English, Article edition: DPREDICT: Stata module to produce dynamic forecasts for ARIMA(p,s,q) models J. Katriak

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Bookmark: http://trove.nla.gov.au/version/175210
Physical Description
  • code
Language
  • English

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Title
  • DPREDICT: Stata module to produce dynamic forecasts for ARIMA(p,s,q) models
Author
  • J. Katriak
Physical Description
  • code
Notes
  • dpredict calculates dynamic predictions from the arima command. The predictions calculated by dpredict} are all out-of-sample predictions, each based on a different subsample. The horizon of the predictions (how many periods ahead) is specified by the periods(#) option. The subsamples, which the predictions are based on, change sequentially.
  • prediction, dynamic forecasts, ARIMA
  • RePEc:boc:bocode:s456729
Language
  • English
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