[Gretl-users] exponential moving average

Hello By using the filter exponential moving average, you can choose the first EMA value based on the mean of the first n observations. The number is limited to 6. Why this limitation ? Sometimes I see people taking the first value being the mean of half of the time series. Where do I see any information about the way it is calculated in the Gretl documentation ? I have a time series with mean = 351.2917 and the first observation is y1 = 362 Gretl gives me correctly the first forecast being S0 = 351.2917 for y1 which equals the mean of the whole time series. The second forecast is given by Gretl as being 354.2625 with alpha = 0.1. According to me you should get: S1 = 0.1(351.2917) + 0.9(362) = 352.3625 How to find the optimal alpha minimizing the MSE ? Thank you for your help Raul