Cross Validated is a question and answer site for people interested in statistics, machine learning, data analysis, data mining, and data visualization. Join them; it only takes a minute:

Sign up
Here's how it works:
  1. Anybody can ask a question
  2. Anybody can answer
  3. The best answers are voted up and rise to the top

I am using the forecast package in R. I wanted to know how the ets() function finds the value of $\alpha$, $\beta$ and $\gamma$?

Is it by minimizing the SSE or some other criteria?

share|improve this question
The question is clearly answered by the help for the function - ?ets – Glen_b Nov 21 '12 at 0:17
up vote 4 down vote accepted

The default is MLE. The argument opt.crit controls the optimization criterion. from the help file:


Optimization criterion. One of "mse" (Mean Square Error), "amse" (Average MSE over first nmse forecast horizons), "sigma" (Standard deviation of residuals), "mae" (Mean of absolute residuals), or "lik" (Log-likelihood, the default).

share|improve this answer

Your Answer


By posting your answer, you agree to the privacy policy and terms of service.

Not the answer you're looking for? Browse other questions tagged or ask your own question.