Hi,
I'd like to know if the Holt-Winters function in R can modify the
alpha paremeter in an "intelligent" way. I know it can vary from 0 to
1.
Wich mathematical formula does it use to calculate the correct value of alpha?
Thanks, bye.
Carlo
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R-help@s
t: Thursday, August 31, 2006 2:23 PM
Subject: [R] alpha in Holt-Winters method
> Hi,
> I'd like to know if the Holt-Winters function in R can modify the
> alpha paremeter in an "intelligent" way. I know it can vary from 0 to
> 1.
>
> Wich mathematical formula do
On Thu, 31 Aug 2006, MARK LEEDS wrote:
> you would have to take your series, y_1, ... y_t and run it over various
> values of alpha ( say zero to 1 insteps of .01 ) and see which one gives say
> the least MSE.
> but that will be the optimal alpha for the window you are looking at. it
> doesn't mea
