About Models
(from the following PPT, starting from page 4th) about the initial value:The following document gives an idea of how to calculate the initial values of three models. The general idea is as follows, to establish a P-order moving average model, the estimated parameters are the initial values, specific according to three different models, some differences. from Google's document, the method of calculating the initial value of the additive model and the multiplication model is given. I want to correspond with the calculation method in this article The following documents, using the methods discussed in Chatfield and Yar, give the initial value determination method of multiplication model and addition model: summing up, I think it is better to use teachers-guide-to-holt-winters1 in this document, after all, it is easy to understand and to realize. The school does not buy the knowledge network about the engineering class database is what ghosts AH!!! Make me find a half-day information or smattering, but somehow now justified, the initial value of thedetermine the method seems not a conclusion ah, anyway, I am not engaged in communication, do not know which books have, generally we are using eviews direct calculation, so no one cares about,the problem with the initial value. This English document is very detailed, but his initial value determination method and above still have the difference. Other secondary information:(gives a calculation of how to use R)This English document gives the algorithm in Excel, but I don't see it very well. Yes, you can also go to YouTube to see the relevant tutorials This document explains all the smoothing methods, using Excel and EViews, but I don't see much
from for Notes (Wiz)
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Holt-winters principle and initial value determination
