this is what I run after a tsappend and it generates undifferenced
values. Is this incorrect?
arima s365.encounters in 2740/3568, ar(1 6) ma(1)
predict yhat1 in 2740/3573, y
predict res1 in 2740/3573, yres
arima s365.encounters diff2 in 2738/3568, ar(1 6) ma(1)
predict yhat5 in 2740/3573, dynamic(d(08oct2009)) y
predict res5 in 2740/3573, yres
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Robert A
Yaffee
Sent: Thursday, October 08, 2009 9:52 AM
To: [email protected]
Subject: Re: st: ARIMA model errors
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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