estimate_ets: Estimate ETS model on multivariate time series
In bdemeshev/torro:

estimate_ets returns a list of estimated ETS models

1	estimate_ets(y, ...)

`y`	multivariate time series
`...`	further arguments passed to `ets` function

Just a wrapper for auto.arima function from forecast package.

list of estimated ETS models

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data(rus_macro)
y_small <- rus_macro[, c("cpi", "employment", "m2")]
ets_model <- estimate_ets(y_small)

bdemeshev/torro documentation built on May 21, 2019, 8:36 a.m.

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