statsmodels.tsa.holtwinters.Holt¶
-
class
statsmodels.tsa.holtwinters.
Holt
(endog, exponential=False, damped=False)[source]¶ Holt’s Exponential Smoothing
- Parameters
- endogarray_like
Time series
- exponentialbool,
optional
Type of trend component.
- dampedbool,
optional
Should the trend component be damped.
- Returns
- results
Holt
class
- results
See also
Notes
This is a full implementation of the Holt’s exponential smoothing as per [R10fa90404def-1]. Holt is a restricted version of
ExponentialSmoothing
.References
- R10fa90404def-1
Hyndman, Rob J., and George Athanasopoulos. Forecasting: principles and practice. OTexts, 2014.
Methods
fit
([smoothing_level, smoothing_slope, …])Fit the model
from_formula
(formula, data[, subset, drop_cols])Create a Model from a formula and dataframe.
hessian
(params)The Hessian matrix of the model.
information
(params)Fisher information matrix of model.
Compute initial values used in the exponential smoothing recursions
Initialize (possibly re-initialize) a Model instance.
loglike
(params)Log-likelihood of model.
predict
(params[, start, end])Returns in-sample and out-of-sample prediction.
score
(params)Score vector of model.
Properties
Names of endogenous variables.
The names of the exogenous variables.