statsmodels.tsa.holtwinters.HoltWintersResults

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.
specification

Dictionary including all attributes from the VARMAX model instance.

Type:dictionary
params

All the parameters for the Exponential Smoothing model.

Type:dictionary
fittedfcast

An array of both the fitted values and forecast values.

Type:array
fittedvalues

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

Type:array
fcast

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

Type:array
sse

The sum of squared errors

Type:float
level

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

Type:array
slope

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

Type:array
season

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

Type:array
aic

The Akaike information criterion.

Type:float
bic

The Bayesian information criterion.

Type:float
aicc

AIC with a correction for finite sample sizes.

Type:float
resid

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

Type:array
k

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

Type:int

Methods

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