predict.HoltWinters {ts} | 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 `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.

### Author(s)

David Meyer david.meyer@ci.tuwien.ac.at

### References

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

P.R Winters (1960)
Forecasting sales by exponentially weighted moving averages,
*Management Science* **6**, 324–342.

### See Also

`HoltWinters`

### Examples

data(co2)
m <- HoltWinters(co2)
p <- predict(m, 50, prediction.interval = TRUE)
plot(m, p)