[Gretl-users] Re: parameters from winters 1.1
On Wed, Mar 4, 2026 at 9:50 AM Riccardo (Jack) Lucchetti
<p002264(a)staff.univpm.it> wrote:
On 04/03/2026 15:13, ramakrishnasalagrama(a)gmail.com wrote:
> 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.
I understand your disappointment. Since Ignacio has retired from the
scene since a few years, I suggest that you could adopt his package and
modify it to your liking.
If you need assistance, I'm sure the community will be glad to give
you all the help you need.
Another approach would be to complete the wes() function in fcModels.
I see that some of the other forecasting methods in the package offer
out-of-sample forecasts, and I guess that apparatus could be re-used
for wes(). Or one "cannibalize" elements of Winters and fcModels to
make Ignacio's Winters call the parameter search currently in fcModels
if the caller doesn't specify the parameters -- I think this option
looks quite promising.
Allin