forecTheta (version 2.0)

expSmoot: 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.

h

Number of required forecasting periods.

ell0

The value of ell0^* parameter.

alpha

The value of alpha parameter.

lower

The lower limit of parametric space.

upper

The upper limit of parametric space.

Value

• A list containing the elements:
• $y
  The original time series.
• $par
  The estimated values for (ell^*, alpha) parameters
• $mean
  The forecasting values
• $fitted
  A time series element with the fitted points.
• $residuals
  A time series element with the residual points.

See Also

forecTheta-package, otm.arxiv, 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)