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st: Is the formula of the tssmooth exponential command wrong?
From
Oliver Jones <[email protected]>
To
[email protected]
Subject
st: Is the formula of the tssmooth exponential command wrong?
Date
Thu, 09 Sep 2010 09:57:47 +0200
Just in case some newbie has the same question like I had, here is the answer:
The formula is of course correct!
I just did not understand correctly what the newvar, produced by -tssmooth exponential-, was.
It is the predicted values of the time series at hand and NOT the smoothed series!
Referring to the notation of the Time Series Manual, newvar = S_{t-1}. Where S denotes the
smoothed series.
Best,
Oliver
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