Dear Statalisters,
Is there an easy way to get the SE of a prediction or forecast with -arima-?
The documentation indicates that there is no "stdp" option with -predict-
after -arima-. (Actually, this will produce something - but it is the same
number for all observations).
Thank you,
Danielle Ferry
--
National Bureau of Economic Research <http://www.nber.org>
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