Exsmooth

EXSMOOTH 为一个或多个时间序列生成拟合/预测值和残差。 提供了在趋势 (无，线性或指数) 和季节性 (无，加法或乘法) 方面不同的各种模型。

EXSMOOTH  [VARIABLES=] series names 
 
 [/MODEL={NN** or SINGLE }] 
         {NA             } 
         {NM             } 
 
         {LN or HOLT     } 
         {LA             } 
         {LM or WINTERS  } 
 
         {EN             }
         {EA             }
         {EM             }
 
         {DN             }
         {DA             }
         {DM             }
 
 [/PERIOD=n]
 
 [/SEASFACT={(value list)}]
            {varname     }
 
 [/ALPHA={0.1**                         }] 
         {value                         }
         {GRID ({0,1,0.1              })} 
                {start, end, increment} 
 
 [/GAMMA={0.1**                         }] 
         {value                         } 
         {GRID ({0,1,0.2              })} 
                {start, end, increment} 
 
 [/DELTA={0.1**                         }] 
         {value                         } 
         {GRID ({0,1,0.2              })} 
                {start, end, increment} 
 
 [/PHI={0.1**                         }] 
       {value                         } 
       {GRID ({0.1,0.9,0.2          })} 
              {start, end, increment} 
 
 [/INITIAL={CALCULATE**               }] 
           {(start value, trend value)} 
 
 [/APPLY[='model name']]

* * 如果省略子命令，那么为缺省值。

示例

EXSMOOTH VAR2
  /MODEL=LN.