R: Log-Likelihood of an ets object

logLik.ets {forecast}

R Documentation

Log-Likelihood of an ets object

Description

Returns the log-likelihood of the ets model represented by object evaluated at the estimated parameters.

Usage

## S3 method for class 'ets'
logLik(object, ...)

Arguments

`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.

Value

the log-likelihood of the model represented by object evaluated at the estimated parameters.

Author(s)

Rob J Hyndman

References

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.exponentialsmoothing.net.

Examples

fit <- ets(USAccDeaths)
logLik(fit)

[Package forecast version 3.24 Index]