Exponential Smoothing of Seasonal Data: A Comparison
R.G. Shami and
Ralph Snyder ()
No 10/97, Monash Econometrics and Business Statistics Working Papers from Monash University, Department of Econometrics and Business Statistics
A parsimonious method of exponential smoothing is introduced for time series generated from a combination of local trends and local seasonal effects. It is compared with the additive version of the Holt-Winters method of forecasting on a standard collection of real time series.
Keywords: ECONOMETRICS; TIME SERIES (search for similar items in EconPapers)
JEL-codes: C32 C51 (search for similar items in EconPapers)
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Journal Article: Exponential Smoothing of Seasonal Data: A Comparison (2001)
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