Hi, such replications and comparisons are really very useful, so it's great you're bringing this up.Hi, I am trying to replicate the following triple exponential model (additive) from the famous Hyndman book. https://otexts.com/fpp3/holt-winters.html. Gretl predictions are given below.
... They are not matching. Also, gretl is not printing the final alpha, beta, gamma values. Any help? data is given below.
From the subject of your post, you're using the contributed package Winters version 1.1. If I understand the help doc of that package correctly, it's using fixed parameter values -- assuming that what you're calling alpha,beta,gamma is the same thing as delta1,delta2,delta3 (=level/slope/seasonality) in the Winters package. So the "final" values should be the same as the initial ones, AFAICS. One could try to use the values reported by Hyndman with the Winters package, or did you do that already?
The package that you were using previously, fcModels, apparently chooses the parameters automatically. I'm not saying one package is better than the other, I know too little about their internals.
cheers
sven