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st: SE of forecast with ARIMA?


From   "Danielle H. Ferry" <dferry@nber.org>
To   statalist@hsphsun2.harvard.edu
Subject   st: SE of forecast with ARIMA?
Date   Thu, 8 Jun 2006 13:30:07 -0400

Dear Statalisters,
Is there an easy way to get the SE of a prediction or forecast with -arima-?
The documentation indicates that there is no "stdp" option with -predict-
after -arima-. (Actually, this will produce something - but it is the same
number for all observations). 
Thank you,
Danielle Ferry

--
National Bureau of Economic Research <http://www.nber.org>

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