Which of the following exponential smoothing constant values puts the same weight on the most recent time series value as does a 5-period moving average?
A) α = .2
B) α = .25
C) α = .75
D) α = .8

Question

Quizplus · Accepted Answer

A 5-period moving average gives equal weight to each of the five periods, which is equivalent to a smoothing constant α of 0.2 in exponential smoothing.

Which of the Following Exponential Smoothing Constant Values Puts the Same