c_tes_2.gif

TES with period T. If T is not given, it is assumed to be T=1. Xlist and Ylist are input to TES. x is forecast value. a_i=(1-c)^X_{i+1} -X_i. d_i=(1-d)^X_{i+1} -X_i. e_i=(1-e)^X_{i+1} -X_i. Note: when Xlist is missing, x_{i+1}-x_i=1, and the correspondent coefficients a_i=(1-c) for i=1. ...,K-1, and and d_i=(1-d), and e_i=(1-e). Default: c= .2, d= .05, and e= .1. Step 1: S_1=y_1. And b_1={y_2-y_1}\over {x_2-x_1}. And I_1=1.