Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: predict, option dynamic, confidence intervals
From
Combes Stephanie <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: predict, option dynamic, confidence intervals
Date
Tue, 27 Jul 2010 23:39:55 +0200
Hello,
I am surprised that confidence intervals are not optional in predict, I
would like to predict 5 years ahead the end of my datas, so I use the
dynamic option, and I would like to get the corresponding confidence
interval (which should be widening), are them some code done for this?
For my prediction, I'm using an ARIMA modelisation, I don't really get the
help explication about yresiduals and residuals, yresiduals = y - yhat? What
is "residuals" then?
I would be very grateful if someone has an answer for me, thank you by
advance for your time and help,
With regards,
Stephanie Combes
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/