[R] exponential smoothing

Prof Brian Ripley ripley at stats.ox.ac.uk
Sat Apr 20 09:53:58 CEST 2002

On Fri, 19 Apr 2002, Erin Hodgess wrote:

> Dear R People:
> Is there a function for exponential smoothing, please?
> R version 1.4.1 for Windows.
> Thanks in advance!  Have a great weekend!

It's in the upcoming 1.5.0, as part of Holt-Winters.  It can also be done
simply via filter(): exponential smoothing is applying a one-term recursive
filter, that is foreasting as an AR(1) process.

Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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