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st: basic arima questions


From   "Salkov, Rick" <Rick.Salkov@eia.doe.gov>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: basic arima questions
Date   Tue, 22 Mar 2005 08:34:55 -0500

I am beginning to experiment with arima and have some beginner questions.  I am unclear on what predict is predicting.  I have some uncomplicated code with 30 periods:

 

Tsset p

Arima x, arima(1,1,1)

Predict e, xb

 

If I have 30 periods and edit the dataset, there are 30 different values of e.  Is the last estimate predicting period 30 or 31?  

Also, if I want more accurate estimates of earlier periods,  would running arima excluding more current data give me better results?

 

Thanks

 

 




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