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Re: st: ARIMA model errors


From   Robert A Yaffee <bob.yaffee@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: ARIMA model errors
Date   Thu, 08 Oct 2009 10:52:15 -0400

Tom,
When I test the y option with a differenced series, it does
not generate an undifferenced forecast. 
    Bob


Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University

Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf

CV:  http://homepages.nyu.edu/~ray1/vita.pdf

----- Original Message -----
From: "Erlinger, Thomas P." <TErlinger@seton.org>
Date: Thursday, October 8, 2009 10:37 am
Subject: st: ARIMA model errors
To: statalist@hsphsun2.harvard.edu


> Is there a way to get error, prediction interval, confidence intervals
> from ARIMA forecasts of differenced data?   Using the "y" option gets
> predictions and residuals, but I can't figure out how to get the other.
> 
> Any help appreciated.
> 
> Tate
> 
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