Single Exponential Smoothing - Storage
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Stat > Time Series > Single Exp Smoothing > Storage

Stores the smoothed values, the fits or predicted values (smoothed value at time t -1), the residuals (data - fits), forecasts, and upper and lower 95% prediction limits.

Dialog box items

Smoothed data: Check to store the smoothed data. The smoothed value at time T is the fitted value for time T+1.

Fits (one-period-ahead forecasts): Check to store the fitted values. You should store the fitted values if you want to generate diagnostic residual plots.

Residuals: Check to store the residuals. The residual at time T is the difference between the actual data at time T and the fitted value at time T. These residuals are used to calculate MAPE, MAD and MSD. If you store the residuals you can generate diagnostic plots using Autocorrelation.

Forecasts: Check to store the forecasts. This option is available only if you generated forecasts in the main Single Exponential Smoothing dialog box.

Upper 95% Prediction Interval: Check to store the upper 95% prediction limits for the forecasts.

Lower 95% Prediction Interval: Check to store the lower 95% prediction limits for the forecasts.