Practical Time Series Analysis Using SAS

Chapter 5: Exponential Smoothing of Nonseasonal Series

5.1 Simple Exponential Smoothing

5.2 Double Exponential Smoothing

5.3 Forecasting Danish Fertility by Exponential Smoothing

5.4 Forecast Errors

5.5 Forecast Errors for the Prediction of Danish Fertility

5.6 Moving Average Representations

5.7 Calculating Confidence Limits for Forecasts

5.8 Applying Confidence Limits for Forecasts

5.9 Confidence Limits for Forecasts of Danish Fertility

5.10 Determining the Smoothing Constant

5.11 Estimating the Smoothing Parameter in PROC ESM

5.12 Holt Exponential Smoothing and the Damped-Trend Method

5.13 Forecasting Fertility by the Damped-Trend Method in PROC ESM

5.14 Concluding Remarks on Exponential Smoothing for Eorecasting

5.1 Simple Exponential Smoothing ...