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2012 May 18
0
Forecast package, auto.arima() convergence problem, and AIC/BIC extraction
...ng it: =========================================================================== ===== acc.naive <- signif(accuracy(naive(tix_ts, h=365)), digits=3) acc.snaive <- signif(accuracy(snaive(tix_ts, h=365)), digits=3) acc.ets <- signif(accuracy(forecast(ets(tix_ts), h=365)), digits=3) acc.etsa <- signif(accuracy(forecast(ets(tix_ts,model="AAZ"), h=365)), digits=3) acc.aarima <- signif(accuracy(forecast(auto.arima(tix_ts, stepwise=FALSE), h=365)), digits=3) acc.arfima <- signif(accuracy(forecast(arfima(tix_ts), h=365)), digits=3) x <- matrix(c(acc.naive,acc.sna...