Returns object of class "smooth.forecast", which contains:
model - the estimated model (ES / CES / GUM / SSARIMA).
method - the name of the estimated model (ES / CES / GUM / SSARIMA).
fitted - fitted values of the model.
y - actual values provided in the call of the model.
forecast aka mean - point forecasts of the model
(conditional mean).
lower - lower bound of prediction interval.
upper - upper bound of prediction interval.
level - confidence level.
interval - binary variable (whether interval were produced or not).
residuals - the residuals of the original model.
Details
This is not a compulsory function. You can simply use es,
ces, gum or ssarima without
forecast.smooth. But if you are really used to forecast
function, then go ahead!
References
Hyndman, R.J., Koehler, A.B., Ord, J.K., and Snyder, R.D. (2008)
Forecasting with exponential smoothing: the state space approach,
Springer-Verlag. http://www.exponentialsmoothing.net.