Chapter 19. Exponential Smoothing Models for Time Series Data

19.1 Introduction 542

19.2 Detail Example: 10-Year Treasury Note Closing Prices 543

19.3 Smoothing Models 550

19.3.1 Simple Moving Averages 551

19.3.2 Exponential Smoothing Models 554

19.3.3 Simple Exponential Smoothing (SES) 555

19.3.4 Double Exponential Smoothing For Linear Trend (DES) 561

19.3.5 Winters' Additive Seasonal Method 565

19.4 Summary 569

19.5 Problems 569

19.6 Case Study: Lockheed Martin Stock in Changing Times 572

19.7 References 573