r - ets: Error in ets(timeseries, model = "MAM") : Nonseasonal data -


i'm trying create forecast using exponential smoothing method, error "nonseasonal data". not true - see code below. why getting error? should use different function (it should able perform simple, double, damped trend, seasonal, winters method)?

library(forecast)  timelen<-48 # use 48 months dates<-seq(from=as.date("2008/1/1"), by="month", length.out=timelen)  # create seasonal data time<-seq(1,timelen) season<-sin(2*pi*time/12) constant<-40 noise<-rnorm(timelen,mean=0,sd=0.1) trend<-time*0.01 values<-constant+season+trend+noise  # create time series object timeseries<-as.ts(x=values,start=min(dates),end=max(dates),frequency=1) plot(timeseries)  # forecast mam ets<-ets(timeseries,model="mam") # ann works, why mam not? ets.forecast<-forecast(ets,h=24,level=0.9) plot(ets.forecast) 

thanks&kind regards

you should use ts create time series numeric vector. see file more details.

your start , end values aren't correctly specified. , setting frequency @ 1 not valid seasonality, it's same no seasonality @ all.

try:

timeseries <- ts(data=values, frequency=12) ets <- ets(timeseries, model="mam") print(ets) #### ets(m,a,m)  #### call: ####   ets(y = timeseries, model = "mam")  ####   ... 

enter image description here

the question in comments, why ann works because third n means no seasonnality, model can computed non-seasonal timeseries.


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