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: Confidence interval in ARIMA models
From
Eduardo de Masi <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Confidence interval in ARIMA models
Date
Tue, 11 Jun 2013 13:05:31 -0700 (PDT)
Dear,
Please, how I do to calculate confidence interval for one-step ahead predictions after ARIMA models estimation?
I have used ARIMA function to estimate a transfer function model and PREDICT function for to obtain predictions in and out sample, but I can not to estimate confidence interval. I tried to use the function PREDICTLN new_var = PREDICT(Y), CI (new_var1 new_var2) and a error mensage was showed. Can you help me?
Thanks,
Eduardo de Masi
Biólogo
[email protected]
[email protected]
tel. 5814-8995
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/