Generation

generate functionFri, 28 Apr 2023

genera un codigo para realizar un suavizamiento de holt a una serie temporal que abarca 10 años en forma mensual con el precio de las acciones cada mes

# Load required packages library(forecast) library(ggplot2) library(fpp2) # Function to generate forecast forecast.holt <- function(data, forecast_num=12, initial_train=24, hw_alpha=0.2, hw_beta=0.2) { # Split data into train and test train <- data[1:initial_train] test <- data[-c(1:initial_train)] # Fit Holt-Winters model # model <- HoltWinters(train, beta=FALSE, gamma=FALSE) model <- HoltWinters(train, alpha=hw_alpha, beta=hw_beta, gamma=FALSE) # Forecast forecast <- forecast(model, h=forecast_num) # Return result out <- list( train = train, test = test, model = model, forecast = forecast ) return(out) }

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