Frequency too high for ets?
Look at the source:
x <- ts(rnorm(52*100),frequency=52) debug(ets) e <- ets(x)
<snip>
debug: m <- frequency(y)
Browse[1]>
debug: if (m > 24) stop("Frequency too high")
Browse[1]>
Error in ets(x) : Frequency too high
--
http://quantemplation.blogspot.com
On Mon, Sep 22, 2008 at 12:15 PM, <rkevinburton at charter.net> wrote:
I have a time series that is basically weekly data for a year. So the frequency on the time-series is 52 (52 weeks (obeservations)/year). I have 3+ years of data. I am trying to fit a model to this data using ets in the forecast package (exponential smoothing) but I get: Error in ets(.sublist$TimeSeries) : Frequency too high I was looking in the documentation for 'ets' and there was no mention of the limits but apparently 52 is "too high". Any suggestions? Thank you. Kevin
_______________________________________________ R-SIG-Finance at stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. -- If you want to post, subscribe first.