Saving X12 forecast standard error

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hfahmy
Posts: 5
Joined: Sun Jul 15, 2012 5:08 am

Saving X12 forecast standard error

Postby hfahmy » Tue Oct 16, 2012 3:02 am

Hi,

I have the following command which saves x12 forecasts to a new series object called cpi_b1:

Code: Select all

cpi.x12(mode="m", filter="msr", save= "b1 d10 d11 d12 d13", arima="(0 1 1)(0 1 1)",f)


I also need to save the standard errors of the forecasts. I have tried finding it in the EViews guides and references and also tried Google with no luck.
Any help would be appreciated thanks.

EViews version: 7.2

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 12242
Joined: Tue Sep 16, 2008 5:38 pm

Re: Saving X12 forecast standard error

Postby EViews Gareth » Tue Oct 16, 2012 7:59 am

I'm not sure if the version of X12 we use supports that.
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hfahmy
Posts: 5
Joined: Sun Jul 15, 2012 5:08 am

Re: Saving X12 forecast standard error

Postby hfahmy » Tue Oct 16, 2012 11:10 pm

The standard error are available on the output from x12 (using proc menu from the series):

FORECASTING
Origin 2012.Aug
Number 12

Forecasts and Standard Errors
------------------------------
Standard
Date Forecast Error
------------------------------
2012.Sep 175.20 2.708
2012.Oct 175.68 3.242
2012.Nov 176.56 3.700
2012.Dec 177.39 4.107
2013.Jan 178.67 4.477
2013.Feb 178.53 4.819
2013.Mar 179.20 5.138
2013.Apr 180.72 5.439
2013.May 181.47 5.723
2013.Jun 182.93 5.995
2013.Jul 183.70 6.254
2013.Aug 183.70 6.503
------------------------------


So, its not possible to extract them as a series via command line?

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 12242
Joined: Tue Sep 16, 2008 5:38 pm

Re: Saving X12 forecast standard error

Postby EViews Gareth » Wed Oct 17, 2012 7:42 am

I couldn't find an option to do so in the X12 reference.
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