Winters' Method - Storage
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Stat > Time Series > Winters' Method > Storage

Stores various values in the worksheet.

Dialog box items

Smoothed data: Check to store the smoothed data. The smoothed value for time T is equal to the seasonal estimate for time T - p (where p is the seasonal period) multiplied by (or added to for an additive model) the level estimate for time T - 1.

Level estimates: Check to store the level components.

Trend estimates: Check to store the trend components.

Seasonal estimates: Check to store the seasonal components.

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. The fitted value for time T is equal to the sum of the level and trend estimates for time T - 1, multiplied by (or added to for an additive model) the seasonal estimate for time T - p (where p is the seasonal period).

Residuals: Check to store the one-period-ahead forecast errors. 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 Winters' Method 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.