Time Series

Sample data set: Employ.mtw

Two examples of time series tools are shown here.

STAT>TIME SERIES>MOVING AVERAGE

For this example we choose a moving average (MA) of length 3.

 

Moving Average for Metals Data      Metals Length    60 NMissing  0 Moving Average Length  3 Accuracy Measures MAPE  1.55036 MAD   0.70292 MSD   0.76433

STAT>TIME SERIES>DOUBLE EXP SMOOTHING

For this example we choose the smoothing constants (weights) level = 0.94 and trend = 0.03

 

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