forecTheta (version 2.2)

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))

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.

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.

Author

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)