Exponentional smoothing - Niels Braspennincx - gemiddelde prijs badpak

R Software Module: rwasp_exponentialsmoothing.wasp (opens new window with default values)

Title produced by software: Exponential Smoothing

Date of computation: Sun, 01 Jun 2008 16:16:05 -0600

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2008/Jun/02/t1212358721hv74rhptbcfun7z.htm/, Retrieved Sun, 01 Jun 2008 22:18:41 +0000

IsPrivate?

No (this computation is public)

User-defined keywords:

Dataseries X:

» Textbox « » Textfile « » CSV «

38 38 37.93 38 38.02 38.02 38.02 37.96 37.96 37.99 38 38 38 38.01 38.06 38.02 38.05 38.05 38.05 38.05 38.03 37.98 38.03 38.04 38.04 38.08 38.14 38.37 38.49 38.55 38.55 38.55 38.48 38.51 38.48 38.48 38.48 38.43 38.43 38.45 38.48 38.47 38.47 38.42 38.55 38.56 38.57 38.57 38.57 38.57 38.62 38.73 38.74 38.68 38.69 38.69 38.61 38.77 38.78 38.81 38.81 38.81 38.76 38.93 38.95 38.97 38.97 38.96 38.92 38.95 38.95 38.97 38.97 39.05 39.08 38.83 38.86 38.87 38.87 38.75 38.86 38.93 38.96 38.95

Text written by user:

Output produced by software:

Summary of computational transaction Raw Input view raw input (R code) Raw Output view raw output of R engine Computing time 7 seconds R Server 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 Estimated Parameters of Exponential Smoothing Parameter Value alpha 0.884706953444154 beta 0.000885825202857165 gamma 1 Interpolation Forecasts of Exponential Smoothing t Observed Fitted Residuals 13 38 37.9245779519882 0.0754220480117596 14 38.01 38.0110634371662 -0.00106343716615243 15 38.06 38.068224964845 -0.00822496484497037 16 38.02 38.0332000276638 -0.0132000276637854 17 38.05 38.0654425985015 -0.0154425985015507 18 38.05 38.0636022037336 -0.0136022037335835 19 38.05 38.06296146455 -0.0129614645499672 20 38.05 38.0616255952028 -0.0116255952028155 21 38.03 38.0397886581437 -0.00978865814371943 22 37.98 37.9779112823335 0.00208871766650987 23 38.03 38.0115692622348 0.0184307377652289 24 38.04 38.0134805088262 0.0265194911737865 25 38.04 38.1424384294402 -0.102438429440205 26 38.08 38.0626354318814 0.0173645681186230 27 38.14 38.1352542280963 0.00474577190367143 28 38.37 38.1109545832191 0.259045416780936 29 38.49 38.3841662392335 0.105833760766473 30 38.55 38.4900235972082 0.0599764027917615 31 38.55 38.554789615662 -0.00478961566201974 32 38.55 38.5610652628292 -0.0110652628291561 33 38.48 38.5398792752465 -0.0598792752464945 34 38.51 38.4345036780709 0.0754963219291014 35 38.48 38.5355548555002 -0.0555548555001764 36 38.48 38.4728500446642 0.00714995533583362 37 38.48 38.5708833039678 -0.0908833039678143 38 38.43 38.5154740248018 -0.0854740248018473 39 38.43 38.4962049699704 -0.0662049699704284 40 38.45 38.4382704796058 0.0117295203941552 41 38.48 38.4749204226006 0.00507957739936415 42 38.47 38.4861773923873 -0.0161773923872914 43 38.47 38.475896572199 -0.0058965721990063 44 38.42 38.4802511697104 -0.0602511697103694 45 38.55 38.4097479357453 0.140252064254703 46 38.56 38.4968404145661 0.0631595854338656 47 38.57 38.571744730148 -0.00174473014796206 48 38.57 38.5637481837680 0.00625181623195914 49 38.57 38.6497359684850 -0.0797359684849539 50 38.57 38.6047511460951 -0.0347511460951324 51 38.62 38.6327009240801 -0.0127009240801428 52 38.73 38.6310731336794 0.0989268663205962 53 38.74 38.7442556557951 -0.00425565579510589 54 38.68 38.7448043212823 -0.0648043212823097 55 38.69 38.6926690465156 -0.0026690465155923 56 38.69 38.6935744879177 -0.00357448791773862 57 38.61 38.69629763108 -0.0862976310800008 58 38.77 38.5738555448935 0.196144455106456 59 38.78 38.7589220319659 0.0210779680341133 60 38.81 38.7719555882744 0.0380444117255863 61 38.81 38.8765313869043 -0.0665313869042876 62 38.81 38.8485761276802 -0.0385761276802228 63 38.76 38.8760369313363 -0.116036931336268 64 38.93 38.7958395307552 0.134160469244833 65 38.95 38.9282974367932 0.0217025632068300 66 38.97 38.9447515077507 0.0252484922492684 67 38.97 38.979528552073 -0.00952855207298597 68 38.96 38.9742673335675 -0.0142673335675028 69 38.92 38.9579263006439 -0.0379263006438535 70 38.95 38.9106305649485 0.0393694350514977 71 38.95 38.9367030277598 0.0132969722402194 72 38.97 38.9447158318443 0.0252841681556717 73 38.97 39.0260932016555 -0.0560932016554787 74 39.05 39.0106638810604 0.0393361189396302 75 39.08 39.09836780082 -0.018367800820009 76 38.83 39.1338081875414 -0.303808187541421 77 38.86 38.865632876974 -0.0056328769739693 78 38.87 38.8581124992192 0.0118875007808086 79 38.87 38.8768283415147 -0.00682834151466949 80 38.75 38.8731948752486 -0.123194875248643 81 38.86 38.7575298948335 0.102470105166503 82 38.93 38.8431671784028 0.0868328215972411 83 38.96 38.9080616628186 0.0519383371814257 84 38.95 38.9514864471542 -0.00148644715422108 Extrapolation Forecasts of Exponential Smoothing t Forecast 95% Lower Bound 95% Upper Bound 85 38.9995974910554 38.8513113128462 39.1478836692645 86 39.0446853645329 38.8465518012755 39.2428189277904 87 39.0907691990618 38.8528948146844 39.3286435834393 88 39.1091624201676 38.8373234865306 39.3810013538047 89 39.1443830134385 38.8422208152678 39.4465452116093 90 39.1438501879932 38.8143078219297 39.4733925540567 91 39.1499166137263 38.7950273158838 39.5048059115688 92 39.1387744937712 38.7603422794291 39.5172067081133 93 39.1583267375353 38.7574521805277 39.5592012945428 94 39.1514282242753 38.7295111203404 39.5733453282101 95 39.1353362289596 38.6934566258026 39.5772158321166 96 39.1265448268803 29.0738705286303 49.1792191251302

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Jun/02/t1212358721hv74rhptbcfun7z/1ct391212358555.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Jun/02/t1212358721hv74rhptbcfun7z/1ct391212358555.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Jun/02/t1212358721hv74rhptbcfun7z/2p4uh1212358555.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Jun/02/t1212358721hv74rhptbcfun7z/2p4uh1212358555.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Jun/02/t1212358721hv74rhptbcfun7z/3dnza1212358555.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Jun/02/t1212358721hv74rhptbcfun7z/3dnza1212358555.ps (open in new window)

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=0, beta=0) if (par2 == 'Double') fit <- HoltWinters(x, gamma=0) 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

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.

FreeStatistics.org is powered by