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- Mon Jan 09, 2012 8:46 pm
- Forum: Econometric Discussions
- Topic: arima forecast
- Replies: 1
- Views: 2596
arima forecast
hi everyone, will thank heaps a hand on this. i´m trying to forecast using an arima(0,1,1)x(0,1,12). "y" is monthly and in thousands, has unit root and seasonality. i have logged "y" for reducing heterocedasticity, taken 1st diff for trend, and adjusted for seasonality (sma 12). ...