From: gretl-devel-request(a)lists.wfu.edu Subject: Gretl-devel Digest, Vol 32, Issue 9 To: gretl-devel(a)lists.wfu.edu Date: Sun, 13 Sep 2009 20:05:18 -0400 Send Gretl-devel mailing list submissions to gretl-devel(a)lists.wfu.edu To subscribe or unsubscribe via the World Wide Web, visit http://lists.wfu.edu/mailman/listinfo/gretl-devel or, via email, send a message with subject or body 'help' to gretl-devel-request(a)lists.wfu.edu You can reach the person managing the list at gretl-devel-owner(a)lists.wfu.edu When replying, please edit your Subject line so it is more specific than "Re: Contents of Gretl-devel digest..." Today's Topics: 1. Bug in Exponential Smoothing (peter) ---------------------------------------------------------------------- Message: 1 Date: Sun, 13 Sep 2009 18:07:17 -0600 From: peter <peter(a)tomatoad.com&gt; Subject: [Gretl-devel] Bug in Exponential Smoothing To: Gretl development <gretl-devel(a)lists.wfu.edu&gt; Message-ID: <4AAD8935.8040908(a)tomatoad.com&gt; Content-Type: text/plain; charset="iso-8859-1" Hello Devs, 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, we should get, When running the same in GRETL using for each series, we get When displayed we get, To get the same MSE as Makridakis we need, ? printf "MSE for SES1 is: %9.3f\n", sum((ship-ses1(-1))^2)/10 MSE for SES1 is: 3438.332 ? printf "MSE for SES2 is: %9.3f\n", sum((ship-ses2(-1))^2)/10 MSE for SES2 is: 4347.237 ? printf "MSE for SES3 is: %9.3f\n", sum((ship-ses3(-1))^2)/10 MSE for SES3 is: 5039.368 The calculated EMAs are correct, but need to be lagged. Which provides a graph that matches their figure 4-7 --Peter -------------- next part -------------- An HTML attachment was scrubbed... URL: http://lists.wfu.edu/pipermail/gretl-devel/attachments/20090913/36f0b1a3/... -------------- next part -------------- A non-text attachment was scrubbed... Name: moz-screenshot-34.jpg Type: image/jpeg Size: 28649 bytes Desc: not available Url : http://lists.wfu.edu/pipermail/gretl-devel/attachments/20090913/36f0b1a3/... -------------- next part -------------- A non-text attachment was scrubbed... Name: moz-screenshot-35.jpg Type: image/jpeg Size: 16735 bytes Desc: not available Url : http://lists.wfu.edu/pipermail/gretl-devel/attachments/20090913/36f0b1a3/... -------------- next part -------------- A non-text attachment was scrubbed... Name: moz-screenshot-36.jpg Type: image/jpeg Size: 29853 bytes Desc: not available Url : http://lists.wfu.edu/pipermail/gretl-devel/attachments/20090913/36f0b1a3/... -------------- next part -------------- A non-text attachment was scrubbed... Name: moz-screenshot-37.jpg Type: image/jpeg Size: 34730 bytes Desc: not available Url : http://lists.wfu.edu/pipermail/gretl-devel/attachments/20090913/36f0b1a3/... -------------- next part -------------- A non-text attachment was scrubbed... Name: moz-screenshot-38.jpg Type: image/jpeg Size: 33158 bytes Desc: not available Url : http://lists.wfu.edu/pipermail/gretl-devel/attachments/20090913/36f0b1a3/... -------------- next part -------------- A non-text attachment was scrubbed... Name: moz-screenshot-39.jpg Type: image/jpeg Size: 26538 bytes Desc: not available Url : http://lists.wfu.edu/pipermail/gretl-devel/attachments/20090913/36f0b1a3/... -------------- next part -------------- A non-text attachment was scrubbed... Name: gretl-exp mov avg.pdf Type: application/pdf Size: 102138 bytes Desc: not available Url : http://lists.wfu.edu/pipermail/gretl-devel/attachments/20090913/36f0b1a3/... -------------- next part -------------- A non-text attachment was scrubbed... Name: chapter 4 - exponential smoothing 1 - ses.ods Type: application/vnd.oasis.opendocument.spreadsheet Size: 31063 bytes Desc: not available Url : http://lists.wfu.edu/pipermail/gretl-devel/attachments/20090913/36f0b1a3/... -------------- next part -------------- A non-text attachment was scrubbed... Name: ship.gdt Type: application/x-gretldata Size: 817 bytes Desc: not available Url : http://lists.wfu.edu/pipermail/gretl-devel/attachments/20090913/36f0b1a3/... ------------------------------ _______________________________________________ Gretl-devel mailing list Gretl-devel(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-devel End of Gretl-devel Digest, Vol 32, Issue 9 ******************************************