hotfix: Damped ETS

python/statsforecast/ets.py

@@ -1111,9 +1111,7 @@ def _class3models(
     sigma,
     last_state,
     season_length,
-    error,
     trend,
-    seasonality,
     damped,
     alpha,
     beta,
@@ -1192,16 +1190,16 @@ def _class3models(
         )
         Vh = exp1 + sigma * (exp2 + exp3 + exp4 + exp5)
 
-    if trend == "N":
-        Mh = (
-            F1 * np.matmul(Mh, np.transpose(F2))
-            + G1 * np.matmul(Mh, np.transpose(G2)) * sigma
-        )
-    else:
-        Mh = (
-            np.matmul(F1, np.matmul(Mh, np.transpose(F2)))
-            + np.matmul(G1, np.matmul(Mh, np.transpose(G2))) * sigma
-        )
+        if trend == "N":
+            Mh = (
+                F1 * np.matmul(Mh, np.transpose(F2))
+                + G1 * np.matmul(Mh, np.transpose(G2)) * sigma
+            )
+        else:
+            Mh = (
+                np.matmul(F1, np.matmul(Mh, np.transpose(F2)))
+                + np.matmul(G1, np.matmul(Mh, np.transpose(G2))) * sigma
+            )
 
     return var
 
@@ -1341,9 +1339,7 @@ def _compute_pred_intervals(model, forecasts, h, level):
             sigma,
             last_state,
             season_length,
-            error,
             trend,
-            seasonality,
             damped,
             alpha,
             beta,

src/ets.cpp

@@ -118,7 +118,7 @@ void Forecast(Ref f, double l, double b, CRef s, int m, Component trend,
       if (std::abs(phi - 1.0) < TOL) {
         phistar += 1.0;
       } else {
-        phistar += std::pow(phi, i + 1);
+        phistar += std::pow(phi, i + 2);
       }
     }
   }