HoltWinters doesn't give fitted values for the entire time series
since, like most time series models, there's a "recursive" element to
it. I.e., if a very simple model is X_t = 1/2*(X_{t-1} + X_{t-2}) +
epsilon, you need to take X_0, X_1 as is to "start" the series.If you run example(HoltWinters) you'll note that the red lines have roughly one period's (I think that's the right term) less points because those are needed to set up seasonality. You can change the model to something simpler to get earlier fits, but to the best of my understanding, you can't get them all the way to the beginning with HoltWinters smoothing. Michael On Thu, Apr 26, 2012 at 5:57 PM, slipkid90515 <jessica.lyn.ol...@gmail.com> wrote: > 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 of the data set? > > Thanks, > Jess > > -- > View this message in context: > http://r.789695.n4.nabble.com/HoltWinters-fitted-values-tp4591103p4591103.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > 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. ______________________________________________ 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.
