You are on page 1of 5

1.

Forecast method: Damped Holt-Winters' additive method

Model Information:
Damped Holt-Winters' additive method

Call:
hw(y = DEMAN, damped = TRUE)

Smoothing parameters:
alpha = 0.0163
beta = 1e-04
gamma = 1e-04
phi = 0.9653

Initial states:
l = 19.4509
b = -0.0606
s = -2.0895 -1.6673 -1.209 4.6132 9.6525 -5.4877
-3.8122

sigma: 5.7507

AIC AICc BIC


3371.536 3372.594 3421.983

Error measures:
ME RMSE MAE MPE MAPE
Training set -0.2852684 5.653468 4.599166 -20.60135 38.90609
MASE ACF1
Training set 0.6670692 0.185789

Forecasts:
Point Forecast Lo 80 Hi 80 Lo 95 Hi 95
52.14286 10.39926 3.029476 17.76904 -0.8718503 21.67036
52.28571 25.53865 18.167876 32.90942 14.2660258 36.81126
52.42857 20.49633 13.124562 27.86810 9.2221824 31.77048
52.57143 14.67132 7.298536 22.04410 3.3956207 25.94702
52.71429 14.21165 6.837850 21.58546 2.9343940 25.48892
52.85714 13.78618 6.411342 21.16102 2.5073392 25.06502
53.00000 12.06139 4.685510 19.43727 0.7809552 23.34182
53.14286 10.38386 3.006912 17.76080 -0.8982058 21.66592
53.28571 25.52378 18.145776 32.90178 14.2400963 36.80746
53.42857 20.48198 13.102910 27.86106 9.1966637 31.76730
53.57143 14.65747 7.277315 22.03762 3.3704981 25.94444
53.71429 14.19829 6.817046 21.57953 2.9096534 25.48692
53.85714 13.77327 6.390939 21.15561 2.4829668 25.06358
54.00000 12.04893 4.665494 19.43237 0.7569382 23.34093

Forecast method: Holt-Winters' additive method

Model Information:
Holt-Winters' additive method

Call:
hw(y = DEMAN)

Smoothing parameters:
alpha = 0.0229
beta = 1e-04
gamma = 1e-04

Initial states:
l = 19.5496
b = -0.0029
s = -2.2004 -1.5264 -1.2249 4.742 9.7754 -5.6465
-3.9193

sigma: 5.7539

AIC AICc BIC


3370.967 3371.871 3417.533

Error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set -0.2063216 5.66478 4.600479 -19.79024 38.622 0.6672595 0.1853932

Forecasts:
Point Forecast Lo 80 Hi 80 Lo 95 Hi 95
52.14286 9.734769 2.360892 17.10865 -1.54260359 21.01214
52.28571 25.146670 17.770847 32.52249 13.86632178 36.42702
52.42857 20.102309 12.724523 27.48009 8.81895980 31.38566
52.57143 14.125343 6.745579 21.50511 2.83896835 25.41172
52.71429 13.813628 6.431869 21.19539 2.52420215 25.10305
52.85714 13.129511 5.745741 20.51328 1.83700907 24.42201
53.00000 11.400365 4.014566 18.78616 0.10476091 22.69597
53.14286 9.662965 2.275104 17.05083 -1.63579327 20.96172
53.28571 25.074865 17.684943 32.46479 13.77295402 36.37678
53.42857 20.030504 12.638502 27.42251 8.72541331 31.33559
53.57143 14.053538 6.659441 21.44763 2.74524250 25.36183
53.71429 13.741823 6.345613 21.13803 2.43029630 25.05335
53.85714 13.057706 5.659367 20.45605 1.74292258 24.37249
54.00000 11.328560 3.928074 18.72905 0.01049315 22.64663

4. Forecast method: Damped Holt-Winters' multiplicative method

Model Information:
Damped Holt-Winters' multiplicative method

Call:
hw(y = DM, seasonal = "multiplicative", damped = TRUE)

Smoothing parameters:
alpha = 0.1648
beta = 0.0023
gamma = 1e-04
phi = 0.98

Initial states:
l = 5.1857
b = -0.0118
s = 0.7536 0.868 0.9161 1.2685 1.7477 0.6994
0.7466

sigma: 0.5551

AIC AICc BIC


2803.352 2804.410 2853.799
Error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 0.05195842 2.594036 2.005717 -37.35136 63.2369 0.6991128 0.1641692

Forecasts:
Point Forecast Lo 80 Hi 80 Lo 95 Hi 95
52.14286 4.391118 1.2673205 7.514916 -0.3863180 9.168554
52.28571 11.006204 3.0355396 18.976868 -1.1838752 23.196283
52.42857 8.008080 2.1047780 13.911382 -1.0202414 17.036402
52.57143 5.796205 1.4473292 10.145081 -0.8548266 12.447237
52.71429 5.506873 1.3019400 9.711806 -0.9240169 11.937763
52.85714 4.791581 1.0684775 8.514685 -0.9024145 10.485576
53.00000 4.757495 0.9962968 8.518694 -0.9947614 10.509752
53.14286 4.465689 0.8738765 8.057502 -1.0275143 9.958893
53.28571 11.188907 2.0345526 20.343261 -2.8114697 25.189283
53.42857 8.138029 1.3659992 14.910060 -2.2188970 18.494956
53.57143 5.888155 0.9052554 10.871055 -1.7325323 13.508842
53.71429 5.592281 0.7801430 10.404419 -1.7672490 12.951811
53.85714 4.864239 0.6087202 9.119758 -1.6440154 11.372493
54.00000 4.828032 0.5342677 9.121796 -1.7387138 11.394778

Forecast method: Holt-Winters' additive method

Model Information:
Holt-Winters' additive method

Call:
hw(y = DM)

Smoothing parameters:
alpha = 0.0881
beta = 1e-04
gamma = 1e-04

Initial states:
l = 5.7171
b = 0.0028
s = -1.4314 -0.6938 -0.4808 1.4893 4.1442 -1.6023
-1.4252

sigma: 2.5879

AIC AICc BIC


2798.858 2799.762 2845.424

Error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set -0.02108638 2.547808 1.977243 -38.99543 63.45707 0.6891881 0.2102731

Forecasts:
Point Forecast Lo 80 Hi 80 Lo 95 Hi 95
52.14286 4.076423 0.7599257 7.392919 -0.99572169 9.148567
52.28571 9.824643 6.4952708 13.154016 4.73280746 14.916479
52.42857 7.172675 3.8304475 10.514902 2.06117917 12.284171
52.57143 5.204303 1.8492405 8.559365 0.07317789 10.335427
52.71429 4.994046 1.6261688 8.361923 -0.15667755 10.144769
52.85714 4.258913 0.8782408 7.639584 -0.91137878 9.429204
53.00000 4.266715 0.8732678 7.660162 -0.92311464 9.456545
53.14286 4.090480 0.6842481 7.496712 -1.11890224 9.299863
53.28571 9.838701 6.4197317 13.257670 4.60983874 15.067563
53.42857 7.186733 3.7550452 10.618420 1.93841956 12.435046
53.57143 5.218360 1.7739732 8.662748 -0.04937533 10.486096
53.71429 5.008103 1.5510346 8.465172 -0.27902702 10.295234
53.85714 4.272970 0.8032381 7.742703 -1.03352713 9.579468
54.00000 4.280773 0.7983950 7.763151 -1.04506442 9.606610

You might also like