Tom,
When I test the y option with a differenced series, it does
not generate an undifferenced forecast.
Bob
Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University
Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf
CV: http://homepages.nyu.edu/~ray1/vita.pdf
----- Original Message -----
From: "Erlinger, Thomas P." <[email protected]>
Date: Thursday, October 8, 2009 10:37 am
Subject: st: ARIMA model errors
To: [email protected]
> 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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