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Re: st: RE: exponential smoothing


From   Robert A Yaffee <[email protected]>
To   [email protected]
Subject   Re: st: RE: exponential smoothing
Date   Mon, 16 Aug 2010 14:28:39 -0400

Lisa,
  Alternatively, you could estimate a piecewise model with changing smoothing constants to preclude this slip into the negative.
 - 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: Robert A Yaffee <[email protected]>
Date: Monday, August 16, 2010 2:11 pm
Subject: Re: st: RE: exponential smoothing
To: [email protected]


> 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 <[email protected]>
> Date: Monday, August 16, 2010 2:00 pm
> Subject: st: RE: exponential smoothing
> To: [email protected]
> 
> 
> > 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 
> > [email protected] 
> > 
> > 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?
> > 
> > *
> > *   For searches and help try:
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> > *   http://www.ats.ucla.edu/stat/stata/
> 
> *
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> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/

*
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