Re: [Gretl-users] Easy Question -- Doing a Naive Forecast

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