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Holt Winters Multiplicative Seasonal - Example 1 (R)


Notes and Considerations


The code and results/output are in the file "CH04 Example 4-8 Holt Winters Multiplicative Seasonal model.docx" attached below.


Extra:
  • Has an example of using the R 'optim' function to find the three HW parameters.



Data Set

 
Table 4.11 Liquor Store Sales data

See file "DATA Montgomery TS data for chapter examples.xlsx" at the bottom of page Introduction to Time Series Analysis and Forecasting (Montgomery)

Data is also included in the R script file attached below.



Analysis or Script File

 
See the file "CH04 Example 4-8 Holt Winters Multiplicative Seasonal model.R" attached below.




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