st: basic arima questions

["Salkov, Rick" <Rick.Salkov@eia.doe.gov>]

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?

 

Thanks