Tag Archives: Holt-Winters

Forecast, Automatic Routines vs. Experience

This morning, in our Time Series course, we’ve been playing with some data I got from google.ca/trends/. Actually, we’ve been playing on some old version, downloaded 18 months ago (discussed in a previous post, in French).

> urls = "http://freakonometrics.free.fr/report-headphones-2015.csv"
> report=read.table(
+ urls,skip=4,header=TRUE,sep=",",nrows=585)
> tail(report)
                    Semaine headphones
580 2015-02-08 - 2015-02-14         53
581 2015-02-15 - 2015-02-21         52
582 2015-02-22 - 2015-02-28         51
583 2015-03-01 - 2015-03-07         50
584 2015-03-08 - 2015-03-14         49
585 2015-03-15 - 2015-03-21         49

If we plot that weekly time series, we have

> plot(report[,2],type="l")

Working with weekly series is more complicated (at least to find a simple model, with only a few lags), so let us convert that series into a monthly one,

> source(
+   "http://freakonometrics.blog.free.fr/public/code/H2M.R")
> headphones=H2M(report,lang="FR",type="ts")
> plot(headphones)

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