SAMPLE 1 30
* Read the sales data
READ SALES / BYVAR
 1806  1644  1814  1770  1518  1103  1266  1473  1423  1767
 2161  2336  2602  2518  2637  2177  1920  1910  1984  1787
 1689  1866  1896  1684  1633  1657  1569  1390  1387  1289

PROC EXPSMTH
  SAMPLE 1 30
  SMOOTH SALES / WEIGHT=W EMAVE=S
  SAMPLE 2 30
* Generate 1-step ahead predictions
  GENR PREDICT=LAG(S)
* Generate forecast errors
  GENR E=SALES-PREDICT
* Calculate the sum of squared forecast errors
  STAT E / CP=SSE
  PRINT W SSE
PROCEND

SET NOOUTPUT NODOECHO
* Try several different smoothing constants.
GEN1 W=0.8
EXEC EXPSMTH
GEN1 W=0.6
EXEC EXPSMTH
GEN1 W=0.4
EXEC EXPSMTH
GEN1 W=0.2
EXEC EXPSMTH
STOP