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st: TSSMOOTH SHWINTERS


From   noah_kauffman@prusec.com
To   statalist@hsphsun2.harvard.edu
Subject   st: TSSMOOTH SHWINTERS
Date   Mon, 31 Oct 2005 20:25:59 -0500

Hi.

I'm trying to fit a time series model to quarterly NetIncome.

In general I can't find anything that fits the data better than a holt
winters multiplicative method:

tssmooth shwinters shw1= netinc, forecast(4)

Could you suggest an VAR/ARIMA/ARMA command, or any other method to try?  I
think my values are off because I'm not sure how to account for seasonality
within an ARMA model...

Thanks,

Noah Kauffman





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