estimation details exponentials smoothing
Posted: Fri Mar 18, 2011 4:42 am
How does EViews initialize the starting values for Holt-Winters-Additive/Multiplicative/No-Seasonal. For simple exp smoothing, the initialization is mentioned in the documentation but not for the more advanced methods.
Which algorithm is utilized for parameter estimation? The documentation only states it uses "a version of grid search".
EViews 7.1 / Win7x64
Which algorithm is utilized for parameter estimation? The documentation only states it uses "a version of grid search".
EViews 7.1 / Win7x64