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) $\alpha$ = .2
B) $\alpha$= .25
C) $\alpha$= .75
D)$\alpha$ = .8

Question

Quizplus · Accepted Answer

A 5-period moving average assigns a weight of 1/5 or 0.2 to each period, which is equivalent to an exponential smoothing constant $\alpha$ of 0.2.

Which of the Following Exponential Smoothing Constant Values Puts the Same