Re: [Gretl-users] exponential moving average
Am 24.09.2015 um 09:49 schrieb Raul Gimeno:
It would be helpful if all the fillters you find under "variable" like
the exponential moving average have their own short explanation in the
Gretl's guide.
Raul,
I interpret this as a request to merge the function reference and the
user guide, as Allin pointed you to the explanation of the movavg()
function before. I'm not sure that this merge would be the optimal way
to present all the information, but it is true that for users it is
difficult to know the connection between the menu item and the function.
It is a known problem (probably of all software) that the documentation
is not complete, even though the guide already has more than 350 pages.
Perhaps it would be useful to somehow indicate in the EMA dialog window
that movavg() is the underlying function. Actually, such a cross-linking
information might be a strategy in general for all dialog windows. Stuff
for discussion.
I am using the Roberts formula but I get a different result from
Gretl
with alpha = 0.1
Value one-step forecast
Y(T) Y^ (T-1)
T = 0 351.2917
T = 1 362 352.363 = 0.1(362) + 0.9(351.2917) --> Gretl:
354.2625
T = 2 381
Perhaps your alpha is gretl's (1-p)?
Would it be possible to include a solver function like in Excel in
order
to do minimizing calculations to find the optimal alpha?
Check chapter 31 of the guide, numerical methods. Of course you have to
define "optimal" exactly.
cheers,
sven