Exponential Smoothing

Exponential Smoothing

Post by Rick & Jennifer Geye » Sat, 15 Mar 2003 08:21:29



I am having trouble with developing a Line Graph for a Time Series Analysis.
The procedure involves exponential smoothing of the time series data.  First
of all, the SPSS manual states that I should be able to go to the menu and
click on Analyze, Time Series, and Exponential Smoothing.  I am able to
click on Analyze but my drop down box does not offer Time Series or
Exponential Smoothing.  Do I need to purchase another SPSS add-on.  The
manual states that the Exponential Smoothing feature is available in the
Student Version and in the Trends module.  I am pretty certain that
purchased the Student Version due to the fact that I bought it at my
university's bookstore.

Thanks for your help.

Sincerely,

Allen

 
 
 

Exponential Smoothing

Post by Charles Keatin » Sat, 15 Mar 2003 13:30:02


The student version is a stripped down version of SPSS and costs around $50.
The student version needed to do trends is called "Business Graduate Pack".
The business graduate pack costs around $150.

It sounds like the version that you have is the cheap student version.
Excel 97 - current versions have macros or functions that rival those
offered in the version of SPSS that you have.  Exponential smoothing can
easily be done in Excel and the instructions are probably easier to follow.
Do a search on msn.com for exponential smoothing and Excel and I am sure
that you will find lots of exercises and how-to's.



Quote:> I am having trouble with developing a Line Graph for a Time Series
Analysis.
> The procedure involves exponential smoothing of the time series data.
First
> of all, the SPSS manual states that I should be able to go to the menu and
> click on Analyze, Time Series, and Exponential Smoothing.  I am able to
> click on Analyze but my drop down box does not offer Time Series or
> Exponential Smoothing.  Do I need to purchase another SPSS add-on.  The
> manual states that the Exponential Smoothing feature is available in the
> Student Version and in the Trends module.  I am pretty certain that
> purchased the Student Version due to the fact that I bought it at my
> university's bookstore.

> Thanks for your help.

> Sincerely,

> Allen


 
 
 

Exponential Smoothing

Post by Rick & Jennifer Geye » Mon, 17 Mar 2003 14:31:36


Charles,

Thanks for responding to my question. I checked and I actually have the
SPSS 11.5 Grad Pack version. I will try the Excel program but can you tell
me any hints on using SPSS in drawing a line graph which shows Exponential
Smoothing? I am having trouble with developing a Line Graph for a Time
Series Analysis. The procedure involves exponential smoothing of the time
series data.

Thanks,

Allen


> The student version is a stripped down version of SPSS and costs around
$50.
> The student version needed to do trends is called "Business Graduate
Pack".
> The business graduate pack costs around $150.

> It sounds like the version that you have is the cheap student version.
> Excel 97 - current versions have macros or functions that rival those
> offered in the version of SPSS that you have.  Exponential smoothing can
> easily be done in Excel and the instructions are probably easier to
follow.
> Do a search on msn.com for exponential smoothing and Excel and I am sure
> that you will find lots of exercises and how-to's.



> > I am having trouble with developing a Line Graph for a Time Series
> Analysis.
> > The procedure involves exponential smoothing of the time series data.
> First
> > of all, the SPSS manual states that I should be able to go to the menu
and
> > click on Analyze, Time Series, and Exponential Smoothing.  I am able to
> > click on Analyze but my drop down box does not offer Time Series or
> > Exponential Smoothing.  Do I need to purchase another SPSS add-on.  The
> > manual states that the Exponential Smoothing feature is available in the
> > Student Version and in the Trends module.  I am pretty certain that
> > purchased the Student Version due to the fact that I bought it at my
> > university's bookstore.

> > Thanks for your help.

> > Sincerely,

> > Allen

 
 
 

Exponential Smoothing

Post by peterss » Fri, 21 Mar 2003 18:28:39


Quote:> Charles,

> Thanks for responding to my question. I checked and I actually have the
> SPSS 11.5 Grad Pack version. I will try the Excel program but can you tell
> me any hints on using SPSS in drawing a line graph which shows Exponential
> Smoothing? I am having trouble with developing a Line Graph for a Time
> Series Analysis. The procedure involves exponential smoothing of the time
> series data.

> Thanks,

> Allen

S: Have a look at the smoothing function (T4253H) in the "create"
procedure. You can reach it from the menus: "Transform" -> "Create
Time Series..." -> "Function: [Smoothing]".
 
 
 

Exponential Smoothing

Post by David Reil » Mon, 24 Mar 2003 00:56:48


Even better ! Go to DOWNLOAD.COM or TUCOWS and get the FREEWARE program
called FreeFore ...

AFS has announced the release of FreeFore, a free forecasting program
designed to aid forecasters, econometricians and system analysts ...both
practitioners and academics.

Go to http://download.com.com/3000-2064-10108955.html?tag=lst-0-3  to
download and install FreeFore. Open the README.TXT file and proceed to use
both the data that we have included and any data of your own choosing that
you would like to analyze. This application is a full working version so you
can use real data, but we won't let you copy the forecasts out of the
application so that we don't give our wares away. I we can be of help in
understanding the models or forecasts generated call us or e-mail us at

For more information on our software please visit http://www.autobox.com

and as you might expect we have developed a Professional Version of FreeFore
please see http://www.autobox.com/sell_freefore.html for details on the
Upgrade Package ....
Freefore Professional

Discussion of FreeFore
------------------------

FreeFore is a FREEWARE version of AUTOBOX which has been developed and
marketed by Automatic Forecasting Systems (www.autobox.com) to build
Box-Jenkins models (a super-set of regression and time series models ..
ARIMA ) for univariate and multivariate data.  It uses automatic
modeling heuristics (not pick best) with intervention detection.  It
tailors the forecast model to the problem at hand including selecting
the best lead and lag structures for each input series. It corrects for
omitted variables (e.g., holidays or price changes that have affected
the historical data, but that the system has no knowledge of) by
identifying pulses, seasonal pulses, level shifts and local time trends,
and then adding the needed structure through surrogate variables.

FreeFore has a set of graphing tools that help present complex
statistical information in a way that is easy and clear at every stage
of the forecasting process and even a simple narrative description of
the final model.  Graphs of autocorrelation, partial-autocorrelation and
cross-correlation functions are all available.  AFS has been in business
since 1976 and has many business and academic customers.  One of our
business partners is the integrator i2 www.i2.com - see their partner
page...yes we are the engine for their demand planner product in their
supply chain software solution).  Also check out Chris Chatfield's book
where he cites in his 2001 book "Time Series Forecasting" on p. 176 as
AUTOBOX as the package for Box-Jenkins modeling software.  AFS was
recently cited (2001) by Armstrong as the 'BEST DEDICATED FORECASTING
PACKAGE"
http://www-marketing.wharton.upenn.edu/forecast/paperpdf/Tashman-Hoov...
bles.pdf
particularly Table 8 .

Best Regards

Dave Reilly
Automatic Forecasting Systems

215-675-0652
http://www.autobox.com


> > Charles,

> > Thanks for responding to my question. I checked and I actually have the
> > SPSS 11.5 Grad Pack version. I will try the Excel program but can you tell
> > me any hints on using SPSS in drawing a line graph which shows Exponential
> > Smoothing? I am having trouble with developing a Line Graph for a Time
> > Series Analysis. The procedure involves exponential smoothing of the time
> > series data.

> > Thanks,

> > Allen

> S: Have a look at the smoothing function (T4253H) in the "create"
> procedure. You can reach it from the menus: "Transform" -> "Create
> Time Series..." -> "Function: [Smoothing]".

 
 
 

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