EXSMOOTH

EXSMOOTH produces fit/forecast values and residuals for one or more time series. A variety of models differing in trend (none, linear, or exponential) and seasonality (none, additive, or multiplicative) are available.

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']]

**Default if the subcommand is omitted.

Example

EXSMOOTH VAR2
  /MODEL=LN.