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?
Look at transformation EWMA in PROC EXPAND. It's probably what you need.
PG
Thanks.What if i want to try holtwinters smoothing. Proc expand doesn't seem to have this.
Not available in SAS, as far as I know. Try the simple stuff first.
PG
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
Its there in in ESM and proc FORECAST, but only for the forecasted value. I need to apply them to data.
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