holt_parameters: Parameter estimates of Holt's linear trend method

View source: R/thiyanga.R

holt_parametersR Documentation

Parameter estimates of Holt's linear trend method

Description

Estimate the smoothing parameter for the level-alpha and the smoothing parameter for the trend-beta. hw_parameters considers additive seasonal trend: ets(A,A,A) model.

Usage

holt_parameters(x)

hw_parameters(x)

Arguments

x

a univariate time series

Value

holt_parameters produces a vector of 2 values: alpha, beta.

hw_parameters produces a vector of 3 values: alpha, beta and gamma.

Author(s)

Thiyanga Talagala, Pablo Montero-Manso


tsfeatures documentation built on Aug. 28, 2023, 5:09 p.m.