expsmooth (2.02)
Data sets from "Forecasting with exponential smoothing".
http://robjhyndman.com/software/expsmooth/
http://cran.r-project.org/web/packages/expsmooth
Data sets from the book "Forecasting with exponential smoothing: the state space approach" by Hyndman, Koehler, Ord and Snyder (Springer, 2008).
Maintainer:
Rob J Hyndman
Author(s): Rob J Hyndman <Rob.Hyndman@monash.edu>
License: GPL (>= 2)
Uses: forecast, tseries
Reverse depends: fpp
Reverse suggests: caschrono
Released 7 months ago.
2 previous versions
- expsmooth_2.01. Released almost 2 years ago.
- expsmooth_2.00. Released over 3 years ago.
Ratings
Overall: |
|
Documentation: |
|
Log in to vote.
Reviews
No one has written a review of expsmooth yet. Want to be the first? Write one now.
Related packages: AER, boot, dlm, dse, dyn, dynlm, Ecdat, FinTS, its, meboot, mFilter, MSBVAR, sde, timeSeries, tsDyn, tseries, tsfa, urca, vars, zoo … (20 best matches, based on common tags.)
Search for expsmooth on google, google scholar, r-help, r-devel.
Visit expsmooth on R Graphical Manual.
