Danielle,
You're quite welcome.
- RY
Robert A. Yaffee, Ph.D.
Research Professor
Shirley M. Ehrenkranz
School of Social Work
New York University
home address:
Apt 19-W
2100 Linwood Ave.
Fort Lee, NJ
07024-3171
Phone: 201-242-3824
Fax: 201-242-3825
[email protected]
----- Original Message -----
From: "Danielle H. Ferry" <[email protected]>
Date: Thursday, June 8, 2006 4:59 pm
Subject: Re: st: SE of forecast with ARIMA?
> Thanks, Ray.
>
> --
> National Bureau of Economic Research <http://www.nber.org>
>
>
> ---------- Original Message -----------
> From: Robert A Yaffee <[email protected]>
> To: [email protected]
> Sent: Thu, 08 Jun 2006 16:33:12 -0400
> Subject: Re: st: SE of forecast with ARIMA?
>
> > Dear Danielle,
> > After running your arima, type: predict fev, mse
> > That give you the forecast error variance for a one-step ahead
> > forecast.
> > Then generate ucl=forecast + 1.96*sqrt(fev)
> > generate lcl=forecast - 1.96*sqrt(fev)
> >
> > for your forecast confidence limits.
> > - Regards,
> > RAY
> >
> > Robert A. Yaffee, Ph.D.
> > Research Professor
> > Shirley M. Ehrenkranz
> > School of Social Work
> > New York University
> >
> > home address:
> > Apt 19-W
> > 2100 Linwood Ave.
> > Fort Lee, NJ
> > 07024-3171
> > Phone: 201-242-3824
> > Fax: 201-242-3825
> > [email protected]
> >
> > ----- Original Message -----
> > From: "Danielle H. Ferry" <[email protected]>
> > Date: Thursday, June 8, 2006 1:30 pm
> > Subject: st: SE of forecast with ARIMA?
> >
> > > 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>
> > >
> > > *
> > > * For searches and help try:
> > > * http://www.stata.com/support/faqs/res/findit.html
> > > * http://www.stata.com/support/statalist/faq
> > > * http://www.ats.ucla.edu/stat/stata/
> > >
> > *
> > * For searches and help try:
> > * http://www.stata.com/support/faqs/res/findit.html
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
> ------- End of Original Message -------
>
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
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* http://www.ats.ucla.edu/stat/stata/
