Hey,
I try to estimate an arima model. As far as I know there should be no difference between using these two codes:
vs.
As can be seen in the graph there is a difference. In the second case the forecast is just a constant value. What do I do wrong?
Thanks in advance!
I try to estimate an arima model. As far as I know there should be no difference between using these two codes:
Code:
webuse gnp96, clear gen gnp96_new = gnp96 in 1/122 arima gnp96_new L(1/2).gnp96_new in 1/122 predict gnp96_pred in 123/142, dynamic(.) tsline gnp96 gnp96_new gnp96_pred
Code:
webuse gnp96, clear gen gnp96_new = gnp96 in 1/122 arima gnp96_new in 1/122, ar(1/2) predict gnp96_pred in 123/142, dynamic(.) tsline gnp96 gnp96_new gnp96_pred
Thanks in advance!