| % File src/library/stats/man/predict.HoltWinters.Rd |
| % Part of the R package, https://www.R-project.org |
| % Copyright 1995-2018 R Core Team |
| % Distributed under GPL 2 or later |
| |
| \name{predict.HoltWinters} |
| \alias{predict.HoltWinters} |
| \title{Prediction Function for Fitted Holt-Winters Models} |
| \description{ |
| Computes predictions and prediction intervals for models fitted by |
| the Holt-Winters method. |
| } |
| \usage{ |
| \method{predict}{HoltWinters}(object, n.ahead = 1, prediction.interval = FALSE, |
| level = 0.95, ...) |
| } |
| \arguments{ |
| \item{object}{An object of class \code{HoltWinters}.} |
| \item{n.ahead}{Number of future periods to predict.} |
| \item{prediction.interval}{logical. If \code{TRUE}, the lower and |
| upper bounds of the corresponding prediction intervals are computed.} |
| \item{level}{Confidence level for the prediction interval.} |
| \item{\dots}{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 \code{fit}, |
| \code{lwr} and \code{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, |
| \emph{ONR Research Memorandum, Carnegie Institute of Technology} \bold{52}. |
| |
| P. R. Winters (1960). |
| Forecasting sales by exponentially weighted moving averages. |
| \emph{Management Science}, \bold{6}, 324--342. |
| \doi{10.1287/mnsc.6.3.324}. |
| } |
| \author{ |
| David Meyer \email{David.Meyer@wu.ac.at} |
| } |
| \seealso{\code{\link{HoltWinters}}} |
| |
| \examples{ |
| require(graphics) |
| |
| m <- HoltWinters(co2) |
| p <- predict(m, 50, prediction.interval = TRUE) |
| plot(m, p) |
| } |
| \keyword{ts} |
| |
| |