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Final published version, 514 KB, PDF document
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Research output: Working paper
Research output: Working paper
}
TY - UNPB
T1 - Statistical models underlying functions of 'smooth' package for R
AU - Svetunkov, Ivan
PY - 2017/2/28
Y1 - 2017/2/28
N2 - In this paper we describe statistical models underlying functions of “smooth” package for R and show the connection between each of the parameters in functions and variables in those models. Aside from discussing conventional state-space models, we introduce several new models and discuss their properties. This paper should be useful mainly for people who want to understand what is happening in the core of functions implemented in “smooth” package.
AB - In this paper we describe statistical models underlying functions of “smooth” package for R and show the connection between each of the parameters in functions and variables in those models. Aside from discussing conventional state-space models, we introduce several new models and discuss their properties. This paper should be useful mainly for people who want to understand what is happening in the core of functions implemented in “smooth” package.
KW - State-space models
KW - Exponential Smoothing
KW - ARIMA
KW - Forecasting
KW - R program
KW - Statistical forecasting
M3 - Working paper
SP - 1
EP - 52
BT - Statistical models underlying functions of 'smooth' package for R
PB - Lancaster University Management School
CY - Lancaster
ER -