Hello,
Can someone help me with using cross-validation to compare the seasonal naive method with Holt-Winters' additive seasonal exponential smoothing method? I have 280 observations and two variables which are t and v90. t is quarterly dates and v90 is the actual data. I am trying to make one year ahead forecast using all but the last two years of data. I'm having a lot of trouble trying to cross validate the two methods. Any help would be great!
Thank you! (Using Stata/IC 16.1)
Related Posts with Comparing the seasonal naive method with Holt-Winters' additive seasonal exp. smoothing method using ts cross-validation
Advertising variablesDear All I have a Stata dataset with 200 observations. Each observation represents 1 order. The dat…
Create four-year average dataHello I would like to create a panel data that contains four-year averages accross each variables i…
Fixed-effect model: how to regress with 2 sample periodsDear Statalist, For my thesis I try to examine the effect when a firm generates more renewable ener…
Interpreting ratio dependent variableDear Statalists I'm having a bit of trouble interpreting the following output: Code: ------------…
How to replace space(s) in a string by another charater like and underscore (_)?For my coding, I need to automatically replace possible spaces from value labels during processing i…
Subscribe to:
Post Comments (Atom)
0 Response to Comparing the seasonal naive method with Holt-Winters' additive seasonal exp. smoothing method using ts cross-validation
Post a Comment