I am relatively new to R (and any kind of programming in general) and I am trying to generate forecasting models. One of the methods I have been looking into is the Holt-Winters method, using the HoltWinters function from the {stats} package in R.
HW <- HoltWinters(DollarSales.ts, seasonal = "multiplicative")
checkresiduals(HW)
In doing so, I get what looks like a strong model with a good p-value for the Ljung-Box test. However, I have been unable to find the AIC for the model so that I can compare fit with other models such as ARIMA.
I have tried using the AIC() function but I am met with the error message:
Error in UseMethod("logLik") : no applicable method for 'logLik' applied to an object of class "HoltWinters"
Does anyone know a way around this?