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- Wed Sep 18, 2019 12:53 am
- Forum: General Information and Tips and Tricks
- Topic: End of period mean in Holt - Winter exponential smoothing
- Replies: 0
- Views: 10816
End of period mean in Holt - Winter exponential smoothing
When I do exponential smoothing a series using Holt method, I see that the last smoothed value is different from what called the "end of period mean". In EVIEWS, The next forecasted values are actually equal to (end of period mean + h*end of period trend) The method that I learn provides t...