[R-SIG-Finance] Frequency too high for ets?
josh.m.ulrich at gmail.com
Mon Sep 22 19:26:30 CEST 2008
Look at the source:
> x <- ts(rnorm(52*100),frequency=52)
> e <- ets(x)
debug: m <- frequency(y)
debug: if (m > 24) stop("Frequency too high")
Error in ets(x) : Frequency too high
On Mon, Sep 22, 2008 at 12:15 PM, <rkevinburton at charter.net> wrote:
> 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.
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