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Re: st: RE: exponential smoothing
From
Robert A Yaffee <[email protected]>
To
[email protected]
Subject
Re: st: RE: exponential smoothing
Date
Mon, 16 Aug 2010 14:28:39 -0400
Lisa,
Alternatively, you could estimate a piecewise model with changing smoothing constants to preclude this slip into the negative.
- Robert
Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University
Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf
CV: http://homepages.nyu.edu/~ray1/vita.pdf
----- Original Message -----
From: Robert A Yaffee <[email protected]>
Date: Monday, August 16, 2010 2:11 pm
Subject: Re: st: RE: exponential smoothing
To: [email protected]
> Lisa,
> The double exponential imputes a trend that may be unwarranted by
> your data. Perhaps
> you should try the simple exponential smoother.
> Robert
>
> Robert A. Yaffee, Ph.D.
> Research Professor
> Silver School of Social Work
> New York University
>
> Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf
>
> CV: http://homepages.nyu.edu/~ray1/vita.pdf
>
> ----- Original Message -----
> From: Nick Cox <[email protected]>
> Date: Monday, August 16, 2010 2:00 pm
> Subject: st: RE: exponential smoothing
> To: [email protected]
>
>
> > Predicting the logarithm of sales and back-transforming is one
> > possibility. Another is that your sales are fluctuating too
> > erratically to be predictable by this method.
> >
> > Nick
> > [email protected]
> >
> > Schöler, Lisa
> >
> >
> > I want to do exponential smoothing for sales with Stata. I used the
> command
> >
> > .tssmooth dexponential sales = ussalesdols000, forecast(1)
> >
> > Sometimes I get negative out of sample forecasts which can't be true
>
> > for sales. Is there a way to include a constraint so the out of
> sample
> > forecasts will not get negative?
> >
> > *
> > * For searches and help try:
> > * http://www.stata.com/help.cgi?search
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/