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We can build HoltWinters model in R using HoltWinters() function, but how to adjust a damped trend? In Holt model (holt() function in R) we can set parameter that our trend can be damped (damped=TRUE). How we can do it in HoltWinters model? Is there any trick for this?

syeenn
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1 Answers1

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HoltWinters and holt come from different packages - the first from stats, the second from forecast.

You can create a Holt Winters model in forecast package using hw function. The syntax is same as for holt, so just set hw(y, damped = T) when creating your model.

AshOfFire
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