smooth package

[noetsi]

This does ESM (which they call state space since they are a form of state space models). The function es chooses the best model amongst 30 possible ones. But I can not find a list of which 30 it chooses from (they provide generic information about the type of model but I am trying to compare these to known ESM models like say Holt).

This is the documentation https://www.rdocumentation.org/packages/smooth/versions/2.6.0/topics/es

 

[Dason]

Documentation says that the model parameter takes a string where the first letter has 2 options, second letter has 5, and third has 3.

2*5*3=30

 

[noetsi]

Yeah I saw that dason, but I can not relate what they say in that to traditional ESM models. It may be that state space models, of which ESM is one piece, vary from ESM in that regard. I know ESM, very little about larger set of models.