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.