logLik.ets

0th

Percentile

Log-Likelihood of an ets object

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

Keywords
ts
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

Aliases
  • logLik.ets
Examples
fit <- ets(USAccDeaths)
logLik(fit)
Documentation reproduced from package forecast, version 3.12, License: GPL (>= 2)

Community examples

Looks like there are no examples yet.