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Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_exponentialsmoothing.wasp
Title produced by softwareExponential Smoothing
Date of computationMon, 20 Dec 2010 15:53:16 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/20/t1292860288zq5cymrrzsh7ue8.htm/, Retrieved Fri, 03 May 2024 16:04:22 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=113001, Retrieved Fri, 03 May 2024 16:04:22 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact140
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]
- RMPD  [Exponential Smoothing] [smoothing] [2010-12-07 13:27:21] [8b7e5d4d87654725a776c7f35eb4752f]
- R  D      [Exponential Smoothing] [] [2010-12-20 15:53:16] [a3cd012a7211edfe9ed4466e21aef6a6] [Current]
-    D        [Exponential Smoothing] [] [2010-12-22 13:04:52] [126c9e58bb659a0bfb4675d843c2c69e]
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Dataseries X:
41.85
41.75
41.75
41.75
41.58
41.61
41.42
41.37
41.37
41.33
41.37
41.34
41.33
41.29
41.29
41.27
41.04
40.90
40.89
40.72
40.72
40.58
40.24
40.07
40.12
40.10
40.10
40.08
40.06
39.99
40.05
39.66
39.66
39.67
39.56
39.64
39.73
39.70
39.70
39.68
39.76
40.00
39.96
40.01
40.01
40.01
40.00
39.91
39.86
39.79
39.79
39.80
39.64
39.55
39.36
39.28




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 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 & 3 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113001&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]3 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=113001&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113001&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 time3 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Estimated Parameters of Exponential Smoothing
ParameterValue
alpha1
beta0
gamma0.194972412796345

\begin{tabular}{lllllllll}
\hline
Estimated Parameters of Exponential Smoothing \tabularnewline
Parameter & Value \tabularnewline
alpha & 1 \tabularnewline
beta & 0 \tabularnewline
gamma & 0.194972412796345 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113001&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]1[/C][/ROW]
[ROW][C]beta[/C][C]0[/C][/ROW]
[ROW][C]gamma[/C][C]0.194972412796345[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113001&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113001&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
alpha1
beta0
gamma0.194972412796345







Interpolation Forecasts of Exponential Smoothing
tObservedFittedResiduals
1341.3341.6101522435898-0.280152243589754
1441.2941.28667686480190.0033231351981442
1541.2941.2916768648019-0.00167686480186546
1641.2741.2758435314685-0.00584353146854255
1741.0441.0658435314685-0.0258435314685244
1840.940.9475101981352-0.0475101981352068
1940.8940.76292686480190.127073135198138
2040.7240.8283435314685-0.108343531468527
2140.7240.70584353146850.0141564685314677
2240.5840.6666768648019-0.0866768648018663
2340.2440.6100101981352-0.370010198135191
2440.0740.2095935314685-0.139593531468542
2540.1240.05917686480190.0608231351981345
2640.140.07667686480190.0233231351981473
2740.140.1016768648019-0.00167686480186546
2840.0840.0858435314685-0.00584353146854966
2940.0639.87584353146850.184156468531484
3039.9939.96751019813520.0224898018647934
3140.0539.85292686480190.197073135198131
3239.6639.9883435314685-0.328343531468526
3339.6639.64584353146850.0141564685314677
3439.6739.60667686480190.0633231351981394
3539.5639.7000101981352-0.140010198135194
3639.6439.52959353146850.110406468531458
3739.7339.62917686480190.100823135198134
3839.739.68667686480190.0133231351981493
3939.739.7016768648019-0.00167686480186546
4039.6839.6858435314685-0.00584353146854966
4139.7639.47584353146850.284156468531478
424039.66751019813520.332489801864796
4339.9639.86292686480190.097073135198137
4440.0139.89834353146850.111656468531471
4540.0139.99584353146850.0141564685314677
4640.0139.95667686480190.0533231351981343
474040.0400101981352-0.0400101981351924
4839.9139.9695935314685-0.0595935314685434
4939.8639.8991768648019-0.0391768648018598
5039.7939.8166768648019-0.0266768648018569
5139.7939.7916768648019-0.00167686480186546
5239.839.77584353146850.0241564685314515
5339.6439.59584353146850.044156468531483
5439.5539.54751019813520.00248980186479031
5539.3639.4129268648019-0.0529268648018615
5639.2839.2983435314685-0.0183435314685241

\begin{tabular}{lllllllll}
\hline
Interpolation Forecasts of Exponential Smoothing \tabularnewline
t & Observed & Fitted & Residuals \tabularnewline
13 & 41.33 & 41.6101522435898 & -0.280152243589754 \tabularnewline
14 & 41.29 & 41.2866768648019 & 0.0033231351981442 \tabularnewline
15 & 41.29 & 41.2916768648019 & -0.00167686480186546 \tabularnewline
16 & 41.27 & 41.2758435314685 & -0.00584353146854255 \tabularnewline
17 & 41.04 & 41.0658435314685 & -0.0258435314685244 \tabularnewline
18 & 40.9 & 40.9475101981352 & -0.0475101981352068 \tabularnewline
19 & 40.89 & 40.7629268648019 & 0.127073135198138 \tabularnewline
20 & 40.72 & 40.8283435314685 & -0.108343531468527 \tabularnewline
21 & 40.72 & 40.7058435314685 & 0.0141564685314677 \tabularnewline
22 & 40.58 & 40.6666768648019 & -0.0866768648018663 \tabularnewline
23 & 40.24 & 40.6100101981352 & -0.370010198135191 \tabularnewline
24 & 40.07 & 40.2095935314685 & -0.139593531468542 \tabularnewline
25 & 40.12 & 40.0591768648019 & 0.0608231351981345 \tabularnewline
26 & 40.1 & 40.0766768648019 & 0.0233231351981473 \tabularnewline
27 & 40.1 & 40.1016768648019 & -0.00167686480186546 \tabularnewline
28 & 40.08 & 40.0858435314685 & -0.00584353146854966 \tabularnewline
29 & 40.06 & 39.8758435314685 & 0.184156468531484 \tabularnewline
30 & 39.99 & 39.9675101981352 & 0.0224898018647934 \tabularnewline
31 & 40.05 & 39.8529268648019 & 0.197073135198131 \tabularnewline
32 & 39.66 & 39.9883435314685 & -0.328343531468526 \tabularnewline
33 & 39.66 & 39.6458435314685 & 0.0141564685314677 \tabularnewline
34 & 39.67 & 39.6066768648019 & 0.0633231351981394 \tabularnewline
35 & 39.56 & 39.7000101981352 & -0.140010198135194 \tabularnewline
36 & 39.64 & 39.5295935314685 & 0.110406468531458 \tabularnewline
37 & 39.73 & 39.6291768648019 & 0.100823135198134 \tabularnewline
38 & 39.7 & 39.6866768648019 & 0.0133231351981493 \tabularnewline
39 & 39.7 & 39.7016768648019 & -0.00167686480186546 \tabularnewline
40 & 39.68 & 39.6858435314685 & -0.00584353146854966 \tabularnewline
41 & 39.76 & 39.4758435314685 & 0.284156468531478 \tabularnewline
42 & 40 & 39.6675101981352 & 0.332489801864796 \tabularnewline
43 & 39.96 & 39.8629268648019 & 0.097073135198137 \tabularnewline
44 & 40.01 & 39.8983435314685 & 0.111656468531471 \tabularnewline
45 & 40.01 & 39.9958435314685 & 0.0141564685314677 \tabularnewline
46 & 40.01 & 39.9566768648019 & 0.0533231351981343 \tabularnewline
47 & 40 & 40.0400101981352 & -0.0400101981351924 \tabularnewline
48 & 39.91 & 39.9695935314685 & -0.0595935314685434 \tabularnewline
49 & 39.86 & 39.8991768648019 & -0.0391768648018598 \tabularnewline
50 & 39.79 & 39.8166768648019 & -0.0266768648018569 \tabularnewline
51 & 39.79 & 39.7916768648019 & -0.00167686480186546 \tabularnewline
52 & 39.8 & 39.7758435314685 & 0.0241564685314515 \tabularnewline
53 & 39.64 & 39.5958435314685 & 0.044156468531483 \tabularnewline
54 & 39.55 & 39.5475101981352 & 0.00248980186479031 \tabularnewline
55 & 39.36 & 39.4129268648019 & -0.0529268648018615 \tabularnewline
56 & 39.28 & 39.2983435314685 & -0.0183435314685241 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113001&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]41.33[/C][C]41.6101522435898[/C][C]-0.280152243589754[/C][/ROW]
[ROW][C]14[/C][C]41.29[/C][C]41.2866768648019[/C][C]0.0033231351981442[/C][/ROW]
[ROW][C]15[/C][C]41.29[/C][C]41.2916768648019[/C][C]-0.00167686480186546[/C][/ROW]
[ROW][C]16[/C][C]41.27[/C][C]41.2758435314685[/C][C]-0.00584353146854255[/C][/ROW]
[ROW][C]17[/C][C]41.04[/C][C]41.0658435314685[/C][C]-0.0258435314685244[/C][/ROW]
[ROW][C]18[/C][C]40.9[/C][C]40.9475101981352[/C][C]-0.0475101981352068[/C][/ROW]
[ROW][C]19[/C][C]40.89[/C][C]40.7629268648019[/C][C]0.127073135198138[/C][/ROW]
[ROW][C]20[/C][C]40.72[/C][C]40.8283435314685[/C][C]-0.108343531468527[/C][/ROW]
[ROW][C]21[/C][C]40.72[/C][C]40.7058435314685[/C][C]0.0141564685314677[/C][/ROW]
[ROW][C]22[/C][C]40.58[/C][C]40.6666768648019[/C][C]-0.0866768648018663[/C][/ROW]
[ROW][C]23[/C][C]40.24[/C][C]40.6100101981352[/C][C]-0.370010198135191[/C][/ROW]
[ROW][C]24[/C][C]40.07[/C][C]40.2095935314685[/C][C]-0.139593531468542[/C][/ROW]
[ROW][C]25[/C][C]40.12[/C][C]40.0591768648019[/C][C]0.0608231351981345[/C][/ROW]
[ROW][C]26[/C][C]40.1[/C][C]40.0766768648019[/C][C]0.0233231351981473[/C][/ROW]
[ROW][C]27[/C][C]40.1[/C][C]40.1016768648019[/C][C]-0.00167686480186546[/C][/ROW]
[ROW][C]28[/C][C]40.08[/C][C]40.0858435314685[/C][C]-0.00584353146854966[/C][/ROW]
[ROW][C]29[/C][C]40.06[/C][C]39.8758435314685[/C][C]0.184156468531484[/C][/ROW]
[ROW][C]30[/C][C]39.99[/C][C]39.9675101981352[/C][C]0.0224898018647934[/C][/ROW]
[ROW][C]31[/C][C]40.05[/C][C]39.8529268648019[/C][C]0.197073135198131[/C][/ROW]
[ROW][C]32[/C][C]39.66[/C][C]39.9883435314685[/C][C]-0.328343531468526[/C][/ROW]
[ROW][C]33[/C][C]39.66[/C][C]39.6458435314685[/C][C]0.0141564685314677[/C][/ROW]
[ROW][C]34[/C][C]39.67[/C][C]39.6066768648019[/C][C]0.0633231351981394[/C][/ROW]
[ROW][C]35[/C][C]39.56[/C][C]39.7000101981352[/C][C]-0.140010198135194[/C][/ROW]
[ROW][C]36[/C][C]39.64[/C][C]39.5295935314685[/C][C]0.110406468531458[/C][/ROW]
[ROW][C]37[/C][C]39.73[/C][C]39.6291768648019[/C][C]0.100823135198134[/C][/ROW]
[ROW][C]38[/C][C]39.7[/C][C]39.6866768648019[/C][C]0.0133231351981493[/C][/ROW]
[ROW][C]39[/C][C]39.7[/C][C]39.7016768648019[/C][C]-0.00167686480186546[/C][/ROW]
[ROW][C]40[/C][C]39.68[/C][C]39.6858435314685[/C][C]-0.00584353146854966[/C][/ROW]
[ROW][C]41[/C][C]39.76[/C][C]39.4758435314685[/C][C]0.284156468531478[/C][/ROW]
[ROW][C]42[/C][C]40[/C][C]39.6675101981352[/C][C]0.332489801864796[/C][/ROW]
[ROW][C]43[/C][C]39.96[/C][C]39.8629268648019[/C][C]0.097073135198137[/C][/ROW]
[ROW][C]44[/C][C]40.01[/C][C]39.8983435314685[/C][C]0.111656468531471[/C][/ROW]
[ROW][C]45[/C][C]40.01[/C][C]39.9958435314685[/C][C]0.0141564685314677[/C][/ROW]
[ROW][C]46[/C][C]40.01[/C][C]39.9566768648019[/C][C]0.0533231351981343[/C][/ROW]
[ROW][C]47[/C][C]40[/C][C]40.0400101981352[/C][C]-0.0400101981351924[/C][/ROW]
[ROW][C]48[/C][C]39.91[/C][C]39.9695935314685[/C][C]-0.0595935314685434[/C][/ROW]
[ROW][C]49[/C][C]39.86[/C][C]39.8991768648019[/C][C]-0.0391768648018598[/C][/ROW]
[ROW][C]50[/C][C]39.79[/C][C]39.8166768648019[/C][C]-0.0266768648018569[/C][/ROW]
[ROW][C]51[/C][C]39.79[/C][C]39.7916768648019[/C][C]-0.00167686480186546[/C][/ROW]
[ROW][C]52[/C][C]39.8[/C][C]39.7758435314685[/C][C]0.0241564685314515[/C][/ROW]
[ROW][C]53[/C][C]39.64[/C][C]39.5958435314685[/C][C]0.044156468531483[/C][/ROW]
[ROW][C]54[/C][C]39.55[/C][C]39.5475101981352[/C][C]0.00248980186479031[/C][/ROW]
[ROW][C]55[/C][C]39.36[/C][C]39.4129268648019[/C][C]-0.0529268648018615[/C][/ROW]
[ROW][C]56[/C][C]39.28[/C][C]39.2983435314685[/C][C]-0.0183435314685241[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113001&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113001&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
1341.3341.6101522435898-0.280152243589754
1441.2941.28667686480190.0033231351981442
1541.2941.2916768648019-0.00167686480186546
1641.2741.2758435314685-0.00584353146854255
1741.0441.0658435314685-0.0258435314685244
1840.940.9475101981352-0.0475101981352068
1940.8940.76292686480190.127073135198138
2040.7240.8283435314685-0.108343531468527
2140.7240.70584353146850.0141564685314677
2240.5840.6666768648019-0.0866768648018663
2340.2440.6100101981352-0.370010198135191
2440.0740.2095935314685-0.139593531468542
2540.1240.05917686480190.0608231351981345
2640.140.07667686480190.0233231351981473
2740.140.1016768648019-0.00167686480186546
2840.0840.0858435314685-0.00584353146854966
2940.0639.87584353146850.184156468531484
3039.9939.96751019813520.0224898018647934
3140.0539.85292686480190.197073135198131
3239.6639.9883435314685-0.328343531468526
3339.6639.64584353146850.0141564685314677
3439.6739.60667686480190.0633231351981394
3539.5639.7000101981352-0.140010198135194
3639.6439.52959353146850.110406468531458
3739.7339.62917686480190.100823135198134
3839.739.68667686480190.0133231351981493
3939.739.7016768648019-0.00167686480186546
4039.6839.6858435314685-0.00584353146854966
4139.7639.47584353146850.284156468531478
424039.66751019813520.332489801864796
4339.9639.86292686480190.097073135198137
4440.0139.89834353146850.111656468531471
4540.0139.99584353146850.0141564685314677
4640.0139.95667686480190.0533231351981343
474040.0400101981352-0.0400101981351924
4839.9139.9695935314685-0.0595935314685434
4939.8639.8991768648019-0.0391768648018598
5039.7939.8166768648019-0.0266768648018569
5139.7939.7916768648019-0.00167686480186546
5239.839.77584353146850.0241564685314515
5339.6439.59584353146850.044156468531483
5439.5539.54751019813520.00248980186479031
5539.3639.4129268648019-0.0529268648018615
5639.2839.2983435314685-0.0183435314685241







Extrapolation Forecasts of Exponential Smoothing
tForecast95% Lower Bound95% Upper Bound
5739.265843531468539.009735031895139.521952031042
5839.212520396270438.850328282734639.5747125098062
5939.242530594405638.798937660894139.6861235279171
6039.212124125874138.699907126727239.7243411250211
6139.20130099067638.628624976014239.7739770053378
6239.157977855477838.53064271273339.7853129982227
6339.159654720279738.482055321758439.837254118801
6439.145498251748338.421114024676639.8698824788199
6538.941341783216838.173016284496339.7096672819372
6638.84885198135238.038965794571539.6587381681324
6738.711778846153837.862363047447739.56119464486
6838.650122377622437.762936510599439.5373082446454

\begin{tabular}{lllllllll}
\hline
Extrapolation Forecasts of Exponential Smoothing \tabularnewline
t & Forecast & 95% Lower Bound & 95% Upper Bound \tabularnewline
57 & 39.2658435314685 & 39.0097350318951 & 39.521952031042 \tabularnewline
58 & 39.2125203962704 & 38.8503282827346 & 39.5747125098062 \tabularnewline
59 & 39.2425305944056 & 38.7989376608941 & 39.6861235279171 \tabularnewline
60 & 39.2121241258741 & 38.6999071267272 & 39.7243411250211 \tabularnewline
61 & 39.201300990676 & 38.6286249760142 & 39.7739770053378 \tabularnewline
62 & 39.1579778554778 & 38.530642712733 & 39.7853129982227 \tabularnewline
63 & 39.1596547202797 & 38.4820553217584 & 39.837254118801 \tabularnewline
64 & 39.1454982517483 & 38.4211140246766 & 39.8698824788199 \tabularnewline
65 & 38.9413417832168 & 38.1730162844963 & 39.7096672819372 \tabularnewline
66 & 38.848851981352 & 38.0389657945715 & 39.6587381681324 \tabularnewline
67 & 38.7117788461538 & 37.8623630474477 & 39.56119464486 \tabularnewline
68 & 38.6501223776224 & 37.7629365105994 & 39.5373082446454 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113001&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]57[/C][C]39.2658435314685[/C][C]39.0097350318951[/C][C]39.521952031042[/C][/ROW]
[ROW][C]58[/C][C]39.2125203962704[/C][C]38.8503282827346[/C][C]39.5747125098062[/C][/ROW]
[ROW][C]59[/C][C]39.2425305944056[/C][C]38.7989376608941[/C][C]39.6861235279171[/C][/ROW]
[ROW][C]60[/C][C]39.2121241258741[/C][C]38.6999071267272[/C][C]39.7243411250211[/C][/ROW]
[ROW][C]61[/C][C]39.201300990676[/C][C]38.6286249760142[/C][C]39.7739770053378[/C][/ROW]
[ROW][C]62[/C][C]39.1579778554778[/C][C]38.530642712733[/C][C]39.7853129982227[/C][/ROW]
[ROW][C]63[/C][C]39.1596547202797[/C][C]38.4820553217584[/C][C]39.837254118801[/C][/ROW]
[ROW][C]64[/C][C]39.1454982517483[/C][C]38.4211140246766[/C][C]39.8698824788199[/C][/ROW]
[ROW][C]65[/C][C]38.9413417832168[/C][C]38.1730162844963[/C][C]39.7096672819372[/C][/ROW]
[ROW][C]66[/C][C]38.848851981352[/C][C]38.0389657945715[/C][C]39.6587381681324[/C][/ROW]
[ROW][C]67[/C][C]38.7117788461538[/C][C]37.8623630474477[/C][C]39.56119464486[/C][/ROW]
[ROW][C]68[/C][C]38.6501223776224[/C][C]37.7629365105994[/C][C]39.5373082446454[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113001&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113001&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
5739.265843531468539.009735031895139.521952031042
5839.212520396270438.850328282734639.5747125098062
5939.242530594405638.798937660894139.6861235279171
6039.212124125874138.699907126727239.7243411250211
6139.20130099067638.628624976014239.7739770053378
6239.157977855477838.53064271273339.7853129982227
6339.159654720279738.482055321758439.837254118801
6439.145498251748338.421114024676639.8698824788199
6538.941341783216838.173016284496339.7096672819372
6638.84885198135238.038965794571539.6587381681324
6738.711778846153837.862363047447739.56119464486
6838.650122377622437.762936510599439.5373082446454



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')