Hi all, does anyone know what's the difference between AutoETS in statsforecast and ets in R's forecast? I'm getting different models selected on air passengers dataset - statsforecast vs. forecast
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Mariana Menchero
05/13/2024, 4:29 PM
Hi @Evgeniy Riabenko StatsForecast's AutoETS should be a mirror of R's. However, there can be differences in the optimization result, which can result in a different model being selected.