SHWINTERS_FORECAST: Stata module to compute Holt-Winters seasonal forecasts with confidence intervals

Ariel Linden ()
Additional contact information
Ariel Linden: Linden Consulting Group, LLC

Statistical Software Components from Boston College Department of Economics

Abstract: shwinters_forecast fits a Holt-Winters seasonal model using tssmooth shwinters and computes analytic confidence intervals for forecasts following the methodology of Yar & Chatfield (Int.J. Forecasting, 1990) for additive models and Chatfield & Yar (Int.J. Forecasting, 1991) for multiplicative models.

Language: Stata
Requires: Stata version 11
Keywords: Holt-Winters seasonal models; seasonality; forecasting (search for similar items in EconPapers)
Date: 2026-01-29
Note: This module should be installed from within Stata by typing "ssc install shwinters_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.
References: Add references at CitEc
Citations:

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/s/shwinters_forecast.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/shwinters_forecast.sthlp help file (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s459578

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().