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config-i1 / mes

Mixed Exponential Smoothing
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Let persistence accept lists #30

Closed config-i1 closed 4 years ago

config-i1 commented 4 years ago

This can be either named or none, accepting something like: list(level=0.1,trend=0.2,seasonal=c(0.3,0.1),xreg=c(0.1,0.1,0.1)) If some of the options are not provided, then they are estimated.

If a vector is provided, use values in the mentioned order.

config-i1 commented 4 years ago

The only complication is the xregPersistence, which currently is estimated if is.null(). A possible solution: move the update of xreg into xregDo="adapt", and assume that when list(xreg=NULL), then it is set to zero.