ets_ts: Exponentially smoothed time series model

Description Usage Arguments Value

View source: R/forecasting-ets.R

Description

Fit a time series model using ets and make forecasts. The frequency of the data is set a priori, as opposed to estimating the parameter from the data.

ets_one_step uses ets to fit an exponential-smoothing time series model and make a single one-step forecast.

Usage

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ets_ts(timeseries, num_ahead = 5, level = 95, frequency = 1)

ets_one_step(timeseries, level = 95)

Arguments

timeseries

the time series to forecast

num_ahead

the number of points at the end of the time series to forecast

level

Confidence level for prediction intervals.

frequency

the number of observations per unit of time.

Value

a data.frame of the mean forecasts, the observed values, and the lower and upper CI levels (if an error occurs, then just NA values)


ha0ye/MATSS-forecasting documentation built on Nov. 28, 2020, 10:16 a.m.