The ETS modelling framework developed in my 2002 IJF paper (with Koehler, Snyder and Grose), and in my 2008 Springer book (with Koehler, Ord and Snyder), is now available in EViews 8. I had no idea they were even working on it, so it was quite a surprise to be told that EViews now includes ETS models.

Here is the blurb from the release notes:

EViews 8 now offers support for exponential smoothing using the dynamic nonlinear model framework of Hyndman, Koehler, et al. (2002).

The ETS (Error-Trend-Seasonal or ExponenTial Smoothing) framework defines an extended class of exponential smoothing methods that encompasses standard ES models (e.g., Holt and Holt–Winters additive and multiplicative methods), but offer a variety of new methods.

In addition ETS smoothing offers a theoretical foundation for analysis of these models using state-space based likelihood calculations, with support for model selection and calculation of forecast standard errors.

Until now, ETS models have only been available in R (the ets function in the forecast package). I believe SAS has also been working on including them, but nothing has appeared yet.