R: Plot function for '"HoltWinters"' objects

plot.HoltWinters {stats}

R Documentation

Plot function for `"HoltWinters"` objects

Description

Produces a chart of the original time series along with the fitted values. Optionally, predicted values (and their confidence bounds) can also be plotted.

Usage

## S3 method for class 'HoltWinters'
plot(x, predicted.values = NA, intervals = TRUE,
        separator = TRUE, col = 1, col.predicted = 2,
        col.intervals = 4, col.separator = 1, lty = 1,
        lty.predicted = 1, lty.intervals = 1, lty.separator = 3,
        ylab = "Observed / Fitted",
        main = "Holt-Winters filtering",
        ylim = NULL, ...)

Arguments

x

Object of class "HoltWinters"

predicted.values

Predicted values as returned by predict.HoltWinters

intervals

If TRUE, the prediction intervals are plotted (default).

separator

If TRUE, a separating line between fitted and predicted values is plotted (default).

col, lty

Color/line type of original data (default: black solid).

col.predicted, lty.predicted

Color/line type of fitted and predicted values (default: red solid).

col.intervals, lty.intervals

Color/line type of prediction intervals (default: blue solid).

col.separator, lty.separator

Color/line type of observed/predicted values separator (default: black dashed).

ylab

Label of the y-axis.

main

Main title.

ylim

Limits of the y-axis. If NULL, the range is chosen such that the plot contains the original series, the fitted values, and the predicted values if any.

...

Other graphics parameters.

Author(s)

David Meyer David.Meyer@wu.ac.at

References

⁠Holt CC (1957). “Forecasting Seasonals and Trends by Exponentially Weighted Moving Averages.” ONR Research Memorandum 52, Carnegie Institute of Technology. Reprinted in Holt (2004).

⁠Holt CC (2004). “Forecasting Seasonals and Trends by Exponentially Weighted Moving Averages.” International Journal of Forecasting, 20(1), 5–10. doi:10.1016/j.ijforecast.2003.09.015.

⁠Winters PR (1960). “Forecasting Sales by Exponentially Weighted Moving Averages.” Management Science, 6(3), 324–342. doi:10.1287/mnsc.6.3.324.