Re: [Gretl-users] Holt-Winters package
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
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