ETS Model

Creates an Error-Trend-Season exponential smoothing model.

ETSModel(error_type = "A", trend_type = "N", season_type = "N", s = NULL)

Arguments

error_type

Error type: "A" (additive) or "M" (multiplicative). Every ETS model has an error term, so there is no "none".

trend_type

Trend type: "A" (additive), "M" (multiplicative), "Ad" (damped additive), "Md" (damped multiplicative), or "N" (none). Damping is requested through "Ad" or "Md".

season_type

Season type: "A" (additive), "M" (multiplicative), or "N" (none)

s

Seasonal period (required if season_type is not "N")

Value

A spec for a Julia `ETSModel`, built when it is fitted (see [juliabridge::julia_spec()])

Examples

if (FALSE) { # \dontrun{
# Simple exponential smoothing (A,N,N)
model <- ETSModel(error_type = "A", trend_type = "N", season_type = "N")

# Holt's linear trend (A,A,N)
model <- ETSModel(error_type = "A", trend_type = "A", season_type = "N")

# Holt-Winters additive (A,A,A)
model <- ETSModel(
  error_type = "A", trend_type = "A", season_type = "A", s = 12
)

# Holt-Winters multiplicative (M,M,M)
model <- ETSModel(
  error_type = "M", trend_type = "M", season_type = "M", s = 12
)
} # }