Using JMP Student Edition, Third Edition

234 10 Time Series Platform Smoothing Models

While these parameters enter each model in a different way (or not at all), they have the common prop-

erty that larger weights give more influence to recent data while smaller weights give less influence to

recent data.

Each smoothing model has an ARIMA model equivalent. These ARIMA equivalents are used to esti-

mate the smoothing weights and provide forecasts. You might not be able to specify the equivalent

ARIMA model using the

ARIMA command because some smoothing models intrinsically constrain the

ARIMA model parameters in ways the ARIMA command will not allow.

Smoothing Model Dialog

The Smoothing M ...