ETScomponents function

ETScomponents

Estimates components of ETS models

ETScomponents(m)

Arguments

• m: an object of type ETS created with ETSforecast

Returns

The same input object with the appropriate fields filled in, in particular: - comp: Estimated components in matrix form

Examples

## Not run:

m1 <- ETS(log(gdp))
m1 <- ETScomponents(m1)
## End(Not run)

See Also

ETS, ETSforecast, ETSvalidate, ETSestim

Author(s)

Diego J. Pedregal