statrefs home‎ > ‎Main‎ > ‎Methods‎ > ‎Time Series‎ > ‎Exponential Smoothing‎ > ‎Simple Exponential Smoothing‎ > ‎

Simple Exponential Smoothing - Example 1 (R)


Notes and Considerations

 
Files are available below for several approaches.

File "CH04 Example 4-1 Simple Exponential Smoothing.docx" has simple exponential smoothing using the Holt-Winters function in R.

The file also has an example of finding the optimum smoothing constant (alpha), along with graphical output.


Extra:
File "CH04 Example 4-1 Simple Exponential Smoothing (manually coded).R" has simple exponential smoothing that is manually coded.  No output file is attached to this page.


This example uses the Holt-Winters function from R.  Another option is the 'ets' function from the forecast package.



Data Set

 
Table 4.1 Dow Jones Index data

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

Data is also included in the R script file attached below.



Analysis or Script File

 
See the file "CH04 Example 4-1 Simple (single) Exponential Smoothing.R" attached below.


Also
CH04 Example 4-1 Simple Exponential Smoothing (manually coded).R 



Comments