topic Re: Exponential smoothing time series data in Statistical Procedures

Exponential smoothing time series data

munitech4u — Sat, 22 Nov 2014 13:50:50 GMT

I need exponential smoothed data for a time series. But the output from PROC ESM or PROC FORECAST is forecasted data, I need the observed data after exponential smoothing. How to do that?

Re: Exponential smoothing time series data

PGStats — Sat, 22 Nov 2014 17:36:48 GMT

Look at transformation EWMA in PROC EXPAND. It's probably what you need.

Re: Exponential smoothing time series data

munitech4u — Sat, 22 Nov 2014 18:47:39 GMT

Thanks.What if i want to try holtwinters smoothing. Proc expand doesn't seem to have this.

Re: Exponential smoothing time series data

PGStats — Sat, 22 Nov 2014 19:32:32 GMT

Not available in SAS, as far as I know. Try the simple stuff first.

Re: Exponential smoothing time series data

Ksharp — Sun, 23 Nov 2014 09:04:45 GMT

If I recall right. there is a WINTAERS or ADD-WINTAERS method in proc esm . Check its documentation to see if proc esm offer what you need.

and post it at SAS Forecasting and Econometrics . udo@sas will offer you some help.

Xia Keshan

Re: Exponential smoothing time series data

munitech4u — Sun, 23 Nov 2014 09:46:08 GMT

Its there in in ESM and proc FORECAST, but only for the forecasted value. I need to apply them to data.