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Created:
Feb 13, 2019 7:45 AM
| Last Modified: Feb 13, 2019 11:40 AM
(5097 views)

Hello,

I am trying to replicate the 'Double Brown Exponential Smooting' function and am having trouble to match calculation to the JMP output.

I had troubles using the JMP documentation (http://www.jmp.com/support/help/14-2/double-brown-exponential-smoothing.shtml) and used the following: https://people.duke.edu/~rnau/411avg.htm#BrownLES.

Question:

1. Is there an extended documentation for the JMP calculation for the Double Brown Exp. Smoothing (e.g., initial values etc)

Attached is the Excel sheet which shows my manual calculation and the missmatch to the JMP output (both using alpha=0.2)

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The Help is all there is. The statistical details section that you found is the complete documentation. Some details might be omitted because either most users do not want such details, the details are available elsewhere (e.g., perhaps SAS ETS in this case), or they are proprietary information.

Learn it once, use it forever!

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Created:
Feb 13, 2019 9:41 AM
| Last Modified: Feb 13, 2019 11:40 AM
(5077 views)
| Posted in reply to message from markbailey 02-13-2019

Much appreciate the help Mark. The following page shows the missing information:

http://www.jmp.com/support/help/14-2/double-brown-exponential-smoothing.shtml

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The Help is all there is. The statistical details section that you found is the complete documentation. Some details might be omitted because either most users do not want such details, the details are available elsewhere (e.g., perhaps SAS ETS in this case), or they are proprietary information.

Learn it once, use it forever!

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Created:
Feb 13, 2019 9:41 AM
| Last Modified: Feb 13, 2019 11:40 AM
(5078 views)
| Posted in reply to message from markbailey 02-13-2019

Much appreciate the help Mark. The following page shows the missing information:

http://www.jmp.com/support/help/14-2/double-brown-exponential-smoothing.shtml

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Re: Recreating JMP's Double Brown Exponential Smoothing

If you believe that there is an error in the JMP time series platform, then contact JMP Technical Support about. We don’t debug Excel issues, though.

Learn it once, use it forever!

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