I created this loop:
library(forecast)
a=1
b=60
while(b<=(NROW(tsarroz))){
janela=dput(tsarroz [a:b])
serie=ts(janela,freq=6)
HW=HoltWinters(serie)
prev=forecast(HW,6)
result=data.frame(prev$mean)
a=a+6
b=b+6
}
It should create a data window, run the HoltWinters
function, and then compute forecast
. But it seems that it calculates all windows at once, and the function HoltWinters
of error:
Warning messages:
1: In HoltWinters(serie) :
optimization difficulties: ERROR: ABNORMAL_TERMINATION_IN_LNSRCH
Another problem is that in the "result" should be the sum of the calculated forecasts of each window, but only returns the result of the last one.
My data is:
tsarroz
Time Series:
Start = c(1, 1)
End = c(55, 5)
Frequency = 6
[1] 604 552 580 561 603 751 444 411 375 383 477 649 330 365 336 370 355
[18] 418 258 355 407 435 615 676 258 355 556 630 636 925 562 498 396 383
[35] 486 791 435 322 322 410 402 490 340 328 294 323 342 567 418 469 500
[52] 478 608 1049 556 455 477 378 431 628 362 637 609 581 431 385 362 375
[69] 417 287 455 556 362 429 561 287 922 863 544 567 715 590 613 782 413
[86] 375 328 580 556 654 309 331 363 370 422 451 374 316 313 329 558 745
[103] 574 546 596 513 640 966 447 509 466 268 494 749 509 286 410 268 606
[120] 511 236 371 377 401 462 354 468 586 640 613 347 900 741 283 583 463
[137] 465 528 352 568 477 316 479 528 315 331 339 290 348 451 364 336 380
[154] 393 711 826 485 562 579 624 604 734 453 330 307 359 629 685 346 332
[171] 387 328 453 428 360 378 332 335 462 625 532 550 518 528 751 858 568
[188] 423 490 424 450 616 539 409 379 369 356 436 290 348 286 364 455 497
[205] 323 470 523 547 573 817 506 558 535 428 566 594 342 351 585 445 416
[222] 448 315 348 296 351 394 437 392 317 296 287 468 783 508 456 528 593
[239] 618 819 403 525 362 361 605 481 422 341 323 412 352 545 300 299 309
[256] 352 389 558 504 467 520 424 627 796 556 484 424 516 440 473 473 514
[273] 477 430 437 551 575 571 324 430 341 240 472 392 287 430 365 315 465
[290] 470 549 558 509 463 373 363 307 522 452 407 325 437 245 314 294 327
[307] 339 323 388 382 447 490 616 557 542 582 629 778 436 457 382 434 508
[324] 581 436 457 410 398 378