expsmooth: Data Sets from "Forecasting with Exponential Smoothing" (original) (raw)
Data sets from the book "Forecasting with exponential smoothing: the state space approach" by Hyndman, Koehler, Ord and Snyder (Springer, 2008).
| Version: | 2.3 |
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| Depends: | R (≥ 2.0.0), forecast |
| Published: | 2015-04-09 |
| DOI: | 10.32614/CRAN.package.expsmooth |
| Author: | Rob J Hyndman |
| Maintainer: | Rob J Hyndman <Rob.Hyndman at monash.edu> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/robjhyndman/expsmooth |
| NeedsCompilation: | no |
| Materials: | |
| In views: | Econometrics, TimeSeries |
| CRAN checks: | expsmooth results |
Documentation:
| Reference manual: | expsmooth.html , <expsmooth.pdf> |
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Downloads:
| Package source: | expsmooth_2.3.tar.gz |
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| Windows binaries: | r-devel: expsmooth_2.3.zip, r-release: expsmooth_2.3.zip, r-oldrel: expsmooth_2.3.zip |
| macOS binaries: | r-release (arm64): expsmooth_2.3.tgz, r-oldrel (arm64): expsmooth_2.3.tgz, r-release (x86_64): expsmooth_2.3.tgz, r-oldrel (x86_64): expsmooth_2.3.tgz |
| Old sources: | expsmooth archive |
Reverse dependencies:
| Reverse imports: | fpp2 |
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Linking:
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