Running Holt's-Winters' several hundred times

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vsop
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Joined: Fri Feb 18, 2011 5:08 am

Running Holt's-Winters' several hundred times

Postby vsop » Fri Feb 18, 2011 5:28 am

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 the additive form.

Thank you very much.

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

Postby trubador » Fri Feb 18, 2011 5:45 am

You need the syntax for HW smoothing and a simple program to do the automation. EViews' user manual will be very helpful for both purposes. You can also refer to An Introduction to EViews Programming for a good starting point to understand the programming language of EViews.

vsop
Posts: 3
Joined: Fri Feb 18, 2011 5:08 am

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

Postby vsop » Fri Feb 18, 2011 7:51 am

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 automating these processes in Eviews.

trubador
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Joined: Thu Nov 20, 2008 12:04 pm

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

Postby trubador » Fri Feb 18, 2011 8:10 am

Yes, you can. Programming structure would generally be the same for this kind of cumbersome repetitions. Only the commands will change depending on the type of your estimation. You can post your program and ask for help, if you get stuck at some point.

vsop
Posts: 3
Joined: Fri Feb 18, 2011 5:08 am

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

Postby vsop » Fri Feb 18, 2011 9:59 am

Again, thank you very much.


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