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Questions - ets

Automatic ETS from fable package in R does not provide the model with the lowest Information Criteria (AIC, BIC and AICc)

Using the classic shampoo dataset from fpp2 I tried to fit an automatic ets model. This led me to an ETS(A,A,N) framework with aic = 441.0668, bic = 448.9844 and AICc = 443.0668. Nevertheless when usi...
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Andre Gutierrez

r

time-series

forecasting

ets

fable-r

Votes: 0

Answers: 1

Latest Answer

By default, the automatic modelling selection done by fable::ETS does not consider multiplicative trend models. The models considered in the selection process are described by the method argument of t...
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Mitchell O'Hara-Wild

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