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st: Predict Values, Residual Values, Actual Values: How they related to Change(Differentiated) values


From   "Demetriou, Eleftherios" <Eleftherios.Demetrio@techhealth.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Predict Values, Residual Values, Actual Values: How they related to Change(Differentiated) values
Date   Thu, 3 Sep 2009 10:09:12 -0400

Hi to all,

Your help would much appreciated.

Time        Residuals    Actual      Predicted        Change 

2008m12	0.0471286	15.56406	15.6111886
0.0390626
2009m1	-0.0846512	15.44607	15.3614188
-0.0333374
2009m2	0.2174468	15.62338	15.8408268
-0.0401406
2009m3	-0.0912807	15.67231	15.5810293
0.1402137
2009m4	0.0002243	15.67153	15.6717543
-0.0010054
2009m5	-0.0055107	15.65919	15.6536793
-0.0068251
2009m6	-0.0156231	15.70709	15.6914669
0.0635176
2009m7	0.0298343	15.6491	15.6789343		0.0169236
2009m8	-0.0298517	15.70702	15.6771683
0.0566317
2009m9	0.0243455				            -0.0575622
2009m10	-0.014906				            0.0840143
2009m11	-0.0625918				            -0.0073008
2009m12	0.0526835				            0.0390626
2010m1	0.0269902
-0.0333374
2010m2	0.0243964
-0.0401406
2010m3	-0.0038307
0.1402137
2010m4	-0.03499
-0.0010054
2010m5	0.0308822
-0.0068251
2010m6	-0.0428043
0.0635176
2010m7	0.0381132
0.0169236
2010m8	-0.0323732
0.0566317
2010m9	0.0251135
-0.0575622
2010m10	-0.0151399
0.0840143
2010m11	-0.0625206
-0.0073008
2010m12
0.0390626

All values in logarithmic form

We know that Residuals=Actual - Predicted

What is the relationship with the three (Residuals, Actual, Predicted)
with the last column (Change)?

The reason being to be able to fill the values from 2009m9 till 2010m12
for "Predicted" column

Thank you

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