smooth: Smooth package

Description Details Author(s) References See Also Examples

Description

Package contains functions implementing Single Source of Error state space models for purposes of time series analysis and forecasting.

Details

Package: smooth
Type: Package
Date: 2016-01-27 - Inf
License: GPL-2

The following functions are included in the package:

There are also several methods implemented in the package for the classes "smooth" and "smooth.sim":

Author(s)

Ivan Svetunkov

Maintainer: Ivan Svetunkov <ivan@svetunkov.ru>

References

See Also

forecast, es, ssarima, ces, gum

Examples

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y <- ts(rnorm(100,10,3),frequency=12)

adam(y,h=20,holdout=TRUE)
es(y,h=20,holdout=TRUE)
gum(y,h=20,holdout=TRUE)
auto.ces(y,h=20,holdout=TRUE)
auto.ssarima(y,h=20,holdout=TRUE)

config-i1/smooth documentation built on June 16, 2021, 2:13 p.m.