SES_FORECAST: Stata module to compute simple exponential smoothing forecasts with confidence intervals

Ariel Linden ()
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Ariel Linden: Linden Consulting Group, LLC

Statistical Software Components from Boston College Department of Economics

Abstract: ses_forecast generates point forecasts, standard errors, and confidence intervals for simple exponential smoothing (SES) models. The procedure uses tssmooth exponential to fit the SES model and then computes forecast standard errors based on the innovation variance. The implementation mirrors the method used in the R forecast package ses function.

Language: Stata
Requires: Stata version 11
Keywords: time series; Simple exponential smoother; forecasts (search for similar items in EconPapers)
Date: 2026-02-02
Note: This module should be installed from within Stata by typing "ssc install ses_forecast". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/s/ses_forecast.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/ses_forecast.sthlp help file (text/plain)

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