arima forecast

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ecoandino
Posts: 1
Joined: Mon Jan 09, 2012 6:44 pm

arima forecast

Postby ecoandino » Mon Jan 09, 2012 8:46 pm

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). the equation is dlogy = c ma(1) sma(12), where dlogy is seasonal adjusted, all significant except c, high r2 and r2adj, d-w around 2, resids inside the confidence bands. when forcasted (changed sample size, dynamic estimation) the yields are decimals. antilogs are enough for the logs, 1st diff and sma or there r another changes that need to b done to the yiels, besides antilogs, so i get thousands instead of decimals? ta

EViews Gareth
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Re: arima forecast

Postby EViews Gareth » Tue Jan 10, 2012 8:54 am

I'm not sure I follow what your question is (if, indeed, there is one).


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