Exponential Smoothing Capturing the Parameters
Posted: Wed Aug 18, 2010 1:49 am
Hi all,
I have been tasked with using Eviews to exponentially smooth and forecast for some data we have. It is for many series and will be done at regular intervals. My manager wants me to estimate 5 different smoothing methods for each data series. That I have no problem with, I have attached the program I am using. But he wants eviews to estimate the parameters and then he wants those in a table. He also wants the RMSE and the SSE. He actually doens't even need the smoothed series. I have tried freezing, using the @ command and anything else I can think of but I cannot make it give me the parameters. The workfile is attached with quarterly data and country specific time series.
I am using Eviews 7. Any help would be much appreciated.
Thanks, Shannon
I have been tasked with using Eviews to exponentially smooth and forecast for some data we have. It is for many series and will be done at regular intervals. My manager wants me to estimate 5 different smoothing methods for each data series. That I have no problem with, I have attached the program I am using. But he wants eviews to estimate the parameters and then he wants those in a table. He also wants the RMSE and the SSE. He actually doens't even need the smoothed series. I have tried freezing, using the @ command and anything else I can think of but I cannot make it give me the parameters. The workfile is attached with quarterly data and country specific time series.
I am using Eviews 7. Any help would be much appreciated.
Thanks, Shannon