Re: [Gretl-users] forecasting with exponential smoothing

Hi, I'd like to illustrate for students forecasting for just a few steps-ahead with simple exponential smoothing. The filter option allows for exponential smoothing (the movavg function does the same) but I can't get a forecast with a forecast graph and forecast errors similar to what I get with, say, the AR option in modeling. In particular, if I have 25 observations, I'd like to set the sample size to the first 20, do the smoothing, forecast the next 5, graph all 25 along with the 5 forecasted values, and calculate error statistics for the 5 forecasted values using the 5 hold-out values. How can I do this? Is there a script that would accomplish what I want? I'd like to also do the same for a simple moving average. Thanks, Walt ________________________ Walter R. Paczkowski, Ph.D. Data Analytics Corp. 44 Hamilton Lane Plainsboro, NJ 08536 ________________________ (V) 609-936-8999 (F) 609-936-3733 walt(a)dataanalyticscorp.com www.dataanalyticscorp.com _____________________________________________________ _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users