Dear statalisters,
I've been working with time series in stata 9. I use the command
"arima D.x, ar(p) ma(q)". Where D.x = x(t) - x(t-1). Then I need to
forecast using that same model.
The steps I use are:
1- Expand the number of observations to fill them with the forecasted values.
2- Use "predict" both static and dynamic.
The problem I'm having is that predict gives me the values of x(t) -
x(t-1) and when I use "predict xhat, y" stata gives me the forecast
only one period ahead.
Given this I have the following questions:
1- Is there any way to predict the real values (x instead of D.x)?
2- What does "dynamic" exactly does? I've been experimenting with that
option and I find that the value of the forecasting depends on the
value specified in the option.
Thak you very much
Edgard
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