| forecast.HoltWinters {forecast} | R Documentation |
Returns forecasts and other information for univariate Holt-Winters time series models.
## S3 method for class 'HoltWinters'
forecast(object, h=ifelse(frequency(object$x)>1,2*frequency(object$x),10),
level=c(80,95),fan=FALSE,lambda=NULL,...)
object |
An object of class " |
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. |
lambda |
Box-Cox transformation parameter. Ignored if NULL. Otherwise, forecasts back-transformed via an inverse Box-Cox transformation. |
... |
Other arguments. |
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.
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:
model |
A list containing information about the fitted model |
method |
The name of the forecasting method as a character string |
mean |
Point forecasts as a time series |
lower |
Lower limits for prediction intervals |
upper |
Upper limits for prediction intervals |
level |
The confidence values associated with the prediction intervals |
x |
The original time series (either |
residuals |
Residuals from the fitted model. That is x minus fitted values. |
fitted |
Fitted values (one-step forecasts) |
Rob J Hyndman
predict.HoltWinters, HoltWinters.
fit <- HoltWinters(WWWusage,gamma=FALSE) plot(forecast(fit))