estimation details exponentials smoothing

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Lopikalurst
Posts: 1
Joined: Fri Mar 18, 2011 4:25 am

estimation details exponentials smoothing

Postby Lopikalurst » Fri Mar 18, 2011 4:42 am

How does EViews initialize the starting values for Holt-Winters-Additive/Multiplicative/No-Seasonal. For simple exp smoothing, the initialization is mentioned in the documentation but not for the more advanced methods.
Which algorithm is utilized for parameter estimation? The documentation only states it uses "a version of grid search".

EViews 7.1 / Win7x64
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Oikono26
Posts: 2
Joined: Sun Oct 08, 2023 4:02 pm

Re: estimation details exponentials smoothing

Postby Oikono26 » Mon Oct 09, 2023 12:21 pm

i would like to write an algorithm in order to be able to extract the smoothing parameter (a) in a table. So i would like to do it 10.000 times and that's means i will have 10.000 times the value of a. Could anyone help me??
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EViews Gareth
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Joined: Tue Sep 16, 2008 5:38 pm

Re: estimation details exponentials smoothing

Postby EViews Gareth » Mon Oct 09, 2023 1:23 pm

viewtopic.php?f=5&t=18
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