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Author's title

Author*Unverified author*
R Software Modulerwasp_exponentialsmoothing.wasp
Title produced by softwareExponential Smoothing
Date of computationSun, 27 May 2012 08:00:29 -0400
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2012/May/27/t1338120055u534yqs1trxmp50.htm/, Retrieved Thu, 09 May 2024 00:01:55 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=167682, Retrieved Thu, 09 May 2024 00:01:55 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsKDGP2W102
Estimated Impact133
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Exponential Smoothing] [] [2012-05-27 12:00:29] [8c816eab22d9cf7f95700ac71a0ea328] [Current]
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Dataseries X:
4
4
4
4
4
4
4
4
4,06
4,07
4,07
4,07
4,07
4,07
4,3
4,44
4,52
4,52
4,52
4,53
4,53
4,53
4,53
4,53
4,53
4,53
4,53
4,61
4,63
4,63
4,63
4,63
4,63
4,63
4,63
4,63
4,63
4,63
4,66
4,7
4,72
4,73
4,73
4,74
4,74
4,74
4,76
4,88
4,88
4,88
4,88
4,89
4,97
4,97
4,97
4,97
4,97
4,97
4,97
4,97




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'AstonUniversity' @ aston.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 & 2 seconds \tabularnewline
R Server & 'AstonUniversity' @ aston.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=167682&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'AstonUniversity' @ aston.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=167682&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=167682&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 time2 seconds
R Server'AstonUniversity' @ aston.wessa.net







Estimated Parameters of Exponential Smoothing
ParameterValue
alpha0.627213828350914
beta0.0867300268830716
gamma1

\begin{tabular}{lllllllll}
\hline
Estimated Parameters of Exponential Smoothing \tabularnewline
Parameter & Value \tabularnewline
alpha & 0.627213828350914 \tabularnewline
beta & 0.0867300268830716 \tabularnewline
gamma & 1 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=167682&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]0.627213828350914[/C][/ROW]
[ROW][C]beta[/C][C]0.0867300268830716[/C][/ROW]
[ROW][C]gamma[/C][C]1[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=167682&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=167682&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
alpha0.627213828350914
beta0.0867300268830716
gamma1







Interpolation Forecasts of Exponential Smoothing
tObservedFittedResiduals
134.073.861789529914530.208210470085469
144.073.997233946810640.0727660531893628
154.34.283767433357810.0162325666421861
164.444.44864202562299-0.00864202562298999
174.524.53786148504937-0.0178614850493748
184.524.5403267381081-0.0203267381081007
194.524.438056677592250.081943322407752
204.534.5389727217484-0.00897272174839969
214.534.63279353189752-0.102793531897524
224.534.59676017533939-0.0667601753393905
234.534.5605291334399-0.0305291334398978
244.534.54202863659128-0.0120286365912756
254.534.61209555419047-0.0820955541904702
264.534.50522321950570.024776780494296
274.534.72823074201218-0.198230742012176
284.614.72530011737975-0.115300117379749
294.634.7143652838456-0.0843652838455968
304.634.64076175474174-0.0107617547417442
314.634.549698499294130.0803015007058736
324.634.582685864767770.0473141352322264
334.634.64689071573509-0.0168907157350944
344.634.6528977415892-0.0228977415892029
354.634.63479850787568-0.00479850787567759
364.634.617847297948180.0121527020518153
374.634.65679048396416-0.0267904839641622
384.634.607284659272340.0227153407276584
394.664.72859083559195-0.0685908355919453
404.74.8276654678635-0.127665467863503
414.724.80961226479785-0.0896122647978466
424.734.74897597894061-0.0189759789406114
434.734.675080775681150.0549192243188505
444.744.666843045560950.0731569544390513
454.744.711720247057260.0282797529427361
464.744.734674732330640.00532526766936137
474.764.733415040289990.0265849597100116
484.884.736564894222040.14343510577796
494.884.844572016334210.0354279836657856
504.884.857169417204270.0228305827957325
514.884.94914031941823-0.0691403194182332
524.895.03044833525241-0.140448335252407
534.975.02246811640765-0.0524681164076499
544.975.01738682966521-0.0473868296652151
554.974.957599001709330.0124009982906736
564.974.931559051652610.0384409483473851
574.974.938110828968340.0318891710316551
584.974.955146957645180.0148530423548241
594.974.96868171248070.00131828751929941
604.974.99906279115013-0.0290627911501282

\begin{tabular}{lllllllll}
\hline
Interpolation Forecasts of Exponential Smoothing \tabularnewline
t & Observed & Fitted & Residuals \tabularnewline
13 & 4.07 & 3.86178952991453 & 0.208210470085469 \tabularnewline
14 & 4.07 & 3.99723394681064 & 0.0727660531893628 \tabularnewline
15 & 4.3 & 4.28376743335781 & 0.0162325666421861 \tabularnewline
16 & 4.44 & 4.44864202562299 & -0.00864202562298999 \tabularnewline
17 & 4.52 & 4.53786148504937 & -0.0178614850493748 \tabularnewline
18 & 4.52 & 4.5403267381081 & -0.0203267381081007 \tabularnewline
19 & 4.52 & 4.43805667759225 & 0.081943322407752 \tabularnewline
20 & 4.53 & 4.5389727217484 & -0.00897272174839969 \tabularnewline
21 & 4.53 & 4.63279353189752 & -0.102793531897524 \tabularnewline
22 & 4.53 & 4.59676017533939 & -0.0667601753393905 \tabularnewline
23 & 4.53 & 4.5605291334399 & -0.0305291334398978 \tabularnewline
24 & 4.53 & 4.54202863659128 & -0.0120286365912756 \tabularnewline
25 & 4.53 & 4.61209555419047 & -0.0820955541904702 \tabularnewline
26 & 4.53 & 4.5052232195057 & 0.024776780494296 \tabularnewline
27 & 4.53 & 4.72823074201218 & -0.198230742012176 \tabularnewline
28 & 4.61 & 4.72530011737975 & -0.115300117379749 \tabularnewline
29 & 4.63 & 4.7143652838456 & -0.0843652838455968 \tabularnewline
30 & 4.63 & 4.64076175474174 & -0.0107617547417442 \tabularnewline
31 & 4.63 & 4.54969849929413 & 0.0803015007058736 \tabularnewline
32 & 4.63 & 4.58268586476777 & 0.0473141352322264 \tabularnewline
33 & 4.63 & 4.64689071573509 & -0.0168907157350944 \tabularnewline
34 & 4.63 & 4.6528977415892 & -0.0228977415892029 \tabularnewline
35 & 4.63 & 4.63479850787568 & -0.00479850787567759 \tabularnewline
36 & 4.63 & 4.61784729794818 & 0.0121527020518153 \tabularnewline
37 & 4.63 & 4.65679048396416 & -0.0267904839641622 \tabularnewline
38 & 4.63 & 4.60728465927234 & 0.0227153407276584 \tabularnewline
39 & 4.66 & 4.72859083559195 & -0.0685908355919453 \tabularnewline
40 & 4.7 & 4.8276654678635 & -0.127665467863503 \tabularnewline
41 & 4.72 & 4.80961226479785 & -0.0896122647978466 \tabularnewline
42 & 4.73 & 4.74897597894061 & -0.0189759789406114 \tabularnewline
43 & 4.73 & 4.67508077568115 & 0.0549192243188505 \tabularnewline
44 & 4.74 & 4.66684304556095 & 0.0731569544390513 \tabularnewline
45 & 4.74 & 4.71172024705726 & 0.0282797529427361 \tabularnewline
46 & 4.74 & 4.73467473233064 & 0.00532526766936137 \tabularnewline
47 & 4.76 & 4.73341504028999 & 0.0265849597100116 \tabularnewline
48 & 4.88 & 4.73656489422204 & 0.14343510577796 \tabularnewline
49 & 4.88 & 4.84457201633421 & 0.0354279836657856 \tabularnewline
50 & 4.88 & 4.85716941720427 & 0.0228305827957325 \tabularnewline
51 & 4.88 & 4.94914031941823 & -0.0691403194182332 \tabularnewline
52 & 4.89 & 5.03044833525241 & -0.140448335252407 \tabularnewline
53 & 4.97 & 5.02246811640765 & -0.0524681164076499 \tabularnewline
54 & 4.97 & 5.01738682966521 & -0.0473868296652151 \tabularnewline
55 & 4.97 & 4.95759900170933 & 0.0124009982906736 \tabularnewline
56 & 4.97 & 4.93155905165261 & 0.0384409483473851 \tabularnewline
57 & 4.97 & 4.93811082896834 & 0.0318891710316551 \tabularnewline
58 & 4.97 & 4.95514695764518 & 0.0148530423548241 \tabularnewline
59 & 4.97 & 4.9686817124807 & 0.00131828751929941 \tabularnewline
60 & 4.97 & 4.99906279115013 & -0.0290627911501282 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=167682&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]4.07[/C][C]3.86178952991453[/C][C]0.208210470085469[/C][/ROW]
[ROW][C]14[/C][C]4.07[/C][C]3.99723394681064[/C][C]0.0727660531893628[/C][/ROW]
[ROW][C]15[/C][C]4.3[/C][C]4.28376743335781[/C][C]0.0162325666421861[/C][/ROW]
[ROW][C]16[/C][C]4.44[/C][C]4.44864202562299[/C][C]-0.00864202562298999[/C][/ROW]
[ROW][C]17[/C][C]4.52[/C][C]4.53786148504937[/C][C]-0.0178614850493748[/C][/ROW]
[ROW][C]18[/C][C]4.52[/C][C]4.5403267381081[/C][C]-0.0203267381081007[/C][/ROW]
[ROW][C]19[/C][C]4.52[/C][C]4.43805667759225[/C][C]0.081943322407752[/C][/ROW]
[ROW][C]20[/C][C]4.53[/C][C]4.5389727217484[/C][C]-0.00897272174839969[/C][/ROW]
[ROW][C]21[/C][C]4.53[/C][C]4.63279353189752[/C][C]-0.102793531897524[/C][/ROW]
[ROW][C]22[/C][C]4.53[/C][C]4.59676017533939[/C][C]-0.0667601753393905[/C][/ROW]
[ROW][C]23[/C][C]4.53[/C][C]4.5605291334399[/C][C]-0.0305291334398978[/C][/ROW]
[ROW][C]24[/C][C]4.53[/C][C]4.54202863659128[/C][C]-0.0120286365912756[/C][/ROW]
[ROW][C]25[/C][C]4.53[/C][C]4.61209555419047[/C][C]-0.0820955541904702[/C][/ROW]
[ROW][C]26[/C][C]4.53[/C][C]4.5052232195057[/C][C]0.024776780494296[/C][/ROW]
[ROW][C]27[/C][C]4.53[/C][C]4.72823074201218[/C][C]-0.198230742012176[/C][/ROW]
[ROW][C]28[/C][C]4.61[/C][C]4.72530011737975[/C][C]-0.115300117379749[/C][/ROW]
[ROW][C]29[/C][C]4.63[/C][C]4.7143652838456[/C][C]-0.0843652838455968[/C][/ROW]
[ROW][C]30[/C][C]4.63[/C][C]4.64076175474174[/C][C]-0.0107617547417442[/C][/ROW]
[ROW][C]31[/C][C]4.63[/C][C]4.54969849929413[/C][C]0.0803015007058736[/C][/ROW]
[ROW][C]32[/C][C]4.63[/C][C]4.58268586476777[/C][C]0.0473141352322264[/C][/ROW]
[ROW][C]33[/C][C]4.63[/C][C]4.64689071573509[/C][C]-0.0168907157350944[/C][/ROW]
[ROW][C]34[/C][C]4.63[/C][C]4.6528977415892[/C][C]-0.0228977415892029[/C][/ROW]
[ROW][C]35[/C][C]4.63[/C][C]4.63479850787568[/C][C]-0.00479850787567759[/C][/ROW]
[ROW][C]36[/C][C]4.63[/C][C]4.61784729794818[/C][C]0.0121527020518153[/C][/ROW]
[ROW][C]37[/C][C]4.63[/C][C]4.65679048396416[/C][C]-0.0267904839641622[/C][/ROW]
[ROW][C]38[/C][C]4.63[/C][C]4.60728465927234[/C][C]0.0227153407276584[/C][/ROW]
[ROW][C]39[/C][C]4.66[/C][C]4.72859083559195[/C][C]-0.0685908355919453[/C][/ROW]
[ROW][C]40[/C][C]4.7[/C][C]4.8276654678635[/C][C]-0.127665467863503[/C][/ROW]
[ROW][C]41[/C][C]4.72[/C][C]4.80961226479785[/C][C]-0.0896122647978466[/C][/ROW]
[ROW][C]42[/C][C]4.73[/C][C]4.74897597894061[/C][C]-0.0189759789406114[/C][/ROW]
[ROW][C]43[/C][C]4.73[/C][C]4.67508077568115[/C][C]0.0549192243188505[/C][/ROW]
[ROW][C]44[/C][C]4.74[/C][C]4.66684304556095[/C][C]0.0731569544390513[/C][/ROW]
[ROW][C]45[/C][C]4.74[/C][C]4.71172024705726[/C][C]0.0282797529427361[/C][/ROW]
[ROW][C]46[/C][C]4.74[/C][C]4.73467473233064[/C][C]0.00532526766936137[/C][/ROW]
[ROW][C]47[/C][C]4.76[/C][C]4.73341504028999[/C][C]0.0265849597100116[/C][/ROW]
[ROW][C]48[/C][C]4.88[/C][C]4.73656489422204[/C][C]0.14343510577796[/C][/ROW]
[ROW][C]49[/C][C]4.88[/C][C]4.84457201633421[/C][C]0.0354279836657856[/C][/ROW]
[ROW][C]50[/C][C]4.88[/C][C]4.85716941720427[/C][C]0.0228305827957325[/C][/ROW]
[ROW][C]51[/C][C]4.88[/C][C]4.94914031941823[/C][C]-0.0691403194182332[/C][/ROW]
[ROW][C]52[/C][C]4.89[/C][C]5.03044833525241[/C][C]-0.140448335252407[/C][/ROW]
[ROW][C]53[/C][C]4.97[/C][C]5.02246811640765[/C][C]-0.0524681164076499[/C][/ROW]
[ROW][C]54[/C][C]4.97[/C][C]5.01738682966521[/C][C]-0.0473868296652151[/C][/ROW]
[ROW][C]55[/C][C]4.97[/C][C]4.95759900170933[/C][C]0.0124009982906736[/C][/ROW]
[ROW][C]56[/C][C]4.97[/C][C]4.93155905165261[/C][C]0.0384409483473851[/C][/ROW]
[ROW][C]57[/C][C]4.97[/C][C]4.93811082896834[/C][C]0.0318891710316551[/C][/ROW]
[ROW][C]58[/C][C]4.97[/C][C]4.95514695764518[/C][C]0.0148530423548241[/C][/ROW]
[ROW][C]59[/C][C]4.97[/C][C]4.9686817124807[/C][C]0.00131828751929941[/C][/ROW]
[ROW][C]60[/C][C]4.97[/C][C]4.99906279115013[/C][C]-0.0290627911501282[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=167682&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=167682&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
134.073.861789529914530.208210470085469
144.073.997233946810640.0727660531893628
154.34.283767433357810.0162325666421861
164.444.44864202562299-0.00864202562298999
174.524.53786148504937-0.0178614850493748
184.524.5403267381081-0.0203267381081007
194.524.438056677592250.081943322407752
204.534.5389727217484-0.00897272174839969
214.534.63279353189752-0.102793531897524
224.534.59676017533939-0.0667601753393905
234.534.5605291334399-0.0305291334398978
244.534.54202863659128-0.0120286365912756
254.534.61209555419047-0.0820955541904702
264.534.50522321950570.024776780494296
274.534.72823074201218-0.198230742012176
284.614.72530011737975-0.115300117379749
294.634.7143652838456-0.0843652838455968
304.634.64076175474174-0.0107617547417442
314.634.549698499294130.0803015007058736
324.634.582685864767770.0473141352322264
334.634.64689071573509-0.0168907157350944
344.634.6528977415892-0.0228977415892029
354.634.63479850787568-0.00479850787567759
364.634.617847297948180.0121527020518153
374.634.65679048396416-0.0267904839641622
384.634.607284659272340.0227153407276584
394.664.72859083559195-0.0685908355919453
404.74.8276654678635-0.127665467863503
414.724.80961226479785-0.0896122647978466
424.734.74897597894061-0.0189759789406114
434.734.675080775681150.0549192243188505
444.744.666843045560950.0731569544390513
454.744.711720247057260.0282797529427361
464.744.734674732330640.00532526766936137
474.764.733415040289990.0265849597100116
484.884.736564894222040.14343510577796
494.884.844572016334210.0354279836657856
504.884.857169417204270.0228305827957325
514.884.94914031941823-0.0691403194182332
524.895.03044833525241-0.140448335252407
534.975.02246811640765-0.0524681164076499
544.975.01738682966521-0.0473868296652151
554.974.957599001709330.0124009982906736
564.974.931559051652610.0384409483473851
574.974.938110828968340.0318891710316551
584.974.955146957645180.0148530423548241
594.974.96868171248070.00131828751929941
604.974.99906279115013-0.0290627911501282







Extrapolation Forecasts of Exponential Smoothing
tForecast95% Lower Bound95% Upper Bound
614.948748410156984.808134061592695.08936275872126
624.922636656591894.752464532003245.09280878118054
634.952968380444034.753796391496565.15214036939151
645.041786591814954.813702829917855.26987035371206
655.15306254007544.895897737657395.4102273424934
665.184005609903044.897437816000615.47057340380547
675.180026688928234.863638767263195.49641461059327
685.15904055830784.812354237754055.50572687886154
695.140072671848454.762569845383595.51757549831331
705.130055365070954.721191971990495.53891875815141
715.127719263848694.686934627850395.568503899847
725.144366882724824.671090148437375.61764361701227

\begin{tabular}{lllllllll}
\hline
Extrapolation Forecasts of Exponential Smoothing \tabularnewline
t & Forecast & 95% Lower Bound & 95% Upper Bound \tabularnewline
61 & 4.94874841015698 & 4.80813406159269 & 5.08936275872126 \tabularnewline
62 & 4.92263665659189 & 4.75246453200324 & 5.09280878118054 \tabularnewline
63 & 4.95296838044403 & 4.75379639149656 & 5.15214036939151 \tabularnewline
64 & 5.04178659181495 & 4.81370282991785 & 5.26987035371206 \tabularnewline
65 & 5.1530625400754 & 4.89589773765739 & 5.4102273424934 \tabularnewline
66 & 5.18400560990304 & 4.89743781600061 & 5.47057340380547 \tabularnewline
67 & 5.18002668892823 & 4.86363876726319 & 5.49641461059327 \tabularnewline
68 & 5.1590405583078 & 4.81235423775405 & 5.50572687886154 \tabularnewline
69 & 5.14007267184845 & 4.76256984538359 & 5.51757549831331 \tabularnewline
70 & 5.13005536507095 & 4.72119197199049 & 5.53891875815141 \tabularnewline
71 & 5.12771926384869 & 4.68693462785039 & 5.568503899847 \tabularnewline
72 & 5.14436688272482 & 4.67109014843737 & 5.61764361701227 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=167682&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]4.94874841015698[/C][C]4.80813406159269[/C][C]5.08936275872126[/C][/ROW]
[ROW][C]62[/C][C]4.92263665659189[/C][C]4.75246453200324[/C][C]5.09280878118054[/C][/ROW]
[ROW][C]63[/C][C]4.95296838044403[/C][C]4.75379639149656[/C][C]5.15214036939151[/C][/ROW]
[ROW][C]64[/C][C]5.04178659181495[/C][C]4.81370282991785[/C][C]5.26987035371206[/C][/ROW]
[ROW][C]65[/C][C]5.1530625400754[/C][C]4.89589773765739[/C][C]5.4102273424934[/C][/ROW]
[ROW][C]66[/C][C]5.18400560990304[/C][C]4.89743781600061[/C][C]5.47057340380547[/C][/ROW]
[ROW][C]67[/C][C]5.18002668892823[/C][C]4.86363876726319[/C][C]5.49641461059327[/C][/ROW]
[ROW][C]68[/C][C]5.1590405583078[/C][C]4.81235423775405[/C][C]5.50572687886154[/C][/ROW]
[ROW][C]69[/C][C]5.14007267184845[/C][C]4.76256984538359[/C][C]5.51757549831331[/C][/ROW]
[ROW][C]70[/C][C]5.13005536507095[/C][C]4.72119197199049[/C][C]5.53891875815141[/C][/ROW]
[ROW][C]71[/C][C]5.12771926384869[/C][C]4.68693462785039[/C][C]5.568503899847[/C][/ROW]
[ROW][C]72[/C][C]5.14436688272482[/C][C]4.67109014843737[/C][C]5.61764361701227[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=167682&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=167682&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
614.948748410156984.808134061592695.08936275872126
624.922636656591894.752464532003245.09280878118054
634.952968380444034.753796391496565.15214036939151
645.041786591814954.813702829917855.26987035371206
655.15306254007544.895897737657395.4102273424934
665.184005609903044.897437816000615.47057340380547
675.180026688928234.863638767263195.49641461059327
685.15904055830784.812354237754055.50572687886154
695.140072671848454.762569845383595.51757549831331
705.130055365070954.721191971990495.53891875815141
715.127719263848694.686934627850395.568503899847
725.144366882724824.671090148437375.61764361701227



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')