Hi,
ets() in Hyndman's forecast package allows you to specify which one of
the many smoothing variants (additive/multiplicative season, damped
trend, additive/multiplicative errors) you want.
HTH,
Stephan
minben schrieb:
I want to use double-exponential smoothing to forecast time series
datas,but I couldn't find it in the document,does R support this
method?
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