ARMAX in Stata

[Amanda Nilsson]

Hello!

I am trying to forecast gasoline prices for one month ahead in Stata17. If I understand correctly I need to use an ARMAX model to be able to include any X-variables. However, "ARMAX" is unrecognized in Stata and I do not find any help on how to do this. If anyone know how I could include my explanatory variables in an ARIMA model I would be very thankful. I have already tried to include the explanatory variables in [.] these brackets but I got an error.

[Andrew Musau]

help arima

[Amanda Nilsson]

Thank you. I already looked at the help from Stata, however, I realized that the problem was in my data and managed to estimate my model.