[Gretl-users] Re: Error using winters (wes) from fcModels
Am 21.09.2026 um 18:49 schrieb Cottrell, Allin:
On Sun, Sep 20, 2026 at 10:28 AM Sven Schreiber
<sven.schreiber(a)fu-berlin.de> wrote:
> Hi Allin, first let me stress I'm not considering you as being
> responsible for fixing or maintaining the fcModels package. But this
> thread seems to be unfinished. The version on the package server is
> still unchanged AFAICS. Are you planning to put your interim version there?
Sorry, it's a bit complicated. I'll be happy to talk about this the
next chance we get.
For the record for people out there who want to do double or triple
exponential smoothing aka Holt or Winters, with data-determined
smoothing parameters.
Thanks to Allin there are new versions of the latter packages on the
server, namely Holt.zip v2.0 and Winters.zip v2.2. Both provide fast and
continuous algorithms to estimate the optimal parameters (no grid
search). The included documentation is quite extensive, but judge for
yourself.
There are currently no plans anymore to patch the fcModels contributed
package in that area without the help of the actual package author.
cheers
sven