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Intervals in SARIMA prediction are not displayed
Posted: Wed Dec 23, 2020 2:54 pm
by andypol
Hi, can someone help me please?
I work on SARIMA(1,0,1) (0,0,1) and I am not able to make a graph of prediction.The confidence interval does not appear on the graph. If I add space for prediction in the number of observations, an error message "No variables selected from dataset" is displayed. Never happened before, I work with excel files. Any idea what is wrong?
Re: Intervals in ARIMA prediction are not displayed
Posted: Wed Dec 23, 2020 3:52 pm
by startz
You might want to tell us more specifically what commands you used.
Re: Intervals in SARIMA prediction are not displayed
Posted: Wed Dec 23, 2020 4:58 pm
by andypol
I start to work on a model and everything is fine. I open a file(.xls suffix), quarterly data,1998q1-2019q4, and then I open estimate equation and estimate the model SARIMA(1,0,1) (0,0,1) which consists of these parts: d(flats) sar(4) sma(4) ma(1) and estimation output is normal. Then thru "resize involves inserting 4 observation" create space for 4 quarters. But when I made forecast thru forecast-flatsf and I add se_1 in enter in the S.E. optional, and forecast sample is 2020q1 to 2020q4 and press ok, I don't see confidence interval in the picture, only a prediction for the exogenous variable. I don't have idea what is wrong. :/ :/ :-(
Re: Intervals in ARIMA prediction are not displayed
Posted: Wed Dec 23, 2020 5:03 pm
by startz
That's not an ARIMA(2,0,0) model. But perhaps if you post your EViews workfile, including the equation you estimated, someone will have a suggestion.
Re: Intervals in ARIMA prediction are not displayed
Posted: Wed Dec 23, 2020 5:23 pm
by andypol
OH yes, SARIMA, not ARIMA, sorry, same problem with 2 different models :D
Re: Intervals in SARIMA prediction are not displayed
Posted: Wed Dec 23, 2020 5:33 pm
by andypol
here is the file I work with and screenshots of estimation output, forecast prediction and forecast prediction graph. Strange thing is that when I open a file we received from university teacher for training, it works normally. I checked everything on my own file, suffix of file, name of file etc. but still the same result.
Re: Intervals in SARIMA prediction are not displayed
Posted: Wed Dec 23, 2020 5:49 pm
by startz
It would be helpful to post your EViews workfile.
Re: Intervals in SARIMA prediction are not displayed
Posted: Wed Dec 23, 2020 5:53 pm
by EViews Gareth
Guess he's using EViews Lite, which doesn't let you create/save workfiles.
Re: Intervals in SARIMA prediction are not displayed
Posted: Wed Dec 23, 2020 6:02 pm
by startz
When I use your data I see confidence intervals. No Idea why you don't I'm afraid.
Re: Intervals in SARIMA prediction are not displayed
Posted: Wed Dec 23, 2020 6:05 pm
by andypol
guess thats another macbook problem :/
Re: Intervals in SARIMA prediction are not displayed
Posted: Wed Dec 23, 2020 6:09 pm
by startz
That is possible. If you post about what version and build of EViews you are using and what version of the Mac OS your are using, there is some chance someone at EViews will have a suggestion.
Re: Intervals in SARIMA prediction are not displayed
Posted: Wed Dec 23, 2020 6:13 pm
by andypol
I use Student Lite version of EViews11SV, I have MacBook Air. MacOS Catalina 10.15.4
Re: Intervals in SARIMA prediction are not displayed
Posted: Wed Dec 23, 2020 6:14 pm
by EViews Gareth
What's the build date (Help->About EViews)
Re: Intervals in SARIMA prediction are not displayed
Posted: Wed Dec 23, 2020 6:17 pm
by andypol
This one
Re: Intervals in SARIMA prediction are not displayed
Posted: Wed Dec 23, 2020 7:10 pm
by EViews Gareth
Looks good.
Perhaps post a picture of the output you see