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...uot;Error in ets(x[i], model = "AZZ", opt.crit = c("amse")) : y should be a univariate time series"* Could someone please explain why this is happening? I also want to be able to extract data like coef's, errors (MAPE,MSE etc.) Thanks and regards, Phani -- A. Phani Kishan 3rd Year B.Tech Dept. of Computer Science & Engineering IIT MADRAS Ph: +919962363545 [[alternative HTML version deleted]]

...342 for the above command. will my model be yt=0.1561*yt-1 -.4495*yt-2 + 635.1266 only? Kindly shed some light on the above issues. Also if I want my final model to be a composite one involving expoential smoothing and autro-regressive terms what is the best mode of action? Thanks and regards, Kishan -- A. Phani Kishan 3rd Year B.Tech Dept. of Computer Science & Engineering IIT MADRAS Ph: +919962363545 [[alternative HTML version deleted]]

...;s, 2 in case of holt's). Now if I want to see results of the best parameters from the Holt's method, how should I go about it? And is there any study comparing the accuracy of brown's double exponential model versus holt's exponential model? Thanks in advance, Phani -- A. Phani Kishan 3rd Year B.Tech Dept. of Computer Science & Engineering IIT MADRAS Ph: +919962363545 [[alternative HTML version deleted]]

Hey, I have a list of 30 odd time-series (products) in columns of a data-frame. I want to apply time-series forecasting functions across all the columns of the data-frame in order to determine which is the best model to use. How do I go about this? Phani [[alternative HTML version deleted]]