statsmodels.tsa.holtwinters.HoltWintersResults¶
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class
statsmodels.tsa.holtwinters.
HoltWintersResults
(model, params, **kwds)[source]¶ Holt Winter’s Exponential Smoothing Results
Parameters: - model (ExponentialSmoothing instance) – The fitted model instance
- params (dictionary) – All the parameters for the Exponential Smoothing model.
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specification
¶ Dictionary including all attributes from the VARMAX model instance.
Type: dictionary
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params
¶ All the parameters for the Exponential Smoothing model.
Type: dictionary
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fittedfcast
¶ An array of both the fitted values and forecast values.
Type: array
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fittedvalues
¶ An array of the fitted values. Fitted by the Exponential Smoothing model.
Type: array
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fcast
¶ An array of the forecast values forecast by the Exponential Smoothing model.
Type: array
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level
¶ An array of the levels values that make up the fitted values.
Type: array
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slope
¶ An array of the slope values that make up the fitted values.
Type: array
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season
¶ An array of the seaonal values that make up the fitted values.
Type: array
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resid
¶ An array of the residuals of the fittedvalues and actual values.
Type: array
Methods
forecast
([steps])Out-of-sample forecasts initialize
(model, params, **kwd)predict
([start, end])In-sample prediction and out-of-sample forecasting summary
()