View source: R/parsnip-exp_smoothing.R
| ets_fit_impl | R Documentation | 
Low-Level Exponential Smoothing function for translating modeltime to forecast
ets_fit_impl(
  x,
  y,
  period = "auto",
  error = "auto",
  trend = "auto",
  season = "auto",
  damping = "auto",
  alpha = NULL,
  beta = NULL,
  gamma = NULL,
  ...
)
| x | A dataframe of xreg (exogenous regressors) | 
| y | A numeric vector of values to fit | 
| period | A seasonal frequency. Uses "auto" by default. A character phrase of "auto" or time-based phrase of "2 weeks" can be used if a date or date-time variable is provided. | 
| error | The form of the error term: "auto", "additive", or "multiplicative". If the error is multiplicative, the data must be non-negative. | 
| trend | The form of the trend term: "auto", "additive", "multiplicative" or "none". | 
| season | The form of the seasonal term: "auto", "additive", "multiplicative" or "none". | 
| damping | Apply damping to a trend: "auto", "damped", or "none". | 
| alpha | Value of alpha. If NULL, it is estimated. | 
| beta | Value of beta. If NULL, it is estimated. | 
| gamma | Value of gamma. If NULL, it is estimated. | 
| ... | Additional arguments passed to  | 
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.