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Re: st: RE: exponential smoothing


From   Robert A Yaffee <bob.yaffee@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: exponential smoothing
Date   Mon, 16 Aug 2010 14:10:17 -0400

Lisa,
  The double exponential imputes a trend that may be unwarranted by your data. Perhaps
you should try the simple exponential smoother.
   Robert 

Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University

Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf

CV:  http://homepages.nyu.edu/~ray1/vita.pdf

----- Original Message -----
From: Nick Cox <n.j.cox@durham.ac.uk>
Date: Monday, August 16, 2010 2:00 pm
Subject: st: RE: exponential smoothing
To: statalist@hsphsun2.harvard.edu


> Predicting the logarithm of sales and back-transforming is one 
> possibility. Another is that your sales are fluctuating too 
> erratically to be predictable by this method. 
> 
> Nick 
> n.j.cox@durham.ac.uk 
> 
> Schöler, Lisa
> 
> 
> I want to do exponential smoothing for sales with Stata. I used the command
> 
> .tssmooth dexponential sales = ussalesdols000, forecast(1)
> 
> Sometimes I get negative out of sample forecasts which can't be true 
> for sales. Is there a way to include a constraint so the out of sample 
> forecasts will not get negative?
> 
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