Re: [Gretl-users] exponential moving average
Am 25.09.2015 um 11:05 schrieb Raul Gimeno:
I want to choose the optimal parameter a that minimizes the SSE. Would it
be possible to include these feature within the menu without having to run a
script?
I am not convinced that minimizing the SSE is the universally
appropriate goal here. The trivial solution to obtaining a perfect fit
is not to smooth in the first place, so somehow this problem strikes me
as ill-defined.
I am open for discussion, but as of now I would be opposed to this
"feature".
sorry,
sven