[R-SIG-Finance] Frequency too high for ets?

rkevinburton at charter.net rkevinburton at charter.net
Mon Sep 22 19:15:31 CEST 2008


I have a time series that is basically weekly data for a year. So the frequency on the time-series is 52 (52 weeks (obeservations)/year). I have 3+ years of data. I am trying to fit a model to this data using ets in the forecast package (exponential smoothing) but I get:

Error in ets(.sublist$TimeSeries) : Frequency too high

I was looking in the documentation for 'ets' and there was no mention of the limits but apparently 52 is "too high".  Any suggestions?

Thank you.

Kevin



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