forecast.HoltWinters

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Forecasting using Holt-Winters objects

Returns forecasts and other information for univariate Holt-Winters time series models.

Keywords
ts
Usage
## S3 method for class 'HoltWinters':
forecast(object, h=ifelse(frequency(object$x)>1,2*frequency(object$x),10),
	level=c(80,95),fan=FALSE,...)
Arguments
object
An object of class "HoltWinters". Usually the result of a call to HoltWinters.
h
Number of periods for forecasting
level
Confidence level for prediction intervals.
fan
If TRUE, level is set to seq(50,99,by=1). This is suitable for fan plots.
...
Other arguments.
Details

This function calls predict.HoltWinters and constructs an object of class "forecast" from the results. It is included for completeness, but the ets is recommended for use instead of HoltWinters.

Value

  • An object of class "forecast". The function summary is used to obtain and print a summary of the results, while the function plot produces a plot of the forecasts and prediction intervals. The generic accessor functions fitted.values and residuals extract useful features of the value returned by forecast.HoltWinters. An object of class "forecast" is a list containing at least the following elements:
  • modelA list containing information about the fitted model
  • methodThe name of the forecasting method as a character string
  • meanPoint forecasts as a time series
  • lowerLower limits for prediction intervals
  • upperUpper limits for prediction intervals
  • levelThe confidence values associated with the prediction intervals
  • xThe original time series (either object itself or the time series used to create the model stored as object).
  • residualsResiduals from the fitted model. That is x minus fitted values.
  • fittedFitted values (one-step forecasts)

See Also

predict.HoltWinters, HoltWinters.

Aliases
  • forecast.HoltWinters
Examples
fit <- HoltWinters(WWWusage,gamma=FALSE)
plot(forecast(fit))
Documentation reproduced from package forecast, version 2.13, License: GPL (>= 2)

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