forecasting - ETS function in package 'Forecast" in R, minimum data points -


for ets function in r, looking minimal number of data points forecast. read both of hyndman papers (2002 & 2008) mentioned in documentation, not find quantifiable value. in: http://robjhyndman.com/hyndsight/short-time-series/ mentioned depends on number of parameters . @ point looking source can clarify amount of data points needed in ets function. can me this?

why don't try , see happens. find ets function work single observation:

> 1 %>% ets %>% forecast    point forecast lo 80 hi 80 lo 95 hi 95  2              1     1     1     1     1  3              1     1     1     1     1  4              1     1     1     1     1  5              1     1     1     1     1  6              1     1     1     1     1  7              1     1     1     1     1  8              1     1     1     1     1  9              1     1     1     1     1 10              1     1     1     1     1 11              1     1     1     1     1

of course, not fitting 2 parameters, doing reasonable given information provided.

if read blog post cite, write "the reasonable approach first check there enough observations estimate model, , test if model performs out-of-sample." need more observations parameters estimate model.


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