Intervals in SARIMA prediction are not displayed
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Intervals in SARIMA prediction are not displayed
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?
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.
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Re: Intervals in ARIMA prediction are not displayed
You might want to tell us more specifically what commands you used.
Re: Intervals in SARIMA prediction are not displayed
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.
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- Non-normality and collinearity are NOT problems!
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Re: Intervals in ARIMA prediction are not displayed
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.
Re: Intervals in ARIMA prediction are not displayed
OH yes, SARIMA, not ARIMA, sorry, same problem with 2 different models :D
Re: Intervals in SARIMA prediction are not displayed
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.
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- Snímek obrazovky 2020-12-24 v 1.30.53.png (69.69 KiB) Viewed 6693 times
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- Snímek obrazovky 2020-12-24 v 1.30.07.png (97.43 KiB) Viewed 6693 times
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- flats.xls
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- Non-normality and collinearity are NOT problems!
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Re: Intervals in SARIMA prediction are not displayed
It would be helpful to post your EViews workfile.
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- Fe ddaethom, fe welon, fe amcangyfrifon
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Re: Intervals in SARIMA prediction are not displayed
Guess he's using EViews Lite, which doesn't let you create/save workfiles.
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- Non-normality and collinearity are NOT problems!
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Re: Intervals in SARIMA prediction are not displayed
When I use your data I see confidence intervals. No Idea why you don't I'm afraid.
Re: Intervals in SARIMA prediction are not displayed
guess thats another macbook problem :/
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- Non-normality and collinearity are NOT problems!
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Re: Intervals in SARIMA prediction are not displayed
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.
Re: Intervals in SARIMA prediction are not displayed
I use Student Lite version of EViews11SV, I have MacBook Air. MacOS Catalina 10.15.4
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- Fe ddaethom, fe welon, fe amcangyfrifon
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Re: Intervals in SARIMA prediction are not displayed
What's the build date (Help->About EViews)
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Re: Intervals in SARIMA prediction are not displayed
This one
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Re: Intervals in SARIMA prediction are not displayed
Looks good.
Perhaps post a picture of the output you see
Perhaps post a picture of the output you see
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