thetam | R Documentation |
Create a model object as an interim step to a theta method forecast.
thetam(y)
y |
A numeric vector or time series. |
This fits an exponential smoothing state space model with
model = 'ANN'
to y
, having first performed classic multiplicative
seasonal adjustment. A drift value is also calculated by
lsfit(0:(length(y) - 1), y)$coef[2] / 2
. In combination with forecast.thetam()
,
this provides identical results to forecast::thetaf(...)
. The purpose of splitting
it into a 'model' and 'forecast' functions is to make the approach consistent with other
modeling / forecasting approaches used in hybridModel()
.
An object of class thetam
Peter Ellis
forecast.thetam
mod1 <- thetam(Nile)
plot(mod1)
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