Free Statistics

of Irreproducible Research!

Author's title

Author*Unverified author*
R Software Modulerwasp_exponentialsmoothing.wasp
Title produced by softwareExponential Smoothing
Date of computationFri, 28 Apr 2017 10:38:06 +0100
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2017/Apr/28/t1493372340gsm0r5x3tvvwm7h.htm/, Retrieved Fri, 10 May 2024 03:28:04 +0200
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=, Retrieved Fri, 10 May 2024 03:28:04 +0200
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact0
Dataseries X:
97,91	
98,51	
98,54	
98,52	
98,66	
98,53	
98,71	
98,92	
98,96	
99,25	
99,32	
99,41	
99,36	
99,58	
99,77	
99,77	
100,03	
100,2	
100,24	
100,1	
100,03	
100,18	
100,29	
100,41	
100,6	
100,75	
100,79	
100,44	
100,29	
100,34	
100,46	
100,12	
100,06	
100,28	
100,28	
100,4	
100,61	
100,89	
100,73	
101,12	
101,16	
101,33	
101,37	
101,61	
101,85	
102,27	
102,28	
102,23	
102,42	
102,53	
103,47	
103,53	
103,77	
103,74	
103,93	
103,97	
103,68	
103,86	
103,97	
104,05	




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

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=&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'Gwilym Jenkins' @ jenkins.wessa.net







Estimated Parameters of Exponential Smoothing
ParameterValue
alpha0.889472739292855
beta0
gamma1

\begin{tabular}{lllllllll}
\hline
Estimated Parameters of Exponential Smoothing \tabularnewline
Parameter & Value \tabularnewline
alpha & 0.889472739292855 \tabularnewline
beta & 0 \tabularnewline
gamma & 1 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=&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]0.889472739292855[/C][/ROW]
[ROW][C]beta[/C][C]0[/C][/ROW]
[ROW][C]gamma[/C][C]1[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=&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
alpha0.889472739292855
beta0
gamma1







Interpolation Forecasts of Exponential Smoothing
tObservedFittedResiduals
1399.3698.66841340831280.691586591687184
1499.5899.49640205994120.0835979400588229
1599.7799.7728461515372-0.00284615153718448
1699.7799.7928133308214-0.0228133308214353
17100.03100.059239049778-0.0292390497776438
18100.2100.227047142364-0.0270471423641823
19100.2499.94190037622690.298099623773098
20100.1100.419482135146-0.319482135145776
21100.03100.184623549256-0.154623549256357
22100.18100.341646644197-0.16164664419729
23100.29100.2641599877140.0258400122861389
24100.41100.3559491771630.0540508228369987
25100.6100.4019795164370.198020483562885
26100.75100.724236605520.0257633944801938
27100.79100.940699388648-0.150699388648064
28100.44100.826059136724-0.386059136724214
29100.29100.769962360798-0.479962360797728
30100.34100.537381187755-0.197381187754829
31100.46100.1360428179970.323957182003156
32100.12100.56833469334-0.448334693339973
33100.06100.237036577793-0.17703657779326
34100.28100.373415079674-0.0934150796737185
35100.28100.377319450506-0.0973194505056938
36100.4100.3626766020470.0373233979532728
37100.61100.4097155336110.200284466388766
38100.89100.7149440554470.175055944552938
39100.73101.04475399319-0.314753993189541
40101.12100.7580602996450.361939700354782
41101.16101.357771494658-0.197771494658056
42101.33101.408448463789-0.078448463789087
43101.37101.1676894375860.202310562413729
44101.61101.4058067989130.204193201087193
45101.85101.6847480844620.165251915537837
46102.27102.138307661070.131692338929938
47102.28102.341616802276-0.0616168022764043
48102.23102.373228796341-0.143228796341376
49102.42102.2762834486960.143716551303655
50102.53102.528706710550.001293289449535
51103.47102.6499534055780.820046594421825
52103.53103.4463035538620.0836964461380774
53103.77103.7392340579870.0307659420133319
54103.74104.009816642358-0.269816642357625
55103.93103.6239144375020.306085562498438
56103.97103.9533228530310.0166771469694282
57103.68104.060847260529-0.38084726052908
58103.86104.028559789978-0.168559789977635
59103.97103.9427867837780.0272132162217957
60104.05104.0439005778460.00609942215366743

\begin{tabular}{lllllllll}
\hline
Interpolation Forecasts of Exponential Smoothing \tabularnewline
t & Observed & Fitted & Residuals \tabularnewline
13 & 99.36 & 98.6684134083128 & 0.691586591687184 \tabularnewline
14 & 99.58 & 99.4964020599412 & 0.0835979400588229 \tabularnewline
15 & 99.77 & 99.7728461515372 & -0.00284615153718448 \tabularnewline
16 & 99.77 & 99.7928133308214 & -0.0228133308214353 \tabularnewline
17 & 100.03 & 100.059239049778 & -0.0292390497776438 \tabularnewline
18 & 100.2 & 100.227047142364 & -0.0270471423641823 \tabularnewline
19 & 100.24 & 99.9419003762269 & 0.298099623773098 \tabularnewline
20 & 100.1 & 100.419482135146 & -0.319482135145776 \tabularnewline
21 & 100.03 & 100.184623549256 & -0.154623549256357 \tabularnewline
22 & 100.18 & 100.341646644197 & -0.16164664419729 \tabularnewline
23 & 100.29 & 100.264159987714 & 0.0258400122861389 \tabularnewline
24 & 100.41 & 100.355949177163 & 0.0540508228369987 \tabularnewline
25 & 100.6 & 100.401979516437 & 0.198020483562885 \tabularnewline
26 & 100.75 & 100.72423660552 & 0.0257633944801938 \tabularnewline
27 & 100.79 & 100.940699388648 & -0.150699388648064 \tabularnewline
28 & 100.44 & 100.826059136724 & -0.386059136724214 \tabularnewline
29 & 100.29 & 100.769962360798 & -0.479962360797728 \tabularnewline
30 & 100.34 & 100.537381187755 & -0.197381187754829 \tabularnewline
31 & 100.46 & 100.136042817997 & 0.323957182003156 \tabularnewline
32 & 100.12 & 100.56833469334 & -0.448334693339973 \tabularnewline
33 & 100.06 & 100.237036577793 & -0.17703657779326 \tabularnewline
34 & 100.28 & 100.373415079674 & -0.0934150796737185 \tabularnewline
35 & 100.28 & 100.377319450506 & -0.0973194505056938 \tabularnewline
36 & 100.4 & 100.362676602047 & 0.0373233979532728 \tabularnewline
37 & 100.61 & 100.409715533611 & 0.200284466388766 \tabularnewline
38 & 100.89 & 100.714944055447 & 0.175055944552938 \tabularnewline
39 & 100.73 & 101.04475399319 & -0.314753993189541 \tabularnewline
40 & 101.12 & 100.758060299645 & 0.361939700354782 \tabularnewline
41 & 101.16 & 101.357771494658 & -0.197771494658056 \tabularnewline
42 & 101.33 & 101.408448463789 & -0.078448463789087 \tabularnewline
43 & 101.37 & 101.167689437586 & 0.202310562413729 \tabularnewline
44 & 101.61 & 101.405806798913 & 0.204193201087193 \tabularnewline
45 & 101.85 & 101.684748084462 & 0.165251915537837 \tabularnewline
46 & 102.27 & 102.13830766107 & 0.131692338929938 \tabularnewline
47 & 102.28 & 102.341616802276 & -0.0616168022764043 \tabularnewline
48 & 102.23 & 102.373228796341 & -0.143228796341376 \tabularnewline
49 & 102.42 & 102.276283448696 & 0.143716551303655 \tabularnewline
50 & 102.53 & 102.52870671055 & 0.001293289449535 \tabularnewline
51 & 103.47 & 102.649953405578 & 0.820046594421825 \tabularnewline
52 & 103.53 & 103.446303553862 & 0.0836964461380774 \tabularnewline
53 & 103.77 & 103.739234057987 & 0.0307659420133319 \tabularnewline
54 & 103.74 & 104.009816642358 & -0.269816642357625 \tabularnewline
55 & 103.93 & 103.623914437502 & 0.306085562498438 \tabularnewline
56 & 103.97 & 103.953322853031 & 0.0166771469694282 \tabularnewline
57 & 103.68 & 104.060847260529 & -0.38084726052908 \tabularnewline
58 & 103.86 & 104.028559789978 & -0.168559789977635 \tabularnewline
59 & 103.97 & 103.942786783778 & 0.0272132162217957 \tabularnewline
60 & 104.05 & 104.043900577846 & 0.00609942215366743 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=&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]99.36[/C][C]98.6684134083128[/C][C]0.691586591687184[/C][/ROW]
[ROW][C]14[/C][C]99.58[/C][C]99.4964020599412[/C][C]0.0835979400588229[/C][/ROW]
[ROW][C]15[/C][C]99.77[/C][C]99.7728461515372[/C][C]-0.00284615153718448[/C][/ROW]
[ROW][C]16[/C][C]99.77[/C][C]99.7928133308214[/C][C]-0.0228133308214353[/C][/ROW]
[ROW][C]17[/C][C]100.03[/C][C]100.059239049778[/C][C]-0.0292390497776438[/C][/ROW]
[ROW][C]18[/C][C]100.2[/C][C]100.227047142364[/C][C]-0.0270471423641823[/C][/ROW]
[ROW][C]19[/C][C]100.24[/C][C]99.9419003762269[/C][C]0.298099623773098[/C][/ROW]
[ROW][C]20[/C][C]100.1[/C][C]100.419482135146[/C][C]-0.319482135145776[/C][/ROW]
[ROW][C]21[/C][C]100.03[/C][C]100.184623549256[/C][C]-0.154623549256357[/C][/ROW]
[ROW][C]22[/C][C]100.18[/C][C]100.341646644197[/C][C]-0.16164664419729[/C][/ROW]
[ROW][C]23[/C][C]100.29[/C][C]100.264159987714[/C][C]0.0258400122861389[/C][/ROW]
[ROW][C]24[/C][C]100.41[/C][C]100.355949177163[/C][C]0.0540508228369987[/C][/ROW]
[ROW][C]25[/C][C]100.6[/C][C]100.401979516437[/C][C]0.198020483562885[/C][/ROW]
[ROW][C]26[/C][C]100.75[/C][C]100.72423660552[/C][C]0.0257633944801938[/C][/ROW]
[ROW][C]27[/C][C]100.79[/C][C]100.940699388648[/C][C]-0.150699388648064[/C][/ROW]
[ROW][C]28[/C][C]100.44[/C][C]100.826059136724[/C][C]-0.386059136724214[/C][/ROW]
[ROW][C]29[/C][C]100.29[/C][C]100.769962360798[/C][C]-0.479962360797728[/C][/ROW]
[ROW][C]30[/C][C]100.34[/C][C]100.537381187755[/C][C]-0.197381187754829[/C][/ROW]
[ROW][C]31[/C][C]100.46[/C][C]100.136042817997[/C][C]0.323957182003156[/C][/ROW]
[ROW][C]32[/C][C]100.12[/C][C]100.56833469334[/C][C]-0.448334693339973[/C][/ROW]
[ROW][C]33[/C][C]100.06[/C][C]100.237036577793[/C][C]-0.17703657779326[/C][/ROW]
[ROW][C]34[/C][C]100.28[/C][C]100.373415079674[/C][C]-0.0934150796737185[/C][/ROW]
[ROW][C]35[/C][C]100.28[/C][C]100.377319450506[/C][C]-0.0973194505056938[/C][/ROW]
[ROW][C]36[/C][C]100.4[/C][C]100.362676602047[/C][C]0.0373233979532728[/C][/ROW]
[ROW][C]37[/C][C]100.61[/C][C]100.409715533611[/C][C]0.200284466388766[/C][/ROW]
[ROW][C]38[/C][C]100.89[/C][C]100.714944055447[/C][C]0.175055944552938[/C][/ROW]
[ROW][C]39[/C][C]100.73[/C][C]101.04475399319[/C][C]-0.314753993189541[/C][/ROW]
[ROW][C]40[/C][C]101.12[/C][C]100.758060299645[/C][C]0.361939700354782[/C][/ROW]
[ROW][C]41[/C][C]101.16[/C][C]101.357771494658[/C][C]-0.197771494658056[/C][/ROW]
[ROW][C]42[/C][C]101.33[/C][C]101.408448463789[/C][C]-0.078448463789087[/C][/ROW]
[ROW][C]43[/C][C]101.37[/C][C]101.167689437586[/C][C]0.202310562413729[/C][/ROW]
[ROW][C]44[/C][C]101.61[/C][C]101.405806798913[/C][C]0.204193201087193[/C][/ROW]
[ROW][C]45[/C][C]101.85[/C][C]101.684748084462[/C][C]0.165251915537837[/C][/ROW]
[ROW][C]46[/C][C]102.27[/C][C]102.13830766107[/C][C]0.131692338929938[/C][/ROW]
[ROW][C]47[/C][C]102.28[/C][C]102.341616802276[/C][C]-0.0616168022764043[/C][/ROW]
[ROW][C]48[/C][C]102.23[/C][C]102.373228796341[/C][C]-0.143228796341376[/C][/ROW]
[ROW][C]49[/C][C]102.42[/C][C]102.276283448696[/C][C]0.143716551303655[/C][/ROW]
[ROW][C]50[/C][C]102.53[/C][C]102.52870671055[/C][C]0.001293289449535[/C][/ROW]
[ROW][C]51[/C][C]103.47[/C][C]102.649953405578[/C][C]0.820046594421825[/C][/ROW]
[ROW][C]52[/C][C]103.53[/C][C]103.446303553862[/C][C]0.0836964461380774[/C][/ROW]
[ROW][C]53[/C][C]103.77[/C][C]103.739234057987[/C][C]0.0307659420133319[/C][/ROW]
[ROW][C]54[/C][C]103.74[/C][C]104.009816642358[/C][C]-0.269816642357625[/C][/ROW]
[ROW][C]55[/C][C]103.93[/C][C]103.623914437502[/C][C]0.306085562498438[/C][/ROW]
[ROW][C]56[/C][C]103.97[/C][C]103.953322853031[/C][C]0.0166771469694282[/C][/ROW]
[ROW][C]57[/C][C]103.68[/C][C]104.060847260529[/C][C]-0.38084726052908[/C][/ROW]
[ROW][C]58[/C][C]103.86[/C][C]104.028559789978[/C][C]-0.168559789977635[/C][/ROW]
[ROW][C]59[/C][C]103.97[/C][C]103.942786783778[/C][C]0.0272132162217957[/C][/ROW]
[ROW][C]60[/C][C]104.05[/C][C]104.043900577846[/C][C]0.00609942215366743[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=&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
1399.3698.66841340831280.691586591687184
1499.5899.49640205994120.0835979400588229
1599.7799.7728461515372-0.00284615153718448
1699.7799.7928133308214-0.0228133308214353
17100.03100.059239049778-0.0292390497776438
18100.2100.227047142364-0.0270471423641823
19100.2499.94190037622690.298099623773098
20100.1100.419482135146-0.319482135145776
21100.03100.184623549256-0.154623549256357
22100.18100.341646644197-0.16164664419729
23100.29100.2641599877140.0258400122861389
24100.41100.3559491771630.0540508228369987
25100.6100.4019795164370.198020483562885
26100.75100.724236605520.0257633944801938
27100.79100.940699388648-0.150699388648064
28100.44100.826059136724-0.386059136724214
29100.29100.769962360798-0.479962360797728
30100.34100.537381187755-0.197381187754829
31100.46100.1360428179970.323957182003156
32100.12100.56833469334-0.448334693339973
33100.06100.237036577793-0.17703657779326
34100.28100.373415079674-0.0934150796737185
35100.28100.377319450506-0.0973194505056938
36100.4100.3626766020470.0373233979532728
37100.61100.4097155336110.200284466388766
38100.89100.7149440554470.175055944552938
39100.73101.04475399319-0.314753993189541
40101.12100.7580602996450.361939700354782
41101.16101.357771494658-0.197771494658056
42101.33101.408448463789-0.078448463789087
43101.37101.1676894375860.202310562413729
44101.61101.4058067989130.204193201087193
45101.85101.6847480844620.165251915537837
46102.27102.138307661070.131692338929938
47102.28102.341616802276-0.0616168022764043
48102.23102.373228796341-0.143228796341376
49102.42102.2762834486960.143716551303655
50102.53102.528706710550.001293289449535
51103.47102.6499534055780.820046594421825
52103.53103.4463035538620.0836964461380774
53103.77103.7392340579870.0307659420133319
54103.74104.009816642358-0.269816642357625
55103.93103.6239144375020.306085562498438
56103.97103.9533228530310.0166771469694282
57103.68104.060847260529-0.38084726052908
58103.86104.028559789978-0.168559789977635
59103.97103.9427867837780.0272132162217957
60104.05104.0439005778460.00609942215366743







Extrapolation Forecasts of Exponential Smoothing
tForecast95% Lower Bound95% Upper Bound
61104.110696705569103.606666517023104.614726894115
62104.219596172098103.545022162154104.894170182042
63104.431261593241103.620793863526105.241729322956
64104.415691908925103.490247738639105.341136079211
65104.62923842788103.600114675249105.658362180511
66104.840024271688103.716590687681105.963457855695
67104.755685432591103.547913751499105.963457113682
68104.780211035808103.492761967502106.067660104113
69104.828381980538103.46575378891106.191010172166
70105.160765227094103.7235635244106.597966929787
71105.246307215713103.741062658035106.751551773392
72105.320497679244100.331962354945110.309033003542

\begin{tabular}{lllllllll}
\hline
Extrapolation Forecasts of Exponential Smoothing \tabularnewline
t & Forecast & 95% Lower Bound & 95% Upper Bound \tabularnewline
61 & 104.110696705569 & 103.606666517023 & 104.614726894115 \tabularnewline
62 & 104.219596172098 & 103.545022162154 & 104.894170182042 \tabularnewline
63 & 104.431261593241 & 103.620793863526 & 105.241729322956 \tabularnewline
64 & 104.415691908925 & 103.490247738639 & 105.341136079211 \tabularnewline
65 & 104.62923842788 & 103.600114675249 & 105.658362180511 \tabularnewline
66 & 104.840024271688 & 103.716590687681 & 105.963457855695 \tabularnewline
67 & 104.755685432591 & 103.547913751499 & 105.963457113682 \tabularnewline
68 & 104.780211035808 & 103.492761967502 & 106.067660104113 \tabularnewline
69 & 104.828381980538 & 103.46575378891 & 106.191010172166 \tabularnewline
70 & 105.160765227094 & 103.7235635244 & 106.597966929787 \tabularnewline
71 & 105.246307215713 & 103.741062658035 & 106.751551773392 \tabularnewline
72 & 105.320497679244 & 100.331962354945 & 110.309033003542 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=&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]104.110696705569[/C][C]103.606666517023[/C][C]104.614726894115[/C][/ROW]
[ROW][C]62[/C][C]104.219596172098[/C][C]103.545022162154[/C][C]104.894170182042[/C][/ROW]
[ROW][C]63[/C][C]104.431261593241[/C][C]103.620793863526[/C][C]105.241729322956[/C][/ROW]
[ROW][C]64[/C][C]104.415691908925[/C][C]103.490247738639[/C][C]105.341136079211[/C][/ROW]
[ROW][C]65[/C][C]104.62923842788[/C][C]103.600114675249[/C][C]105.658362180511[/C][/ROW]
[ROW][C]66[/C][C]104.840024271688[/C][C]103.716590687681[/C][C]105.963457855695[/C][/ROW]
[ROW][C]67[/C][C]104.755685432591[/C][C]103.547913751499[/C][C]105.963457113682[/C][/ROW]
[ROW][C]68[/C][C]104.780211035808[/C][C]103.492761967502[/C][C]106.067660104113[/C][/ROW]
[ROW][C]69[/C][C]104.828381980538[/C][C]103.46575378891[/C][C]106.191010172166[/C][/ROW]
[ROW][C]70[/C][C]105.160765227094[/C][C]103.7235635244[/C][C]106.597966929787[/C][/ROW]
[ROW][C]71[/C][C]105.246307215713[/C][C]103.741062658035[/C][C]106.751551773392[/C][/ROW]
[ROW][C]72[/C][C]105.320497679244[/C][C]100.331962354945[/C][C]110.309033003542[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=&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
61104.110696705569103.606666517023104.614726894115
62104.219596172098103.545022162154104.894170182042
63104.431261593241103.620793863526105.241729322956
64104.415691908925103.490247738639105.341136079211
65104.62923842788103.600114675249105.658362180511
66104.840024271688103.716590687681105.963457855695
67104.755685432591103.547913751499105.963457113682
68104.780211035808103.492761967502106.067660104113
69104.828381980538103.46575378891106.191010172166
70105.160765227094103.7235635244106.597966929787
71105.246307215713103.741062658035106.751551773392
72105.320497679244100.331962354945110.309033003542



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=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')