predict.HoltWinters

0th

Percentile

Prediction Function for Fitted Holt-Winters Models

Computes predictions and prediction intervals for models fitted by the Holt-Winters method.

Keywords
ts
Usage
# S3 method for HoltWinters
predict(object, n.ahead = 1, prediction.interval = FALSE,
       level = 0.95, ...)
Arguments
object

An object of class HoltWinters.

n.ahead

Number of future periods to predict.

prediction.interval

logical. If TRUE, the lower and upper bounds of the corresponding prediction intervals are computed.

level

Confidence level for the prediction interval.

arguments passed to or from other methods.

Value

A time series of the predicted values. If prediction intervals are requested, a multiple time series is returned with columns fit, lwr and upr for the predicted values and the lower and upper bounds respectively.

References

C. C. Holt (1957) Forecasting trends and seasonals by exponentially weighted moving averages, ONR Research Memorandum, Carnegie Institute of Technology 52.

P. R. Winters (1960). Forecasting sales by exponentially weighted moving averages. Management Science, 6, 324--342. 10.1287/mnsc.6.3.324.

See Also

HoltWinters

Aliases
  • predict.HoltWinters
Examples
library(stats) # NOT RUN { require(graphics) m <- HoltWinters(co2) p <- predict(m, 50, prediction.interval = TRUE) plot(m, p) # }
Documentation reproduced from package stats, version 3.6.0, License: Part of R 3.6.0

Community examples

Looks like there are no examples yet.