Hi David, I am facing some issues with the HoltWinters function in R (v2.9.2). I am doing time series analysis using this method. For the time series data that I used, (alpha,beta,gamma) parameters came out to be (1,0,0). I think this theoretically should mean that the predicted timeseries values will be constant. But the predicted values were not coming out to be constant. What does this mean ?
One more point is that when I ran the same code in older version(v2.8.x), I got different parameter values and different predicted values. Was there any change in HoltWinters function? Below is my R window text: ######################################## > a=as.matrix(read.table("embedded_mani1.txt")) > > K=dim(a)[2] > N=dim(a)[1] > > ts1=ts(a, frequency=7, start=c(1,1)) > #### Holtwinters with start.period=7 > params = matrix(nrow=3,ncol=K) > prediction=matrix(0,nrow=K,ncol=28) > ts_result=HoltWinters(ts1[,1], start.periods =7) > params[,1]=c(ts_result$alpha,ts_result$beta,ts_result$gamma) > print(params) [,1] [,2] [,3] [,4] [1,] 1 NA NA NA [2,] 0 NA NA NA [3,] 0 NA NA NA > pre=predict(ts_result,28,se.fit=FALSE) > head(pre) [1] 0.2703228 1.0252342 1.4506853 1.3881035 1.3030489 1.0624612 #################################################### Please give your comments on this. Regards, Karthik, Graduate Student, Georgia Tech. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.