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Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_exponentialsmoothing.wasp

Title produced by software

Exponential Smoothing

Date of computation

Fri, 10 Dec 2010 12:19:21 +0000

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/10/t12919834968u566lyhye8webq.htm/, Retrieved Mon, 29 Apr 2024 14:01:02 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=107600, Retrieved Mon, 29 Apr 2024 14:01:02 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

159

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [Exponential Smoothing] [Unemployment] [2010-11-30 13:37:23] [b98453cac15ba1066b407e146608df68]
- R         [Exponential Smoothing] [Worshop 5 ES] [2010-12-10 12:19:21] [a7b2a0c11f64eef3aa1d49ba29ffb331] [Current]

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	0 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=107600&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]0 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=107600&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=107600&T=0

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	0 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

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'#

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