Standard Errors with Holt-Winters Forecasts

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ajc2357
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Joined: Wed Dec 24, 2008 2:11 pm

Standard Errors with Holt-Winters Forecasts

Postby ajc2357 » Mon Jan 05, 2009 7:22 am

Hi everyone,

Is there a method to generate standard errors for forecasts made with Holt-Winters exponential smoothing models in EViews? I would like to construct some confidence intervals for my projections.

Thanks!

Alex
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