Hello everyone,

I am trying to develop a forecasting method that is equal to triple exponential smoothing. I cannot use `ets()`

and `hw()`

because my frequency is pretty high with 52 (weekly basis). Therefore I currently use `stlf()`

. However, I am not quite able to figure out how this is mathematically composed in order to interpret it sensibly.

```
tes <- stlf(train,
s.window="periodic",
method = "ets",
lambda = "auto",
biasadj = TRUE)
# Output
Forecast method: STL + ETS(A,Ad,N)
Model Information:
ETS(A,Ad,N)
Call:
ets(y = na.interp(x), model = etsmodel, allow.multiplicative.trend = allow.multiplicative.trend)
Smoothing parameters:
alpha = 0.0137
beta = 0.0137
phi = 0.9296
Initial states:
l = 2416295.7805
b = -1190.9562
sigma: 1904907
```

Is there a possibility to use the triple exponential smoothing according to Holt-Winter's to simply get the three factors (alpha, beta, gamma) and to simplify the comparison to the single and double exponential smoothing?

Thanks a lot for your help.

Luke