Intervals in SARIMA prediction are not displayed

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andypol
Posts: 11
Joined: Wed Dec 23, 2020 11:17 am

Intervals in SARIMA prediction are not displayed

Postby andypol » Wed Dec 23, 2020 2:54 pm

Hi, can someone help me please?
I work on SARIMA(1,0,1) (0,0,1) and I am not able to make a graph of prediction.The confidence interval does not appear on the graph. If I add space for prediction in the number of observations, an error message "No variables selected from dataset" is displayed. Never happened before, I work with excel files. Any idea what is wrong?
Last edited by andypol on Wed Dec 23, 2020 5:25 pm, edited 1 time in total.

startz
Non-normality and collinearity are NOT problems!
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Joined: Wed Sep 17, 2008 2:25 pm

Re: Intervals in ARIMA prediction are not displayed

Postby startz » Wed Dec 23, 2020 3:52 pm

You might want to tell us more specifically what commands you used.

andypol
Posts: 11
Joined: Wed Dec 23, 2020 11:17 am

Re: Intervals in SARIMA prediction are not displayed

Postby andypol » Wed Dec 23, 2020 4:58 pm

I start to work on a model and everything is fine. I open a file(.xls suffix), quarterly data,1998q1-2019q4, and then I open estimate equation and estimate the model SARIMA(1,0,1) (0,0,1) which consists of these parts: d(flats) sar(4) sma(4) ma(1) and estimation output is normal. Then thru "resize involves inserting 4 observation" create space for 4 quarters. But when I made forecast thru forecast-flatsf and I add se_1 in enter in the S.E. optional, and forecast sample is 2020q1 to 2020q4 and press ok, I don't see confidence interval in the picture, only a prediction for the exogenous variable. I don't have idea what is wrong. :/ :/ :-(
Last edited by andypol on Wed Dec 23, 2020 5:25 pm, edited 1 time in total.

startz
Non-normality and collinearity are NOT problems!
Posts: 3775
Joined: Wed Sep 17, 2008 2:25 pm

Re: Intervals in ARIMA prediction are not displayed

Postby startz » Wed Dec 23, 2020 5:03 pm

That's not an ARIMA(2,0,0) model. But perhaps if you post your EViews workfile, including the equation you estimated, someone will have a suggestion.

andypol
Posts: 11
Joined: Wed Dec 23, 2020 11:17 am

Re: Intervals in ARIMA prediction are not displayed

Postby andypol » Wed Dec 23, 2020 5:23 pm

OH yes, SARIMA, not ARIMA, sorry, same problem with 2 different models :D

andypol
Posts: 11
Joined: Wed Dec 23, 2020 11:17 am

Re: Intervals in SARIMA prediction are not displayed

Postby andypol » Wed Dec 23, 2020 5:33 pm

here is the file I work with and screenshots of estimation output, forecast prediction and forecast prediction graph. Strange thing is that when I open a file we received from university teacher for training, it works normally. I checked everything on my own file, suffix of file, name of file etc. but still the same result.
Attachments
Snímek obrazovky 2020-12-24 v 1.30.53.png
Snímek obrazovky 2020-12-24 v 1.30.53.png (69.69 KiB) Viewed 6693 times
Snímek obrazovky 2020-12-24 v 1.30.07.png
Snímek obrazovky 2020-12-24 v 1.30.07.png (97.43 KiB) Viewed 6693 times
flats.xls
(33.5 KiB) Downloaded 187 times

startz
Non-normality and collinearity are NOT problems!
Posts: 3775
Joined: Wed Sep 17, 2008 2:25 pm

Re: Intervals in SARIMA prediction are not displayed

Postby startz » Wed Dec 23, 2020 5:49 pm

It would be helpful to post your EViews workfile.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Re: Intervals in SARIMA prediction are not displayed

Postby EViews Gareth » Wed Dec 23, 2020 5:53 pm

Guess he's using EViews Lite, which doesn't let you create/save workfiles.
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startz
Non-normality and collinearity are NOT problems!
Posts: 3775
Joined: Wed Sep 17, 2008 2:25 pm

Re: Intervals in SARIMA prediction are not displayed

Postby startz » Wed Dec 23, 2020 6:02 pm

When I use your data I see confidence intervals. No Idea why you don't I'm afraid.

andypol
Posts: 11
Joined: Wed Dec 23, 2020 11:17 am

Re: Intervals in SARIMA prediction are not displayed

Postby andypol » Wed Dec 23, 2020 6:05 pm

guess thats another macbook problem :/

startz
Non-normality and collinearity are NOT problems!
Posts: 3775
Joined: Wed Sep 17, 2008 2:25 pm

Re: Intervals in SARIMA prediction are not displayed

Postby startz » Wed Dec 23, 2020 6:09 pm

That is possible. If you post about what version and build of EViews you are using and what version of the Mac OS your are using, there is some chance someone at EViews will have a suggestion.

andypol
Posts: 11
Joined: Wed Dec 23, 2020 11:17 am

Re: Intervals in SARIMA prediction are not displayed

Postby andypol » Wed Dec 23, 2020 6:13 pm

I use Student Lite version of EViews11SV, I have MacBook Air. MacOS Catalina 10.15.4

EViews Gareth
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Re: Intervals in SARIMA prediction are not displayed

Postby EViews Gareth » Wed Dec 23, 2020 6:14 pm

What's the build date (Help->About EViews)
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andypol
Posts: 11
Joined: Wed Dec 23, 2020 11:17 am

Re: Intervals in SARIMA prediction are not displayed

Postby andypol » Wed Dec 23, 2020 6:17 pm

This one
Attachments
Snímek obrazovky 2020-12-24 v 2.16.09.png
Snímek obrazovky 2020-12-24 v 2.16.09.png (177.74 KiB) Viewed 6685 times

EViews Gareth
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Posts: 13312
Joined: Tue Sep 16, 2008 5:38 pm

Re: Intervals in SARIMA prediction are not displayed

Postby EViews Gareth » Wed Dec 23, 2020 7:10 pm

Looks good.

Perhaps post a picture of the output you see
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