Re: [Gretl-users] Easy Question -- Doing a Naive Forecast
Hi Allin,
This is perfect. Thank you very much for doing this -- and so quickly!
Thanks,
Walt
________________________
Walter R. Paczkowski, Ph.D.
Chief Data Scientist
Data Analytics Corp.
44 Hamilton Lane
Plainsboro, NJ 08536
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(V) 609-936-8999
(F) 609-936-3733
walt(a)dataanalyticscorp.com
www.dataanalyticscorp.com
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On 10/25/2015 2:27 PM, Allin Cottrell wrote:
On Fri, 23 Oct 2015, Data Analytics Corp. wrote:
> Thanks again. You're correct that it's arguable. What I want to
> show my students is that the ARIMA framework incorporates a number of
> "standard" models:
>
> Mean = ARIMA(0,0,0) with constant
> Naive = ARIMA(0,1,0)
> Drift = ARIMA(0,1,0) with constant
> Simple Exponential Smoothing = ARIMA(0,1,1)
> Holt's Exponential Smoothing = ARIMA(0,2,2)
> Damped Holt's = ARIMA(0,1,2)
> Additive Holt-Winters: SARIMA(0,1,m+1)(0,1,0)m
OK, it's now possible to estimate all of the above via gretl's "arima"
command (in git and snapshots).
Allin Cottrell