October 2017
Beginner to intermediate
572 pages
26h 1m
English
Perform the following steps with R:
> library(forecast)
> t = ets(AirPassengers)
> t
Output:
ETS(M,Ad,M)
Call:
ets(y = AirPassengers)
Smoothing parameters:
alpha = 0.7322
beta = 0.0188
gamma = 1e-04
phi = 0.98
Initial states:
l = 120.9759
b = 1.8015
s=0.8929 0.7984 0.9211 1.0604 1.2228 1.2324
1.1107 0.9807 0.9807 1.0106 0.8843 0.9051
sigma: 0.0368
AIC AICc BIC
1395.092 1400.564 1448.548
> plot(t)

> val = forecast(t) > plot(val)

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