Homework: Repeat the same functions with different values of alpha, beta, and gamma of your choosing on. AirPassengers EuStockMarkets When using the EuStockMarkets, choose one column
library(fpp)
## Loading required package: forecast
## Loading required package: fma
## Loading required package: expsmooth
## Loading required package: lmtest
## Loading required package: zoo
##
## Attaching package: 'zoo'
## The following objects are masked from 'package:base':
##
## as.Date, as.Date.numeric
## Loading required package: tseries
library(forecast)
# Airpassangers
airpassengers_ts <- ts(AirPassengers, start=1, frequency=10)
summary(airpassengers_ts)
## Min. 1st Qu. Median Mean 3rd Qu. Max.
## 104.0 180.0 265.5 280.3 360.5 622.0
airpassengers_hw <- HoltWinters(airpassengers_ts, alpha = 0.5,beta = 0.5, gamma = 0.5)
airpassenger_pre <- predict(airpassengers_hw, n.head=10)
plot(airpassengers_ts)
plot(airpassengers_hw)
ts.plot(airpassengers_ts, airpassenger_pre)
# Stock markets
stock <- EuStockMarkets[, 2]
stock_ts <- ts(stock, start=1, frequency=10)
summary(stock_ts)
## Min. 1st Qu. Median Mean 3rd Qu. Max.
## 1587 2166 2796 3376 3812 8412
stock_hw <- HoltWinters(stock_ts, alpha = 0.3,beta = 0.3, gamma = 0.1)
stock_pre <- predict(stock_hw, n.ahead=10)
plot(stock_ts)
plot(stock_hw)
ts.plot(stock_ts, stock_pre)