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st: tssmooth hswinters


From   noah_kauffman@prusec.com
To   statalist@hsphsun2.harvard.edu
Subject   st: tssmooth hswinters
Date   Mon, 31 Oct 2005 20:38:46 -0500

Trying to fit model to quarterly net-income.  Can't find better data fit
than winters mult-meth:

tssmooth shwinters shw1= netinc, forecast(4)

Can you suggest a VAR/ARIMA/ARMA command s.t. it accounts for seasonality.

Thanks!
NOAH


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