Exponential Smoothing in statsmodel and SAS

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MattdaVill

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Sep 22, 2021, 7:33:08 AMSep 22
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Hello everyone,

apologies if this matter has already been subject of discussion, I tried to look for something similar but  I could not find anything. I have been tried to reproduce the results I was obtaining with the SAS procedure ESM (using addswinter as a model) using ExponentialSmoothing from statsmodel, but I have been so far unsuccessful, and the two implementation of the algorithm seem to converge to very different smoothing parameters/states. Has anyone ever had this problem? Thanks in advance for any insight.

Cheers,

Matt
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