When forecasting of a seasonal time series is done using stlm() or stlf() in R and no model is specified, what is the default model used? Ps- I read the documentation and searched on the internet but couldn't find any lead.
Default model used in stlm() function in R
2.9k Views Asked by goyalshubh At
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From the help file:
If you look at the default arguments,
modelfunction=NULLandmethod="ets". So it uses an ETS model on the seasonally-adjusted data.