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st: FW: Predict after arima, forecasting how to??
Your input has helped clarify many of my doubts. I still have another
Even if I fit arima X Y, arima(1,1,1) the predict, xb option produces
forecasts for the differenced series. Isn't that correct? I am
interested in forecasts for the undifferenced series.
How can I obtain dynamic forecasts for the undifferenced series?
Also as a side is it possible to fit other models such as state space
models/distributed time lag models in stata?
A K Gupta, MD MPH
Dept of Internal Medicine
Michigan State University
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