stlm not back transforming when lambda != 1

ellisp / forecastHybrid

Convenient functions for ensemble forecasts in R combining approaches from the {forecast} package

GNU General Public License v3.0

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stlm not back transforming when lambda != 1 #67

Closed ellisp closed 7 years ago

ellisp commented 7 years ago

Just noticed this:

model1 <- hybridModel(AirPassengers, lambda = 0)
plot(model1, main = "something wrong with stlm when lambda != 1")

model2 <- hybridModel(AirPassengers)
plot(model2, main = "problem doesn't happen when lambda == 1")

I'm happy to sort it in the next few days unless @dashaub wants to take it on.

dashaub commented 7 years ago

@ellisp pretty swamped now, so if you can sort it out that'd be great. I took a quick look at the code in hybridModel() and didn't immediately see anything wrong. I'd check to see if it reproduces in stlm().

dashaub commented 7 years ago

opened an issue here.

dashaub commented 7 years ago

It appears to work fine on the Github "forecast" version.