aantal bezoekers aan Hawai

*Unverified author*

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

Title produced by software: Exponential Smoothing

Date of computation: Sun, 24 Jan 2010 07:22:10 -0700

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Jan/24/t1264343040sd44hnhdv00vx5g.htm/, Retrieved Sun, 24 Jan 2010 15:24:04 +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/Jan/24/t1264343040sd44hnhdv00vx5g.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:

KDGP2W62

Dataseries X:

» Textbox « » Textfile « » CSV «

6715 7703 9856 8326 9269 7035 10342 11682 10304 11385 9777 8882 7897 6930 9545 9110 7459 7320 10017 12307 11072 10749 9589 9080 7384 8062 8511 8684 8306 7643 10577 13747 11783 11611 9946 8693 7303 7609 9423 8584 7586 6843 11811 13414 12103 11501 8213 7982 7687 7180 7862 8043 8340 6692 10065 12684 11587 9843 8110 7940 6475 6121 9669 7778 7826 7403 10741 14023 11519 10236 8075 8157

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 1 seconds R Server 'Gwilym Jenkins' @ 72.249.127.135 Estimated Parameters of Exponential Smoothing Parameter Value alpha 0.105565855420786 beta 0 gamma 0.649886178771197 Interpolation Forecasts of Exponential Smoothing t Observed Fitted Residuals 13 7897 8049.3170405983 -152.317040598293 14 6930 7046.48421109652 -116.48421109652 15 9545 9583.89243822658 -38.8924382265832 16 9110 9132.03337389994 -22.0333738999434 17 7459 7505.78738445388 -46.7873844538753 18 7320 7354.17821670858 -34.1782167085821 19 10017 10291.0668132091 -274.066813209136 20 12307 11577.8396981477 729.160301852255 21 11072 10314.7274450025 757.272554997526 22 10749 11448.7078859083 -699.70788590829 23 9589 9802.33927357186 -213.339273571859 24 9080 8941.10624651321 138.893753486787 25 7384 7876.64309174713 -492.643091747132 26 8062 6858.71237258351 1203.28762741649 27 8511 9580.54601867563 -1069.54601867563 28 8684 9029.68497094595 -345.684970945955 29 8306 7354.8834029306 951.116597069407 30 7643 7315.94828454679 327.051715453214 31 10577 10151.5278912971 425.472108702919 32 13747 12095.3044480068 1651.69555199322 33 11783 10945.9215191251 837.078480874921 34 11611 11241.4125843075 369.587415692478 35 9946 9990.64158105826 -44.6415810582585 36 8693 9351.96342098732 -658.963420987318 37 7303 7836.17380841848 -533.173808418475 38 7609 7799.77569658483 -190.775696584833 39 9423 9053.29023083748 369.709769162524 40 8584 9075.13168247993 -491.131682479934 41 7586 8138.78122705509 -552.78122705509 42 6843 7578.32917164003 -735.329171640026 43 11811 10358.9674756746 1452.03252432537 44 13414 13123.8934001608 290.106599839155 45 12103 11357.2522413304 745.747758669617 46 11501 11371.3585127622 129.641487237841 47 8213 9854.47422021005 -1641.47422021005 48 7982 8690.13181891705 -708.131818917054 49 7687 7242.27073720966 444.729262790337 50 7180 7508.13510703508 -328.135107035082 51 7862 9072.94838683614 -1210.94838683614 52 8043 8427.53605476578 -384.536054765782 53 8340 7466.60278675041 873.397213249588 54 6692 6950.59493824193 -258.594938241931 55 10065 11053.0305555986 -988.030555598592 56 12684 12884.9643811143 -200.964381114252 57 11587 11331.3381638754 255.6618361246 58 9843 10935.5776029209 -1092.57760292092 59 8110 8260.15388030792 -150.153880307920 60 7940 7795.77761992109 144.222380078911 61 6475 7108.0315756788 -633.031575678803 62 6121 6810.87029959265 -689.870299592649 63 9669 7824.33464820307 1844.66535179693 64 7778 7981.86807563744 -203.868075637438 65 7826 7771.21911597785 54.7808840221469 66 7403 6510.78849694748 892.211503052522 67 10741 10310.7033617456 430.296638254384 68 14023 12749.8702423344 1273.12975766564 69 11519 11617.2858987291 -98.285898729071 70 10236 10400.4553976088 -164.455397608761 71 8075 8370.82211703647 -295.822117036469 72 8157 8062.18341160016 94.8165883998354 Extrapolation Forecasts of Exponential Smoothing t Forecast 95% Lower Bound 95% Upper Bound 73 6917.41932142142 5530.46525490141 8304.37338794142 74 6654.04532961832 5259.38446307983 8048.70619615681 75 9213.6122943451 7811.28698163361 10615.9376070566 76 7985.6397396372 6575.69164389434 9395.58783538005 77 7946.85985550106 6529.32996773629 9364.38974326583 78 7167.42824106203 5742.35689803253 8592.49958409154 79 10604.6539833144 9172.08088474614 12037.2270818826 80 13488.3185941946 12048.2828193755 14928.3543690137 81 11424.1581932759 9976.69821704986 12871.6181695020 82 10179.2402951229 8724.39400331265 11634.0865869331 83 8090.60699158816 6628.41169587304 9552.8022873033 84 8040.26761940268 6570.76007167488 9509.77516713047

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Jan/24/t1264343040sd44hnhdv00vx5g/140mo1264342928.png (open in new window) http://www.freestatistics.org/blog/date/2010/Jan/24/t1264343040sd44hnhdv00vx5g/140mo1264342928.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Jan/24/t1264343040sd44hnhdv00vx5g/2i7oo1264342928.png (open in new window) http://www.freestatistics.org/blog/date/2010/Jan/24/t1264343040sd44hnhdv00vx5g/2i7oo1264342928.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Jan/24/t1264343040sd44hnhdv00vx5g/3f91s1264342928.png (open in new window) http://www.freestatistics.org/blog/date/2010/Jan/24/t1264343040sd44hnhdv00vx5g/3f91s1264342928.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')

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