Yeah, I was pretty sure that it needed one period to begin estimating, but it
just seemed odd to me that the plot function was able to interpolate all the
way back to the beginning (well, nearly the beginning), but the fitted
values only began after the first period.
Thanks for your response!
Jess
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
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 ent
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