Smoothing Weight Optimization Window
Use the Smoothing Weight Optimization window to specify constraints for the automatic fitting of smoothing weights for exponential smoothing and Winters method models. Access it from the Smoothing Models Specification window when you select "Custom" in the "Bounds" combo box.
Controls and Fields
- No restrictions
when selected, specifies unrestricted smoothing weights.
- Bounded region
when selected, restricts the fitted smoothing weights to be within the bounds that you specify with the "Smoothing Weight Bounded Region" options.
- Additive invertible region
when selected, restricts the fitted smoothing weights to be within the additive invertible region of the parameter space of the ARIMA model equivalent to the smoothing model. (See the section Smoothing Models for details.)
- Additive invertible and bounded region
when selected, restricts the fitted smoothing weights to be both within the additive invertible region and within bounds that you specify.
- Smoothing Weight Bounded Region
is a group of numeric entry fields that enable you to specify lower and upper limits on the fitted value of each smoothing weight. The fields that appear in this part of the window depend on the kind of smoothing model that you specified.
- OK
closes the window and sets the options that you specified.
- Cancel
closes the window without changing any options. Any values you specified are lost.
- Reset
resets all options to their initial values upon entry to the window.
- Clear
resets all options to their default values.
Copyright © SAS Institute, Inc. All Rights Reserved.
