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estimation details exponentials smoothing

Posted: Fri Mar 18, 2011 4:42 am
by Lopikalurst
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

Re: estimation details exponentials smoothing

Posted: Mon Oct 09, 2023 12:21 pm
by Oikono26
i would like to write an algorithm in order to be able to extract the smoothing parameter (a) in a table. So i would like to do it 10.000 times and that's means i will have 10.000 times the value of a. Could anyone help me??

Re: estimation details exponentials smoothing

Posted: Mon Oct 09, 2023 1:23 pm
by EViews Gareth