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# Re: st: Confidence intervals in time series

 From Robert A Yaffee To statalist@hsphsun2.harvard.edu Subject Re: st: Confidence intervals in time series Date Thu, 26 Jan 2006 14:50:26 -0500

```Ed,
To obtain forecast intervals with ARIMA, you can
do the following in Stata.

Type: predict forecast
then: predict fvar, mse
Then: generate upper=forecast + 1.96*sqrt(fvar)
generate lower=forecast - 1.96*sqrt(fvar)
Then: tsline y forecast upper lower, title(My Forecast Profile)

- Regards,
Bob Yaffee

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

home address:
Apt 19-W
2100 Linwood Ave.
Fort Lee, NJ
07024-3171
Phone: 201-242-3824
Fax: 201-242-3825
yaffee@nyu.edu

----- Original Message -----
From: Edgard Alfonso Polanco Aguilar <edgard.polanco@gmail.com>
Date: Thursday, January 26, 2006 1:28 pm
Subject: st: Confidence intervals in time series

> Hello Statalisters
>
> I'm working in Stata9 SE for Windows with the following time series
> model: arima x, arima(p,d,q) sarima(P,D,Q,S) noconstant. I already
> have forecasted values and now I'm interested in finding the
> confidence intervals for those values.
>
> I've tried finding the standar errors of the prediction with "predict
> x_error, stdp" but Stata gives me the following error "variable ma not
> found". I know I'm getting this error because the lack of a constant
> term, but when I have it "x_error " contains in every observation the
> standar error of the constant.
>
> I've also tried with predictnl but somehow I can't figure out the
> rigth syntax.
>
> Can anybody help me with this?
>
> Thank you very much
> Edgard
>
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```

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