ETS trend from components() is different to that calculated using the trend formula - if alpha and beta parameters are both set to 0.5
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Description
Not absolutely sure this is a bug but can't figure out why the Holt linear trend equations produces different slope values to those given by the components() view of an ETS model. I have posted a reproducible example on Cross Validated
I am not skilled enough to look through the code, but hope that you can confirm that it should be possible to replicate the level and trend using the Holt equations.
Philip
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Research direction
Start with the reproducible example linked in the issue and compare the ETS model's components() output with the Holt linear trend equations when alpha and beta are both 0.5. Done would require determining whether the differing level and slope values are a bug or an expected behavior, and documenting the conclusion.
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Assessment
- Tech stack
- r
- Domain
- data
- Issue type
- Bug
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100