Last data update: 2014.03.03
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R: Simple Exponential Smoothing Method
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.
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h |
Number of required forecasting periods.
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ell0 |
The value of ell0^* parameter.
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alpha |
The value of alpha parameter.
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lower |
The lower limit of parametric space.
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upper |
The upper limit of parametric space.
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Value
A list containing the elements:
$y |
The original time series.
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$par |
The estimated values for (ell^*, alpha) parameters
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$mean |
The forecasting values
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$fitted |
A time series element with the fitted points.
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$residuals |
A time series element with the residual points.
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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)
Results
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