similar to: HoltWinters() - p-values for alpha, beta and gamma

I get John's value (48.8789) in 2.7.0 and R-devel (both on Ubuntu). Really seems to be a numeric issue: > HoltWinters(x, beta = 0, gamma = 0)$alpha alpha 48.87989 > HoltWinters(x * 1.0000000001, beta = 0, gamma = 0)$alpha alpha 0.6881547 > HoltWinters(x * 1.00000000001, beta = 0, gamma = 0)$alpha alpha 48.87989 Providing starting values seems to help, but not

Hi everyone, I'm using the HoltWinters() function to do a time series analysis. The function only returns the back fitted values ($fitted) after the first year of data, which is my case, is a little more than half. However, when I use the plot() function, it plots the back fit for almost the entire data set. Any ideas on how to extract the fitted values going all the way back to the start

Dear helpers I'm having a problem with function HoltWinters from package ts. I have a time series that I want to fit an Holt-Winters model and make predictions for the next values. I've already built an object of class ts to serve as input to HoltWinters. But then I get an error; I've used HoltWinters a lot of times and this never hapened > data.HW<-HoltWinters(data.ts) Error

Hey All, First time on these forums. Thanks in advance. Soooo... I have a process that was functioning well before the 2.14 update. Now the HoltWinters function is throwing an error whereby I get the following: Error in HoltWinters(sales.ts) : optimization failure I've been looking around to determine why this happens (see if I can test the data beforehand) but I haven't come

Full_Name: John Bodley Version: 2.5.1 (2007-06-27) OS: Windows XP Submission from: (NULL) (12.144.182.66) I was fitting a number of time series in R using the stats::HoltWinters method to define a single exponential smoothing model, i.e., beta = gamma = 0. I came across an example where the fitted value of alpha was not defined in the [0, 1] interval which seems to violate the lower and upper

Hi. I have to forecast a time series of a Internet network traffic bitrate. The data are in file http://www.forumaltavilla.it/joomla/datitesi/dati.datand the sampling time is every 0.05 seconds. Now, i want to use HoltWinters forecasting. This is my script. dt=1.58443823e-9 #0.05 seconds in years dati.ts=ts(scan("dati.dat"),start=0,deltat=dt) model=HoltWinters(dati.ts)

An update on this: I just patched HoltWinters() to use optimize() in the univariate case, and it now computes the correct value. David John Bodley wrote: > Hi, > > Thanks for the quick response. I upgraded by version of R on Windows to the > latest (2.7.0) and re-ran the analysis and get the same result of 48.87989. > > The original time series was a non-regular zoo()

I am running R version 2.14.1 with up-to-date packages. When running the HoltWinters function as in HoltWinters(logjj,gamma=FALSE,beta = TRUE) i get back Smoothing parameters: alpha: 0.1692882 beta : TRUE gamma: FALSE In the old days (several weeks ago) i used to get back the actual beta value used as the documentation states. Is this a reporting change? How can I get the value of

It doesn't do it on my system (I get a value of about 0.688 in R 2.7.0 patched on Linux), and 2.5.1 is not current. Does a better starting value help? However, HoltWinters is using optim() in a case it is not designed for (one-dimensional optimization): see the note on its help page. I think this could easily be changed, but as HoltWinters is contributed code I am Cc:ing the author for

Hello, I would like to look at the compiled C code behind HoltWinters from the stats package. Is that possible? If so where do I find it? thanks, Spencer [[alternative HTML version deleted]]

every time i try to run HoltWinters i get this error message: > HoltWinters(z, seasonal="additive") Error in decompose(ts(x[1:wind], start = start(x), frequency = f), seasonal) : time series has no or less than 3 periods what's going on? somebody please help me. -- View this message in context:

Hi, I am trying to fit the HoltWinters exponential smoothing on a monthly time series data in R. My questions are: 1. I know that the level, trend and seasonality are updated over time. So are the output coefficients a, b and s1-s12 for a specific time t (a,b and s12 for last observataion for example) ? 2. I am trying to work out the fitted values but I could not figure out the h value used in

Dear All, I was wondering why the forecast for an additive HoltWinters model is given by Yhat[t+h] = a[t] + h * b[t] + s[t + 1 + (h - 1) mod p]. I am a student and new to time series analysis and forecasting. That said, I considered t = 13 and h = 1: Yhat[13+1] = a[13] + b[13] + s[13 + 1] It seems odd that to predict Yhat[14], you would need a s[14] which in turn depends on Y[14], given that

Hi R-users, I have a question relating to the HoltWinters() function. I am trying to forecast a series using the Holt Winters methodology but I am getting some unusual results. I had previously been using R for Windows version 2.7.2 and have just started using R 2.9.1. While using version 2.7.2 I was getting reasonable results however upon changing versions I found I started to see unusual

Dear, Thanks for your help. My question is the title can not completely show in the drawing area when the title is too long. So, I need to change the value of cex.main each time. Could you help me to control the title display area? Regrad, ken -----Original Message----- From: Patrick Connolly [mailto:p.connolly at hortresearch.co.nz] Sent: Wednesday, September 11, 2002 4:41 AM To: Ken

Hi guys, I''m running a freenas domU (FreeBSD 8.3 based, ZFS v28, 2 vcpus mapped to the same HT capable core) to serve storage for all purpose including other domUs running on the same host. I did some study to understand how well it works and the result is kind of confusing. In summary, the network performance between domains on the same host is worse than expected. And NFS service to

Hi, I'm using R to collect data for a number of exchanges through a socket connection and constantly running into memory problems even though task I believe is not that memory consuming. I guess there is a miscommunication between R and WinXP about freeing up memory. So this is the code: for (x in 1:length(exchanges.to.get)) { tickers<-sqlQuery(channel,paste("SELECT Symbol

Hello, I can't think of an explanation for this memory allocation behaviour and was hoping someone on the list could help out. Setup: ------ R version 2.8.1, 32-bit Ubuntu 9.04 Linux, Core 2 Duo with 3GB ram Description: ------------ Inside a for loop, I am passing a list to a function. The function accesses various members of the list. I understand that in this situation, the entire

I did some testing using samba-3.0.0 as a server and two identical clients one Running W2K and other running Win XP pro. If I write a big file using the W2K client, I'm getting about 25 Mbytes/sec but if I run the same testing using the Win XP Pro, this client only is able to get 12.5 Mbytes/sec. There is a problem between XP and samba?

Hello, I'm testing a two nodes glusterfs distributed cluster (version 3.3.1-1) on Debian 7. The two nodes write on the same iscsi volume on a SAN. When I try to write an 1G file with dd, I have the following results : NFS : 107 Mbytes/s Gluster client : 8 Mbytes/sec My /etc/fstab on the client : /etc/glusterfs/cms.vol /data/cms glusterfs defaults 0 0 I'd like to use the gluster