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

[Josh Ulrich]

Look at the source:

> x <- ts(rnorm(52*100),frequency=52)
> debug(ets)
> e <- ets(x)
<snip>
debug: m <- frequency(y)
Browse[1]>
debug: if (m > 24) stop("Frequency too high")
Browse[1]>
Error in ets(x) : Frequency too high

--
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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.
>
> Kevin
>
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