*
* Example TABLE6-5.DAT from pp 215-217
*
open data table6-5.dat
data(format=free,org=columns) 1 12 data
*
* The MA(3) filter shown is done with FILTER with the options TYPE=LAGGING and
* WIDTH=3. (TYPE=LAGGING means that it uses current and lagged values only, as
* opposed to the centered filter, which uses future values as well, and is used
* for smoothing).
*
filter(type=lagging,width=3) data / ma3
set fore3 = ma3{1}
set err3  = data-fore3
print / data ma3 fore3 err3
*
filter(type=lagging,width=3) ma3 / ma3x3
*
set trend = 2.0/(3-1)*(ma3-ma3x3)
*
* The one-step-ahead forecasts are obtained by lagging one period all the
* components of (6-12) and (6-13).
*
set forecast = 2*ma3{1}-ma3x3{1}+trend{1}
set foreerr  = data-forecast
*
print / data ma3 ma3x3 forecast foreerr