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stats (version 3.6.2)

plot.HoltWinters: Plot function for HoltWinters objects

Description

Produces a chart of the original time series along with the fitted values. Optionally, predicted values (and their confidence bounds) can also be plotted.

Usage

# S3 method for HoltWinters
plot(x, predicted.values = NA, intervals = TRUE,
        separator = TRUE, col = 1, col.predicted = 2,
        col.intervals = 4, col.separator = 1, lty = 1,
        lty.predicted = 1, lty.intervals = 1, lty.separator = 3,
        ylab = "Observed / Fitted",
        main = "Holt-Winters filtering",
        ylim = NULL, …)

Arguments

x

Object of class "HoltWinters"

predicted.values

Predicted values as returned by predict.HoltWinters

intervals

If TRUE, the prediction intervals are plotted (default).

separator

If TRUE, a separating line between fitted and predicted values is plotted (default).

col, lty

Color/line type of original data (default: black solid).

col.predicted, lty.predicted

Color/line type of fitted and predicted values (default: red solid).

col.intervals, lty.intervals

Color/line type of prediction intervals (default: blue solid).

col.separator, lty.separator

Color/line type of observed/predicted values separator (default: black dashed).

ylab

Label of the y-axis.

main

Main title.

ylim

Limits of the y-axis. If NULL, the range is chosen such that the plot contains the original series, the fitted values, and the predicted values if any.

Other graphics parameters.

References

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

P. R. Winters (1960). Forecasting sales by exponentially weighted moving averages. Management Science, 6, 324--342. 10.1287/mnsc.6.3.324.

See Also

HoltWinters, predict.HoltWinters