Double Exponential Smoothing

Fitted Values - Double Exponential Smoothing

  

The double exponential smoothing procedure first smoothes data by Holt (Brown) double exponential smoothing procedure and then displays the fitted values and forecasts.

Example Output

Data    Computer Sales

Length  24

 

 

Smoothing Constants

 

α (level)  0.599409

γ (trend)  0.130921

 

 

Accuracy Measures

 

MAPE           9

MAD        25814

MSD   1027385418

Interpretation

For the sales data, the double exponential smoothing computes the smoothed values using the optimal ARIMA smoothing constants of 0.599409 (a) and 0.130921 (g).