Exponential smoothing time series data

[munitech4u]

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?

[PGStats]

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

PG

[munitech4u]

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

[PGStats]

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

PG

[Ksharp]

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

[munitech4u]

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