Forecasting a time series model using ARIMA model
Posted: Fri Jun 24, 2016 8:19 am
Hi,
I need to forecast a series using ARIMA procedure. So far I have regress the arima equation and is able to do the forecast. But my problem start when I want to forecast the series at 1 and 4 quarter. Actually I have to get an inflation expectation series which is forecasted at 1 quarter and 4 quarter. My series are on quarter basis. Through the help of eviews tutorial I am able to run the arima model but now I need to get the forecast for just one quarter and four quarter.
Please help.
thanks
Saakshi
I need to forecast a series using ARIMA procedure. So far I have regress the arima equation and is able to do the forecast. But my problem start when I want to forecast the series at 1 and 4 quarter. Actually I have to get an inflation expectation series which is forecasted at 1 quarter and 4 quarter. My series are on quarter basis. Through the help of eviews tutorial I am able to run the arima model but now I need to get the forecast for just one quarter and four quarter.
Please help.
thanks
Saakshi