This package has as input a Time Series object.
The first step fits a series of models:
tslm_2 (linear-regression by 'trend' and 'season')
Exponential smoothing models (with several variations)
ARIMA (with and without stepwise selection)
The second step picks the model with lowest error measures, either by a specific measure or by majority vote, among all possible error measures.
The different error measures are: ME, RMSE, MAE, MPE ,MAPE, MASE, ACF1
Execution example:
library(tsSelect)
run_models(ts_object)
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