414[/C][C]-0.124245802414293[/C][/ROW]
[ROW][C]50[/C][C]114.81[/C][C]114.870516812048[/C][C]-0.0605168120479789[/C][/ROW]
[ROW][C]51[/C][C]114.81[/C][C]114.685753914005[/C][C]0.124246085994812[/C][/ROW]
[ROW][C]52[/C][C]114.81[/C][C]114.522996598804[/C][C]0.2870034011965[/C][/ROW]
[ROW][C]53[/C][C]115.57[/C][C]117.535948395256[/C][C]-1.96594839525608[/C][/ROW]
[ROW][C]54[/C][C]115.57[/C][C]116.779914237908[/C][C]-1.20991423790842[/C][/ROW]
[ROW][C]55[/C][C]115.57[/C][C]116.123682633348[/C][C]-0.553682633347677[/C][/ROW]
[ROW][C]56[/C][C]115.57[/C][C]115.58315789403[/C][C]-0.0131578940297175[/C][/ROW]
[ROW][C]57[/C][C]115.57[/C][C]115.249151556536[/C][C]0.320848443464271[/C][/ROW]
[ROW][C]58[/C][C]115.57[/C][C]115.119715571734[/C][C]0.450284428265917[/C][/ROW]
[ROW][C]59[/C][C]115.57[/C][C]115.121704133647[/C][C]0.44829586635295[/C][/ROW]
[ROW][C]60[/C][C]115.57[/C][C]115.1659836766[/C][C]0.404016323399844[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=160787&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=160787&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
13104.2102.5697382478631.63026175213678
14104.2103.4756362930440.724363706956055
15104.2103.9469209629780.253079037021635
16104.2104.1834903185290.0165096814707653
17108.1108.194549448364-0.0945494483636935
18109.2109.339568552505-0.139568552504713
19109.2108.3170228232650.882977176734542
20109.2109.206304335141-0.00630433514088224
21109.2109.619026633149-0.419026633148903
22109.2109.781620508043-0.581620508043287
23109.2109.727940673636-0.527940673636394
24109.2109.531681771492-0.331681771492171
25109.2110.129007904518-0.929007904518315
26109.2109.163580610190.036419389810419
27109.2108.9194981777170.280501822282844
28109.2108.9346644574140.265335542586286
29112.1112.918485816654-0.818485816654132
30112.1113.495759460983-1.39575946098275
31112.1112.0290812763040.0709187236960815
32112.1111.7672761037530.332723896247259
33112.1111.8902030575890.209796942411415
34112.1112.0781232846970.0218767153027528
35112.1112.17868439871-0.0786843987103794
36112.1112.15158908571-0.0515890857103045
37112.1112.478298246198-0.378298246197687
38112.1112.151518900462-0.0515189004619288
39112.1111.8628963700390.237103629960686
40112.1111.7339023098920.366097690108219
41114.81115.161259921563-0.351259921562828
42114.81115.646127834556-0.836127834555981
43114.81115.125080720308-0.315080720307549
44114.81114.7159723861210.0940276138788789
45114.81114.575105993640.234894006360051
46114.81114.6120180046380.197981995361729
47114.81114.6952616811760.114738318824422
48114.81114.732888956910.0771110430901985
49114.81114.934245802414-0.124245802414293
50114.81114.870516812048-0.0605168120479789
51114.81114.6857539140050.124246085994812
52114.81114.5229965988040.2870034011965
53115.57117.535948395256-1.96594839525608
54115.57116.779914237908-1.20991423790842
55115.57116.123682633348-0.553682633347677
56115.57115.58315789403-0.0131578940297175
57115.57115.2491515565360.320848443464271
58115.57115.1197155717340.450284428265917
59115.57115.1217041336470.44829586635295
60115.57115.16598367660.404016323399844







Extrapolation Forecasts of Exponential Smoothing
tForecast95% Lower Bound95% Upper Bound
61115.317109426998114.160984004392116.473234849605
62115.226450185634113.875215144576116.577685226691
63115.04108001293113.48093480217116.60122522369
64114.759924260726112.978290101218116.541558420234
65116.425026261005114.41026046983118.439792052181
66117.062145477203114.80334506954119.320945884866
67117.432108733386114.918971649675119.945245817097
68117.551202602507114.773926812997120.328478392018
69117.492385343173114.441593451191120.543177235154
70117.341942468421114.008623922111120.675261014731
71117.161231977748113.536697751385120.785766204111
72116.973034795869113.048881115519120.897188476218

\begin{tabular}{lllllllll}
\hline
Extrapolation Forecasts of Exponential Smoothing \tabularnewline
t & Forecast & 95% Lower Bound & 95% Upper Bound \tabularnewline
61 & 115.317109426998 & 114.160984004392 & 116.473234849605 \tabularnewline
62 & 115.226450185634 & 113.875215144576 & 116.577685226691 \tabularnewline
63 & 115.04108001293 & 113.48093480217 & 116.60122522369 \tabularnewline
64 & 114.759924260726 & 112.978290101218 & 116.541558420234 \tabularnewline
65 & 116.425026261005 & 114.41026046983 & 118.439792052181 \tabularnewline
66 & 117.062145477203 & 114.80334506954 & 119.320945884866 \tabularnewline
67 & 117.432108733386 & 114.918971649675 & 119.945245817097 \tabularnewline
68 & 117.551202602507 & 114.773926812997 & 120.328478392018 \tabularnewline
69 & 117.492385343173 & 114.441593451191 & 120.543177235154 \tabularnewline
70 & 117.341942468421 & 114.008623922111 & 120.675261014731 \tabularnewline
71 & 117.161231977748 & 113.536697751385 & 120.785766204111 \tabularnewline
72 & 116.973034795869 & 113.048881115519 & 120.897188476218 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=160787&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]115.317109426998[/C][C]114.160984004392[/C][C]116.473234849605[/C][/ROW]
[ROW][C]62[/C][C]115.226450185634[/C][C]113.875215144576[/C][C]116.577685226691[/C][/ROW]
[ROW][C]63[/C][C]115.04108001293[/C][C]113.48093480217[/C][C]116.60122522369[/C][/ROW]
[ROW][C]64[/C][C]114.759924260726[/C][C]112.978290101218[/C][C]116.541558420234[/C][/ROW]
[ROW][C]65[/C][C]116.425026261005[/C][C]114.41026046983[/C][C]118.439792052181[/C][/ROW]
[ROW][C]66[/C][C]117.062145477203[/C][C]114.80334506954[/C][C]119.320945884866[/C][/ROW]
[ROW][C]67[/C][C]117.432108733386[/C][C]114.918971649675[/C][C]119.945245817097[/C][/ROW]
[ROW][C]68[/C][C]117.551202602507[/C][C]114.773926812997[/C][C]120.328478392018[/C][/ROW]
[ROW][C]69[/C][C]117.492385343173[/C][C]114.441593451191[/C][C]120.543177235154[/C][/ROW]
[ROW][C]70[/C][C]117.341942468421[/C][C]114.008623922111[/C][C]120.675261014731[/C][/ROW]
[ROW][C]71[/C][C]117.161231977748[/C][C]113.536697751385[/C][C]120.785766204111[/C][/ROW]
[ROW][C]72[/C][C]116.973034795869[/C][C]113.048881115519[/C][C]120.897188476218[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=160787&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=160787&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
61115.317109426998114.160984004392116.473234849605
62115.226450185634113.875215144576116.577685226691
63115.04108001293113.48093480217116.60122522369
64114.759924260726112.978290101218116.541558420234
65116.425026261005114.41026046983118.439792052181
66117.062145477203114.80334506954119.320945884866
67117.432108733386114.918971649675119.945245817097
68117.551202602507114.773926812997120.328478392018
69117.492385343173114.441593451191120.543177235154
70117.341942468421114.008623922111120.675261014731
71117.161231977748113.536697751385120.785766204111
72116.973034795869113.048881115519120.897188476218



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')