Implementation of fitting smoothing coefficients for exponential smoothing models (e.g. Holt-Winters) time-series forecasting.

Hello. Does anybody knows, is there any implementation in MATLAB (e.g. Econometric toolbox) of algorithms for fitting the coefficients of the exponential smoothing models of (e.g., alpha, beta, gamma, phi for the model Holt-Winters with trend and seasonality) in time-series forecasting.

Or some implementation of models like in forecast package in R (e.g. HoltWinters() or ETS())?

Thanks.

Answer 1

[Britt van Veggel]

I've been working with ARIMA models. They include seasonality.

https://nl.mathworks.com/help/econ/arima-class.html