Tagged Questions

0
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0answers
45 views

Calculating price elasticity from triple exponentially smoothed values

I have a time series which exhibits a linear trend and multiplicative seasonality, so I've smoothed it using Holt-Winters exponential smoothing. Now, I suspect some of the deviation between smoothed ...
2
votes
3answers
254 views

Regression with exponentially-smoothed errors

I'm just starting to look into exponential smoothing models. Is there a way to fit a linear regression with exponentially-smoothed errors, similar to the standard technique of fitting a regression ...