class statsmodels.tsa.holtwinters.HoltWintersResults(model, params, **kwds)
[source]
Holt Winter’s Exponential Smoothing Results
Parameters: |
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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.
forecast ([steps]) | Out-of-sample forecasts |
initialize (model, params, **kwd) | |
predict ([start, end]) | In-sample prediction and out-of-sample forecasting |
summary () |
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.holtwinters.HoltWintersResults.html