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st: Forecasting values are the same using ARMA (only its MA component)


From   "Demetriou, Eleftherios" <Eleftherios.Demetrio@techhealth.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Forecasting values are the same using ARMA (only its MA component)
Date   Fri, 21 Aug 2009 14:28:11 -0400

Hello,

Any feedback would be much appreciated.

The following commands executed

.arima dlbms, ma(1/2)bfgs, if tin(,80)
.predict bmsdyn10 if tin(81,98), y dynamic(81)
(80 missing values generated)

The output was only the value of 0.0247569 for the 18 periods in the
future.
Does the forecasting value of an MA(1) model is limited for a horizon of
one period ahead, for MA(2) for two periods ahead etc?

If the answer is yes, then why do I get only one value in the future
instead of two?

Thank you

Eleftherios

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