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hi for all,
I have 100 obs estimated by simple exponential smoothing, after I have two series: original 'y' and forecast 'ysm' how can forecast standard errors series 'se' in this case?

thanks in advance.

I'm not sure I understand the question.

I mean the coef uncertainly in S.E calculation.

But you're not forecasting from an equation.

yes just explain for you, the simple exponential smoothing have not this option, how i can calculate the s.e in this case? :(

Well there's nothing built in that will calculate it. I guess you could take the theoretical model behind the exponential smoothing techniques and calculate the formula for the standard errors from it.

You'd probably be better off using ETS smoothing instead, which has forecast errors built in.

thanks for your help and for your reply.