ETSestim: ETSestim

In UComp: Automatic Unobserved Components and Other Time Series Models

ETSestim

Description

Estimates and forecasts ETS models

Usage

ETSestim(m)

Arguments

m	an object of type ETS created with ETSmodel

Details

ETSestim estimates and forecasts a time series using an an ETS model

Value

The same input object with the appropriate fields filled in, in particular:

p	Estimated parameters
yFor	Forecasted values of output
yForV	Variance of forecasted values of output
ySimul	Bootstrap simulations for forecasting distribution evaluation

Author(s)

Diego J. Pedregal

See Also

ETS, ETSmodel, ETSvalidate, ETScomponents

Examples

## Not run: 
m1 <- ETSsetup(log(gdp))
m1 <- ETSestim(m1)

## End(Not run)

UComp documentation built on May 31, 2023, 7:41 p.m.