Week 7: ETS models

What you will learn this week

  • Exponential smoothing with seasonality
  • Automatic model selection using the AICc

Pre-class activities

Read Sections 8.3-8.4 and 8.6-8.7 of the textbook and watch all embedded videos

Exercises (on your own or in tutorial)

Complete Exercises 7, 10-15 from Section 8.8 of the book.