Metode Arrses

> alpha=c()
> E=c()
> M=c()
> e=c()
> for (i in 2:n)
+{
+ F[2]=initialF
+ alpha[2:4]=initial_alpha
+ E[1]=initialE
+ M[1]=initialM
+
+ F[i+1]=alpha[i]*x[i]+(1-alpha[i])*F[i]
+ e[i]=x[i]-F[i]
+ E[i]=beta*e[i]+(1-beta)*E[i-1]
+ M[i]=beta*abs(e[i])+(1-beta)*M[i-1]
+ alpha[i+1]=abs(E[i]/M[i])
+}
>F
[1]

NA 200.0000 187.0000 188.6000 190.3800 245.6701 203.4837

[8] 201.5246 187.2921 201.6055 218.9418 221.1282

>e
[1]

NA -65.00000 8.00000 8.90000 119.62000 -70.67009

[7] -48.48372 -71.52461 32.70791 75.89450 16.05818

>E

[1] 0.000000 -13.000000 -8.800000 -5.260000 19.716000 1.638782

[7] -8.385717 -21.013497 -10.269215 6.963527 8.782458
>M
[1] 0.00000 13.00000 12.00000 11.38000 33.02800 40.55642 42.14188
[8] 48.01842 44.95632 51.14396 44.12680
> alpha
[1]

NA 0.20000000 0.20000000 0.20000000 0.46221441 0.59694804

[7] 0.04040747 0.19898775 0.43761320 0.22842650 0.13615542 0.19902775

>
Catatan:
NA:sisa perhitungan yang tidak tertulis.

Metode Holt
> x<c(143,152,161,139,137,174,142,141,162,180,164,171,206,193,207,218,229,225,204,227,223,24
2,239,266)
> n<-length(x)
> initial<-x[1:3]
> alpha<-0.2
> gamma<-0.3
> b1<-x[2]-x[1]
> b2<-x[3]-x[2]
> b3<-gamma*(x[2]-x[1])+(1-gamma)*b2
>
> bt<-c()
> F<-c()
> forecast<-c()
> forecasta<-c()
> forecastb<-c()
> forecastc<-c()
> forecastd<-c()
> forecaste<-c()
> for (i in 4:n)
+{
+ F[1:3]<-initial
+ bt[1:3]<-c(b1,b2,b3)
+

+ F[i]<-alpha*x[i]+(1-alpha)*(F[i-1]+bt[i-1])
+ bt[i]<-gamma*(F[i]-F[i-1])+(1-gamma)*bt[i-1]
+ forecast[i]<-F[i]+bt[i] #forecast satu pengamatan ke 1
+ forecasta[i]<-F[i]+bt[i]*2
+ forecastb[i]<-F[i]+bt[i]*3
+ forecastc[i]<-F[i]+bt[i]*4
+ forecastd[i]<-F[i]+bt[i]*5
+ forecaste[i]<-F[i]+bt[i]*6
+
+}
>F
[1] 143.0000 152.0000 161.0000 163.8000 164.1520 170.2045 168.8742
[8] 165.9975 166.3963 170.0516 170.3727 171.6472 179.6280 184.9950
[15] 192.5688 201.6938 212.1721 220.7645 223.6925 229.4533 233.1148
[22] 239.2371 243.7007 252.3896
> bt
[1] 9.000000 9.000000 9.000000 7.140000 5.103600 5.388264 3.372699
[8] 1.497886 1.168162 1.914293 1.436340 1.387797 3.365695 3.966072
[15] 5.048409 6.271374 7.533464 7.851128 6.374191 6.190191 5.431578
[22] 5.638794 5.286239 6.307021
> forecasttotal<-c(forecast[n],forecasta[n],forecastb[n],forecastc[n],forecastd[n],forecaste[n])
> forecasttotal
[1] 258.6966 265.0036 271.3106 277.6177 283.9247 290.2317

Metode Winters
> x<c(362,385,432,341,382,409,498,387,437,513,582,474,544,582,681,557,628,707,773,592,627,72
5,854,661)
> y<-ts(x,start=c(1970,1),frequency=4)
> m<-HoltWinters(y,alpha=0.2,beta=0.05,gamma=0.1,seasonal="multiplicative")
> p<-predict(m,4,prediction.interval=TRUE)
> plot(m,p)
>p
fit

upr

lwr

1976 Q1 728.7607 742.7908 714.7305

1976 Q2 782.7948 800.6696 764.9200
1976 Q3 902.9815 925.5772 880.3858
1976 Q4 711.5573 728.0481 695.0664
>y
Qtr1 Qtr2 Qtr3 Qtr4
1970 362 385 432 341
1971 382 409 498 387
1972 437 513 582 474
1973 544 582 681 557
1974 628 707 773 592
1975 627 725 854 661

> y<-ts(x,start=c(1970,1),frequency=12)
>y
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
1970 362 385 432 341 382 409 498 387 437 513 582 474
1971 544 582 681 557 628 707 773 592 627 725 854 661
> y<-ts(x,start=c(1970,2),frequency=12)
>y
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
1970

362 385 432 341 382 409 498 387 437 513 582

1971 474 544 582 681 557 628 707 773 592 627 725 854
1972 661
>

700
600
500
400

Observed / Fitted

800

900

Holt-Winters filtering

1971

1972

1973

1974
Time

1975

1976