simple exponential smoothing (se)

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samia_st
Posts: 6
Joined: Mon May 08, 2017 9:37 am

simple exponential smoothing (se)

Postby samia_st » Thu May 11, 2017 8:57 am

Hello
I'm student in second year, i have estimate some models by simple exponential smoothing: single and double and Holt-Winters Additive for my different data. and i have make forecasting, for here no problem for me.
So, how can calculate the yf+2*y_se & yf-2*y_se the two standard error bands, (se)?. there is a solution for this issue.

samia_st
Posts: 6
Joined: Mon May 08, 2017 9:37 am

Re: simple exponential smoothing (se)

Postby samia_st » Fri May 12, 2017 2:45 pm

I'm asking about how generate standard error (se), are there a solution to do this automatically, like forecasting in ARMA.

EViews Gareth
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Re: simple exponential smoothing (se)

Postby EViews Gareth » Fri May 12, 2017 3:16 pm

Simple exponential smoothing does not have standard errors. ETS does.
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samia_st
Posts: 6
Joined: Mon May 08, 2017 9:37 am

Re: simple exponential smoothing (se)

Postby samia_st » Sat May 13, 2017 1:15 pm

To tell you my best model is: Model: M,N,M - Multiplicative Error, No Trend, Multiplicative Season (Auto E=*, T=*, S=*), and in my workfile there is four series:
y_sm, y_l, y_s, y_t.
l: level
t: trend
s: seas
i would like to do this: plot y y_sm y_sm+2*y_se y_sm-2*y_se
But i can't find this :
Attachments
se_optional.png
se_optional.png (1.24 KiB) Viewed 1467 times
Last edited by samia_st on Sat May 13, 2017 1:41 pm, edited 1 time in total.

EViews Gareth
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Posts: 11835
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Re: simple exponential smoothing (se)

Postby EViews Gareth » Sat May 13, 2017 1:33 pm

Sorry, I was wrong, in EViews, ETS does not provide SEs either.
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samia_st
Posts: 6
Joined: Mon May 08, 2017 9:37 am

Re: simple exponential smoothing (se)

Postby samia_st » Sat May 13, 2017 1:54 pm

Since ETS does not provide SEs, i can not tell you how to do it in another way :| .
Take this as a suggestion.
Best Samia.

samia_st
Posts: 6
Joined: Mon May 08, 2017 9:37 am

Re: simple exponential smoothing (se)

Postby samia_st » Mon May 15, 2017 1:09 am

Hello.
It's possible to generate (se) via program.

samia_st
Posts: 6
Joined: Mon May 08, 2017 9:37 am

Re: simple exponential smoothing (se)

Postby samia_st » Wed May 17, 2017 7:46 am

Hallo
How can do this by program?


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