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Negative values for multiplicative holt-winters

Posted: Fri Aug 26, 2011 6:08 am
by plowel
Hi, could you clarify why negative values and zeros are not allowed for the multiplicative holt-winters exponential smoothing? I tried to read over the documentation, but couldn't find the explanation for that.
I used the same methodology in Statistica and it worked with negative values and zeros in the input series.

I currently use Eviews7.

Thank you.

Re: Negative values for multiplicative holt-winters

Posted: Sun Dec 11, 2011 10:22 pm
by kiber_master
Hello!
I'm interested in this question too, why don't you answer?