[Gretl-users] parameters from winters 1.1
Hi,
I am trying to replicate the following triple exponential model (additive) from the famous
Hyndman book. https://otexts.com/fpp3/holt-winters.html. Gretl predictions are given
below.
Trips_W_add Trips_W_trend Trips_W_seas
2018:1 13.13124 11.01523 2.210526
2018:2 11.11609 11.10974 0.100856
2018:3 11.07205 11.20426 -0.037689
2018:4 11.58887 11.29877 0.384615
2019:1 13.50930 11.39329 2.210526
2019:2 11.49414 11.48780 0.100856
2019:3 11.45011 11.58231 -0.037689
2019:4 11.96693 11.67683 0.384615
2020:1 13.88735 11.77134 2.210526
2020:2 11.87220 11.86586 0.100856
2020:3 11.82817 11.96037 -0.037689
2020:4 12.34498 12.05488 0.384615
Hyndman predictions:
2018 Q1 1 12.9
2018 Q2 2 11.2
2018 Q3 3 11.0
2018 Q4 4 11.2
2019 Q1 5 13.4
2019 Q2 6 11.7
2019 Q3 7 11.5
2019 Q4 8 11.7
2020 Q1 9 13.9
2020 Q2 10 12.2
2020 Q3 11 11.9
2020 Q4 12 12.2
They are not matching. Also, gretl is not printing the final alpha, beta, gamma values.
Any help? data is given below.
https://drive.google.com/open?id=1BnKMYc6vO1fi987f5P6LcEGgV9JXcYxV&us...