Forecasting a time series model using ARIMA model

[Saakshi]

Hi,

I need to forecast a series using ARIMA procedure. So far I have regress the arima equation and is able to do the forecast. But my problem start when I want to forecast the series at 1 and 4 quarter. Actually I have to get an inflation expectation series which is forecasted at 1 quarter and 4 quarter. My series are on quarter basis. Through the help of eviews tutorial I am able to run the arima model but now I need to get the forecast for just one quarter and four quarter.

Please help.

thanks
Saakshi

[Saakshi]

Hi,

I want to forecast CPI from 1996Q1 to 2016Q1. My data of CPI is for the same period. I am actually looking for E_t(CPI_t+1) i.e future inflation for every quarter from 1996Q1 to 2016Q1. This forecasting I need to do is by ARIMA 1 quarter that is it will cover one quarter and another by ARIMA 4 quarter. So far I am able to regress the ARIMA model but I am not able to forecast at 1 and 4 quarter.

Kindly help.

Thanks
Saakshi

[Saakshi]

Please help me with this problem. I am stuck here. Kindly help.