Description Usage Arguments Author(s)
If the smoothing matrix is NULL, it will be solved for through optimization.
1 2 3 | ExponentialSmoothing(R, smoothing_matrix = NULL,
startup_period = 10, training_period = 36,
type = c("classic", "robust"))
|
R |
xts object of asset returns |
smoothing_matrix |
smoothing matrix |
startup_period |
number of periods to use for startup data to estimate starting values |
training_period |
number of periods to use for training data to estimating smoothing matrix |
type |
Ross Bennett
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