Week 8 Assignment 9

-Repeat the ts(), HoltWinters(), predict() and plot() functions on the Nile data as in these slides

Nile.ts <- ts(Nile,start=start(Nile))
plot(Nile.ts)

Nile.HoltWinters <-HoltWinters(Nile.ts, gamma=F)
plot(Nile.HoltWinters)

Nile.predict <-predict(Nile.HoltWinters,n.ahead=30)
ts.plot(Nile.ts,Nile.predict)

-Repeat the same functions with different values of alpha, beta, and gamma of your choosing on AirPassengers

AirPassengers.ts <- ts(AirPassengers,start=start(AirPassengers),frequency=10)
plot(AirPassengers.ts)

AirPassengers.HoltWinters <-HoltWinters(AirPassengers.ts, alpha = 0.5,beta = 0.5, gamma = 0.5)
plot(AirPassengers.HoltWinters)

AirPassengers.predict <-predict(AirPassengers.HoltWinters,n.ahead=10)
ts.plot(AirPassengers.ts,AirPassengers.predict)

AirPassengers.HoltWinters <-HoltWinters(AirPassengers.ts, alpha = 0.2,beta = 0.3, gamma = 0.4)
plot(AirPassengers.HoltWinters)

AirPassengers.predict <-predict(AirPassengers.HoltWinters,n.ahead=10)
ts.plot(AirPassengers.ts,AirPassengers.predict)

AirPassengers.HoltWinters <-HoltWinters(AirPassengers.ts, alpha = 0.9,beta = 0.8, gamma = 0.7)
plot(AirPassengers.HoltWinters)

AirPassengers.predict <-predict(AirPassengers.HoltWinters,n.ahead=10)
ts.plot(AirPassengers.ts,AirPassengers.predict)

When using the EuStockMarkets, choose one column

EUSTOCK <-EuStockMarkets[,3]

EUSTOCK.ts <- ts(EUSTOCK,start=start(EUSTOCK),frequency=10)
plot(EUSTOCK.ts)

EUSTOCK.HoltWinters <-HoltWinters(EUSTOCK.ts, alpha = 0.5,beta = 0.5, gamma = 0.5)
plot(EUSTOCK.HoltWinters)

EUSTOCK.predict <-predict(EUSTOCK.HoltWinters,n.ahead=10)
ts.plot(EUSTOCK.ts,EUSTOCK.predict)

EUSTOCK.HoltWinters <-HoltWinters(EUSTOCK.ts, alpha = 0.2,beta = 0.3, gamma = 0.4)
plot(EUSTOCK.HoltWinters)

EUSTOCK.predict <-predict(EUSTOCK.HoltWinters,n.ahead=10)
ts.plot(EUSTOCK.ts,EUSTOCK.predict)

EUSTOCK.HoltWinters <-HoltWinters(EUSTOCK.ts, alpha = 0.9,beta = 0.8, gamma = 0.7)
plot(EUSTOCK.HoltWinters)

EUSTOCK.predict <-predict(EUSTOCK.HoltWinters,n.ahead=10)
ts.plot(EUSTOCK.ts,EUSTOCK.predict)