EV10-11 STL decomposition - option forclen in cmd line seems ignored
Posted: Wed Jun 19, 2019 8:34 am
Hello there,
in STL decomposition the option "forclen" in command line seems to be ignored. Running STL decomposition through the menu (setting forecast length) works fine. Perhaps the option for forecast length in command line has some different name.
Example of the code to give you an idea about the issue:
Regards,
Robert
in STL decomposition the option "forclen" in command line seems to be ignored. Running STL decomposition through the menu (setting forecast length) works fine. Perhaps the option for forecast length in command line has some different name.
Example of the code to give you an idea about the issue:
Code: Select all
pagecreate d5 2000 2019
smpl @first @first+20
series y = nrnd
smpl @first+21 @now
series y = .9*y(-21)+.5*nrnd
smpl @all
y.stl(estsmpl=@first @now, forclen=21, inits=2, outits=2)
Robert