Hi everyone,
I am new to STATA time series, and here is a question I have on how to perform forecast after ARIMA.
I have arima values (for example, 1,0,1), I am curious on what should I do next in order to perform a out of sample forecast until year of 2030?
Is there any tutorial on this? Inside the STATA pdf manual, I could not find relevant tutorial on post ARIMA forecast. The only material I found regards to forecast is on regression that involves multiple variables. However, for my problem, I have only one variable (eg. ship arrivals to port over time).
I would really appreciate if someone could explain to me how to transform my ARIMA (1,0,1) into a regression if thats the case? Or, what should I do next to forecast dynamic forecast? Thank you!!
Related Posts with Time series ARIMA, how to forecast future?
xtreg fe, drop estimated constant in stored results?Hi, I have panel data (firmid, timeid) and want a table in latex (using esttab) with two model spec…
Multi-Level Multiple Imputation Margins HelpHello, I am trying to run average marginal effects for my dependent variable "renstu". The model is…
psmath2 and rbounds: estimating 'interaction effect' using Propensity Score Matching, and the sensitivity analysisHello, I'm using Propensity Score Matching method to estimate a treatment effect (psmatch2 used). On…
New package kmest on SSCThanks as always to Kit Baum, a new package kmest is now availble for download from SSC. In Stata, u…
Attention: Frank LobueBy my count Frank Lobue -- which may be the name of a collective as one Anthony Santana sent me a re…
Subscribe to:
Post Comments (Atom)
0 Response to Time series ARIMA, how to forecast future?
Post a Comment