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how does jmp estimate the smoothing weights

Hi all,

Please help me find if there is any documentation on finding how SAS JMP estimates the Smoothing weights in case of Smoothing Time series methods

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Super User ms
Super User

how does jmp estimate the smoothing weights

The equations for the different smoothing models are given in the documentation (book Modeling and Multivariate Methods starting at p. 378) which can be found in the help menu. However the details on how the equation parameters, including weights, are not there as far as I cab tell.

It's certainly some recursive algoritm involved but I think you are more likely to get an initiated answer from JMP support than here in user forum. They are usually very helpful.

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