forecast (version 3.04)

logLik.ets: Log-Likelihood of an ets object

Description

Returns the log-likelihood of the ets model represented by object evaluated at the estimated parameters.

Usage

## S3 method for class 'ets':
logLik(object, ...)

Arguments

object
an object of class ets, representing an exponential smoothing state space model.
...
some methods for this generic require additional arguments. None are used in this method.

Value

  • the log-likelihood of the model represented by object evaluated at the estimated parameters.

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.

See Also

ets

Examples

Run this code
fit <- ets(USAccDeaths)
logLik(fit)

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