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Former Member
Mar 08, 2011 at 01:36 PM

Seasonal Models with Auto model



Would like to highlight a few issues with Seasonal Models Selected through Auto Model 2:

1. Though Seasonality Test is Positive Constant Model is selected: When you run Auto model 2 in the interactive screen for Data with seasonality, The messages appear that seasonal Test is Positive but Auto model Ultimately chooses a Constant Model

2. Same Error for Different Gamma Factors: When you run Seasonal Models with Multiple Gamma Values the statistical forecast generated is different for each value of Gamma but the Errors remain the same for all the Gamma Values

3. Inconsistency for 3 Years Past History: Auto model 2 is picking the parameters with least MAD if the history period is 2 Years (for Seasonal Pattern in Past). But if the history period considered is 3 Years the model does not pick the parameters with least MAD

Kindly suggest.

Thanks & Regards,