Allin Cottrell wrote:
On Sun, 13 Sep 2009, peter wrote:

I believe there is a bug in the Exponential Smoothing code. Using the
example from Makridakis, Wheelwright, Hyndman, "Forecasting Methods and
Applications," 3e, table 4-3 on page 151, ...

[ gretl produces results which have to be lagged one period to
match those in the textbook. ]

Yes, you're right.  The exact specification of the EMA formula
seems kind of arbitrary to me,
 but given that we offer EMA at all
we should abide by the most common convention.

I think this should now be fixed in CVS.
Thanks very much.