[R] Default value of the option initial in the ses function in the forecast package.

Ashim Kapoor ashimkapoor at gmail.com
Mon Oct 2 11:48:26 CEST 2017


Dear All,

I am trying to use the function ses from the forecast package.

>From its help I have :

Usage:

     ses(y, h = 10, level = c(80, 95), fan = FALSE, initial = c("optimal",
       "simple"), alpha = NULL, lambda = NULL, biasadj = FALSE, x = y, ...)

My query is that if I do not mention the initial value will its default
value be "optimal".

A MWE would be  :

library(fpp)
oildata <- window(oil,start=1996,end=2007)
fit3 <- ses(oildata, h=3)

In the above is the default value of initial "optimal" or "simple" ?

Note I have taken this example from https://www.otexts.org/fpp/7/1

Best Regards,
Ashim

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