logLik.ets {forecast} | R Documentation |
Returns the log-likelihood of the ets model represented by object
evaluated at the estimated parameters.
## S3 method for class 'ets': logLik(object, ...)
object |
an object of class ets , representing an exponential smoothing state space model. |
... |
some methods for this generic require additional arguments. None are used in this method. |
the log-likelihood of the model represented by object
evaluated at the estimated parameters.
Rob J Hyndman
Hyndman, R.J., Koehler, A.B., Ord, J.K., and Snyder, R.D. (2008) Forecasting with exponential smoothing: the state space approach, Springer-Verlag. http://www.robhyndman.info/expsmooth.
fit <- ets(USAccDeaths) logLik(fit)