Hello PaigeMiller,
Thanks for you answer.
I find the problem with several models.
In SAS FS we have eight exponential smoothing models, isn't it? You said that Simple Exponential Smoothing is ARIMA (0,1,1).
There are equivalence for all ESM?
Double Exponential Smoothing
Linear Exponential Smoothing
Damped-trend Exponential Smoothing
Seasonal Exponential Smoothing
Multiplicative Seasonal Exponential Smoothing
Winters Method - Additive version
Winters Method - Multiplicative version
Regards,
Ferran