R中的HoltWinters模型

Question

We can build HoltWinters model in R using HoltWinters() function, but how to adjust a damped trend? In Holt model (holt() function in R) we can set parameter that our trend can be damped (damped=TRUE). How we can do it in HoltWinters model? Is there any trick for this?

Answer 1

HoltWinters and holt come from different packages - the first from stats , the second from forecast .

You can create a Holt Winters model in forecast package using hw function. The syntax is same as for holt , so just set hw(y, damped = T) when creating your model.