UComp (version 4.0.1)

ETSestim: ETSestim

Description

Estimates and forecasts ETS models

Usage

ETSestim(m)

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

Arguments

m

an object of type ETS created with ETSmodel

Author

Diego J. Pedregal

Details

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

See Also

ETS, ETSmodel, ETSvalidate, ETScomponents

Examples

if (FALSE) {
m1 <- ETSsetup(log(gdp))
m1 <- ETSestim(m1)
}