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Adaptive Smoothing - Example 1 (R)


Notes and Considerations


Introduction to Time Series Analysis and Forecasting (Montgomery)

Example 4.6, p. 208
Adaptive simple (single) exponential smoothing

The code and results/output are in the file "CH04 Example 4-6 Adaptive Exponential Smoothing.docx" attached below.



Data Set


Dow Jones data

Data from Table 4.1

Available at the bottom of the book page Introduction to Time Series Analysis and Forecasting (Montgomery) in the file "DATA Montgomery TS data for chapter examples.xlsx"


Also embedded in the R script file below.



Analysis or Script File

 
See the file "CH04 Example 4-6 Adaptive Exponential Smoothing.R" attached below.




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