expSmoot {forecTheta} | R Documentation |
Simple Exponential Smoothing Method
Description
Estimation of Simple Exponential Smoothing Method
Usage
expSmoot(y, h=5, ell0=NULL, alpha=NULL, lower = c(-1e+10, 0.1),
upper = c(1e+10, 0.99))
Arguments
y |
Object of time series class. |
h |
Number of required forecasting periods. |
ell0 |
The value of |
alpha |
The value of |
lower |
The lower limit of parametric space. |
upper |
The upper limit of parametric space. |
Value
A list containing the elements:
$y |
The original time series. |
$par |
The estimated values for |
$mean |
The forecasting values |
$fitted |
A time series element with the fitted points. |
$residuals |
A time series element with the residual points. |
Author(s)
Jose Augusto Fiorucci, Francisco Louzada and Bao Yiqi
See Also
forecTheta-package
, stheta
, dotm
Examples
y1 = 2+ 0.15*(1:20) + rnorm(20,2)
y2 = y1[20]+ 0.3*(1:30) + rnorm(30,2)
y = as.ts(c(y1,y2))
expSmoot(y, h=10)
[Package forecTheta version 2.6.2 Index]