[R] help with ets function in forecast package

[Gabor Grothendieck]

Maybe you are using an old version?  This is what I get:


> packageDescription("forecast")$Version
[1] "1.03"
> R.version.string # XP
[1] "R version 2.4.1 Patched (2006-12-30 r40331)"
> ts2 <- ts(c(67,55,55,59,65,74,80,56,40,59,54,96,67,66,80,58,61,53,
+ 76,74,67,47,63,57,54,67,85,81,70,68,53,60,72,70,60,66,
+ 73,65,67,81,94,59,71,67,76,61,79,78,82,85,60,69,51,68,
+ 88,70,70,53,63,70,77,79,63,74,72,85,69,85,79,75,71,61,
+ 68,68,80,72,70,82,80,53,71,88,76,71,57,65,68,67,73,95,
+ 94,68,64,67,65,85,92,73,67,57,58,69,82,82,76,67,77,74),frequency=7)
>
> ets(ts2)
ETS(A,N,A)

Call:
 ets(y = ts2)

  Smoothing parameters:
           alpha = 0.0646
           gamma = 0.01

         Initial states:
           l = 64.1174
         s = 2.0613 10.2135 8.756 -7.7316 -5.1641 -6.6847
                          -1.4503



On 1/19/07, sj ssj1364 at gmail.com> wrote:
>  I have been trying to use the ets function in the forecast package on a
> daily time series (ts2 is a ts object with frequency =7). However when I run
> the following code I get an error related to etsmodel. I have looked at ets
> and I can see that there is a call to the function etsmodel, but I cant seem
> to find info on the ets function anywhere. Does anyone know anything about
> the etsmodel function?
>
>
> this is a sample data set with sample code
>
> library(forecast)
>
> ts2 <- ts(c(67,55,55,59,65,74,80,56,40,59,54,96,67,66,80,58,61,53,
> 76,74,67,47,63,57,54,67,85,81,70,68,53,60,72,70,60,66,
> 73,65,67,81,94,59,71,67,76,61,79,78,82,85,60,69,51,68,
> 88,70,70,53,63,70,77,79,63,74,72,85,69,85,79,75,71,61,
> 68,68,80,72,70,82,80,53,71,88,76,71,57,65,68,67,73,95,
> 94,68,64,67,65,85,92,73,67,57,58,69,82,82,76,67,77,74),frequency=7)
>
> ets(ts2)
>
> I get the following error:
>
> [1] "Model: ETS(A,N,A)"
> Error in etsmodel(y, errortype[i], trendtype[j], seasontype[k], damped[l],
> :
>        Parameters out of range
>
> Any help would be appreciated.
>
> thanks,
>
>
> Spencer
>
>        [[alternative HTML version deleted]]
>
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