[Gretl-users] Re: parameters from winters 1.1

Hi, Fc models indeed chose the values automatically, but it is not providing out of sample predictions. So, one has to use fcmodels to get parameters and use these in winters1.1 package to get forecasts. This is really irritating and some one has to fix these issues. Forecasts by Winter's TES (Triple Exponential Smoothing) ----------------------------------------------------- The parameter is based on min. MSE Level alpha: 0.310 Trend gamma: 0.110 Seasonality beta: 0.040 Original series: Trips Forecast series: Trips_TES ----------------------------------------------------- Full data range: 1998:1 - 2020:4 (n = 92) Current sample: 1998:2 - 2020:4 (n = 91) Naive Trips_TES RMSE 1.4840 0.4244 MSE 2.2021 0.1801 MAE 1.1624 0.3172 MAPE 11.8303 3.3247 Theil's U 1.0000 0.3031 ===================================================== Generated list List01