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st: ARIMA model errors


From   "Erlinger, Thomas P." <[email protected]>
To   <[email protected]>
Subject   st: ARIMA model errors
Date   Thu, 8 Oct 2009 09:36:39 -0500

Is there a way to get error, prediction interval, confidence intervals
from ARIMA forecasts of differenced data?   Using the "y" option gets
predictions and residuals, but I can't figure out how to get the other.

Any help appreciated.

Tate

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