Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: RE: Can stata output equations from ARIMA?


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Can stata output equations from ARIMA?
Date   Wed, 23 Jun 2010 11:19:04 +0100

-arima- leaves the coefficient estimates in memory. I take this to be
equivalent to outputting the equation. See -help arima postestimation-. 

Nick 
n.j.cox@durham.ac.uk 

Alexander Per

I used arima, then the "predict sumvariable, dynamic()" command.
Please let me know how I can obtain the arima equation(s) stata used
to produce the sumvariable values.  I want to use the
equation(s) in a different program.  A minimum amount of help would
show me how to get the predicted sumvariable values for (future) time
values not used to produce the equation(s), but I really want the
equations.


*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index