Search found 3 matches

by vsop
Fri Feb 18, 2011 9:59 am
Forum: Estimation
Topic: Running Holt's-Winters' several hundred times
Replies: 4
Views: 3121

Re: Running Holt's-Winters' several hundred times

Again, thank you very much.
by vsop
Fri Feb 18, 2011 7:51 am
Forum: Estimation
Topic: Running Holt's-Winters' several hundred times
Replies: 4
Views: 3121

Re: Running Holt's-Winters' several hundred times

Thank you very much for your fast answer. I guess I can do the same (automate the process using your guidelines) for running several hundred times ARIMA models and Multiple Regression models on said 500 products, right? Best regards. PS: I am well acquainted with econometrics, my doubts refer to aut...
by vsop
Fri Feb 18, 2011 5:28 am
Forum: Estimation
Topic: Running Holt's-Winters' several hundred times
Replies: 4
Views: 3121

Running Holt's-Winters' several hundred times

I have six years of weekly sales data for more than 500 consumer products, and I need to run on them the Holt’s-Winters’ three-parameter exponential smoothing method (multiplicative form). How do I do this in an automated way, not having to run each process one by one? I have the same question for t...

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