I would like to know how to interpret the parameter estimates in PROC ESM when Holt's exponential smoothing method is used. proc esm data=t print=all ;
forecast x /model=linear;
run; The estimate for Trend Weight is always 0.001. i applied to various real data sets and the simulated data sets with different parameter settings. data t;
a=0.5;
b=0.1;
do t=0 to 100;
x=a+b*t+rannor(123)*0.1;
output;
end;
run; how can they be converted to the parameters, alpha and gamma, specified in the document? thanks.
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