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2009 Sep 09
1
Forecast - How to create variables with summary() results parameters
Hi,
I would like to create variables in R containing parameters of
summary(*Forecast
Results*).
Using the following code:
library(forecast)
data <- AirPassengers
xets <- ets(data, model="ZZZ", damped=NULL)
xfor <- forecast(xets,h=12, level=c(80,95))
summary(xfor)
the output is:
Forecast method: ETS(M,A,M)
Model Information:
ETS(M,A,M)
Call:
ets(y = data, model = "ZZZ", damped = NULL)
Smoothing parameters:
alpha = 0.5901
beta = 0.0058
gamma = 1e-04
Initial states:
l...