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Mixed Exponential Smoothing
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AR/MA lags in the ETS model #13

Closed config-i1 closed 4 years ago

config-i1 commented 4 years ago

Add an option of specifying AR and MA in the model, making model even more complicated...

config-i1 commented 4 years ago

Formulate this differently than SSARIMA / MSARIMA. Forget about the drift, just have constant.

config-i1 commented 4 years ago

Things to do:

  1. Correct name of the model,
  2. Correct print(),
  3. Correct vcov() and summary(),
  4. "NNN" model,
  5. Provided parameters for ARIMA,
  6. Etype="M",
  7. Update in adamGeneral.h in the gvalues() for ARIMA
  8. forecast.adam() with interval options
config-i1 commented 4 years ago

All of this is now implemented