Re: [Gretl-users] Holt-Winters package
Some time ago I came across a similar problem when using this function
for a class. At the time I made a note to myself saying that the
problem was in the definition of lobs, which I changed to:
scalar lobs=lastobs(y)
I hope this helps
On 28 September 2015 at 15:56, Ignacio Diaz-Emparanza
<ignacio.diaz-emparanza(a)ehu.eus> wrote:
I have not much time for testing today, but it seems that a
correction I
included to avoid initial conditions very different from the first
observations of the series is not working well for your data. If you change
in the HoltWinters package the line
series yh1= (0.85*y<= $yhat && $yhat <=1.15*y) ? $yhat : y
simply to:
series yh1= $yhat
you will have results more similar (but not exactly) to yours (I think we
are using different initial conditions).
El 28/09/15 a las 14:23, Raul Gimeno escribió:
>
> Hello
>
> I've been using the Holt-Winters package but I cannot replicate my
> Excel-calculation results with this package.
> The starting value from the package for the trend is 245 mine is 166.396.
> By
> running a regression on the full sample I get completely different results
> for these starting values, although the same methodology as described in
> the
> help description has been used.
> For replication purposes I send my excel spreadsheet and I would be glad
> to
> understand how these starting values have been effectively calculated.
> Thank you for your help
> Raul Gimeno
>
> **
>
>
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--
Ignacio Díaz-Emparanza
Departamento de Economía Aplicada III (Econometría y Estadística)
Universidad del País Vasco - Euskalherriko Unibertsitatea, UPV/EHU
Tfno: (+34) 94 601 3732
http://www.ehu.eus/ea3
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