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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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