statsmodels.tsa.holtwinters.HoltWintersResults

class statsmodels.tsa.holtwinters.HoltWintersResults(model, params, **kwds)

Holt Winter’s Exponential Smoothing Results

Parameters:

• model (ExponentialSmoothing instance) – The fitted model instance
• params (dictionary) – All the parameters for the Exponential Smoothing model.

specification

dictionary – Dictionary including all attributes from the VARMAX model instance.

params

dictionary – All the parameters for the Exponential Smoothing model.

fittedfcast

array – An array of both the fitted values and forecast values.

fittedvalues

array – An array of the fitted values. Fitted by the Exponential Smoothing model.

fcast

array – An array of the forecast values forecast by the Exponential Smoothing model.

sse

float – The sum of squared errors

level

array – An array of the levels values that make up the fitted values.

slope

array – An array of the slope values that make up the fitted values.

season

array – An array of the seaonal values that make up the fitted values.

aic

float – The Akaike information criterion.

bic

float – The Bayesian information criterion.

aicc

float – AIC with a correction for finite sample sizes.

resid

array – An array of the residuals of the fittedvalues and actual values.

k

int – the k parameter used to remove the bias in AIC, BIC etc.

Methods

forecast([steps])	Out-of-sample forecasts
initialize(model, params, **kwd)
predict([start, end])	In-sample prediction and out-of-sample forecasting
summary()