holt_parameters {tsfeatures}R Documentation

Parameter estimates of Holt's linear trend method

Description

Estimate the smoothing parameter for the level-alpha and the smoothing parameter for the trend-beta. hw_parameters considers additive seasonal trend: ets(A,A,A) model.

Usage

holt_parameters(x)

hw_parameters(x)

Arguments

x

a univariate time series

Value

holt_parameters produces a vector of 2 values: alpha, beta.

hw_parameters produces a vector of 3 values: alpha, beta and gamma.

Author(s)

Thiyanga Talagala, Pablo Montero-Manso


[Package tsfeatures version 1.1.1 Index]