| predict.HoltWinters {stats} | R Documentation |
Prediction Function for Fitted Holt-Winters Models
Description
Computes predictions and prediction intervals for models fitted by the Holt-Winters method.
Usage
## S3 method for class 'HoltWinters'
predict(object, n.ahead = 1, prediction.interval = FALSE,
level = 0.95, ...)
Arguments
object |
An object of class |
n.ahead |
Number of future periods to predict. |
prediction.interval |
logical. If |
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.
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.
See Also
Examples
require(graphics)
m <- HoltWinters(co2)
p <- predict(m, 50, prediction.interval = TRUE)
plot(m, p)