CODEWITHSUNDEEP
rtime-seriesforecasting
Samira
Samira

Reputation:

Extract ETS method used for automatic forecasts of hierarchical time series with hts package

I'm trying to extract the ETS method that is automatically chosen when we apply the forecast function to an hierarchical time series using the hts R package.

When I look in the structure of the object returned, I can't seen to find it. Does anyone knows if this information is stored in this particular case?

Upvotes: 0

Views: 267

Answers (1)

Rob Hyndman
Rob Hyndman

Reputation: 31800

A different ETS model is applied to each node of the hierarchy. The ETS models are not stored in the object returned.

Upvotes: 2

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