|From||"Salkov, Rick" <Rick.Salkov@eia.doe.gov>|
|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:
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?