ETSestim function

ETSestim

Estimates and forecasts ETS models

ETSestim(m)

Arguments

• m: an object of type ETS created with ETSforecast

Returns

The same input object with the appropriate fields filled in, in particular: - p: Estimated parameters

• yFor: Forecasted values of output

• yForV: Variance of forecasted values of output

• ySimul: Bootstrap simulations for forecasting distribution evaluation

Details

ETSestim estimates and forecasts a time series using an an ETS model

Examples

## Not run:

m1 <- ETSsetup(log(gdp))
m1 <- ETSestim(m1)
## End(Not run)

See Also

ETS, ETSforecast, ETSvalidate, ETScomponents

Author(s)

Diego J. Pedregal