ETSestim: ETSestim
In UComp: Automatic Univariate Time Series Modelling of many Kinds
ETSestim R Documentation
ETSestim
Description
Estimates and forecasts ETS models
Usage
ETSestim(m)
Arguments
m
an object of type ETS created with ETSforecast
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, ETSforecast, ETSvalidate,
ETScomponents
Examples
m1 <- ETSsetup(log(gdp))
m1 <- ETSestim(m1)
UComp documentation built on April 24, 2026, 5:07 p.m.
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| ETSestim | R Documentation |
ETSestim
Description
Estimates and forecasts ETS models
Usage
ETSestim(m)
Arguments
m |
an object of type |
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, ETSforecast, ETSvalidate,
ETScomponents
Examples
m1 <- ETSsetup(log(gdp))
m1 <- ETSestim(m1)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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