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: Confidence interval in ARIMA models


From   Eduardo de Masi <edu_masi@yahoo.com.br>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Confidence interval in ARIMA models
Date   Tue, 11 Jun 2013 13:05:31 -0700 (PDT)

 Dear,
Please, how I do to calculate confidence interval for one-step ahead predictions after ARIMA models estimation?
I have used ARIMA function to estimate a transfer function model and PREDICT function for to obtain predictions in and out sample, but I can not to estimate confidence interval. I tried to use the function PREDICTLN new_var = PREDICT(Y), CI (new_var1 new_var2) and a error mensage was showed. Can you help me?

Thanks,

Eduardo de Masi 
Biólogo
edu_masi@yahoo.com.br
emasi@prefeitura.sp.gov.br
tel. 5814-8995

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


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