ARIMA

“smooth” package for R. Common ground. Part II. Estimators

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UPDATE: Starting from the v2.5.1 the cfType parameter has been renamed into loss. This post has been updated since then in order to include the more recent name. A bit about estimates of parameters Hi everyone! Today I want to tell you about parameters estimation of smooth functions. But before going into details, there are … Read more

“smooth” package for R. Common ground. Part I. Prediction intervals

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UPDATE: Starting from v2.5.1 the parameter intervals has been renamed into interval for the consistency purposes with the other R functions. We have spent previous six posts discussing basics of es() function (underlying models and their implementation). Now it is time to move forward. Starting from this post we will discuss common parameters, shared by … Read more