Hi everyone,
I am new to STATA time series, and here is a question I have on how to perform forecast after ARIMA.
I have arima values (for example, 1,0,1), I am curious on what should I do next in order to perform a out of sample forecast until year of 2030?
Is there any tutorial on this? Inside the STATA pdf manual, I could not find relevant tutorial on post ARIMA forecast. The only material I found regards to forecast is on regression that involves multiple variables. However, for my problem, I have only one variable (eg. ship arrivals to port over time).
I would really appreciate if someone could explain to me how to transform my ARIMA (1,0,1) into a regression if thats the case? Or, what should I do next to forecast dynamic forecast? Thank you!!
I am new to STATA time series, and here is a question I have on how to perform forecast after ARIMA.
I have arima values (for example, 1,0,1), I am curious on what should I do next in order to perform a out of sample forecast until year of 2030?
Is there any tutorial on this? Inside the STATA pdf manual, I could not find relevant tutorial on post ARIMA forecast. The only material I found regards to forecast is on regression that involves multiple variables. However, for my problem, I have only one variable (eg. ship arrivals to port over time).
I would really appreciate if someone could explain to me how to transform my ARIMA (1,0,1) into a regression if thats the case? Or, what should I do next to forecast dynamic forecast? Thank you!!
