Holt Winters

• Holt-Winters computes predictions and prediction intervals for models fitted by the Holt-Winters method.
• This method considers a trend that varies with time and a seasonal component with a period p. The predictions take into account the trend and the seasonality. The model is called additive because the seasonality effect is stable and does not grow with time.

References

• http://astrostatistics.psu.edu/su07/R/html/stats/html/predict.HoltWinters.html
• https://www.r-bloggers.com/holt-winters-forecast-using-ggplot2/

Author

• The web application is built for BDAX by David Kim