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st: basic arima questions

From   "Salkov, Rick" <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   st: basic arima questions
Date   Tue, 22 Mar 2005 08:34:55 -0500

I am beginning to experiment with arima and have some beginner questions.  I am unclear on what predict is predicting.  I have some uncomplicated code with 30 periods:


Tsset p

Arima x, arima(1,1,1)

Predict e, xb


If I have 30 periods and edit the dataset, there are 30 different values of e.  Is the last estimate predicting period 30 or 31?  

Also, if I want more accurate estimates of earlier periods,  would running arima excluding more current data give me better results?





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