We are discontinuing use of SPSS (a product I have never used) in our office and one of my colleagues provided me with this code and asked me to translate it into STATA. The data is a monthly time series variable name "electric" .
Here's the SPSS Code:
GET
FILE='I:\HOME\JCJ\DIGEST\Indelec.sav'.
* ARIMA.
TSET PRINT=DEFAULT CIN=95 NEWVAR=ALL .
PREDICT THRU YEAR 2018 MONTH 12 .
ARIMA electric
/MODEL=( 0 1 1 )( 0 1 1 ) LN CONSTANT
/MXITER 10
/PAREPS .001
/SSQPCT .001
/FORECAST EXACT .
so far I successfully import the data into STATA and turn it into a time series.
because of the use of the LN option I create a log of the variable and because of the CONSTANT option I do nothing because constant is the default in STATA.
Here's my .do file so far:
gen ln_electric = ln(electric)
arima ln_electric, arima(0,1,1) sarima(0, 1 , 1 , 12)
I'm not sure what the other sub options (MXITER PAREPS SSQPCT) do. I'm not sure how to the PREDICT functions work in SPSS. My colleague tells me the SPSS code returns a prediction of the original level. I have been unable to replicate these results in STATA.
Any help would be appreciated.
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