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From | "Martin Weiss" <martin.weiss1@gmx.de> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | st: RE: Forecast ARIMA |
Date | Fri, 18 Jun 2010 22:57:01 +0200 |
<> " Also, any recommendation to a time series book which is more applied than theoretical in nature, which illustrates Stata commands to a variety of examples would be appreciated." Bob`s book is forthcoming in 2010: http://www.stata-press.com/forthcoming.html HTH Martin -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Jeff Sent: Freitag, 18. Juni 2010 22:35 To: statalist@hsphsun2.harvard.edu Subject: st: Forecast ARIMA Ladies, Gentlemen & Professors, In Stata 10. I am attempting to teach myself time series in Stata. I have an example of 72 monthly seasonal sales figures from one of the books I am reading. (I think the example series came from "Forecasting, Methods & Applications, 3rd Ed. by Makridakis, Wheelwright & Hyndman, 1998.) Using the Stata 10 drop down menu for the ARIMA process, I coded in ARIMA(1,1,1) SARIMA (1,1,1,12). This seems to predict and graph the model similarly to that which I produced in another program (Minitab, which has limited capabilities allowing only univariate ARIMA forecasting). However, going to "Dynamic Forecast" on the drop down menu and plugging in the dependent variable Sales as the prefix, I don't seem to be able to forecast (and consequently can't graph a forecast) out for the next 24 months. I get the error message "fcast compute does not work with arima". Obviously I am doing something wrong (probably a whole lot wrong). Any ideas? Thank you in advance. Also, any recommendation to a time series book which is more applied than theoretical in nature, which illustrates Stata commands to a variety of examples would be appreciated. Jeffrey Wolpin * * 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/ * * 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/