Does R support double-exponential smoothing?

Fit an ARIMA(0,2,2) model - it's the same thing and you'll get the MLE of
the smoothing parameter for free.
Use logs if you want a multiplicative model.

Gerard



                                                                           
             Stephan Kolassa                                               
             <Stephan.Kolassa@                                             
             gmx.de>                                                    To 
             Sent by:                  minben <minbenh at gmail.com>          
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                                                                   Subject 
                                       Re: [R] Does R support              
             31/03/2009 11:11          double-exponential smoothing?       
                                                                           
                                                                           
                                                                           
                                                                           
                                                                           
                                                                           




Hi,

ets() in Hyndman's forecast package allows you to specify which one of
the many smoothing variants (additive/multiplicative season, damped
trend, additive/multiplicative errors) you want.

HTH,
Stephan


minben schrieb:

I want to use double-exponential smoothing to forecast time series
datas,but I couldn't find it in the document,does R support this
method?

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