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- Fri Mar 18, 2011 4:42 am
- Forum: Estimation
- Topic: estimation details exponentials smoothing
- Replies: 2
- Views: 29470
estimation details exponentials smoothing
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 stat...