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Exponential Smoothing Capturing the Parameters

Posted: Wed Aug 18, 2010 1:49 am
by annynstar
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

Re: Exponential Smoothing Capturing the Parameters

Posted: Wed Aug 18, 2010 8:06 am
by EViews Gareth
Rather than using the smooth command, you should use the smooth proc:

Code: Select all

usa.smooth(s) usa_simp
You can then freeze that to get a table you can then extract the values from:

Code: Select all

freeze(mytab) usa.smooth(s) usa_simp scalar alpha = @val(mytab(8,5))

Re: Exponential Smoothing Capturing the Parameters

Posted: Wed Aug 18, 2010 8:38 am
by annynstar
Thanks so much for your help. I was looking in the Eviews command guide and didn't realize I could use it as a process.
I haven't used eviews in quite a while and I really need to brush up!
Cheers :D