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StatTimeSerAnalysis.DoubleExpForecast Function
StatTimeSerAnalysis | Functions | See Also

Double exponential forecast.

Pascal
procedure DoubleExpForecast(const Y: TVec; const YHat: TVec; const Alpha: double; const Gamma: double; const T: Integer; const InitMethod: Integer = 0); overload;
File
Parameters
Parameters 
Description 
Y 
Time series data set. 
YHat 
Time series forecasts. Size of the YHat vector are adjusted automatically. 
Alpha 
Overal smoothing parameter used for forecast. 
Gamma 
Trend smoothing parameter used for forecast. 
T 
Forecast values up to T period. 
InitMethod 
Defines how the initial values for b[0] are calculated. 
Description

Forecasts time series values by using double exponential smoothing equations. For double exponential smoothing, the h period ahead forecast is given by: 

 

 

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