# Forecasting a not-seasonal time series in R

I would to forecast a not-seasonal time serie in R. This is my serie and the model built with HoltWinters:

tsRedditoMedioForecast <- HoltWinters(redditoMedio, beta=FALSE, gamma=FALSE)


If beta and gamma parameters are FALSE, I built a Brown model that haven't seasonal component.

For forecasting, I imported the library "forecast" in my workspace:

install.packages('forecast', dependencies = TRUE)
library('forecast')


Last step: I would to forecast and calculate the value for the next 10 units. I put this R code:

tsRedditoMedioForecast2 <- forecast(tsRedditoMedioForecast, h=10)
plot(tsRedditoMedioForecast2)


The result is this: But I don't expect this. Time serie is increasing, so I expect an increasing prediction line. Not an horizontal constant line. What's the problem?

UPDATE

I have expected results with ETS and auto.arima models

Why not with HoltWinters?

• Do you expect a moving average to project a trend? If so, please see Wikipedia's remark "Simple exponential smoothing does not do well when there is a trend in the data" and the subsequent passages. – whuber Dec 9 '19 at 14:58
• Thanks. I introduce the trend component with beta factor in HoltWinters function: tsRedditoMedioForecast <- HoltWinters(redditoMedio, beta=TRUE, gamma=FALSE) And now I have my prediction line – wikimt Dec 9 '19 at 15:14

tsRedditoMedioForecast <- HoltWinters(redditoMedio, beta=TRUE, gamma=FALSE)