ETSestim {UComp}

ETSestim

Description

Estimates and forecasts ETS models

Usage

ETSestim(m)

Arguments

m

an object of type ETS created with ETSmodel

Details

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

Value

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

Author(s)

Diego J. Pedregal

See Also

ETS, ETSmodel, ETSvalidate, ETScomponents

Examples

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

## End(Not run)