# PS11.3, for Example 11.3 on exponential smoothing
open data11-1
genr time
genr Y8 = TOTALEMP
# generate lamda X sub t for lambda = 0.2
genr X2 = TOTALEMP*0.2
# generate autoregressive series
genr Y8 = X2 + 0.8*Y8(-1)
genr Y3 = TOTALEMP
# generate lamda X_t for lambda = 0.7
genr X7 = TOTALEMP*0.7
# generate autoregressive series
genr Y3 = X7 + 0.3*Y3(-1)
print -o TOTALEMP Y8 Y3
