Saturday, 24 August 2013

R forecast function not picking up seasonality

R forecast function not picking up seasonality

I am having trouble picking up the seasonality the seems to be implied in
the data. I think (though its just a guess that its using additive and not
multiplicative seasonality). I am using the forecast function and thought
it would automatically pick what I need based on a lecture from Dr.
Hyndman. The following snipet of code plots the chart and I would have
expected the forecast to be higher then it is. Am I missing a model
parameter or something? Any help would be appreciated.
sw<-c(2280, 1754, 1667, 1359, 1285, 1379, 2166, 1053, 1076, 1149, 1277,
1577, 1639, 1719, 1592, 2306, 3075, 2897, 1875, 1966, 2927, 3528, 2948,
2890, 3947, 3913, 3885, 4148, 5293, 5752, 6001, 7719, 5512, 6782, 6320,
6425, 6406, 7237, 8655, 9269, 12447, 13470, 13469, 13949, 17753, 17653,
14531, 14496, 13643, 12652, 12665, 10629, 8962, 8198, 6833, 5027, 4407,
4449, 4399, 5896, 6589, 3786, 4386, 4847, 5597, 5407, 4800, 7803, 9255,
10423, 5523, 8121, 6944, 8434, 9847, 9292, 9794, 10195, 10124, 11310,
12245, 12798, 14611, 15402, 13532, 16154, 15101, 14755, 17139, 16475,
19935, 19980, 25173, 28568, 27839, 28991, 27073, 29615, 25849, 27910,
27067, 21303, 20544, 15188, 13706, 9277, 10815, 7228, 4608, 4409, 9866,
8471, 8223, 6445, 6641, 6833, 11421, 8945, 8127, 10380, 12005, 13272,
9431, 12144, 14934, 14052, 11712, 14888, 15824, 17275, 18067, 19839,
21192, 22763, 22976, 23721, 22681, 20131, 19965, 20539, 19517, 22022,
23076, 30574, 40247, 43111, 39577, 40724, 44982, 44388, 46372, 43153,
36821, 32258, 31256, 27153, 23180, 18252, 16381, 13220, 12500, 10727,
9636, 8892, 8644, 9482, 9170, 10937, 12299, 15781, 11477, 16524, 16752,
18072, 14776, 13388, 18056, 19815, 21263, 22046, 26415, 24247, 25403,
30058, 26331, 32533, 31891, 35973, 27558, 24554, 25692, 25955, 24284,
24930, 28354, 34840, 40055, 42099, 42768, 48279, 50086, 56466, 42244,
51451, 44583, 39091, 33391, 29452, 25533)
swts <- ts(sw, frequency=52, start=c(2006,30))
swfc <- forecast(swts,h=52)
plot(swfc)

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