Re: [Gretl-users] exponential moving average
I obtained the following when I ran that code for fun:
Parse error at unexpected token 'params'
Error executing script: halting
params a
Clive
On 25 September 2015 at 16:42, Allin Cottrell <cottrell(a)wfu.edu> wrote:
On Fri, 25 Sep 2015, Allin Cottrell wrote:
Interestingly enough, the example given on the NIST website
> http://www.itl.nist.gov/div898/handbook/pmc/section4/pmc431.htm has a
> local SSE minimum at about a = -0.12 and a global minimum at about 1.68,
> with nothing resembling a minimum in the "legitimate" range. (Although
they
> talk about applying the Marquardt procedure they don't mention the result!)
>
In case it's of interest to anyone, I'm attaching a script to replicate
the NIST example and show the alpha/MSE relationship.
Allin
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--
Clive Nicholas
"My colleagues in the social sciences talk a great deal about methodology.
I prefer to call it style." -- Freeman J. Dyson
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