FORECAST.ETS.STAT Function

Excel 2016+

Summary

The FORECAST.ETS.STAT function returns specified statistical values from the underlying ETS forecast model, providing insights into model parameters, accuracy metrics, and forecast reliability for advanced time series analysis.

Syntax

FORECAST.ETS.STAT(values, timeline, statistic_type, [seasonality], [data_completion], [aggregation])

Parameters

Parameter Type Required Description
values range Yes Historical data values for forecasting (numeric array or range)
timeline range Yes Corresponding dates/times for historical values (must be increasing)
statistic_type number Yes Statistic to return: 1=Alpha, 2=Beta, 3=Gamma, 4=MAE, 5=RMSE, 6=MASE, 7=MAPE
seasonality number No Seasonality period (auto-detected if omitted)
data_completion number No 1=connect gaps with zeros, 0=interpolate (default=1)
aggregation number No Aggregation method: 1=AVERAGE, 2=SUM, 3=COUNT, 4=COUNTA (default=1)

Using the FORECAST.ETS.STAT Function

FORECAST.ETS.STAT extracts key statistics from the Exponential Triple Smoothing (ETS) model used by forecasting functions. This enables analysts to evaluate model fit, compare smoothing parameters, and validate forecast accuracy using industry-standard metrics like MAE, RMSE, and MASE.

Common FORECAST.ETS.STAT Examples

Get Smoothing Parameter Alpha

=FORECAST.ETS.STAT(B2:B13, A2:A13, 1)

Returns the alpha smoothing parameter (1) from the ETS model fitted to monthly sales data.

Calculate Mean Absolute Error

=FORECAST.ETS.STAT(B2:B25, A2:A25, 4)

Returns MAE (4) to measure average prediction error magnitude.

RMSE with Custom Seasonality

=FORECAST.ETS.STAT(sales_data, dates, 5, 12)

Returns RMSE (5) for quarterly data with explicit 12-month seasonality.

Frequently Asked Questions

Statistic_type 1 returns the alpha parameter (level smoothing coefficient) from the ETS model.

MASE < 1 indicates better accuracy than naive forecast; values closer to 0 are better.

No, use separate FORECAST.ETS.STAT calls for each statistic_type.

Common Errors and Solutions

#VALUE! error

Cause: Invalid statistic_type value or mismatched values/timeline arrays

Solution: Ensure statistic_type is 1-7 and arrays have equal length

#NUM! error

Cause: Timeline not strictly increasing or contains non-numeric values

Solution: Verify timeline dates are in ascending order

#N/A error

Cause: Insufficient data for ETS model fitting

Solution: Provide at least 2 full seasonal cycles

Notes

  • Uses same ETS model as FORECAST.ETS
  • Statistic types: 1=Alpha, 2=Beta, 3=Gamma, 4=MAE, 5=RMSE, 6=MASE, 7=MAPE
  • MASE uses naive forecast as benchmark
  • Excel auto-detects seasonality unless specified

Compatibility

Available in: Excel 2016, Excel 2019, Excel 2021, Microsoft 365

Not available in: Excel 2013, Excel 2010, Excel 2007, Excel 2003

Content last reviewed: December 9, 2025
Update frequency: As needed
Excel versions tested: Excel 2016+