Hi All,
I have used the attached data to estimate an ARIMA model using the following code (data are weekly paper towel sales):
My question has to do with using the results to reproduce the predicted values for sales (psales) and/or the predicted values for the first differences of sales (pD_sales).
For example, the predicted value for sales for the 4th time period is 15.19182. The predicted value for the first difference of sales for the 4th time period is .2535219.
How can I use the data from above to reproduce these results?
Again, I have attached the data, output of my ARIMA(0 1 1) model, and a list of the first 4 observations.
I am teaching myself time series analysis, so please pardon my rudimentary question.
Cheers,
Adam
I have used the attached data to estimate an ARIMA model using the following code (data are weekly paper towel sales):
Code:
use "t9-1 towel.dta", clear rename y sales generate time = _n tsset time arima sales, arima(0 1 1) predict psales, y predict pD_sales, xb predict resids, residuals
For example, the predicted value for sales for the 4th time period is 15.19182. The predicted value for the first difference of sales for the 4th time period is .2535219.
How can I use the data from above to reproduce these results?
Again, I have attached the data, output of my ARIMA(0 1 1) model, and a list of the first 4 observations.
I am teaching myself time series analysis, so please pardon my rudimentary question.
Cheers,
Adam
