Error-Trend-Season (ETS) exponential smoothing
Posted: Wed Oct 30, 2013 8:20 pm
Error-Trend-Season (ETS) exponential smoothing
When I perform ETS for a series, such as y, with the following codes
freeze(spool01) y.ets(e=a, t=a, s=a, level=level1, trend=trend1, season=season1, dgopt=s, dgraph=flts) y_sm
But the series named level1, trend1 and season1 are not generated. This does not confirm the descriptions on page 498 of EViews 8 Object Ref.
When I perform ETS for a series, such as y, with the following codes
freeze(spool01) y.ets(e=a, t=a, s=a, level=level1, trend=trend1, season=season1, dgopt=s, dgraph=flts) y_sm
But the series named level1, trend1 and season1 are not generated. This does not confirm the descriptions on page 498 of EViews 8 Object Ref.