HoltWinters.xts: HoltWinters for xts Objects

In R-Finance/xtsExtra: Supplementary Functionality for xts

Description

Holt-Winters Filtering for xts objects

Usage

## S3 method for class 'xts'
HoltWinters(x, ...)

Arguments

x	an xts object
...	additional arguments to be passed to the stats function which drives these methods.

Details

Currently little more than thin wrappers to stats::HoltWinters for xts objects. Will receive increased functionality going forward. See documentation of those functions for more information about the calculation mechanisms.

Value

A HoltWinters object with the residuals and fitted values coerced back to xts objects.

Author(s)

Michael Weylandt

Examples

# Hopefully we don't break this
example("HoltWinters","stats")

R-Finance/xtsExtra documentation built on May 8, 2019, 4:51 a.m.