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Hello,

I would like to ask a question regarding the variable type needed for sample inputs in autoarma.

My question is as follows. I am working on a forecast series which requires the ARIMA'ing of a number of indicator series. These indicator series are updated on a monthly basis. Currently, I use the following specification (which works):

series_name.autoarma(smpl="1924M01 2023M09", forclen="2023M11") series_name_f c ' Just an example

However, as there are quite a few series involved, it would be a bit of a hassle for me to modify the endpoint in the autoarma sample and the forecast length manually each time there is a data update, and it may also lead to mistakes in case there have been updates I am not aware of (I cannot run this in a loop because they have different starting dates / data release dates).

As a result, I would appreciate it if anybody could tell me if there is a way to input the autoarma sample (the smpl= portion) with the likes of @ifirst and @ilast, and to input 'forclen' as a scalar (as it is the same across all series). This would mean that the autoarma automatically updates as the data itself updates. When I tried @ifirst, however, I got the following error:

"Invalid specification for forecast length or endpoint in
"series_name.AUTOARMA(SMPL=@IFIRST(series_name)
@ILAST(series_name), FORCLEN="2023M11") series_name_F C"
on line xxx."

Ditto when I tried to input 'forclen' as a pre-defined scalar.

Thank you in advance for the help! And one other small clarification, please - should there accidentally be any NAs in-between the first and last dates with data in a series, would @ilast stop at the first NA or look for the last point with data, regardless of how many NAs come before that? Thank you!

Store the sample end points into string variables, and then use the string variables in the autoarma command.

Dear Gareth,

Thank you very much for the quick response. I believe @ifirst and @ilast generate scalars and not strings, but guided by your suggestion I ended up using the following, and it works:

smpl relevant_sample
%forclen = @right(@pagesmpl,7) ' As relevant_sample is in 'YYYY[M]MM' format
smpl @all

%first = series_name.@first
%last = series_name.@last
%smpl = %first + " " + %last
series_name.autoarma(smpl=%smpl, forclen=%forclen) series_name_f c

Now I can actually run this within a loop. I also verified manually that @last picks up the date with the latest datapoint in the series regardless of whether there are any NAs in-between. Thank you very much!