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st: FW: Predict after arima, forecasting how to??


From   "A K Gupta" <ashwani_k_gupta@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: FW: Predict after arima, forecasting how to??
Date   Thu, 12 Oct 2006 07:59:18 -0400

Thanks Nicolas

Your input has helped clarify many of my doubts.  I still have another
query though.  

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?

Thanks again

A K Gupta, MD MPH
Dept of Internal Medicine
Michigan State University


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