Full_Name: John Bodley Version: 2.5.1 (2007-06-27) OS: Windows XP Submission from: (NULL) (12.144.182.66)
I was fitting a number of time series in R using the stats::HoltWinters method to define a single exponential smoothing model, i.e., beta = gamma = 0. I came across an example where the fitted value of alpha was not defined in the [0, 1] interval which seems to violate the lower and upper bound constraints used for the optim method. On my computer the following code returns a value of 48.87989. R code: x <- c( 0, 0.000843170320404722, 0, 0, 0, 0.0103773584905660, 0.00832466181061394, 0.0038560411311054, 0, 0, 0.00484966052376334, 0, 0, 0, 0.00274348422496571, 0, 0, 0, 0, 0, 0.0207064555420219, 0.0334975369458128, 0.0334975369458128, 0.00338983050847458, 0.00483675937122128, 0, 0, 0.00224971878515186, 0, 0, 0, 0.00135685210312076, 0, 0, 0, 0.0035377358490566, 0.0035377358490566, 0.00501002004008016, 0.0107632093933464, 0, 0, 0.0143329658213892, 0.0330459770114943, 0, 0, 0, 0, 0.0109890109890110, 0, 0.00118623962040332, 0.007380073800738, 0.00695410292072323, 0.0104895104895105, 0.00278551532033426, 0.00278551532033426 ); # Single exponential smoothing m <- stats::HoltWinters(x, beta = 0, gamma = 0); m$alpha ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
