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Develop the basic ETS model with normal distribution #1

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config-i1 opened this issue Dec 23, 2019 · 1 comment

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config-i1 commented Dec 23, 2019 •

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This means the implementation similar to Hyndman et al. (2008)

Initialiser of the ETS model;
Fitter of the ETS model;
Estimator;
Likelihood extractor;
Conditional variance method;
vcov() method;
summary() in the alm() style;

Keep in mind the future lags variable and flexible structure of mes()

config-i1 added the enhancement label

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config-i1 commented Feb 16, 2020

Sort of done. Things missing:

Conditional variance;
vcov() method - this should be done in Methods to implement: #11;
summary().

config-i1 closed this as completed

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